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varequal

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An R package for testing whether group variances are equal.

There are also other nice alternatives such as vartest and other friends.

Installation

You can install the package from CRAN with:

install.packages("varequal")

or the development version from GitHub with:

if (!require("pak")) install.packages("pak")
pak::pak("P10911004-NPUST/varequal")

Quick start

is_var_equal(roGFP[[1]], ro ~ grp)


Benchmark

O_O: observe is homo, predict as homo
O_X: observe is homo, predict as hetero
X_X: observe is hetero, predict as hetero
X_O: observe is hetero, predict as homo
Type 1 error: O_X / (O_O + O_X) × 100%
Type 2 error: X_O / (X_X + X_O) × 100%
Accuracy: (O_O + X_X) / (O_O + O_X + X_X + X_O) × 100%

For normally-distributed, moderate sample size (8 ≤ n ≤ 20), and outliers-free data

O_O O_X X_X X_O Type 1 error (%) Type 2 error (%) Accuracy (%)
Ansari-Bradley test 974 26 749 251 2.6 25.1 86.15
Bartlett’s test 939 61 985 15 6.1 1.5 96.20
Mehrotra-Brown-Forsythe test 977 23 767 233 2.3 23.3 87.20
Brown-Forsythe test 973 27 823 177 2.7 17.7 89.80
Fligner-Killeen test 976 24 824 176 2.4 17.6 90.00
’t Lam’s G test 919 81 982 18 8.1 1.8 95.05
Levene’s test 973 27 864 136 2.7 13.6 91.85
O’Brien test 983 17 625 375 1.7 37.5 80.40
O’Neill-Mathews test 983 17 820 180 1.7 18.0 90.15

For normally-distributed, small sample size (3 ≤ n ≤ 7), and outliers-free data.

O_O O_X X_X X_O Type 1 error (%) Type 2 error (%) Accuracy (%)
Ansari-Bradley test 967 33 104 896 3.3 89.6 53.55
Bartlett’s test 957 43 440 560 4.3 56.0 69.85
Mehrotra-Brown-Forsythe test 991 9 61 939 0.9 93.9 52.60
Brown-Forsythe test 986 14 75 925 1.4 92.5 53.05
Fligner-Killeen test 978 22 97 903 2.2 90.3 53.75
’t Lam’s G test 840 160 607 393 16.0 39.3 72.35
Levene’s test 973 27 121 879 2.7 87.9 54.70
O’Brien test 996 4 30 970 0.4 97.0 51.30
O’Neill-Mathews test 994 6 58 942 0.6 94.2 52.60

For normally-distributed and moderate sample size (8 ≤ n ≤ 20) data, with one or two outliers.

O_O O_X X_X X_O Type 1 error (%) Type 2 error (%) Accuracy (%)
Ansari-Bradley test 972 28 843 157 2.8 15.7 90.75
Bartlett’s test 0 1000 1000 0 100.0 0.0 50.00
Mehrotra-Brown-Forsythe test 1000 0 590 410 0.0 41.0 79.50
Brown-Forsythe test 1000 0 745 255 0.0 25.5 87.25
Fligner-Killeen test 974 26 910 90 2.6 9.0 94.20
’t Lam’s G test 0 1000 1000 0 100.0 0.0 50.00
Levene’s test 1000 0 790 210 0.0 21.0 89.50
O’Brien test 1000 0 101 899 0.0 89.9 55.05
O’Neill-Mathews test 1000 0 713 287 0.0 28.7 85.65


TODO

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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