1 ## Copyright (C) 1995-2012 Kurt Hornik
3 ## This file is part of Octave.
5 ## Octave is free software; you can redistribute it and/or modify it
6 ## under the terms of the GNU General Public License as published by
7 ## the Free Software Foundation; either version 3 of the License, or (at
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13 ## General Public License for more details.
15 ## You should have received a copy of the GNU General Public License
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20 ## @deftypefn {Function File} {[@var{pval}, @var{chisq}, @var{df}] =} bartlett_test (@var{x1}, @dots{})
21 ## Perform a Bartlett test for the homogeneity of variances in the data
22 ## vectors @var{x1}, @var{x2}, @dots{}, @var{xk}, where @var{k} > 1.
24 ## Under the null of equal variances, the test statistic @var{chisq}
25 ## approximately follows a chi-square distribution with @var{df} degrees of
28 ## The p-value (1 minus the CDF of this distribution at @var{chisq}) is
29 ## returned in @var{pval}.
31 ## If no output argument is given, the p-value is displayed.
34 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
35 ## Description: Bartlett test for homogeneity of variances
37 function [pval, chisq, df] = bartlett_test (varargin)
50 error ("bartlett_test: all arguments must be vectors");
52 f(i) = length (x) - 1;
57 v_tot = sum (f .* v) / f_tot;
58 c = 1 + (sum (1 ./ f) - 1 / f_tot) / (3 * (k - 1));
59 chisq = (f_tot * log (v_tot) - sum (f .* log (v))) / c;
61 pval = 1 - chi2cdf (chisq, df);
64 printf(" pval: %g\n", pval);