leveneAndWilcoxResidualDistributions function

Levene and wilcoxon test to compare first and second moments of residual distributions

Used as a subroutine in InvariantResidualDistributionTest

to test whether residual distribution remains invariant across different levels of E.

leveneAndWilcoxResidualDistributions(Y, predicted, E, verbose)

Arguments

• Y: An n-dimensional vector.
• predicted: An n-dimensional vector of predictions for Y.
• E: An n-dimensional vector. E needs to be a factor.
• verbose: Set to TRUE if output should be printed.

Returns

A list with the p-value for the test.