time-to-botec/squiggle/node_modules/@stdlib/stats/vartest/README.md

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# Two-sample F-test

> Two-sample F-test for equal variances.

<section class="usage">

## Usage

```javascript
var vartest = require( '@stdlib/stats/vartest' );
```

#### vartest( x, y\[, opts] )

By default, the function performs a two-sample F-test for the null hypothesis that the data in [arrays][mdn-array] or [typed arrays][mdn-typed-array] `x` and `y` is  independently drawn from normal distributions with _equal_ variances.

```javascript
var x = [ 610, 610, 550, 590, 565, 570 ];
var y = [ 560, 550, 580, 550, 560, 590, 550, 590 ];

var out = vartest( x, y );
/* returns
    {
        'rejected': false,
        'pValue': ~0.399,
        'statistic': ~1.976,
        'ci': [ ~0.374, ~13.542 ],
        // ...
    }
*/
```

The returned object comes with a `.print()` method which when invoked will print a formatted output of the results of the hypothesis test. `print` accepts a `digits` option that controls the number of decimal digits displayed for the outputs and a `decision` option, which when set to `false` will hide the test decision.

<!-- run-disable -->

```javascript
console.log( out.print() );
/* e.g., =>
    F test for comparing two variances

    Alternative hypothesis: True ratio in variances is not equal to 1

        pValue: 0.3992
        statistic: 1.976
        variance of x: 617.5 (df of x: 5)
        variance of y: 312.5 (df of y: 7)
        95% confidence interval: [0.3739,13.5417]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

The function accepts the following `options`:

-   **alpha**: `number` in the interval `[0,1]` giving the significance level of the hypothesis test. Default: `0.05`.
-   **alternative**: Either `two-sided`, `less` or `greater`. Indicates whether the alternative hypothesis is that the true ratio of variances is greater than one (`greater`), smaller than one (`less`), or that the variances are the same (`two-sided`). Default: `two-sided`.
-   **ratio**: positive `number` denoting the ratio of the two population variances under the null hypothesis. Default: `1`.

By default, the hypothesis test is carried out at a significance level of `0.05`. To choose a different significance level, set the `alpha` option.

```javascript
var x = [ 610, 610, 550, 590, 565, 570, 500, 650, 500, 650 ];
var y = [ 560, 550, 580, 550, 560, 590, 550, 590 ];

var out = vartest( x, y, {
    'alpha': 0.01
});
var table = out.print();
/* e.g., returns
    F test for comparing two variances

    Alternative hypothesis: True ratio in variances is not equal to 1

        pValue: 0.0081
        statistic: 9.1458
        variance of x: 2858.0556 (df of x: 9)
        variance of y: 312.5 (df of y: 7)
        90% confidence interval: [2.4875,30.1147]

    Test Decision: Reject null in favor of alternative at 1% significance level

    Exited with status 0
*/
```

By default, a two-sided test is performed. To perform either of the one-sided tests, set the `alternative` option to `less` or `greater`.

```javascript
var x = [ 610, 610, 550, 590, 565, 570, 500, 650, 500, 650 ];
var y = [ 560, 550, 580, 550, 560, 590, 550, 590 ];

var out = vartest( x, y, {
    'alternative': 'less'
});
var table = out.print();
/* e.g., returns
    Alternative hypothesis: True ratio in variances is less than 1

        pValue: 0.996
        statistic: 9.1458
        variance of x: 2858.0556 (df of x: 9)
        variance of y: 312.5 (df of y: 7)
        95% confidence interval: [0,30.1147]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level

    Exited with status 0
*/

out = vartest( x, y, {
    'alternative': 'greater'
});
table = out.print();
/* e.g., returns
    Alternative hypothesis: True ratio in variances is greater than 1

        pValue: 0.004
        statistic: 9.1458
        variance of x: 2858.0556 (df of x: 9)
        variance of y: 312.5 (df of y: 7)
        95% confidence interval: [2.4875,Infinity]

    Test Decision: Reject null in favor of alternative at 5% significance level

    Exited with status 0
*/
```

To test whether the ratio in the population variances is equal to some other value than `1`, set the `ratio` option.

```javascript
var x = [ 610, 610, 550, 590, 565, 570, 500, 650, 500, 650 ];
var y = [ 560, 550, 580, 550, 560, 590, 550, 590 ];

var out = vartest( x, y, {
    'ratio': 10.0
});
/* e.g., returns
    {
        'rejected': false,
        'pValue': ~0.879,
        'statistic': ~-0.915,
        'ci': [ ~1.896, ~38.385 ],
        // ...
    }
*/

var table = out.print();
/* e.g., returns
    F test for comparing two variances

    Alternative hypothesis: True ratio in variances is not equal to 10

        pValue: 0.8794
        statistic: 0.9146
        variance of x: 2858.0556 (df of x: 9)
        variance of y: 312.5 (df of y: 7)
        95% confidence interval: [1.8962,38.3853]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

</section>

<!-- /.usage -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var rnorm = require( '@stdlib/random/base/normal' );
var vartest = require( '@stdlib/stats/vartest' );

var table;
var out;
var x;
var y;
var i;

x = new Array( 60 );
for ( i = 0; i < x.length; i++ ) {
    x[ i ] = rnorm( 2.0, 1.0 );
}
y = new Array( 40 );
for ( i = 0; i < y.length; i++ ) {
    y[ i ] = rnorm( 1.0, 2.0 );
}

// Test whether the variances of `x` and `y` are the same:
out = vartest( x, y );
table = out.print();
/* e.g., returns
    F test for comparing two variances

    Alternative hypothesis: True ratio in variances is not equal to 1

        pValue: 0
        statistic: 0.1717
        variance of x: 0.6406 (df of x: 60)
        variance of y: 3.7306 (df of y: 40)
        95% confidence interval: [0.0953,0.2995]

    Test Decision: Reject null in favor of alternative at 5% significance level
*/

// Test whether the variance of `x` is one fourth of the variance of `y`:
out = vartest( x, y, {
    'ratio': 0.25
});
table = out.print();
/* e.g., returns
    F test for comparing two variances

    Alternative hypothesis: True ratio in variances is not equal to 0.25

        pValue: 0.1847
        statistic: 0.6869
        variance of x: 0.6406 (df of x: 60)
        variance of y: 3.7306 (df of y: 40)
        95% confidence interval: [0.0953,0.2995]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

</section>

<!-- /.examples -->

<section class="links">

[mdn-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array

[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Typed_arrays

</section>

<!-- /.links -->