Performs Cochran's test for testing an outlying (or inlying) variance.
cochranTest(x, ...)# S3 method for default
cochranTest(x, g, alternative = c("greater", "less"), ...)
# S3 method for formula
cochranTest(
formula,
data,
subset,
na.action,
alternative = c("greater", "less"),
...
)
a numeric vector of data values, or a list of numeric data vectors.
further arguments to be passed to or from methods.
a vector or factor object giving the group for the
corresponding elements of "x".
Ignored with a warning if "x" is a list.
the alternative hypothesis. Defaults to "greater"
a formula of the form response ~ group where
response gives the data values and group a vector or
factor of the corresponding groups.
an optional matrix or data frame (or similar: see
model.frame) containing the variables in the
formula formula. By default the variables are taken from
environment(formula).
an optional vector specifying a subset of observations to be used.
a function which indicates what should happen when
the data contain NAs. Defaults to getOption("na.action").
A list with class "htest" containing the following components:
a character string indicating what type of test was performed.
a character string giving the name(s) of the data.
the estimated quantile of the test statistic.
the p-value for the test.
the parameters of the test statistic, if any.
a character string describing the alternative hypothesis.
the estimates, if any.
the estimate under the null hypothesis, if any.
For normally distributed data the null hypothesis, H\(_0: \sigma_1^2 = \sigma_2^2 = \ldots = \sigma_k^2\) is tested against the alternative (greater) H\(_{\mathrm{A}}: \sigma_p > \sigma_i ~~ (i \le k, i \ne p)\) with at least one inequality being strict.
The p-value is computed with the function pcochran.
Cochran, W.G. (1941) The distribution of the largest of a set of estimated variances as a fraction of their total. Ann. Eugen. 11, 47--52.
Wilrich, P.-T. (2011) Critical values of Mandel's h and k, Grubbs and the Cochran test statistic. Adv. Stat. Anal.. 10.1007/s10182-011-0185-y.
# NOT RUN {
data(Pentosan)
cochranTest(value ~ lab, data = Pentosan, subset = (material == "A"))
# }
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