Can anybody tell me if there is an R implementation of the Fligner-Policello robust rank test? Thanks, Elisabetta
Fligner-Policello robust rank test
2 messages · Elisabetta Manduchi, Marc Schwartz (via MN)
On Thu, 2005-09-22 at 10:44 -0400, Elisabetta Manduchi wrote:
Can anybody tell me if there is an R implementation of the Fligner-Policello robust rank test? Thanks, Elisabetta
I don't know about the Fligner-Policello test, but the Fligner-Killeen test has been implemented in fligner.test(). From ?fligner.test: The Fligner-Killeen (median) test has been determined in a simulation study as one of the many tests for homogeneity of variances which is most robust against departures from normality, see Conover, Johnson & Johnson (1981). It is a k-sample simple linear rank which uses the ranks of the absolute values of the centered samples and weights a(i) = qnorm((1 + i/(n+1))/2). The version implemented here uses median centering in each of the samples (F-K:med X^2 in the reference). FWIW, in a Google search, I located the following SAS macro by Paul von Hippel, which includes a comment that does not lead to optimism regarding software implementations: http://www.sociology.ohio-state.edu/people/ptv/macros/fligner_policello.htm The above should not be overly difficult to convert to R, presuming you know SAS macros... HTH, Marc Schwartz