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\name{scaleTest}
\alias{scaleTest}
\concept{Ansari-Bradley test}
\concept{Mood test}
\title{Two sample scale tests}
\description{
Tests if two series differ in their distributional scale parameter.
}
\usage{
scaleTest(x, y, method = c("ansari", "mood"),
title = NULL, description = NULL)
}
\arguments{
\item{x, y}{
numeric vectors of data values.
}
\item{method}{
a character string naming which test should be applied.
}
\item{title}{
an optional title string, if not specified the inputs data
name is deparsed.
}
\item{description}{
optional description string, or a vector of character strings.
}
}
\details{
The \code{method="ansari"} performs the Ansari-Bradley two-sample
test for a difference in scale parameters. The test returns for
any sizes of the series \code{x} and \code{y} the exact p value
together with its asymptotic limit.
The \code{method="mood"}, is another test which performs a
two-sample test for a difference in scale parameters. The underlying
model is that the two samples are drawn from \emph{f(x-l)} and
\emph{f((x-l)/s)/s}, respectively, where \emph{l} is a common
location parameter and \emph{s} is a scale parameter. The null
hypothesis is \emph{s=1}.
}
\value{
an object from class \code{\link{fHTEST}}
}
\note{
Some of the test implementations are selected from \R's \code{ctest}
package.
}
\references{
Conover, W. J. (1971);
\emph{Practical nonparametric statistics},
New York: John Wiley & Sons.
Lehmann E.L. (1986);
\emph{Testing Statistical Hypotheses},
John Wiley and Sons, New York.
Moore, D.S. (1986);
\emph{Tests of the chi-squared type},
In: D'Agostino, R.B. and Stephens, M.A., eds.,
Goodness-of-Fit Techniques, Marcel Dekker, New York.
}
\author{
R-core team for hypothesis tests implemented from \R's
package \code{ctest}.
}
\examples{
\dontshow{set.seed(1234)}
## Generate Series:
x = rnorm(50)
y = rnorm(50)
scaleTest(x, y, "ansari")
scaleTest(x, y, "mood")
}
\keyword{htest}
|
