R, Statistics, Data Science.
manually calculate the Pillai statistic with either of the following: vs <- sum(diag(solve(E + H) %*% H)) # Will be used later in the post to find approximate F-statistic vs ## [1] 1.305472 sum((eigen(solve(E) %*% H)$values) / (1 + eigen(solve(E) %*% H)$values)) ## [1] 1.305472 Which is the same as