vark.1960Levene {SHT}R Documentation

Levene's Test for Homogeneity of Variance

Description

Given univariate samples X_1~,\ldots,~X_k, it tests

H_0 : \sigma_1^2 = \cdots \sigma_k^2\quad vs\quad H_1 : \textrm{at least one equality does not hold}

using the procedure by Levene (1960).

Usage

vark.1960Levene(dlist)

Arguments

dlist

a list of length k where each element is a sample vector.

Value

a (list) object of S3 class htest containing:

statistic

a test statistic.

p.value

p-value under H_0.

alternative

alternative hypothesis.

method

name of the test.

data.name

name(s) of provided sample data.

References

Levene H (1960). “Robust tests for equality of variances.” In Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling, 278–292. Stanford University Press, Palo Alto, California.

Examples

## CRAN-purpose small example
small1d = list()
for (i in 1:5){ # k=5 sample
  small1d[[i]] = rnorm(20)
}
vark.1960Levene(small1d) # run the test


## test when k=5 (samples)
## empirical Type 1 error 
niter   = 1000
counter = rep(0,niter)  # record p-values
for (i in 1:niter){
  mylist = list()
  for (j in 1:5){
     mylist[[j]] = rnorm(50)   
  }
  
  counter[i] = ifelse(vark.1960Levene(mylist)$p.value < 0.05, 1, 0)
}

## print the result
cat(paste("\n* Example for 'vark.1960Levene'\n","*\n",
"* number of rejections   : ", sum(counter),"\n",
"* total number of trials : ", niter,"\n",
"* empirical Type 1 error : ",round(sum(counter/niter),5),"\n",sep=""))



[Package SHT version 0.1.8 Index]