scaleTest {fBasics} | R Documentation

## 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

`x, y` | numeric vectors of data values.
`method` | a character string naming which test should be applied.
`title` | an optional title string, if not specified the inputs data name is deparsed.
`description` | optional description string, or a vector of character strings.

### Details

The `method="ansari"` performs the Ansari–Bradley two–sample test for a difference in scale parameters. The test returns for any sizes of the series `x` and `y` the exact p value together with its asymptotic limit.

The `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 f(x-l) and f((x-l)/s)/s, respectively, where l is a common location parameter and s is a scale parameter. The null hypothesis is s=1.

### Value

In contrast to R's output report from S3 objects of class `"htest"` a different output report is produced. The classical tests presented here return an S4 object of class `"fHTEST"`. The object contains the following slots:

`@call` | the function call.
`@data` | the data as specified by the input argument(s).
`@test` | a list whose elements contain the results from the statistical test. The information provided is similar to a list object of class `"htest"`.
`@title` | a character string with the name of the test. This can be overwritten specifying a user defined input argument.
`@description` | a character string with an optional user defined description. By default just the current date when the test was applied will be returned.

The slot `@test` returns an object of class `"list"` containing (at least) the following elements:

`statistic` | the value(s) of the test statistic.
`p.value` | the p-value(s) of the test.
`parameters` | a numeric value or vector of parameters.
`estimate` | a numeric value or vector of sample estimates.
`conf.int` | a numeric two row vector or matrix of 95
`method` | a character string indicating what type of test was performed.
`data.name` | a character string giving the name(s) of the data.

### Note

Some of the test implementations are selected from R's `ctest` package.

### Author(s)

R-core team for hypothesis tests implemented from R's package `ctest`.

### References

Conover, W. J. (1971); Practical nonparametric statistics, New York: John Wiley & Sons.

Lehmann E.L. (1986); Testing Statistical Hypotheses, John Wiley and Sons, New York.

Moore, D.S. (1986); Tests of the chi-squared type, In: D'Agostino, R.B. and Stephens, M.A., eds., Goodness-of-Fit Techniques, Marcel Dekker, New York.

### Examples

    ## rnorm -
       # Generate Series:
       x = rnorm(50)
       y = rnorm(50)

    ## scaleTest -
       scaleTest(x, y, "ansari")
       scaleTest(x, y, "mood")

[Package fBasics version 3042.89 Index]