Daniel Malter just shared on the R mailing list (link to the thread) his code for performing the Siegel-Tukey (Nonparametric) test for equality in variability.

Excited about the find, I contacted Daniel asking if I could republish his code here, and he kindly replied “yes”.

From here on I copy his note at full.

**The R function can be downloaded from here**

Corrections and remarks can be added in the comments bellow, or on the github code page.

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Continue reading Siegel-Tukey: a Non-parametric test for equality in variability (R code)