Homogeneity Of Variances Tests in C# QuickStart Sample
Illustrates how to test a collection of variables for equal variances using classes in the Extreme.Statistics.Tests namespace in C#.
View this sample in: Visual Basic F# IronPython
using System;
using Extreme.Mathematics;
using Extreme.Statistics;
using Extreme.Statistics.Tests;
namespace Extreme.Numerics.QuickStart.CSharp
{
/// <summary>
/// Illustrates how to perform a goodness of fit test
/// using the classes in the Extreme.Statistics.Tests
/// namespace.
/// </summary>
class HomogeneityOfVariancesTests
{
static void Main(string[] args)
{
// The license is verified at runtime. We're using
// a demo license here. For more information, see
// https://numerics.net/trial-key
Extreme.License.Verify("Demo license");
// One of the underlying assumptions of Analysis of Variance
// (ANOVA) is that the variances in the different groups are
// identical. This QuickStart Sample shows how to use
// the two tests are available that can verify this assumption.
// The data for this QuickStart Sample is measurements of
// the diameters of gears from 10 different batches.
// Two variables are provided:
// batchVariable contains the batch number of each measurement:
var batch = Vector.Create(new int[]
{
1,1,1,1,1,1,1,1,1,1,
2,2,2,2,2,2,2,2,2,2,
3,3,3,3,3,3,3,3,3,3,
4,4,4,4,4,4,4,4,4,4,
5,5,5,5,5,5,5,5,5,5,
6,6,6,6,6,6,6,6,6,6,
7,7,7,7,7,7,7,7,7,7,
8,8,8,8,8,8,8,8,8,8,
9,9,9,9,9,9,9,9,9,9,
10,10,10,10,10,10,10,10,10,10
}).AsCategorical();
// diameterVariable contains the actual measurements:
var diameter = Vector.Create(new double[]
{
1.006, 0.996, 0.998, 1.000, 0.992, 0.993, 1.002, 0.999, 0.994, 1.000,
0.998, 1.006, 1.000, 1.002, 0.997, 0.998, 0.996, 1.000, 1.006, 0.988,
0.991, 0.987, 0.997, 0.999, 0.995, 0.994, 1.000, 0.999, 0.996, 0.996,
1.005, 1.002, 0.994, 1.000, 0.995, 0.994, 0.998, 0.996, 1.002, 0.996,
0.998, 0.998, 0.982, 0.990, 1.002, 0.984, 0.996, 0.993, 0.980, 0.996,
1.009, 1.013, 1.009, 0.997, 0.988, 1.002, 0.995, 0.998, 0.981, 0.996,
0.990, 1.004, 0.996, 1.001, 0.998, 1.000, 1.018, 1.010, 0.996, 1.002,
0.998, 1.000, 1.006, 1.000, 1.002, 0.996, 0.998, 0.996, 1.002, 1.006,
1.002, 0.998, 0.996, 0.995, 0.996, 1.004, 1.004, 0.998, 0.999, 0.991,
0.991, 0.995, 0.984, 0.994, 0.997, 0.997, 0.991, 0.998, 1.004, 0.997
});
// To prepare the data, we create a vector of vectors,
// one for each batch. This is optional. (See below.)
var variables = diameter.SplitBy(batch);
//
// Bartlett's test
//
// Bartlett's test is relatively fast, but has the drawback that
// it requires the data in the groups to be normally distributed,
// and it is not very robust against departures from normality.
// What this means in practice is that the test can't distinguish
// between rejection because of non-homogeneity of variances
// and violation of the normality assumption.
Console.WriteLine("Bartlett's test.");
// We pass the array of variables to the constructor:
var bartlett = new BartlettTest(variables);
// We could have also written:
var bartlett2 = new BartlettTest(diameter, batch);
// We can obtain the value of the test statistic through the Statistic property,
// and the corresponding P-value through the Probability property:
Console.WriteLine("Test statistic: {0:F4}", bartlett.Statistic);
Console.WriteLine("P-value: {0:F4}", bartlett.PValue);
Console.WriteLine("Critical value: {0:F4} at 90%",
bartlett.GetUpperCriticalValue(0.10));
Console.WriteLine("Critical value: {0:F4} at 95%",
bartlett.GetUpperCriticalValue(0.05));
Console.WriteLine("Critical value: {0:F4} at 99%",
bartlett.GetUpperCriticalValue(0.01));
// We can now print the test results:
Console.WriteLine("Reject null hypothesis? {0}",
bartlett.Reject() ? "yes" : "no");
//
// Levene's Test
//
// Levene's test is slower than Bartlett's test, but is generally more reliable.
// It comes in three variants, depending on the measure of location used.
// The default is that the group median is used.
Console.WriteLine("\nLevene's Test");
// Once again, we pass an array of Variable objects to the constructor.
// The LeveneTest constructor is overloaded: you can specify
// the type of mean (mean, median, or trimmed mean):
var levene = new LeveneTest(variables, LeveneTestLocationMeasure.Median);
// We can obtan the value of the test statistic through the Statistic property,
// and the corresponding P-value through the Probability property:
Console.WriteLine("Test statistic: {0:F4}", levene.Statistic);
Console.WriteLine("P-value: {0:F4}", levene.PValue);
// We can obtain critical values for various significance levels:
Console.WriteLine("Critical value: {0:F4} at 90%",
levene.GetUpperCriticalValue(0.10));
Console.WriteLine("Critical value: {0:F4} at 95%",
levene.GetUpperCriticalValue(0.05));
Console.WriteLine("Critical value: {0:F4} at 99%",
levene.GetUpperCriticalValue(0.01));
// We can now print the test results:
Console.WriteLine("Reject null hypothesis? {0}",
levene.Reject() ? "yes" : "no");
Console.Write("Press any key to exit.");
Console.ReadLine();
}
}
}