VarTest: ChiSquare Test for One Variance and F Test to Compare Two...

In DescTools: Tools for Descriptive Statistics

ChiSquare Test for One Variance and F Test to Compare Two Variances

Description

Performs either a one sample chi-squared test to compare the variance of a vector with a given value or an F test to compare the variances of two samples from normal populations.

Usage

VarTest(x, ...)

## Default S3 method:
VarTest(x, y,
        alternative = c("two.sided", "less", "greater"),
        ratio = 1, sigma.squared = 1,
        conf.level = 0.95, ...)

## S3 method for class 'formula'
VarTest(formula, data, subset, na.action, ...)

Arguments

x, y	numeric vectors of data values.
alternative	a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less". You can specify just the initial letter.
ratio	the hypothesized ratio of the population variances of x and y.
sigma.squared	a number indicating the true value of the variance, if one sample test is requested.
conf.level	confidence level for the returned confidence interval.
formula	a formula of the form lhs ~ rhs where lhs is a numeric variable giving the data values and rhs a factor with two levels giving the corresponding groups.
data	an optional matrix or data frame (or similar: see model.frame) containing the variables in the formula formula. By default the variables are taken from environment(formula).
subset	an optional vector specifying a subset of observations to be used.
na.action	a function which indicates what should happen when the data contain NAs. Defaults to getOption("na.action").
...	further arguments to be passed to or from methods.

Details

The formula interface is only applicable for the 2-sample tests.

The null hypothesis is that the ratio of the variances of the populations from which x and y were drawn, or in the data to which the linear models x and y were fitted, is equal to ratio.

Value

A list with class "htest" containing the following components:

statistic	the value of the F test statistic.
parameter	the degrees of the freedom of the F distribution of the test statistic.
p.value	the p-value of the test.
conf.int	a confidence interval for the ratio of the population variances.
estimate	the ratio of the sample variances of x and y.
null.value	the ratio of population variances under the null.
alternative	a character string describing the alternative hypothesis.
method	the character string "F test to compare two variances".
data.name	a character string giving the names of the data.

Author(s)

Andri Signorell <[e-mail]> (One sample test)
Two Sample test and help text from R-Core.

See Also

var.test, bartlett.test for testing homogeneity of variances in more than two samples from normal distributions; ansari.test and mood.test for two rank based (nonparametric) two-sample tests for difference in scale.

Examples

x <- rnorm(50, mean = 0, sd = 2)

# One sample test
VarTest(x, sigma.squared = 2.5)

# two samples
y <- rnorm(30, mean = 1, sd = 1)
VarTest(x, y)                  # Do x and y have the same variance?
VarTest(lm(x ~ 1), lm(y ~ 1))  # The same.

DescTools documentation built on Sept. 26, 2024, 1:07 a.m.