Test for outlying or inlying variance
Description:
This test is useful to check if largest variance in several groups
of data is "outlying" and this group should be rejected.
Alternatively, if one group has very small variance, we can test
for "inlying" variance.
Usage:
[pval,C] = cochrantest(x,inlying,n)
Arguments:
x: A vector of variances or matrix of observations.
n: If object is a vector, n should be another vector, giving
number of data in each corresponding group. If object is a
matrix, n should be omitted.
inlying: Test smallest variance instead of largest.
Details:
The corresponding p-value is calculated using 'cochrancdf' function.
Value:
C: the value of Cochran-statistic.
p.value: the p-value for the test.
Author(s):
Lukasz Komsta, ported from R package "outliers".
See R News, 6(2):10-13, May 2006
References:
Snedecor, G.W., Cochran, W.G. (1980). Statistical Methods (seventh
edition). Iowa State University Press, Ames, Iowa.
