mma.test: Mudholkar-McDermott-Aumont test for ordered variances for normal samples
Description
The function performs a test for a monotonic trend in variances for normal samples. The test statistic
is based on a combination of the finite intersection approach and the classical F (variance ratio) test.
By default, NAs are omitted.
Usage
mma.test(y,group,tail=c("right","left","both"))
Arguments
y
a numeric vector of data values.
group
factor of the data.
tail
the default option is "right", corresponding to an increasing trend in variances
as the one-sided alternatives; "left" corresponds to a decreasing trend in variances,
and "both" corresponds to any (increasing or decreasing) monot
Value
A list with the following vector components.
Tthe statistic and p-value of the test based on the Tippett p-value combination.
Fthe statistic and p-value of the test based on the Fisher p-value combination.
Nthe statistic and p-value of the test based on the Liptak p-value combination.
Lthe statistic and p-value of the test based on the Mudholkar-George p-value combination.
Each of the vector components contains the following numeric components.
statisticthe value of the test statistic.
p.valuethe p-value of the test.
methodtype of test performed.
data.namea character string giving the name of the data.
References
Mudholkar, G. S., McDermott, M. P., & Aumont, J. (1993). Testing homogeneity of ordered variances.
Metrika 40, 271-281.