This package is used to fit joint mean (location) and variance (scale) tests, i.e. joint location-and-scale tests. The package also has functions to perform variability tests using the Breusch-Pagan and Brown-Forsythe methods.
- jlssc - joint location-and-scale score test.
- jlsp - joint location-and-scale test using Fisher's method.
- vartest - variability tests with Breusch-Pagan or Brown-Forsythe methods.
- install.packages("devtools")
- library(devtools)
- install_github("jrs95/jlst")
- library(jlst)
# Data
x <- rbinom(1000, 1, 0.5)
y <- 0.5 + rnorm(1000, 0.025, 0.025)*x + rnorm(1000, 0, 0.1)
# Variance test
vartest(y, x=as.factor(x), type=1) # Breusch-Pagan test
vartest(y, x=as.factor(x), type=2) # Brown-Forsythe test
# Joint location-and-scale test using Fisher's method
jlsp(y, x=as.factor(x), var.type=1) # Breusch-Pagan variance test
jlsp(y, x=as.factor(x), var.type=2) # Brown-Forsythe variance test
# Joint location-and-scale score test
jlssc(y, x=as.factor(x), type=1) # Breusch-Pagan variance test
jlssc(y, x=as.factor(x), type=2) # Brown-Forsythe variance test
jlssc(y, x=as.factor(x), type=3) # Method of moments version of the test with the Breusch-Pagan variance test
jlssc(y, x=as.factor(x), type=4) # Method of moments version of the test with the Brown-Forsythe variance test
Staley JR, Windmeijer F, et al. A robust mean and variance test with application to epigenome-wide association studies. bioRxiv 2020; doi: https://doi.org/10.1101/2020.02.06.926584.