Class: Statsample::Test::Levene

Inherits:
Object
  • Object
show all
Includes:
Summarizable, Statsample::Test
Defined in:
lib/statsample/test/levene.rb

Overview

Levene Test for Equality of Variances

From NIST/SEMATECH: <blockquote>Levene’s test ( Levene, 1960) is used to test if k samples have equal variances. Equal variances across samples is called homogeneity of variance. Some statistical tests, for example the analysis of variance, assume that variances are equal across groups or samples. The Levene test can be used to verify that assumption.</blockquote> Use:

require 'statsample'
a = Daru::Vector.new([1,2,3,4,5,6,7,8,100,10])
b = Daru::Vector.new([30,40,50,60,70,80,90,100,110,120])

levene=Statsample::Test::Levene.new([a,b])
puts levene.summary

Output:

Levene Test
F: 0.778121319848449
p: 0.389344552595791

Reference:

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods included from Summarizable

#summary

Methods included from Statsample::Test

chi_square, levene, #p_using_cdf, #t_critical, t_one_sample, t_two_samples_independent, u_mannwhitney, wilcoxon_signed_rank, #z_critical

Constructor Details

#initialize(input, opts = Hash.new()) ⇒ Levene

Input could be an array of vectors or a dataset



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# File 'lib/statsample/test/levene.rb', line 31

def initialize(input, opts=Hash.new())
  if input.is_a? Daru::DataFrame
    @vectors = input.to_h.values
  else
    @vectors = input
  end
  @name=_("Levene Test")
  opts.each{|k,v|
    self.send("#{k}=",v) if self.respond_to? k
  }
  compute
end

Instance Attribute Details

#d1 ⇒ Object (readonly)

Degrees of freedom 1 (k-1)



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# File 'lib/statsample/test/levene.rb', line 25

def d1
  @d1
end

#d2 ⇒ Object (readonly)

Degrees of freedom 2 (n-k)



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# File 'lib/statsample/test/levene.rb', line 27

def d2
  @d2
end

#name ⇒ Object

Name of test



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# File 'lib/statsample/test/levene.rb', line 29

def name
  @name
end

Instance Method Details

#f ⇒ Object

Value of the test



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# File 'lib/statsample/test/levene.rb', line 44

def f
  @w
end

#probability ⇒ Object

Probability. With H_0 = Sum(s2)=0, probability of getting a value of the test upper or equal to the obtained on the sample



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# File 'lib/statsample/test/levene.rb', line 83

def probability
  p_using_cdf(Distribution::F.cdf(f, @d1, @d2), :right)
end

#report_building(builder) ⇒ Object

:nodoc:



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# File 'lib/statsample/test/levene.rb', line 47

def report_building(builder) # :nodoc:
  builder.text "%s : F(%d, %d) = %0.4f , p = %0.4f" % [@name, @d1, @d2, f, probability]
end