HypVarianceRatio




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CapeTools Statistical Hypothesis Objects function list

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Creates a Hypothesis object to test for the ratio of two variances (F-Test).

This function requires the input of a Generic Continuous Distribution object key, which must have been produced via the GenericContinuousDist() function.

This function would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.



This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "FTest"



Note: Within Excel, the function is named - CT.STAT.HypVarianceRatio


High level graphic of HypVarianceRatio() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key value to use as a handle for the created object
  2. Reload parameter

    When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
  3. DistKey1 parameter

    Key to the first already created GenericContinuousDist object (Not GenericDiscreteDist). This object contains the sample data.
  4. DistKey2 parameter

    Key to the second already created GenericContinuousDist object (Not GenericDiscreteDist). This object contains the sample data.
  5. varRatio parameter

    hypothetical variance ratio (usually set to 1.0).


Extended information

Function Syntax

VB Syntax 


String CTStatHypothesisObjects.HypVarianceRatio( _
String Key, _
Long Reload, _
String DistKey1, _
String DistKey2, _
Double varRatio)


Excel Spreadsheet Syntax 


=CT.STAT.HypVarianceRatio(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell DistKey1,
Excel String Cell DistKey2,
Excel Numeric Cell varRatio)


C++ Syntax 


static std::string HypVarianceRatio(
std::string Key,
long Reload,
std::string DistKey1,
std::string DistKey2,
double varRatio);


DotNET Syntax 


System.String CTStatHypothesisObjectsSA.HypVarianceRatio(
System.String Key,
System.Int32 Reload,
System.String DistKey1,
System.String DistKey2,
System.Double varRatio);

Parameter data types

ArgNameArgTypeIsKey
KeyStringFALSE
ReloadLongFALSE
DistKey1StringTRUE
DistKey2StringTRUE
varRatioDoubleFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEMyHypVarianceRatio
ReloadFALSE1
DistKey1FALSEDistKey1NAME.EXTTAG.TICKER (from a function call)
DistKey2FALSEDistKey2NAME.EXTTAG.TICKER (from a function call)
varRatioFALSE1.0


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Statistics20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the HypVarianceRatio() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the HypVarianceRatio() function call


MyHypVarianceRatio_6.FTest.0

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