welch.test: A Function to Perform Welch's Heteroscedastic F Test and Welch's Heteroscedastic F Test with Trimmed Mean and Winsorized Variance
Description
welch.test performs Welch's Heteroscedastic F test and Welch's Heteroscedastic F Test with trimmed mean and winsorized variance.
Usage
welch.test(y, group, rate = 0)
Arguments
y
a numeric vector of data values.
group
a vector or factor object giving the group for the corresponding elements of y.
rate
the rate of observations trimmed and winsorized from each tail of the distribution. If rate = 0, it performs Welch's Heteroscedastic F test. Otherwise, Welch's Heteroscedastic F Test with trimmed mean and winsorized variance is performed. Default is set t
Value
Returns a list containing following elements:
statisticthe corresponding test statistic.
df1the first degrees of freedom of the approximate F distribution of the test statistic.
df2the second degrees of freedom of the approximate F distribution of the test statistic.
p.valuethe p-value of the test.
References
Welch, B. L.(1951). On the Comparison of Several Mean Values: An Alternative Approach. Biometrika, 38, 330-336.