you may also try to levene test. Once again i think it is for a known change point.
http://finzi.psych.upenn.edu/R/library/car/html/levene.test.html On 9/30/06, Achim Zeileis <[EMAIL PROTECTED]> wrote: > On Fri, 29 Sep 2006, Alberto Monteiro wrote: > > > Is there any heteroskedasticity test in the package? Something > > that would flag a sample like > > > > x <- c(rnorm(1000), rnorm(1000, 0, 1.2)) > > The package lmtest contains several tests for heteroskedasticity, in > particular the Breusch-Pagan test (and also the Goldfeld-Quandt test for > known change point). Furthermore, some of the structural change tests in > strucchange can be used to test for non-constant variances, e.g, the > Nyblom-Hansen test. > Z > > > Alberto Monteiro > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > > > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Ritwik Sinha Graduate Student Epidemiology and Biostatistics Case Western Reserve University [EMAIL PROTECTED] | +12163682366 | http://darwin.cwru.edu/~rsinha ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
