@stdlib/stats-levene-test

Levene's test for equal variances.

https://github.com/stdlib-js/stats-levene-test

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equal hypothesis javascript levene math mathematics node node-js nodejs statistics stats stdlib summary test variance
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Levene's test for equal variances.

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equal hypothesis javascript levene math mathematics node node-js nodejs statistics stats stdlib summary test variance
Created over 4 years ago · Last pushed 7 months ago
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README.md

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Levene's Test

NPM version Build Status Coverage Status <!-- dependencies -->

Compute Levene's test for equal variances.

Levene's test is used to test the null hypothesis that the variances of `k` groups are equal against the alternative that at least two of them are different.
## Installation ```bash npm install @stdlib/stats-levene-test ``` Alternatively, - To load the package in a website via a `script` tag without installation and bundlers, use the [ES Module][es-module] available on the [`esm`][esm-url] branch (see [README][esm-readme]). - If you are using Deno, visit the [`deno`][deno-url] branch (see [README][deno-readme] for usage intructions). - For use in Observable, or in browser/node environments, use the [Universal Module Definition (UMD)][umd] build available on the [`umd`][umd-url] branch (see [README][umd-readme]). The [branches.md][branches-url] file summarizes the available branches and displays a diagram illustrating their relationships. To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.
## Usage ```javascript var leveneTest = require( '@stdlib/stats-levene-test' ); ``` #### leveneTest( x\[, y, ..., z]\[, opts] ) Calculates Levene's test for input arrays `x`, `y`, ..., `z` holding numeric observations. ```javascript // Data from Hollander & Wolfe (1973), p. 116: var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ]; var y = [ 3.8, 2.7, 4.0, 2.4 ]; var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ]; var out = leveneTest( x, y, z ); /* returns { 'rejected': false, 'alpha': 0.05, 'df': [ 2, 11 ], 'pValue': ~0.1733, 'statistic': ~2.0638, ... } */ ``` The function accepts the following `options`: - **alpha**: `number` on the interval `[0,1]` giving the significance level of the hypothesis test. Default: `0.05`. - **groups**: an `array` of group indicators. Only applicable when providing a single numeric array holding all observations. By default, the test is carried out at a significance level of `0.05`. To test at a different significance level, set the `alpha` option. ```javascript var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ]; var y = [ 3.8, 2.7, 4.0, 2.4 ]; var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ]; var out = leveneTest( x, y, z, { 'alpha': 0.01 }); /* returns { 'rejected': false, 'alpha': 0.01, 'df': [ 2, 11 ], 'pValue': ~0.1733, 'statistic': ~2.0638, ... } */ ``` In addition to providing multiple arrays, the function supports providing a single numeric array holding all observations along with an array of group indicators. ```javascript var arr = [ 2.9, 3.0, 2.5, 2.6, 3.2, 3.8, 2.7, 4.0, 2.4, 2.8, 3.4, 3.7, 2.2, 2.0 ]; var groups = [ 'a', 'a', 'a', 'a', 'a', 'b', 'b', 'b', 'b', 'c', 'c', 'c', 'c', 'c' ]; var out = leveneTest( arr, { 'groups': groups }); ``` The returned object comes with a `.print()` method which, when invoked, prints a formatted output of test results. The method accepts the following options: - **digits**: number of decimal digits displayed for the outputs. Default: `4`. - **decision**: `boolean` indicating whether to print the test decision. Default: `true`. ```javascript var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ]; var y = [ 3.8, 2.7, 4.0, 2.4 ]; var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ]; var out = leveneTest( x, y, z ); console.log( out.print() ); /* => Levene's test for Homogeneity of Variance Null hypothesis: The variances in all groups are the same. df 1: 2 df 2: 11 F score: 2.0638 P Value: 0.1733 Test Decision: Fail to reject null in favor of alternative at 5% significance level */ ```
## Examples ```javascript var leveneTest = require( '@stdlib/stats-levene-test' ); // Data from Hollander & Wolfe (1973), p. 116: var x = [ 2.9, 3.0, 2.5, 2.6, 3.2 ]; var y = [ 3.8, 2.7, 4.0, 2.4 ]; var z = [ 2.8, 3.4, 3.7, 2.2, 2.0 ]; var out = leveneTest( x, y, z ); /* returns { 'rejected': false, 'alpha': 0.05, 'df': [ 2, 11 ], 'pValue': ~0.1733, 'statistic': ~2.0638, ... } */ var table = out.print(); /* returns Levene's test for Homogeneity of Variance Null hypothesis: The variances in all groups are the same. df 1: 2 df 2: 11 F score: 2.0638 P Value: 0.1733 Test Decision: Fail to reject null in favor of alternative at 5% significance level */ ```
* * * ## Notice This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more. For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib]. #### Community [![Chat][chat-image]][chat-url] --- ## License See [LICENSE][stdlib-license]. ## Copyright Copyright © 2016-2025. The Stdlib [Authors][stdlib-authors].

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authors:
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    url: https://github.com/stdlib-js/stdlib/graphs/contributors

repository-code: https://github.com/stdlib-js/stdlib
url: https://stdlib.io

abstract: |
  Standard library for JavaScript and Node.js.

keywords:
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  - standard library
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  - statistical computing

license: Apache-2.0 AND BSL-1.0

date-released: 2016

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npmjs.org: @stdlib/stats-levene-test

Levene's test for equal variances.

  • Homepage: https://stdlib.io
  • License: Apache-2.0
  • Latest release: 0.2.2
    published over 1 year ago
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