/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var isNumberArray = require( '@stdlib/assert/is-number-array' ).primitives; var isTypedArrayLike = require( '@stdlib/assert/is-typed-array-like' ); var setReadOnly = require( '@stdlib/utils/define-read-only-property' ); var fCDF = require( './../../base/dists/f/cdf' ); var fQuantile = require( './../../base/dists/f/quantile' ); var variance = require( './../../base/variance' ); var min = require( '@stdlib/math/base/special/min' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var validate = require( './validate.js' ); var print = require( './print.js' ); // eslint-disable-line stdlib/no-redeclare // MAIN // /** * Computes a two-sample F-test for equal variances. * * @param {NumericArray} x - first data array * @param {NumericArray} y - second data array * @param {Options} [options] - function options * @param {number} [options.alpha=0.05] - significance level * @param {string} [options.alternative='two-sided'] - alternative hypothesis (`two-sided`, `less` or `greater`) * @param {PositiveNumber} [options.ratio=1] - ratio of population variances under H0 * @throws {TypeError} x argument has to be a typed array or array of numbers * @throws {TypeError} y argument has to be a typed array or array of numbers * @throws {TypeError} options has to be simple object * @throws {TypeError} alpha option has to be a number primitive * @throws {RangeError} alpha option has to be a number in the interval `[0,1]` * @throws {TypeError} alternative option has to be a string primitive * @throws {Error} alternative option must be `two-sided`, `less` or `greater` * @throws {TypeError} ratio option has to be a number primitive * @returns {Object} test result object * * @example * var x = [ 610, 610, 550, 590, 565, 570 ]; * var y = [ 560, 550, 580, 550, 560, 590, 550, 590 ]; * * var out = vartest( x, y ); */ function vartest( x, y, options ) { var estimate; var alpha; var ratio; var beta; var cint; var opts; var pval; var stat; var xvar; var yvar; var alt; var err; var out; var dfX; var dfY; if ( !isTypedArrayLike( x ) && !isNumberArray( x ) ) { throw new TypeError( 'invalid argument. First argument `x` must be a numeric array. Value: `' + x + '`.' ); } if ( !isTypedArrayLike( y ) && !isNumberArray( y ) ) { throw new TypeError( 'invalid argument. Second argument `y` must be a numeric array. Value: `' + y + '`.' ); } opts = {}; if ( options ) { err = validate( opts, options ); if ( err ) { throw err; } } ratio = opts.ratio || 1.0; if ( opts.alpha === void 0 ) { alpha = 0.05; } else { alpha = opts.alpha; } if ( alpha < 0.0 || alpha > 1.0 ) { throw new RangeError( 'invalid argument. Option `alpha` must be a number in the range 0 to 1. Value: `' + alpha + '`.' ); } dfX = x.length - 1; dfY = y.length - 1; xvar = variance( x.length, 1, x, 1 ); yvar = variance( y.length, 1, y, 1 ); estimate = xvar / yvar; stat = estimate / ratio; pval = fCDF( stat, dfX, dfY ); alt = opts.alternative || 'two-sided'; switch ( alt ) { case 'two-sided': pval = 2.0 * min( pval, 1.0 - pval ); beta = alpha / 2.0; cint = [ estimate / fQuantile( 1.0 - beta, dfX, dfY ), estimate / fQuantile( beta, dfX, dfY ) ]; break; case 'greater': pval = 1.0 - pval; cint = [ estimate / fQuantile( 1.0 - alpha, dfX, dfY ), PINF ]; break; case 'less': cint = [ 0.0, estimate / fQuantile( alpha, dfX, dfY ) ]; break; default: throw new Error( 'Invalid option. `alternative` must be either `two-sided`, `less` or `greater`. Value: `' + alt + '`' ); } out = {}; setReadOnly( out, 'rejected', pval <= alpha ); setReadOnly( out, 'alpha', alpha ); setReadOnly( out, 'pValue', pval ); setReadOnly( out, 'statistic', stat ); setReadOnly( out, 'ci', cint ); setReadOnly( out, 'alternative', alt ); setReadOnly( out, 'xvar', xvar ); setReadOnly( out, 'yvar', yvar ); setReadOnly( out, 'dfX', dfX ); setReadOnly( out, 'dfY', dfY ); setReadOnly( out, 'method', 'F test for comparing two variances' ); setReadOnly( out, 'nullValue', ratio ); setReadOnly( out, 'print', print ); return out; } // EXPORTS // module.exports = vartest;