[R] Heteroskedasticity test

Richard M. Heiberger rmh at temple.edu
Fri Sep 29 20:07:48 CEST 2006


The Brown-Forsyth test for homogeneity of variance is included in
the HH package, downloadable from CRAN.

library(HH)
x <- c(rnorm(1000), rnorm(1000, 0, 1.2))
tmp <- data.frame(x=x, group=rep(c("s1","s1.2"), c(1000,1000)))
plot.hov(x ~ group, data=tmp)
hov(x ~ group, data=tmp)



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