197 lines
4.5 KiB
Markdown
197 lines
4.5 KiB
Markdown
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<!--
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@license Apache-2.0
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Copyright (c) 2021 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# Levene's Test
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> Compute Levene's test for equal variances.
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<section class="intro">
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Levene's test is used to test the null hypothesis that the variances of `k` groups are equal against the alternative that at least two of them are different.
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var leveneTest = require( '@stdlib/stats/levene-test' );
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```
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#### leveneTest( x\[, y, ..., z]\[, opts] )
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Calculates Levene's test for input arrays `x`, `y`, ..., `z` holding numeric observations.
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```javascript
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// Data from Hollander & Wolfe (1973), p. 116:
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var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ];
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var y = [ 3.8, 2.7, 4.0, 2.4 ];
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var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ];
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var out = leveneTest( x, y, z );
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/* returns
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{
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'rejected': false,
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'alpha': 0.05,
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'df': [ 2, 11 ],
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'pValue': ~0.1733,
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'statistic': ~2.0638,
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...
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}
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*/
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```
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The function accepts the following `options`:
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- **alpha**: `number` on the interval `[0,1]` giving the significance level of the hypothesis test. Default: `0.05`.
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- **groups**: an `array` of group indicators. Only applicable when providing a single numeric array holding all observations.
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By default, the test is carried out at a significance level of `0.05`. To test at a different significance level, set the `alpha` option.
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```javascript
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var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ];
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var y = [ 3.8, 2.7, 4.0, 2.4 ];
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var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ];
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var out = leveneTest( x, y, z, {
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'alpha': 0.01
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});
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/* returns
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{
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'rejected': false,
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'alpha': 0.01,
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'df': [ 2, 11 ],
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'pValue': ~0.1733,
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'statistic': ~2.0638,
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...
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}
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*/
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```
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In addition to providing multiple arrays, the function supports providing a single numeric array holding all observations along with an array of group indicators.
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<!-- eslint-disable array-element-newline -->
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```javascript
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var arr = [
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2.9, 3.0, 2.5, 2.6, 3.2,
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3.8, 2.7, 4.0, 2.4,
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2.8, 3.4, 3.7, 2.2, 2.0
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];
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var groups = [
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'a', 'a', 'a', 'a', 'a',
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'b', 'b', 'b', 'b',
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'c', 'c', 'c', 'c', 'c'
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];
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var out = leveneTest( arr, {
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'groups': groups
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});
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```
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The returned object comes with a `.print()` method which, when invoked, prints a formatted output of test results. The method accepts the following options:
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- **digits**: number of decimal digits displayed for the outputs. Default: `4`.
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- **decision**: `boolean` indicating whether to print the test decision. Default: `true`.
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```javascript
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var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ];
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var y = [ 3.8, 2.7, 4.0, 2.4 ];
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var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ];
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var out = leveneTest( x, y, z );
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console.log( out.print() );
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/* =>
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Levene's test for Homogeneity of Variance
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Null hypothesis: The variances in all groups are the same.
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df 1: 2
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df 2: 11
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F score: 2.0638
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P Value: 0.1733
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Test Decision: Fail to reject null in favor of alternative at 5% significance level
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*/
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```
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</section>
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<!-- /.usage -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var leveneTest = require( '@stdlib/stats/levene-test' );
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// Data from Hollander & Wolfe (1973), p. 116:
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var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ];
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var y = [ 3.8, 2.7, 4.0, 2.4 ];
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var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ];
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var out = leveneTest( x, y, z );
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/* returns
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{
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'rejected': false,
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'alpha': 0.05,
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'df': [ 2, 11 ],
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'pValue': ~0.1733,
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'statistic': ~2.0638,
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...
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}
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*/
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var table = out.print();
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/* returns
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Levene's test for Homogeneity of Variance
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Null hypothesis: The variances in all groups are the same.
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df 1: 2
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df 2: 11
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F score: 2.0638
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P Value: 0.1733
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Test Decision: Fail to reject null in favor of alternative at 5% significance level
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*/
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```
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</section>
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<!-- /.examples -->
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<section class="references">
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</section>
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<!-- /.references -->
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<section class="links">
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</section>
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<!-- /.links -->
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