Code covered by the BSD License
Highlights from
Homvar
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BFtest(X,alpha)
Brown-Forsythe's Test for Homogeneity of Variances.
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Btest(X,alpha)
Bartlett's Test for Homogeneity of Variances.
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Homvar(X,alpha)
HOMVAR gives several homoscedasticity tests as Bartlett, Cochran, Brown-Forsythe, Levene,
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Levenetest(X,alpha)
Levene's Test for Homogeneity of Variances.
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OBrientest(X,alpha)
O'Brien's Test for Homogeneity of Variances.
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Wtest(X,alpha)
Welch's test for homogeneity of variances.
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[Cochtest]=Cochtest(X,alpha)
Cochran's test for homogeneity of variances for equal or unequal sample sizes.
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y=cochcdf(X,k,v)
Cochran's cumulative distribution function.
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View all files
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| File Information |
| Description |
Gives a menu to choose an homoscedasticity test as Bartlett, Cochran, Brown-Forsythe, Levene, O'Brien and Welch. It only needs the input data matrix and the significance level. To output the sample variances vector and whether or not the homoscedasticity was met. |
| MATLAB release |
MATLAB 5.3 (R11)
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| Comments and Ratings (1) |
| 08 Nov 2006 |
ali yilmaz
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| Updates |
| 05 Jun 2003 |
It was added an appropriate format to cite this file. |
| 03 Jul 2003 |
A correction was made on the readme.txt file. |
| 21 Jul 2003 |
Output results were improved. |
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