scaleTest              package:fBasics              R Documentation

_T_w_o _S_a_m_p_l_e _S_c_a_l_e _T_e_s_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Tests if two series differ in their distributional scale
     parameter.

_U_s_a_g_e:

     scaleTest(x, y, method = c("ansari", "mood"), 
         title = NULL, description = NULL)

_A_r_g_u_m_e_n_t_s:

    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. 

_D_e_t_a_i_l_s:

     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_.

_V_a_l_u_e:

     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 contail 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. 

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. 

_N_o_t_e:

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

_A_u_t_h_o_r(_s):

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

_R_e_f_e_r_e_n_c_e_s:

     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.

_E_x_a_m_p_l_e_s:

     ## rnorm - 
        # Generate Series:
        x = rnorm(50)
        y = rnorm(50)
        
     ## scaleTest -
        scaleTest(x, y, "ansari")
        scaleTest(x, y, "mood")

