IStatistics.FTest

Fore Syntax

FTest(A1: Array; A2: Array): Double;

Fore.NET Syntax

FTest(A1: System.Array; A2: System.Array): double;

Parameters

A1. First data series.

A2. Second data series.

Description

The FTest method returns the F-test result.

Comments

F test returns single-sided probability of that variances of the A1 and A2 series do not differ significantly. Use this function to determine whether two samples have different variances.

For correct calculation the A1 and A2 series:

Should contain two or more points.
Should be non-constant.

Fore Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    st: Statistics;
    d0: Double;
    y, x: Array Of Double;
Begin
    y := New Double[8];
    y[00] := 6; y[04] := 21;
    y[01] := 7; y[05] := 24;
    y[02] := 9; y[06] := 25;
    y[03] := 15; y[07] := 17;
    x := New Double[8];
    x[00] := 20; x[04] := 40;
    x[01] := 28; x[05] := 43;
    x[02] := 31; x[06] := 51;
    x[03] := 38; x[07] := 31;
    st := New Statistics.Create;
    d0 := st.FTest(y, x);
    If st.Status <> 0 Then
        Debug.WriteLine(st.Errors);
    Else
        Debug.WriteLine("F test: " + d0.ToString);
    End If;
End Sub UserProc

After executing the example the console window displays F test result.

Fore.NET Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    st: Statistics;
    d0: Double;
    y, x: Array Of Double;
Begin
    y := New Double[8];
    y[00] := 6; y[04] := 21;
    y[01] := 7; y[05] := 24;
    y[02] := 9; y[06] := 25;
    y[03] := 15; y[07] := 17;
    x := New Double[8];
    x[00] := 20; x[04] := 40;
    x[01] := 28; x[05] := 43;
    x[02] := 31; x[06] := 51;
    x[03] := 38; x[07] := 31;
    st := New Statistics.Create();
    d0 := st.FTest(y, x);
    If st.Status <> 0 Then
        System.Diagnostics.Debug.WriteLine(st.Errors);
    Else
        System.Diagnostics.Debug.WriteLine("F test: " + d0.ToString());
    End If;
End Sub;