There exist many "variance equality tests", like the F-test and its more robust cousins: Levene's, Bartlett's, the Brown-Forsythe.
Given two samples A and B with variances $\sigma_A^2$ and $\sigma_B^2$, one can use them to evaluate the null and alternate hypotheses:
- H0) $\sigma_A^2 = \sigma_B^2$
- H1) $\sigma_A^2 \neq \sigma_B^2$
Specifically, a sufficiently small $p$ allows us to reject the null hypothesis. But a large $p$ just fails to reject the null. A large $p$ does NOT say the variances are equal. The test is inconclusive.
I am looking for a test which can say the variances are equal. One which constructs the hypotheses with some small $\Delta$ as
H0)
$\sigma_A^2 - \sigma_B^2 \le -\Delta$
or
$\sigma_A^2 - \sigma_B^2 \ge \Delta$
H1)
$-\Delta \lt \sigma_A^2 - \sigma_B^2 \lt \Delta$
and allows rejection of the non-equivalence H0 with a sufficiently small $p$.
I think I am asking for something very similar to TOST or Campbell and Ladkens Sec 4, but for distribution variances instead of means. Those are conveniently implemented in R packages here and here, resp.
I figured my problem would be commonplace enough that I could find a similar, single R call. But no luck so far. Help is very appreciated.