Cochtest

Cochran's test for homogeneity of variances for equal or unequal sample sizes.

Cochran's C is a set of k Chi-squared distributed sums of squares (or the corresponding variances), each of v degrees of freedom. To accept at a significance level (alpha) that the maximum variance differ from the other ones, one should examine this function. It works for equal or unequal sample sizes. To solve it calls the Cochran's cumulative distribution function (cochcdf).