* Module to compute Hotelling`s T^2 for 2 independent populations for testing differences = zero; START twopT(X1,X2,N1,N2,bar1,bar2,D,S1,S2,Spool,Tsq); N1=ncol(X1); N2=ncol(X2); run barS(X1,bar1,S1); run barS(X2,bar2,S2); D=bar1-bar2; Spool= ((N1-1)*S1 + (N2-1)*S2)/(N1+N2-2); Tsq = ((N1*N2)/(N1+n2))*D`*inv(Spool)*D; p=ncol(x1); dfden=n1+n2-p-1; Fcrit = ((n1+n2-2)*p)/dfden * quantile('F',.95,p,dfden); FINISH twopT;