Class: Statsample::Test::Levene

Inherits:
Object
  • Object
show all
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=[1,2,3,4,5,6,7,8,100,10].to_scale
b=[30,40,50,60,70,80,90,100,110,120].to_scale

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

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 29

def initialize(input, opts=Hash.new())
  if input.is_a? Statsample::Dataset
    @vectors=input.vectors.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 23

def d1
  @d1
end

#d2 ⇒ Object (readonly)

Degrees of freedom 2 (n-k)



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

def d2
  @d2
end

#name ⇒ Object

Name of test



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

def name
  @name
end

Instance Method Details

#f ⇒ Object

Value of the test



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# File 'lib/statsample/test/levene.rb', line 42

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 88

def probability
  1-Distribution::F.cdf(f, @d1, @d2) 
end

#report_building(g) ⇒ Object

:nodoc:



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# File 'lib/statsample/test/levene.rb', line 46

def report_building(g) # :nodoc:
  g.text @name
  g.text "F: #{"%0.4f" % f}"
  g.text "p: #{"%0.4f" % probability}"

end

#summary ⇒ Object

Summary of results



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# File 'lib/statsample/test/levene.rb', line 53

def summary
  ReportBuilder.new(:no_title=>true).add(self).to_text
end