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\name{varianceTest}
\alias{varianceTest}
\alias{Ftest}
\concept{Bartlett's test for equal variances}
\concept{Fligner-Killeen test for equal variances}
\title{Two sample variance tests}
\description{
Tests if two series differ in their distributional
variance parameter.
}
\usage{
varianceTest(x, y, method = c("varf", "bartlett", "fligner"),
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="varf"} can be used to compare variances of two
normal samples performing an F test. The null hypothesis is that
the ratio of the variances of the populations from which they were
drawn is equal to one.
The \code{method="bartlett"} performs the Bartlett test of the
null hypothesis that the variances in each of the samples are the
same. This fact of equal variances across samples is also called
\emph{homogeneity of variances}. Note, that Bartlett's test is
sensitive to departures from normality. That is, if the samples
come from non-normal distributions, then Bartlett's test may simply
be testing for non-normality. The Levene test (not yet implemented)
is an alternative to the Bartlett test that is less sensitive to
departures from normality.
The \code{method="fligner"} performs the Fligner-Killeen test of
the null that the variances in each of the two samples are the same.
}
\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.
}
\author{
R-core team for hypothesis tests implemented from \R's
package \code{ctest}.
}
\examples{
\dontshow{set.seed(1234)}
x <- rnorm(50)
y <- rnorm(50)
varianceTest(x, y, "varf")
varianceTest(x, y, "bartlett")
varianceTest(x, y, "fligner")
}
\keyword{htest}
|
