Tag Archives: Siegel-Tukey

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

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.

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