Type: | Package |
Version: | 1.20 |
Date: | 2025-07-12 |
Title: | Functions and Datasets to Accompany Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods, Third Edition |
Description: | Designed to replace the tables which were in the back of the first two editions of Hollander and Wolfe - Nonparametric Statistical Methods. Exact procedures are performed when computationally possible. Monte Carlo and Asymptotic procedures are performed otherwise. For those procedures included in the base packages, our code simply provides a wrapper to standardize the output with the other procedures in the package. |
License: | GPL-2 |
LazyLoad: | yes |
Depends: | R (≥ 2.10), combinat, MASS, partitions, stats, survival |
Imports: | agricolae, ash, binom, BSDA, coin, fANCOVA, gtools, Hmisc, km.ci, metafor, nortest, np, quantreg, Rfit, SuppDists, waveslim |
NeedsCompilation: | yes |
Repository: | CRAN |
Author: | Grant Schneider [aut, cre], Eric Chicken [aut], Rachel Becvarik [aut] |
Maintainer: | Grant Schneider <gschneidz@gmail.com> |
Packaged: | 2025-07-13 00:35:08 UTC; drg |
Date/Publication: | 2025-07-13 02:40:03 UTC |
Computes the upper bound for the null correlation between two overlapping signed rank statistics.
Description
This function is based on the computations in Hollander (1967).
Usage
CorrUpperBound(n)
Arguments
n |
number of observations |
Value
Returns a numeric value indicating the upper bound.
Author(s)
Grant Schneider
References
Hollander, Myles. "Rank tests for randomized blocks when the alternatives have an a priori ordering." The Annals of Mathematical Statistics (1967): 867-877.
Examples
##Hollander-Wolfe-Chicken Example 7.12 Effect of Weight on Forearm Tremor Frequency
CorrUpperBound(6)
Function to compute Hoeffding's D statistic for small sample sizes.
Description
This will calculate Hoeffding's D statistic following section 8.6 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e. Uses the correction for ties given at (8.92).
Usage
HoeffD(x, y, example=FALSE)
Arguments
x |
first data vector |
y |
second data vector |
example |
if true, analyzes the data from Example 8.6 |
Note
This function is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".
Author(s)
Eric Chicken
Examples
##Example 8.6 Hollander-Wolfe-Chicken##
HoeffD(example=TRUE)
Hollander Bivariate Symmetry
Description
Function to compute the Hollander A statistic for testing bivariate symmetry.
Usage
HollBivSym(x,y=NULL)
Arguments
x |
Either a matrix containing both groups of data or a vector containing the first group of data. |
y |
If x is a vector, y is a required vector containing the second group of data. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
HollBivSym(x=matrix(c(1,2,3,4,5,6),ncol=2,byrow=T))
HollBivSym(x=c(1,3,5),y=c(2,4,6))
Value
Returns the observed Hollander A statistic.
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Table 3.16 example
recipient<-c(61.4,63.3,63.7,80,77.3,84,105)
donor<-c(70.8,89.2,65.8,67.1,87.3,85.1,88.1)
HollBivSym(recipient,donor)
##Or, equivalently
table3.16<-matrix(c(61.4,63.3,63.7,80,77.3,84,105,70.8,89.2,65.8,67.1,87.3,85.1,88.1),ncol=2)
HollBivSym(table3.16)
Miller Jackknife
Description
Function to compute the Miller Jackknife Q statistic.
Usage
MillerJack(x,y=NULL)
Arguments
x |
Either a vector containing the first group of data (X) or a matrix containing both groups of data. |
y |
If x is a vector, y is a vector containing the second group of data (Y). Otherwise, not used. |
Value
Returns the observed Q statistic.
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 5.2 Southern Armyworm and Pokeweed
kentucky.pokeweed<-c(6.2,5.9,8.9,6.5,8.6)
florida.pokeweed<-c(9.5,9.8,9.5,9.6,10.3)
MillerJack(kentucky.pokeweed,florida.pokeweed)
Randles-Fligner-Policello-Wolfe
Description
Function to compute the P-value for the observed Randles-Fligner-Policello-Wolfe V statistic.
Usage
RFPW(z)
Arguments
z |
A vector containing the data. |
Value
Returns a list containing:
obs.stat |
the observed V statistic |
p.val |
the asymptotic two-sided P-value |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 3.10 Percentage Chromium in Stainless Steel
table3.9.subset<-c(17.4,17.9,17.6,18.1,17.6)
RFPW(table3.9.subset)
Ranked-Set Sample
Description
Function to obtain a ranked-set sample of given set size and number of cycles based on a specified auxiliary variable.
Usage
RSS(k,m,ranker)
Arguments
k |
set size |
m |
number of cycles |
ranker |
auxiliary variable used for judgment ranking |
Value
Returns a vector of the indices corresponding to the observations selected to be in the RSS.
Author(s)
Grant Schneider
Examples
##Simulate 100 observations of a response variable we are interested in
##and an auxiliary variable we use for ranking
set.seed(1)
response<-rnorm(100)
auxiliary<-rnorm(100)
##Get the indices for a ranked-set sample with set size 3 and 2 cycles
RSS(2,3,auxiliary) #Tells us to measure observations 2, 19, 32,..., 91
##Alternatively, get the responses for those observations.
##In practice, response will not be available ahead of time.
response[RSS(2,3,auxiliary)]
Function to compute a critical value for the Ansari-Bradley C distribution.
Description
This function uses pAnsari and qAnsari from the base stats package to compute the critical value for the Ansari-Bradley C distribution at (or typically in the "Exact" case, close to) the given alpha level. The program is reasonably quick for large data, well after the asymptotic approximation suffices, so Monte Carlo methods are not included.
Usage
cAnsBrad(alpha, m, n, method = NA, n.mc = 10000)
Arguments
alpha |
A numeric value between 0 and 1. |
m |
A numeric value indicating the size of the first data group (X). |
n |
A numeric value indicating the size of the second data group (Y). |
method |
Either "Exact" or "Asymptotic", indicating the desired distribution. When method=NA, if m+n<=200, the "Exact" method will be used to compute the C distribution. Otherwise, the "Asymptotic" method will be used. |
n.mc |
Not used. Only included for standardization with other critical value procedures in the NSM3 package. |
Value
Returns a list with "NSM3Ch5c" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact") |
cutoff.L |
lower tail cutoff at or below user-specified alpha |
true.alpha.L |
true alpha level corresponding to cutoff.L (if method="Exact") |
Author(s)
Grant Schneider
References
This function uses the source code ansari.c from the stats package by: R Core Team (2013). R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. URL http://www.R-project.org/.
See Also
Also see ansari.test()
Examples
##Hollander, Wolfe, Chicken - NSM3 - Example 5.1 (Serum Iron Determination):
cAnsBrad(0.05,20,20,"Asymptotic")
cAnsBrad(0.05,20,20,"Exact")
##Bigger data
cAnsBrad(0.05,100,100,"Exact")
Function to compute a critical value for the Bohn-Wolfe U distribution.
Description
This function uses Monte Carlo sampling to compute the critical value for the Bohn-Wolfe U distribution at (or close to) the given alpha level. The Monte Carlo samples are simulated based on the order statistics of a uniform(0,1) distribution.
Usage
cBohnWolfe(alpha,k,q,c,d,method="Monte Carlo",n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
A numeric value indicating the set size of the first data group in the RSS (X). |
q |
A numeric value indicating the set size of the second data group in the RSS (Y). |
c |
A numeric value indicating the number of cycles for the first data group in the RSS (X). |
d |
A numeric value indicating the number of cycles for the second data group in the RSS (Y). |
method |
For this procedure, method is currently set automatically to "Monte Carlo" as the only option that is available. For standardization with other critical value procedures in the NSM3 package, "Asymptotic" and "Exact" will be supported in future versions. |
n.mc |
Number of Monte Carlo samples used to estimate the distribution of U. |
Value
Returns a list with "NSM3Ch5c" class containing the following components:
m |
number of observations in RSS for the first data group (X) |
n |
number of observations in RSS for the second data group (Y) |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U |
Author(s)
Grant Schneider
References
Bohn, Lora L., and Douglas A. Wolfe. "Nonparametric two-sample procedures for ranked-set samples data." Journal of the American Statistical Association 87.418 (1992): 552-561.
Examples
cBohnWolfe(.0515,4,4,5,5)
cBohnWolfe(.0303,2,3,3,3)
Computes a critical value for the Durbin, Skillings-Mack D distribution.
Description
This function computes the critical value for the Durbin, Skillings-Mack D distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cDurSkiMa(alpha,obs.mat, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
obs.mat |
The incidence matrix, explained below. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The incidence matrix, obs.mat, will be an n x k matrix of ones and zeroes, which indicate where the data are observed and unobserved, respectively. Methods for finding the incidence matrix for various BIBD designs are given in the literature. While the incidence matrix will not be unique for a given (k, n, s, lambda, p) combination, the distribution of D under H0 will be the same.
Value
Returns a list with "NSM3Ch7c" class containing the following components:
k |
number of treatments |
n |
number of blocks |
ss |
number of treatments per block |
pp |
number of observations per treatment |
lambda |
number of times each pair of treatments occurs together within a block |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Note
The syntax of this procedure differs from the others in the NSM3 package due to the fact that creating a BIBD for a given k,n,s,p,lambda is not trivial. We therefore require obs.mat, the incidence matrix.
Author(s)
Grant Schneider
Examples
##Hollander, Wolfe, Chicken Chapter 7, comment 49
obs.mat<-matrix(c(1,1,0,1,0,1,0,1,1),ncol=3,byrow=TRUE)
cDurSkiMa(.75,obs.mat)
Computes a critical value for the Fligner-Policello U distribution.
Description
This function computes the critical value for the Fligner-Policello U distriburion at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cFligPoli(alpha,m,n,method=NA,n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
m |
A numeric value indicating the size of the first data group (X). |
n |
A numeric value indicating the size of the second data group (Y). |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch5c" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Chapter 4 example Hollander-Wolfe-Chicken##
cFligPoli(.0504,8,7)
cFligPoli(.101,8,7)
Computes a critical value for the Friedman, Kendall-Babington Smith S distribution.
Description
This function computes the critical value for the Friedman, Kendall-Babington Smith S distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level. The method used to compute the distribution is from the reference by Van de Wiel, Bucchianico, and Van der Laan.
Usage
cFrd(alpha, k, n, method=NA, n.mc=10000, return.full.distribution=FALSE)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
A numeric value indicating the number of treatments. |
n |
A numeric value indicating the number of blocks. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
return.full.distribution |
If TRUE, and the method used is not asymptotic, the entire probability mass function of S will be returned. |
Value
Returns a list with "NSM3Ch7c" class containing the following components:
k |
number of treatments |
n |
number of blocks |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
full.distribution |
probability mass function of S |
Author(s)
Grant Schneider
References
Van de Wiel, M. A., A. Di Bucchianico, and P. Van der Laan. "Symbolic computation and exact distributions of nonparametric test statistics." Journal of the Royal Statistical Society: Series D (The Statistician) 48.4 (1999): 507-516.
See Also
The coin
package.
Examples
##Hollander-Wolfe-Chicken Example 7.1 Rounding First Base
#cFrd(0.01,3,22,"Exact")
cFrd(0.01,3,22,n.mc=5000)
cFrd(0.01,3,22,"Asymptotic")
Computes a critical value for the Hayter-Stone W* distribution.
Description
This function computes the critical value for the Hayter-Stone W* distriburion at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cHaySton(alpha,n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
n |
A vector (of length 2 or greater) indicating the sizes of the data groups. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The Asymptotic distribution requires that all group sizes are equal. If method="Asymptotic" and there are different group sizes in n, method="Monte Carlo" will be used.
Value
Returns a list with "NSM3Ch6MCc" class containing the following components:
n |
data group sizes |
num.comp |
number of multiple comparisons to be made (based on the length of n) |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 6.7 Motivational Effect of Knowledge of Performance:
#cHaySton(.0553,rep(6,3),"Monte Carlo")
cHaySton(.05,c(6,6,6),"Asymptotic")
Computes a critical value for the Hayter-Stone W* asymptotic distribution.
Description
This function computes the critical value for the Hayter-Stone W* asymptotic distriburion at the given alpha level.
Usage
cHayStonLSA(alpha,k,delta=.001)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
A numeric value indicating the number of the data groups (with assumed equal sizes). |
delta |
Increment used to create the grid on which the distribution will be approximated. |
Details
The Asymptotic distribution requires that all (unspecified) group sizes are equal.
Value
Returns the cutoff (based on the specified grid) with upper tail probability nearest to alpha.
Author(s)
Grant Schneider
References
Hayter, Anthony J., and Wei Liu. "Exact calculations for the one-sided studentized range test for testing against a simple ordered alternative." Computational statistics & data analysis 22.1 (1996): 17-25.
Examples
##Hollander-Wolfe-Chicken Example 6.7 Motivational Effect of Knowledge of Performance:
cHayStonLSA(.0553,3,delta=0.01)
##Section preceding Example 6.7 (explaining LSA)
cHayStonLSA(.05,6,delta=0.01)
Hollander Bivariate Symmetry
Description
Quantile function for the Hollander A distribution.
Usage
cHollBivSym(alpha,d.mat,method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
d.mat |
The d matrix, explained below. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. As Kepner and Randles (1984) and Hilton and Gee (1997) have found the large sample approximation to perform poorly, method="Asymptotic" will be treated as method=NA. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The d matrix, d.mat, will be an n*n matrix of ones and zeroes, where the (i,j)th element is 1 if min(Xj,Yj)<max(Xi,Yi)<=max(Xj,Yj) and min(Xi,Yi)<=min(Xj,Yj), 0 otherwise. An illustration may be found in the example section of this document and Section 3.10 of Hollander, Wolfe, and Chicken - NSM3.
Value
Returns a list with "NSM3Ch5c" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) (equal to m, but included for standardization with other procedures) |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U |
Author(s)
Grant Schneider
References
Kepner, James L., and Ronald H. Randies. "Comparison of tests for bivariate symmetry versus location and/or scale alternatives." Communications in Statistics-Theory and Methods 13.8 (1984): 915-930.
Hilton, Joan F., and Lauren Gee. "The size and power of the exact bivariate symmetry test." Computational statistics & data analysis 26.1 (1997): 53-69.
Examples
##Hollander-Wolfe-Chicken Example 3.11 Insulin Clearance in Kidney Transplants
x<-c(61.4,63.3,63.7,80,77.3,84,105)
y<-c(70.8,89.2,65.8,67.1,87.3,85.1,88.1)
obs.data<-cbind(x,y)
a.vec<-apply(obs.data,1,min)
b.vec<-apply(obs.data,1,max)
test<-function(r,c) {as.numeric((a.vec[c]<b.vec[r])&&(b.vec[r]<=b.vec[c])&&(a.vec[r]<=a.vec[c]))}
myVecFun <- Vectorize(test,vectorize.args = c('r','c'))
d.mat<-outer(1:length(x), 1:length(x), FUN=myVecFun)
##Cutoff based on the exact distribution
cHollBivSym(.10,d.mat)
Computes a critical value for the Jonckheere-Terpstra J distribution.
Description
This function computes the critical value for the Jonckheere-Terpstra J distribution at (or typically in the "Exact" case, close to) the given alpha level. The function takes advantage of Harding's (1984) algorithm to quickly generate the distribution.
Usage
cJCK(alpha, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
n |
A vector of numeric values indicating the size of each of the k data groups. |
method |
Either "Exact" or "Asymptotic", indicating the desired distribution. When method=NA, if sum(n)<=200, the "Exact" method will be used to compute the J distribution. Otherwise, the "Asymptotic" method will be used. |
n.mc |
Not used. Only included for standardization with other critical value procedures in the NSM3 package. |
Value
Returns a list with "NSM3Ch6c" class containing the following components:
n |
number of observations in the k data groups |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact") |
Author(s)
Grant Schneider
References
Harding, E. F. "An efficient, minimal-storage procedure for calculating the Mann-Whitney U, generalized U and similar distributions." Applied statistics (1984): 1-6.
Examples
##Hollander-Wolfe-Chicken Example 6.2 Motivational Effect of Knowledge of Performance
cJCK(.0490, c(6,6,6),"Exact")
cJCK(.0490, c(6,6,6),"Monte Carlo")
cJCK(.0231, c(6,6,6),"Exact")
Computes a critical value for the Kruskal-Wallis H distribution.
Description
This function computes the critical value for the Kruskal-Wallis H distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cKW(alpha,n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
n |
A vector of numeric values indicating the size of each of the k data groups. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch6c" class containing the following components:
n |
number of observations in the k data groups |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 6.1 Half-Time of Mucociliary Clearance
#cKW(0.0503,c(5,4,5),"Exact")
cKW(0.7147,c(5,4,5),"Asymptotic")
cKW(0.7147,c(5,4,5),"Monte Carlo",n.mc=20000)
Computes a critical value for the Kolmogorov-Smirnov J distribution.
Description
This function uses pSmirnov2x from the base stats package to compute the critical value for the Kolmogorov-Smirnov J distribution at (or typically in the "Exact" case, close to) the given alpha level. The program is reasonably quick for large data, well after the asymptotic approximation suffices, so Monte Carlo methods are not included.
Usage
cKolSmirn(alpha, m, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
m |
A numeric value indicating the size of the first data group (X). |
n |
A numeric value indicating the size of the second data group (Y). |
method |
Either "Exact" or "Asymptotic", indicating the desired distribution. When method=NA, if m+n<=200, the "Exact" method will be used to compute the J distribution. Otherwise, the "Asymptotic" method will be used. |
n.mc |
Not used. Only included for standardization with other critical value procedures in the NSM3 package. |
Value
Returns a list with "NSM3Ch5c" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact") |
Author(s)
Grant Schneider
References
This function uses the source code ks.c from the stats package by: R Core Team (2013). R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. URL http://www.R-project.org/.
See Also
Also see ks.test()
.
Examples
##Hollander-Wolfe-Chicken Example 5.4 Effect of Feedback on Salivation Rate:
cKolSmirn(0.0524,10,10,"Exact")
##or
cKolSmirn(0.06,10,10,"Exact")
##LSA
cKolSmirn(0.0551,10,10,"Asymptotic")
Computes a critical value for the Lepage D distribution.
Description
This function computes the critical value for the Lepage D distriburion at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cLepage(alpha, m, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
m |
A numeric value indicating the size of the first data group (X). |
n |
A numeric value indicating the size of the second data group (Y). |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch5c" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 5.3 Platelet Counts of Newborn Infants
cLepage(0.02,10,6,"Exact")
cLepage(0.02,10,6,"Monte Carlo")
cLepage(0.02,10,6,"Asymptotic")
Computes a critical value for the Mack-Skillings MS distribution.
Description
This function computes the critical value for the Mack-Skillings MS distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cMackSkil(alpha,k,n,c, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
A numeric value indicating the number of treatments. |
n |
A numeric value indicating the number of blocks. |
c |
A numeric value indicating the number of replications for each treatment-block combination. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch7c" class containing the following components:
k |
number of treatments |
n |
number of blocks |
c |
number of replications |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 7.9 Determination of Niacin in Bran Flakes
cMackSkil(.0501,4,3,3)
##Hollander-Wolfe-Chicken Chapter 7 Comment 72
cMackSkil(.0502,4,4,3)
Quantile function for the maximum of k N(0,1) random variables with common correlation rho.
Description
Uses the integrate function based on the method proposed in Gupta, Panchapakesan and Sohn (1983).
Usage
cMaxCorrNor(alpha,k,rho)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
Number of random variables. |
rho |
Common correlation between the random variables. |
Value
Returns the upper tail cutoff at or immediately below the user-specified alpha.
Author(s)
Grant Schneider
References
Gupta, Shanti S., S. Panchapakesan, and Joong K. Sohn. "On the distribution of the studentized maximum of equally correlated normal random variables." Communications in Statistics-Simulation and Computation 14.1 (1985): 103-135.
Examples
##Hollander-Wolfe-Chicken Section 7.4 LSA
cMaxCorrNor(.04584,4,.5)
##Hollander-Wolfe-Chicken Section 7.14
cMaxCorrNor(.02337,5,.3)
##Hollander-Wolfe-Chicken Example 7.14
cMaxCorrNor(.10,5,.452)
Function to compute a critical value for the Nemenyi, Damico-Wolfe Y distribution.
Description
This function computes the critical value for the Nemenyi, Damico-Wolfe Y distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cNDWol(alpha,n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
n |
A vector of numeric values indicating the size of each of the k data groups, with the first element indicating the treatment group size. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch6MCc" class containing the following components:
n |
number of observations in the k data groups |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 6.8 Motivational Effect of Knowledge of Performance
cNDWol(.0554, c(6, 6, 6),"Monte Carlo")
cNDWol(.0554, c(6, 6, 6),"Monte Carlo",n.mc=25000)
cNDWol(.0371, c(6, 6, 6),"Monte Carlo")
Computes a critical value for the Nemenyi, Wilcoxon-Wilcox, Miller R* distribution.
Description
This function computes the critical value for the Nemenyi, Wilcoxon-Wilcox, Miller R* distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cNWWM(alpha, k, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
A numeric value indicating the number of treatments. |
n |
A numeric value indicating the number of blocks. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch7c" class containing the following components:
k |
number of treatments |
n |
number of blocks |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 7.4 Stuttering Adaptation
#cNWWM(.0492, 3, 18, "Monte Carlo")
cNWWM(.0492, 3, 18, method="Monte Carlo",n.mc=2500)
##Comment 7.35
cNWWM(.0093, 3, 3, "Exact")
#cNWWM(.0093, 3, 3, "Monte Carlo")
Function to compute a critical value for the Page L distribution.
Description
This function computes the critical value for the Page L distriburion at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cPage(alpha, k, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
A numeric value indicating the number of treatments. |
n |
A numeric value indicating the number of blocks. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch7c" class containing the following components:
k |
number of treatments |
n |
number of blocks |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 7.2 Breaking Strength of Cotton Fibers
#cPage(.0097, 5, 3,"Exact")
cPage(.0097, 5, 3,"Monte Carlo")
Quantile function for the range of k independent N(0,1) random variables.
Description
Uses the integrate function based on the method proposed in Harter (1960).
Usage
cRangeNor(alpha,k)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
Number of independent Normal random variables. |
Value
Returns the upper tail cutoff at or immediately below the user-specified alpha.
Author(s)
Grant Schneider
References
Harter, H. Leon. "Tables of range and studentized range." The Annals of Mathematical Statistics (1960): 1122-1147.
Examples
##Hollander-Wolfe-Chicken Example 7.3 Rounding First Base
cRangeNor(.01, 3)
##Hollander-Wolfe-Chicken Example 7.7 Chemical Toxicity
cRangeNor(.05, 7)
Computes a critical value for the Dwass, Steel, Critchlow-Fligner W distribution.
Description
This function computes the critical value for the Dwass, Steel, Critchlow-Fligner W distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cSDCFlig(alpha, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
n |
A vector of numeric values indicating the size of each of the k data groups. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch6c" class containing the following components:
n |
number of observations in the k data groups |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Chapter 6 Comment 55
#cSDCFlig(.0331, c(3, 5, 7),n.mc=10000)
cSDCFlig(.0331, c(3, 5, 7),n.mc=2500)
##Another example
#cSDCFlig(alpha=0.05,n=rep(4,3),method="Exact")
cSDCFlig(alpha=0.05,n=rep(4,3),method="Monte Carlo",n.mc=2500)
#cSDCFlig(alpha=0.05,n=rep(4,3),method="Asymptotic")
Computes a critical value for the Skillings-Mack SM distribution.
Description
This function computes the critical value for the Skillings-Mack SM distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cSkilMack(alpha, obs.mat, method = NA, n.mc = 10000)
Arguments
alpha |
A numeric value between 0 and 1. |
obs.mat |
The incidence matrix, explained below. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The incidence matrix, obs.mat, will be an n x k matrix of ones and zeroes, which indicate where the data are observed and unobserved, respectively.
Value
Returns a list with "NSM3Ch7c" class containing the following components:
k |
number of treatments |
n |
number of blocks |
ss |
number of treatments per block |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Note
The syntax of this procedure differs from the others in the NSM3 package due to the fact that the distribution is calculated conditionally on the pattern of missingness. We therefore require obs.mat, the incidence matrix.
Author(s)
Grant Schneider
Examples
##Hollander, Wolfe, Chicken Example 7.8 Effect of Rhythmicity of a Metronome on Speech Fluency
obs.mat<-matrix(c(rep(1,10),0,rep(1,13)),ncol=3,byrow=TRUE)
#cSkilMack(.01,obs.mat)
cSkilMack(.01,obs.mat,n.mc=5000)
Computes a critical value for the Mack-Wolfe Peak Known A_p distribution.
Description
This function computes the critical value for the Mack-Wolfe Peak Known A_p distribution at (or typically in the "Exact" case, close to) the given alpha level. The function generalizes Harding's (1984) algorithm to quickly generate the distribution.
Usage
cUmbrPK(alpha, n, peak=NA, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
n |
A vector of numeric values indicating the size of each of the k data groups. |
peak |
An integer representing the known peak among the data groups. |
method |
Either "Exact" or "Asymptotic", indicating the desired distribution. When method=NA, if sum(n)<=200, the "Exact" method will be used to compute the A_p distribution. Otherwise, the "Asymptotic" method will be used. |
n.mc |
Not used. Only included for standardization with other critical value procedures in the NSM3 package. |
Value
Returns a list with "NSM3Ch6c" class containing the following components:
n |
number of observations in the k data groups |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact") |
Author(s)
Grant Schneider
References
Harding, E. F. "An efficient, minimal-storage procedure for calculating the Mann-Whitney U, generalized U and similar distributions." Applied statistics (1984): 1-6.
Examples
##Hollander-Wolfe-Chicken Example 6.3 Fasting Metabolic Rate of White-Tailed Deer
cUmbrPK(.0101, c(7, 3, 5, 4, 4,3), peak=4)
Computes a critical value for the Mack-Wolfe Peak Unknown A_p-hat distribution.
Description
This function computes the critical value for the Mack-Wolfe Peak Unknown A_p-hat distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cUmbrPU(alpha, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
n |
A vector of numeric values indicating the size of each of the k data groups. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch6c" class containing the following components:
n |
number of observations in the k data groups |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 6.4 Learning Comprehension and Age
#cUmbrPU(.0495, c(3, 3, 3, 3, 3))
cUmbrPU(.10, c(2, 4, 2))
Computes a critical value for the Wilcoxon, Nemenyi, McDonald-Thompson R distribution.
Description
This function computes the critical value for the Wilcoxon, Nemenyi, McDonald-Thompson R distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cWNMT(alpha, k, n, method=NA, n.mc=10000)
Arguments
alpha |
A numeric value between 0 and 1. |
k |
A numeric value indicating the number of treatments. |
n |
A numeric value indicating the number of blocks. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch7c" class containing the following components:
k |
number of treatments |
n |
number of blocks |
cutoff.U |
upper tail cutoff at or below user-specified alpha |
true.alpha.U |
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo") |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 7.3 Rounding First Base
#cWNMT(.047, 3, 15)
cWNMT(.047, 3, 15,n.mc=5000)
##Chapter 7 Comment 26
#cWNMT(.083, 4, 2)
cWNMT(.083, 4, 2,n.mc=5000)
Campbell-Hollander
Description
Function to compute the Campbell-Hollander estimator G-hat
Usage
ch.ro (x,n,alpha,mu,...)
Arguments
x |
a vector of data of length r |
n |
the sample size |
alpha |
the degrees of confidence in mu |
mu |
the prior guess of the unknown P (a pdf) |
... |
all of the arguments needed for mu |
Value
G.hat |
estimate of the rank order G |
Author(s)
Rachel Becvarik
References
See Section 16.3 of Hollander, Wolfe, Chicken - Nonparametric Statistical Methods 3.
Examples
##Hollander-Wolfe-Chicken Example 16.2 Swimming in the Women's 50 yard Freestyle
freestyle<-c(22.43, 21.88, 22.39, 22.78, 22.65, 22.60)
ch.ro(freestyle,12,10,pnorm,22.52,.24)
Dataset
Description
These are the datasets used in the Examples of Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods Third Edition. More extensive details about the data may be found there.
Usage
data(rhythmicity)
Format
The format varies depending on the dataset.
Source
Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods, Third Edition
Examples
data(rhythmicity)
data(forearm)
Hollander-Proschan
Description
Function to compute the Monte Carlo or asymptotic P-value for the observed Hollander-Proschan V' statistic.
Usage
dmrl.mc(x, alternative = "two.sided", exact=FALSE,
min.reps = 100, max.reps = 1000, delta = 10^-3)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, dmrl, and imrl with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. This is the same large sample approximation as epstein() |
min.reps |
the minimum number of repetitions for the Monte Carlo Approximation |
max.reps |
the maximum number of reps for the Monte Carlo Approximation. If the maximum number of reps has been reached, and the probability has not converged, a warning is given. |
delta |
the measure of accuracy for the convergence. If the probability converges to within delta, the Monte Carlo procedure stops before reaching the maximum number of reps. |
Value
The function returns a list with two elements:
V |
the value of the dmrl statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
ex11.1<-c(42, 43, 51, 61, 66, 69, 71, 81, 82, 82)
dmrl.mc(ex11.1, alt="dmrl", exact=TRUE)
Function to compute the Monte Carlo P-value for the observed Epstein E statistic
Description
This is the Monte Carlo approximation to the function "epstein".
Usage
e.mc(x, alternative = "two.sided", exact=FALSE,
min.reps = 1000, max.reps = 10000, delta = 10^-4)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, ifr and dfr with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. This is the same large sample approximation as epstein() |
min.reps |
the minimum number of repetitions for the Monte Carlo Approximation |
max.reps |
the maximum number of reps for the Monte Carlo Approximation. If the maximum number of reps has been reached, and the probability has not converged, a warning is given. |
delta |
the measure of accuracy for the convergence. If the probability converges to within delta, the Monte Carlo procedure stops before reaching the maximum number of reps. |
Value
The function returns a list with two elements:
E |
the value of the Epstein statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
ex11.1<-c(42, 43, 51, 61, 66, 69, 71, 81, 82, 82)
Ep <- e.mc(ex11.1, alt="ifr", exact=TRUE)
Ep$E
Ep$p
#Large Sample Approximation
Ep.lsa <- e.mc(ex11.1, alt="ifr")
table11.2<-c(487, 18, 100, 7, 98, 5, 85, 91, 43, 230, 3, 130)
Ep=e.mc(table11.2,alt="i", exact=TRUE)
#Failing to converge
Ep=e.mc(table11.2,alt="i", exact=TRUE, min.reps=5, max.reps=5)
Kolmogorov's Confidence Band
Description
Function to compute and plot Kolmogorov's 95% confidence band for the distribution function F(x). This code is adapted from the code by Kjetil Halvorsen found at: https://stat.ethz.ch/pipermail/r-help/2003-July/036643.html
Usage
ecdf.ks.CI(x, main = NULL, sub = NULL, xlab = deparse(substitute(x)), ...)
Arguments
x |
a vector of data of length n |
main |
the title of the plot. The default is ecdf(x) + 95% K.S.Bands |
sub |
subtitle, as used in the function plot() |
xlab |
the label for the x-axis of the plot. The default is x. |
... |
any additional plotting options |
Value
The function returns a list with three elements:
lower |
the values of the lower part of the confidence band |
upper |
the values of the upper part of the confidence band |
D |
the value of Kolmogorov's D statistic |
Note
This function also plots the confidence bands.
Author(s)
Rachel Becvarik
Examples
methyl<-c(42, 43, 51, 61, 66, 69, 71, 81, 82, 82)
ecdf.ks.CI(methyl)
ecdf.ks.CI(methyl, lwd=2, main="KS Confidence Bands")
Epstein
Description
Function to compute the P-value for the observed Epstein E statistic
Usage
epstein(x, alternative = "two.sided", exact=FALSE)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, ifr (for increasing failure rate) and dfr (for decreasing failure rate) with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. |
Value
The function returns a list with two elements:
E |
the value of the Epstein statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
ex11.1<-c(42, 43, 51, 61, 66, 69, 71, 81, 82, 82)
Ep <- epstein(ex11.1, alt="ifr", exact=TRUE)
Ep$E
Ep$p
#Large Sample Approximation
Ep.lsa <- epstein(ex11.1, alt="ifr")
Ferguson's Estimator
Description
Function to compute an approximation of Ferguson's estimator mu_n.
Usage
ferg.df(x, alpha, mu, npoints,...)
Arguments
x |
a vector of data of length n |
alpha |
the degree of confidence in mu |
mu |
the prior guess of the unknown P (a pdf) |
npoints |
the number of estimated points returned |
... |
all of the arguments needed for mu |
Value
The function returns a vector of length num.points for Ferguson's estimator.
Author(s)
Rachel Becvarik
References
See Section 16.2 of Hollander, Wolfe, Chicken - Nonparametric Statistical Methods 3.
Examples
##Hollander-Wolfe-Chicken Figure 16.2
framingham<-c(2273, 2710, 141, 4725, 5010, 6224, 4991, 458, 1587, 1435, 2565, 1863)
plot.ecdf(framingham)
lines(sort(framingham),pexp(sort(framingham), 1/2922), lty=3)
temp.x = seq(min(framingham), max(framingham), length.out=100)
lines(temp.x,ferg.df(sort(framingham), 4, npoints=100,pexp,1/2922), col=2, type="s", lty=2)
legend("bottomright", lty=c(1,3,2), legend=c("ecdf", "prior", "ferguson"), col=c(1,1,2))
Function to produce a confidence interval for Kendall's tau.
Description
Based on sections 8.3 and 8.4 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e.
Usage
kendall.ci(x=NULL, y=NULL, alpha=0.05, type="t", bootstrap=F, B=1000, example=F)
Arguments
x |
first data vector |
y |
second data vector |
alpha |
the significance level |
type |
type of confidence interval. Can be "t" (two-sided), "u" (upper) or "l" (lower). |
bootstrap |
if False, will find the asymptotic CI (as in section 8.3). If True, will find a bootstrap CI (as in section 8.4). |
B |
the number of bootstrap replicates |
example |
if True, will analyze data from Example 8.1 |
Author(s)
Eric Chicken
Examples
kendall.ci(example=TRUE)
Klefsjo's IFR
Description
Function to compute the P-value for the observed Klefsjo's A* statistic.
Usage
klefsjo.ifr (x, alternative = "two.sided", exact=FALSE)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, ifr and dfr with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. |
Details
If the sample size is too large to allow for an exact value, due to duplicate coefficients, a note will be displayed and the large sample approximation will be used.
Value
The function returns a list with two elements:
A.star |
the value of the Klefsjo statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
velocity<-c(12.8, 12.9, 13.3, 13.4, 13.7, 13.8, 14.5)
klefsjo.ifr(velocity)
#Example of forced Large Sample Approximation
tb<-c(43, 45, 53, 56, 56, 57, 58, 66, 67, 73, 74, 79, 80, 80, 81, 81, 81, 82, 83, 83, 84, 88,
89, 91, 91, 92, 92, 97, 99, 99, 100, 100, 101, 102, 102, 102, 103, 104, 107, 108, 109,
113, 114, 118, 121, 123, 126, 128, 137, 138, 139, 144, 145, 147, 156, 162, 174, 178, 179, 184,
191, 198, 211, 214, 243, 249, 329, 380, 403, 511, 522, 598)
klefsjo.ifr(tb, exact=TRUE)
Function to compute the Monte Carlo P-value for the observed Klefsjo's A* statistic.
Description
This is the Monte Carlo approximation to the function "klefsjo.ifr".
Usage
klefsjo.ifr.mc(x, alternative = "two.sided", exact=FALSE,
min.reps = 100, max.reps = 1000, delta = 10^-3)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, ifr and dfr with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. This is the same large sample approximation as epstein() |
min.reps |
the minimum number of repetitions for the Monte Carlo Approximation |
max.reps |
the maximum number of reps for the Monte Carlo Approximation. If the maximum number of reps has been reached, and the probability has not converged, a warning is given. |
delta |
the measure of accuracy for the convergence. If the probability converges to within delta, the Monte Carlo procedure stops before reaching the maximum number of reps. |
Value
The function returns a list with two elements:
A.star |
the value of the Klefsjo statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
temp.data<-c(0.33925023, 0.84005767, 0.29066189, 1.95163010, 0.74536608, 0.16714902, 0.06950791,
1.14919291, 1.93210982, 1.06006126, 0.14651009, 0.28776282, 0.72242750, 1.02227211, 1.71243334)
klefsjo.ifr.mc(temp.data, exact=TRUE)
Klefsjo's IFRA
Description
Function to compute the P-value for the observed Klefsjo's B* statistic.
Usage
klefsjo.ifra (x, alternative = "two.sided", exact=FALSE)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, ifra and dfra with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. |
Details
If the sample size is too large to allow for an exact value, due to duplicate coefficients, a note will be displayed and the large sample approximation will be used.
Value
The function returns a list with two elements:
B.star |
the value of the Klefsjo statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
velocity<-c(12.8, 12.9, 13.3, 13.4, 13.7, 13.8, 14.5)
klefsjo.ifra(velocity)
#Example of forced Large Sample Approximation
tb<-c(43, 45, 53, 56, 56, 57, 58, 66, 67, 73, 74, 79, 80, 80, 81, 81, 81, 82, 83, 83, 84, 88,
89, 91, 91, 92, 92, 97, 99, 99, 100, 100, 101, 102, 102, 102, 103, 104, 107, 108, 109,
113, 114, 118, 121, 123, 126, 128, 137, 138, 139, 144, 145, 147, 156, 162, 174, 178, 179, 184,
191, 198, 211, 214, 243, 249, 329, 380, 403, 511, 522, 598)
klefsjo.ifra(tb, exact=TRUE)
Function to compute the Monte Carlo P-value for the observed Klefsjo's B* statistic.
Description
This is the Monte Carlo approximation to the function "klefsjo.ifra".
Usage
klefsjo.ifra.mc(x, alternative = "two.sided", exact=FALSE,
min.reps = 100, max.reps = 1000, delta = 10^-3)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, ifra and dfra with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. This is the same large sample approximation as epstein() |
min.reps |
the minimum number of repetitions for the Monte Carlo Approximation |
max.reps |
the maximum number of reps for the Monte Carlo Approximation. If the maximum number of reps has been reached, and the probability has not converged, a warning is given. |
delta |
the measure of accuracy for the convergence. If the probability converges to within delta, the Monte Carlo procedure stops before reaching the maximum number of reps. |
Value
The function returns a list with two elements:
B.star |
the value of the Klefsjo statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
temp.data<-c(0.33925023, 0.84005767, 0.29066189, 1.95163010, 0.74536608, 0.16714902, 0.06950791,
1.14919291,1.93210982, 1.06006126, 0.14651009, 0.28776282, 0.72242750, 1.02227211, 1.71243334)
klefsjo.ifra.mc(temp.data, exact=TRUE)
Kolmogorov
Description
Function to compute the asymptotic P-value for the observed Kolmogorov D statistic.
Usage
kolmogorov(x,fnc,...)
Arguments
x |
a vector of data of length n |
fnc |
the functional form of the pdf of F0. The first argument must be the data. |
... |
all the parameters besides the data that fnc needs to operate. (See below for an example using pnorm and pexp) |
Value
The function returns a list with two elements:
D |
the value of the Kolmogorov statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
velocity<-c(12.8, 12.9, 13.3, 13.4, 13.7, 13.8, 14.5)
kolmogorov(velocity,pnorm, mean=14,sd=2)
kolmogorov(velocity,pexp,1/2)
Fitting Median-Based Linear Models (from 'mblm' oackage)
Description
This function is used to fit linear models based on Theil-Sen single median, or Siegel repeated medians.
Usage
mblm(formula, dataframe, repeated = TRUE)
Arguments
formula |
A formula of type y ~ x (only linear models are accepted) |
dataframe |
Optional dataframe |
repeated |
If set to true, model is computed using repeated medians. If false, a single median estimators are calculated |
Details
This function is from the 'mblm' package, which is no longer available on CRAN.
Theil-Sen single median method computes slopes of lines crossing all possible pairs of points, when x coordinates differ. After calculating these n(n-1)/2 slopes (these value are true only if x is distinct), the median of them is taken as slope estimator. Next, the intercepts of n lines, crossing each point and having calculated slope are calculated. The median from them is intercept estimator.
Siegel repeated medians is more complicated. For each point, the slopes between it and the others are calcuated (resulting n-1 slopes) and the median is taken. This results in n medians and median from this medians is slope estimator. Intercept is calculated in similar way, for more information please take a look in function source.
The breakdown point of Theil-Sen method is about 29%, Siegel extended it to 50%, so these regression methods are very robust. Additionally, if the errors are normally distributed and no outliers are present, the estimators are very similar to classic least squares.
Value
An object of class c("mblm","lm"), containing minimal set of data to perform basic operations, such as in case of lm model. Additionally, the return value contains 2 fields:
slopes |
The slopes (in single median), or medians of slopes (in repeated medians) between tested point pairs |
intercepts |
The intercepts calculated |
Note
This function should have compatibility with all 'lm' methods, but it is not guaranteed that they will work or have any cognitive value (this method is nonparametric). The compatibility was only introduced to use some basic methods from 'lm' without programming new functions.
Author(s)
Lukasz Komsta, some fixes by Sven Garbade
References
Theil, H. (1950) A rank invariant method for linear and polynomial regression analysis. Nederl. Akad. Wetensch. Proc. Ser. A 53, 386-392 (Part I), 521-525 (Part II), 1397-1412 (Part III).
Sen, P.K. (1968). Estimates of Regression Coefficient Based on Kendall's tau. J. Am. Stat. Ass. 63, 324, 1379-1389.
Siegel, A.F. (1982). Robust Regression Using Repeated Medians. Biometrika, 69, 1, 242-244.
Examples
set.seed(1234)
x <- 1:100+rnorm(100)
y <- x+rnorm(100)
y[100] <- 200
fit <- mblm(y~x)
fit
summary(fit)
fit2 <- lm(y~x)
plot(x,y)
abline(fit)
abline(fit2,lty=2)
plot(fit)
residuals(fit)
fitted(fit)
plot(density(fit$slopes))
plot(density(fit$intercepts))
anova(fit)
anova(fit2)
anova(fit,fit2)
confint(fit)
AIC(fit,fit2)
Mean Residual Life
Description
Function to return the mean residual life along with Hall and Wellner's upper and lower bounds.
Usage
mrl(data, alpha, main=NULL, ylim=NULL, xlab=NULL,...)
Arguments
data |
a vector of survival times |
alpha |
(1-alpha) is the approximate coverage probability for the confidence band. |
main |
title of the plot. The default is "Plot of Mean Residual Life and bounds". |
ylim |
the limits of the y-axis. The default is to include all points in the plotting range. |
xlab |
the label for the x-axis. The default is Time. |
... |
additional plotting options |
Value
The function returns a list with three vectors:
PM |
the mean residual life |
PMU |
upper bound for the mean residual life |
PML |
lower bound for the mean residual life |
Author(s)
Rachel Becvarik
Examples
leukemia<-c(7, 429, 579, 968, 1877, 47, 440, 581, 1077, 1886, 58,
445, 650, 1109, 2045, 74, 455, 702, 1314, 2056, 177, 468,
715, 1334, 2260, 232, 495, 779, 1367, 2429, 273, 497, 881,
1534, 2509, 285, 532, 900, 1712, 317, 571, 930, 1784)
mrl(leukemia, .05)
Possible arrangements by row for a matrix
Description
Similar to multComb
, this function will generate all of the possible arrangements of the data by row within a matrix. For a given matrix of n rows and k columns, this will give (k!)^n possible arrangements
Usage
multCh7(our.matrix)
Arguments
our.matrix |
The matrix containing the data which will be rearranged by row. |
Details
The computations involved get very time consuming very quickly, so be careful not to use it for too large of a matrix.
Value
Returns an array, containing (k!)^n distinct matrices of the same size as our.matrix
Note
This function is used to generate the possible permutations for the Exact methods used in Chapter 7 of Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods Third Edition.
Author(s)
Grant Schneider
Examples
some.matrix<-matrix(c(1,2,7,4,5,9),ncol=3,byrow=TRUE)
multCh7(some.matrix)
Possible arrangements by row a matrix, where NA values are ignored
Description
Similar to multCh7
, this function will generate all of the possible arrangements of the data by row within a matrix, except for NA values, which will remain fixed. This function is used in pSkilMack and cSkilMack to generate the Exact distribution. For a given matrix of with k1,...kn non-missing values, this will give k1!*k2!*...*kn! possible arrangements
Usage
multCh7SM(our.matrix)
Arguments
our.matrix |
The matrix containing the data (including NA values) which will be rearranged by row. |
Details
The computations involved get very time consuming very quickly, so be careful not to use it for too large of a matrix.
Value
Returns an array, containing k1!*k2!*...*kn! distinct matrices of the same size as our.matrix
Author(s)
Grant Schneider
Examples
##Get a matrix with some NA's
our.matrix<-matrix(c(NA,1,2,3,5,7,NA,NA,11),ncol=3,byrow=TRUE)
##Get every possible arrangement by row, treating the NA's as fixed
multCh7SM(our.matrix)
Combinations of the first n integers in k groups
Description
This is a function, used for generating the permutations used for the Exact distribution of many of the statistical procedures in Hollander, Wolfe, Chicken - Nonparametric Statistical Methods Third Edition, to generate possible combinations of the first n=n1+n2+...+nk integers within k groups.
Usage
multComb(n.vec)
Arguments
n.vec |
Contains the group sizes n1,n2,...,nk |
Details
The computations involved get very time consuming very quickly, so be careful not to use it for too many large groups.
Value
Returns a matrix of n!/(n1!*n2!*...*nk!) rows, where each row represents one possible combination.
Author(s)
Grant Schneider
Examples
##What are the ways that we can group 1,2,3,4,5 into groups of 2, 2, and 1?
multComb(c(2,2,1))
##Another example, with four groups
multComb(c(2,2,3,2))
Function to compute the Monte Carlo P-value for the observed Hollander-Proschan T statistic.
Description
This is the Monte Carlo approximation to the newbet function.
Usage
nb.mc(x, alternative = "two.sided", exact=FALSE,
min.reps = 100, max.reps = 1000, delta = 10^-3)
Arguments
x |
a vector of data of length n |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, nbu, and nwu with the default value being two.sided. |
exact |
TRUE/FALSE value that determines whether the exact test or the large sample approximation is used if n >= 9. If n < 9 the exact test is used. The default value is FALSE, so the large sample approximation will be used unless specified not to. This is the same large sample approximation as epstein() |
min.reps |
the minimum number of repetitions for the Monte Carlo Approximation |
max.reps |
the maximum number of reps for the Monte Carlo Approximation. If the maximum number of reps has been reached, and the probability has not converged, a warning is given. |
delta |
the measure of accuracy for the convergence. If the probability converges to within delta, the Monte Carlo procedure stops before reaching the maximum number of reps. |
Value
The function returns a list with two elements:
T |
the value of the Hollander-Proschan statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
table11.4<-c(194,15,41,29,33,181)
nb.mc(table11.4, alt="nbu")
Hollander-Proschan T*
Description
Function to compute the asymptotic P-value for the observed Hollander-Proschan T* statistic.
Usage
newbet(x)
Arguments
x |
a vector of data of length n |
Value
The function returns a list with two elements:
T |
the value of the Hollander-Proschan statistic |
T.star |
the standardized value of the Hollander-Proschan statistic |
p |
the corresponding probability |
Author(s)
Rachel Becvarik
Examples
table11.4<-c(194,15,41,29,33,181)
newbet(table11.4)
Ordered Walsh Averages
Description
Function to compute the ordered Walsh averages and the value of the Hodges-Lehmann estimator
Usage
owa(x,y)
Arguments
x |
first vector of data of length n |
y |
second vector of data of length n |
Value
Returns a list containing:
owa |
the ordered Walsh averages |
h.l |
the value of the Hodges-Lehmann estimator |
Author(s)
Rachel Becvarik
Examples
##Hollander-Wolfe-Chicken Example 3.3
x<-c(1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, 1.30)
y<-c(0.878, 0.647, 0.598, 2.050, 1.060, 1.290, 1.060, 3.140, 1.290)
owa(x,y)
Function to compute the P-value for the observed Ansari-Bradley C statistic.
Description
When there are no ties in the data, this function uses pansari and cansari from the base stats package to compute the C statistic and P-value ("Exact" or "Asymptotic"). The program is reasonably quick for large data in the absence of ties, well after the asymptotic approximation suffices, so Monte Carlo methods are not included.
When there are ties in the data, this function computes the C statistic and P-value ("Exact", "Monte Carlo", or "Asymptotic").
Usage
pAnsBrad(x,y=NA,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing either all or the first group of data. |
y |
If x contains the first group of data, y contains the second group of data. Otherwise, not used. |
g |
If x contains a vector of all of the data, g is a vector of 1's and 2's corresponding to group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA and there are no ties in the data, "Exact" will be used. When method=NA and there are ties in the data, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the two groups of data can be entered in any of three ways. For data a=1,2 and b=3,4 all of the following are equivalent:
pAnsBrad(x=c(1,2),y=c(3,4))
pAnsBrad(x=list(c(1,2),c(3,4)))
pAnsBrad(x=c(1,2,3,4),g=c(1,1,2,2))
Value
Returns a list with "NSM3Ch5p" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
obs.stat |
the observed C statistic |
p.val |
upper tail P-value |
two.sided |
two-sided P-value |
Note
If method="Monte Carlo" and there are no ties in the data, a warning is displayed and the "Exact" method is used.
Author(s)
Grant Schneider
See Also
Also see ansari.test
.
Examples
##Hollander, Wolfe, Chicken Example 5.1 Serum Iron Determination:
serum<-list(ramsay = c(111, 107, 100, 99, 102, 106, 109, 108, 104, 99, 101, 96, 97, 102, 107,
113, 116, 113, 110, 98),
jung.parekh = c(107, 108, 106, 98, 105, 103, 110, 105, 104, 100, 96, 108, 103, 104, 114, 114,
113, 108, 106, 99))
pAnsBrad(serum)
##or, equivalently:
pAnsBrad(serum$ramsay, serum$jung.parekh)
Function to compute the P-value for the observed Bohn-Wolfe U statistic.
Description
This function computes the U statistic and then uses Monte Carlo sampling to compute the corresponding P-value. The Monte Carlo samples are simulated based on the order statistics of a uniform(0,1) distribution.
Usage
pBohnWolfe(x,y,k,q,c,d,method="Monte Carlo",n.mc=10000)
Arguments
x |
A vector containing the data in the first group. |
y |
A vector containing the data in the Second group. |
k |
A numeric value indicating the set size of the first data group in the RSS (X). |
q |
A numeric value indicating the set size of the second data group in the RSS (Y). |
c |
A numeric value indicating the number of cycles for the first data group in the RSS (X). |
d |
A numeric value indicating the number of cycles for the second data group in the RSS (Y). |
method |
For this procedure, method is currently set automatically to "Monte Carlo" as the only option that is available. For standardization with other critical value procedures in the NSM3 package, "Asymptotic" and "Exact" will be supported in future versions. |
n.mc |
Number of Monte Carlo samples used to estimate the distribution of U. |
Value
Returns a list with "NSM3Ch5p" class containing the following components:
m |
number of observations in RSS for the first data group (X) |
n |
number of observations in RSS for the second data group (Y) |
obs.stat |
the observed U statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
References
Bohn, Lora L., and Douglas A. Wolfe. "Nonparametric two-sample procedures for ranked-set samples data." Journal of the American Statistical Association 87.418 (1992): 552-561
Examples
##Hollander, Wolfe, Chicken Example 15.4 Body Mass Index:
male<-c(18.0, 20.5, 21.3, 21.3, 22.3, 23.8, 23.8, 24.6, 25.0, 25.2, 25.3, 25.9, 26.1, 27.0,
27.4, 27.4, 28.4, 29.4, 29.6, 32.8)
female<-c(17.2, 17.8, 19.9, 20.0, 21.7, 22.0, 22.3, 23.1, 23.9, 25.8, 27.1, 29.6, 30.1, 30.3,
30.7, 31.1, 35.2, 35.6, 38.1, 42.5)
pBohnWolfe(male,female,4,4,5,5)
##To use more Monte Carlo samples:
#pBohnWolfe(male,female,4,4,5,5,n.mc=100000)
Durbin, Skillings-Mack
Description
Function to compute the P-value for the observed Durbin, Skillings-Mack D statistic.
Usage
pDurSkiMa(x,b=NA,trt=NA,method=NA,n.mc=10000)
Arguments
x |
Either a matrix or a vector containing the data. |
b |
If x is a vector, b is a required vector of block labels. Otherwise, not used. |
trt |
If x is a vector, trt is a required vector of treatment labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
pDurSkiMa(x=matrix(c(1,2,3,4,5,6),ncol=2,byrow=T))
pDurSkiMa(x=c(1,2,3,4,5,6),b=c(1,1,2,2,3,3),trt=c(1,2,1,2,1,2))
Value
Returns a list with "NSM3Ch7p" class containing the following components:
k |
number of treatments in the data |
n |
number of blocks in the data |
ss |
number of treatments per block |
pp |
number of observations per treatment |
lambda |
number of times each pair of treatments occurs together within a block |
obs.stat |
the observed D statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
Examples
##Hollander, Wolfe, Chicken Example 7.6 Chemical Toxicity
table7.12<-matrix(nrow=7,ncol=7)
table7.12[1,c(1,2,4)]<-c(0.465,0.343,0.396)
table7.12[2,c(1,3,5)]<-c(0.602,0.873,0.634)
table7.12[3,c(3,4,7)]<-c(0.875,0.325,0.330)
table7.12[4,c(1,6,7)]<-c(0.423,0.987,0.426)
table7.12[5,c(2,3,6)]<-c(0.652,1.142,0.989)
table7.12[6,c(2,5,7)]<-c(0.536,0.409,0.309)
table7.12[7,c(4,5,6)]<-c(0.609,0.417,0.931)
pDurSkiMa(table7.12)
##or, equivalently:
x<-c(.465,.602,.423,.343,.652,.536,.873,.875,1.142,.396,.325,.609,.634,.409,.417,.987,.989,
.931,.330,.426,.309)
b<-c(1,2,4,1,5,6,2,3,5,1,3,7,2,6,7,4,5,7,3,4,6)
trt<-c(rep("A",3),rep("B",3),rep("C",3),rep("D",3),rep("E",3),rep("F",3),rep("g",3))
pDurSkiMa(x,b,trt)
Fligner-Policello
Description
Function to compute the P-value for the observed Fligner-Policello U statistic.
Usage
pFligPoli(x,y=NA,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing either all or the first group of data. |
y |
If x contains the first group of data, y contains the second group of data. Otherwise, not used. |
g |
If x contains a vector of all of the data, g is a vector of 1's and 2's corresponding to group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the two groups of data can be entered in any of three ways. For data a=1,2 and b=3,4 all of the following are equivalent:
pFligPoli(x=c(1,2),y=c(3,4))
pFligPoli(x=list(c(1,2),c(3,4)))
pFligPoli(x=c(1,2,3,4),g=c(1,1,2,2))
Value
Returns a list with "NSM3Ch5p" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
obs.stat |
the observed U statistic |
p.val |
upper tail P-value |
two.sided |
two-sided P-value |
Author(s)
Grant Schneider
Examples
##Hollander, Wolfe, Chicken Example 4.5 Plasma Glucose in Geese
plasma.glucose<-list(healthy.geese = c(297, 340, 325, 227, 277, 337,
250, 290), poisoned.geese = c(293, 291, 289, 430, 510, 353, 318
))
pFligPoli(plasma.glucose)
Function to compute the P-value for the observed Friedman, Kendall-Babington Smith S statistic.
Description
The method used to compute the P-value is from the reference by Van de Wiel, Bucchianico, and Van der Laan.
Usage
pFrd(x,b=NA,trt=NA,method=NA, n.mc=10000)
Arguments
x |
Either a matrix or a vector containing the data. |
b |
If x is a vector, b is a required vector of block labels. Otherwise, not used. |
trt |
If x is a vector, trt is a required vector of treatment labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
pFrd(x=matrix(c(1,2,3,4,5,6),ncol=2,byrow=T))
pFrd(x=c(1,2,3,4,5,6),b=c(1,1,2,2,3,3),trt=c(1,2,1,2,1,2))
Value
Returns a list with "NSM3Ch7p" class containing the following components:
k |
number of treatments in the data |
n |
number of blocks in the data |
obs.stat |
the observed D statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
References
Van de Wiel, M. A., A. Di Bucchianico, and P. Van der Laan. "Symbolic computation and exact distributions of nonparametric test statistics." Journal of the Royal Statistical Society: Series D (The Statistician) 48.4 (1999): 507-516.
See Also
Also see the coin
package.
Examples
##Hollander-Wolfe-Chicken Example 7.1 Rounding First Base
rounding.times<-matrix(c(5.40, 5.50, 5.55,
5.85, 5.70, 5.75,
5.20, 5.60, 5.50,
5.55, 5.50, 5.40,
5.90, 5.85, 5.70,
5.45, 5.55, 5.60,
5.40, 5.40, 5.35,
5.45, 5.50, 5.35,
5.25, 5.15, 5.00,
5.85, 5.80, 5.70,
5.25, 5.20, 5.10,
5.65, 5.55, 5.45,
5.60, 5.35, 5.45,
5.05, 5.00, 4.95,
5.50, 5.50, 5.40,
5.45, 5.55, 5.50,
5.55, 5.55, 5.35,
5.45, 5.50, 5.55,
5.50, 5.45, 5.25,
5.65, 5.60, 5.40,
5.70, 5.65, 5.55,
6.30, 6.30, 6.25),ncol=3,byrow=TRUE)
#pFrd(rounding.times,n.mc=20000)
pFrd(rounding.times,n.mc=2000)
Hayter-Stone
Description
Function to compute the P-value for the observed Hayter-Stone W statistic.
Usage
pHaySton(x,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing the data. |
g |
If x is a vector, g is a required vector of group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo", or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the groups of data can be entered in either of two ways. For data a=1,2 and b=3,4,5 the following are equivalent:
pHaySton(x=list(c(1,2),c(3,4,5)))
pHaySton(x=c(1,2,3,4,5),g=c(1,1,2,2,2))
Value
Returns a list with "NSM3Ch6MCp" class containing the following components:
n |
a vector containing the number of observations in each of the data groups |
obs.stat |
the observed W statistic for each of the k*(k-1)/2 comparisons |
p.val |
upper tail P-value corresponding to each W statistic |
Author(s)
Grant Schneider
Examples
##Hollander, Wolfe, Chicken Example 6.7 Motivational Effect of Knowledge of Performance:
motivational.effect<-list(no.Info = c(40, 35, 38, 43, 44, 41), rough.Info = c(38,
40, 47, 44, 40, 42), accurate.Info = c(48, 40, 45, 43, 46, 44
))
#pHaySton(motivational.effect,method="Monte Carlo")
pHaySton(motivational.effect,method="Asymptotic")
#pHaySton(rnorm(10),rep(1:3,c(3,3,4)),method="Asymptotic")
Hayter-Sone LSA
Description
Function to compute the upper tail probability of the Hayter-Stone W asymptotic distribution for a given cutoff.
Usage
pHayStonLSA(h,k,delta=.001)
Arguments
h |
Cutoff used to calculate the P-value. |
k |
Number of groups. |
delta |
Defines the fineness of the grid used to calculate the asymptotic distribution of W. |
Value
Returns the asymptotic upper tail P-value.
Author(s)
Grant Schneider
Examples
pHayStonLSA(2.491,3)
pHayStonLSA(4.112,4)
Hoeffding's D
Description
Function to approximate the distribution of Hoeffding's D statistic using a Monte Carlo Sample under the null hypothesis. This code follows section 8.6 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e. This calls HoeffD, a small bit of code that produces the value of D without any inference. It is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".
Usage
pHoeff(n=5, reps=10000, r=4)
Arguments
n |
the sample size |
reps |
the number of Monte Carlo runs to produce |
r |
the number of digits for rounding the results |
Value
Returns a matrix containing the Monte Carlo distribution of the D statistic.
Author(s)
Eric Chicken
See Also
Also see the Hmisc package.
Examples
pHoeff(n=5, reps=10000, r=4)
pHoeff(n=10, reps=1000, r=5)
Hollander Bivariate Symmetry
Description
Function to compute the P-value for the observed Hollander A statistic.
Usage
pHollBivSym(x,y=NA,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing either all or the first group of data. |
y |
If x contains the first group of data, y contains the second group of data. Otherwise, not used. |
g |
If x contains a vector of all of the data, g is a vector of 1's and 2's corresponding to group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. As Kepner and Randles (1984) and Hilton and Gee (1997) have found the large sample approximation to perform poorly, method="Asymptotic" will be treated as method=NA. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the two groups of data can be entered in any of three ways. For data a=1,2 and b=3,4 all of the following are equivalent:
pHollBivSym(x=c(1,2),y=c(3,4))
pHollBivSym(x=list(c(1,2),c(3,4)))
pHollBivSym(x=c(1,2,3,4),g=c(1,1,2,2))
Value
Returns a list with "NSM3Ch5p" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
obs.stat |
the observed A statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
References
Kepner, James L., and Ronald H. Randies. "Comparison of tests for bivariate symmetry versus location and/or scale alternatives." Communications in Statistics-Theory and Methods 13.8 (1984): 915-930.
Hilton, Joan F., and Lauren Gee. "The size and power of the exact bivariate symmetry test." Computational statistics & data analysis 26.1 (1997): 53-69.
Examples
##Hollander-Wolfe-Chicken Example 3.11 Insulin Clearance in Kidney Transplants
x<-c(61.4,63.3,63.7,80,77.3,84,105)
y<-c(70.8,89.2,65.8,67.1,87.3,85.1,88.1)
##Exact p-value
pHollBivSym(x,y)
Function to compute the P-value for the observed Jonckheere-Terpstra J statistic.
Description
This function computes the observed J statistic for the given data and corresponding P-value. When there are no ties in the data, the function takes advantage of Harding's (1984) algorithm to quickly generate the exact distribution of J.
Usage
pJCK(x,g=NA,method=NA, n.mc=10000)
Arguments
x |
Either a list or a vector containing the data. |
g |
If x is a vector, g is a required vector of group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo", or "Asymptotic", indicating the desired distribution. When method=NA and ties are not present, "Exact" will be used. When method=NA and ties are present, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the groups of data can be entered in either of two ways. For data a=1,2 and b=3,4,5 the following are equivalent:
pJCK(x=list(c(1,2),c(3,4,5)))
pJCK(x=c(1,2,3,4,5),g=c(1,1,2,2,2))
Value
Returns a list with "NSM3Ch6p" class containing the following components:
n |
a vector containing the number of observations in each of the data groups |
obs.stat |
the observed J statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
References
Harding, E. F. "An efficient, minimal-storage procedure for calculating the Mann-Whitney U, generalized U and similar distributions." Applied statistics (1984): 1-6.
Examples
##Hollander-Wolfe-Chicken Example 6.2 Motivational Effect of Knowledge of Performance
motivational.effect<-list(no.Info=c(40,35,38,43,44,41),rough.Info=c(38,40,47,44,40,42),
accurate.Info=c(48,40,45,43,46,44))
#pJCK(motivational.effect,method="Monte Carlo")
pJCK(motivational.effect,method="Asymptotic")
Kruskal-Wallis
Description
Function to compute the P-value for the observed Kruskal-Wallis H statistic.
Usage
pKW(x,g=NA, method=NA, n.mc=10000)
Arguments
x |
Either a list or a vector containing the data. |
g |
If x is a vector, g is a required vector of group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo", or "Asymptotic", indicating the desired distribution. When method=NA and ties are not present, "Exact" will be used. When method=NA and ties are present, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the groups of data can be entered in either of two ways. For data a=1,2 and b=3,4,5 the following are equivalent:
pKW(x=list(c(1,2),c(3,4,5)))
pKW(x=c(1,2,3,4,5),g=c(1,1,2,2,2))
Value
Returns a list with "NSM3Ch6p" class containing the following components:
n |
a vector containing the number of observations in each of the data groups |
obs.stat |
the observed H statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
See Also
Also see kruskal.test()
.
Examples
##Hollander-Wolfe-Chicken Example 6.1 Half-Time of Mucociliary Clearance
mucociliary<-list(Normal = c(2.9, 3, 2.5, 2.6, 3.2), Obstructive = c(3.8,
2.7, 4, 2.4), Asbestosis = c(2.8, 3.4, 3.7, 2.2, 2))
pKW(mucociliary)
Function to copute the P-value for the observed Kolmogorov-Smirnov J statistic.
Description
This function uses psmirnov2x from the base stats package to compute the J statistic and corresponding P-value. The program is reasonably quick for large data, well after the asymptotic approximation suffices, so Monte Carlo methods are not included. This function primarily serves as a wrapper to the ks.test function with the output standardized to the format of the other functions included in the NSM3 package.
Usage
pKolSmirn(x,y=NA,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing either all or the first group of data. |
y |
If x contains the first group of data, y contains the second group of data. Otherwise, not used. |
g |
If x contains a vector of all of the data, g is a vector of 1's and 2's corresponding to group labels. Otherwise, not used. |
method |
Either "Exact" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the two groups of data can be entered in any of three ways. For data a=1,2 and b=3,4 all of the following are equivalent:
pKolSmirn(x=c(1,2),y=c(3,4))
pKolSmirn(x=list(c(1,2),c(3,4)))
pKolSmirn(x=c(1,2,3,4),g=c(1,1,2,2))
Value
Returns a list with "NSM3Ch5p" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
obs.stat |
the observed C statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
See Also
Also see ks.test()
.
Examples
##Hollander-Wolfe-Chicken Example 5.4 Effect of Feedback on Salivation Rate:
feedback<-c(-0.15, 8.6, 5, 3.71, 4.29, 7.74, 2.48, 3.25, -1.15, 8.38)
no.feedback<-c(2.55, 12.07, 0.46, 0.35, 2.69, -0.94, 1.73, 0.73, -0.35, -0.37)
pKolSmirn(x=feedback,y=no.feedback)
Lepage
Description
Function to compute the P-value for the observed Lepage D statistic.
Usage
pLepage(x,y=NA,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing either all or the first group of data. |
y |
If x contains the first group of data, y contains the second group of data. Otherwise, not used. |
g |
If x contains a vector of all of the data, g is a vector of 1's and 2's corresponding to group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the two groups of data can be entered in any of three ways. For data a=1,2 and b=3,4 all of the following are equivalent:
pLepage(x=c(1,2),y=c(3,4))
pLepage(x=list(c(1,2),c(3,4)))
pLepage(x=c(1,2,3,4),g=c(1,1,2,2))
Value
Returns a list with "NSM3Ch5p" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
obs.stat |
the observed C statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 5.3 Platelet Counts of Newborn Infants
platelet.counts<-list(x = c(120000, 124000, 215000, 90000, 67000, 95000,
190000, 180000, 135000, 399000), y = c(12000, 20000, 112000,
32000, 60000, 40000))
pLepage(platelet.counts)
##or equivalently,
pLepage(platelet.counts$x,platelet.counts$y)
Mack-Skillings
Description
Function to compute the P-value for the observed Mack-Skillings MS statistic.
Usage
pMackSkil(x,b=NA,trt=NA,method=NA,n.mc=10000)
Arguments
x |
Either a 3 dimensional array or a vector containing the data. |
b |
If x is a vector, b is a required vector of block labels. Otherwise, not used. |
trt |
If x is a vector, trt is a required vector of treatment labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
pMackSkil(x=array(c(1,2,3,4,5,6),dim=c(1,2,3))
pMackSkil(x=c(1,2,3,4,5,6),b=c(1,1,2,2,3,3),trt=c(1,2,1,2,1,2))
Value
Returns a list with "NSM3Ch7p" class containing the following components:
k |
number of treatments in the data |
n |
number of blocks in the data |
c |
number of repetitions for each treatment and block combination |
obs.stat |
the observed MS statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
Examples
##Hollander, Wolfe, Chicken Example 7.9 Determination of Niacin in Bran Flakes
niacin<-array(dim=c(3,4,3))
niacin[,,1]<-c(7.58,7.87,7.71,8,8.27,8,7.6,7.3,7.82,8.03,7.35,7.66)
niacin[,,2]<-c(11.63,11.87,11.4,12.2,11.7,11.8,11.04,11.5,11.49,11.5,10.10,11.7)
niacin[,,3]<-c(15,15.92,15.58,16.6,16.4,15.9,15.87,15.91,16.28,15.1,14.8,15.7)
Function to compute the upper tail probability of the maximum of k N(0,1) random variables with common correlation for a given cutoff.
Description
Uses the integrate function based on the method proposed in Gupta, Panchapakesan and Sohn (1983).
Usage
pMaxCorrNor(x,k,rho)
Arguments
x |
Cutoff at which the upper-tail P-value is to be calculated. |
k |
Number of random variables. |
rho |
Common correlation between the random variables. |
Value
Returns the upper tail probability at the user-specified cutoff.
Author(s)
Grant Schneider
References
Gupta, Shanti S., S. Panchapakesan, and Joong K. Sohn. "On the distribution of the studentized maximum of equally correlated normal random variables." Communications in Statistics-Simulation and Computation 14.1 (1985): 103-135.
Examples
##Hollander-Wolfe-Chicken Section 7.14
pMaxCorrNor(2.575,5,.3)
##Hollander-Wolfe-Chicken Example 7.14 Effect of Weight on Forearm Tremor Frequency
pMaxCorrNor(1.93,5,.452)
Nemenyi, Damico-Wolfe
Description
Function to compute the P-value for the observed Nemenyi, Damico-Wolfe Y statistic.
Usage
pNDWol(x,g=NA,method=NA, n.mc=10000)
Arguments
x |
Either a list or a vector containing the data. |
g |
If x is a vector, g is a required vector of group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Value
Returns a list with "NSM3Ch6MCp" class containing the following components:
n |
number of observations in the k data groups, with the first group representing the control |
obs.stat |
the observed Y statistic for each treatment vs. control comparison |
p.val |
upper tail P-value corresponding to each of the k-1 observed Y statistics |
Note
The data group containing the treatment values should be entered as the first group.
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 6.8 Motivational Effect of Knowledge of Performance
motivational.effect<-list(no.Info = c(40, 35, 38, 43, 44, 41),
rough.Info = c(38, 40, 47, 44, 40, 42),
accurate.Info = c(48, 40, 45, 43, 46, 44))
pNDWol(motivational.effect,method="Asymptotic")
pNDWol(motivational.effect,method="Monte Carlo")
Nemenyi, Wilcoxon-Wilcox, Miller
Description
Function to compute the P-value for the observed Nemenyi, Wilcoxon-Wilcox, Miller R* statistic.
Usage
pNWWM(x,b=NA,trt=NA,method=NA, n.mc=10000)
Arguments
x |
Either a matrix or a vector containing the data, with control assumed to be the first group. |
b |
If x is a vector, b is a required vector of block labels. Otherwise, not used. |
trt |
If x is a vector, trt is a required vector of treatment labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
pNWWM(x=matrix(c(1,2,3,4,5,6),ncol=2,byrow=T))
pNWWM(x=c(1,2,3,4,5,6),b=c(1,1,2,2,3,3),trt=c(1,2,1,2,1,2))
Value
Returns a list with "NSM3Ch7MCp" class containing the following components:
k |
number of treatments (including the control) |
n |
number of blocks |
obs.stat |
the observed R* statistic for each treatment vs. control comparison |
p.val |
upper tail P-value corresponding to each of the k-1 observed R* statistics |
Note
The data group containing the treatment values should be entered as the first group.
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 7.4 Stuttering Adaptation
adaptation.scores<-matrix(c(57,59,44,51,43,49,48,56,44,50,44,50,70,42,58,54,38,48,38,48,50,53,53,
56,37,58,44,50,58,48,60,58,60,38,48,56,51,56,44,44,50,54,50,40,50,50,56,46,74,57,74,48,48,44),
ncol=3,dimnames = list(1 : 18,c("No Shock", "Shock Following", "Shock During")))
#pNWWM(adaptation.scores)
pNWWM(adaptation.scores,n.mc=2500)
Page
Description
Function to compute the P-value for the observed Page L statistic.
Usage
pPage(x,b=NA,trt=NA,method=NA, n.mc=10000)
Arguments
x |
Either a matrix or a vector containing the data. |
b |
If x is a vector, b is a required vector of block labels. Otherwise, not used. |
trt |
If x is a vector, trt is a required vector of treatment labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
pPage(x=matrix(c(1,2,3,4,5,6),ncol=2,byrow=T))
pPage(x=c(1,2,3,4,5,6),b=c(1,1,2,2,3,3),trt=c(1,2,1,2,1,2))
Value
Returns a list with "NSM3Ch7p" class containing the following components:
k |
number of treatments in the data |
n |
number of blocks in the data |
obs.stat |
the observed L statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 7.2 Breaking Strength of Cotton Fibers
strength.index<-matrix(c(7.46, 7.68, 7.21, 7.17, 7.57, 7.80, 7.76, 7.73, 7.74, 8.14, 8.15,
7.87, 7.63, 8.00, 7.93),byrow=FALSE,ncol=5)
#pPage(strength.index,method="Exact")
pPage(strength.index,method="Monte Carlo")
Paired Wilcoxon
Description
Function to extend wilcox.test to compute the (exact or Monte Carlo) P-value for paired Wilcoxon data in the presence of ties.
Usage
pPairedWilcoxon(x,y=NA,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing either all or the first group of data. |
y |
If x contains the first group of data, y contains the second group of data. Otherwise, not used. |
g |
If x contains a vector of all of the data, g is a vector of 1's and 2's corresponding to group labels. Otherwise, not used. |
method |
Either "Exact" or "Monte Carlo", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the two groups of data can be entered in any of three ways. For data a=1,2 and b=3,4 all of the following are equivalent:
pPairedWilcoxon(x=c(1,2),y=c(3,4))
pPairedWilcoxon(x=list(c(1,2),c(3,4)))
pPairedWilcoxon(x=c(1,2,3,4),g=c(1,1,2,2))
Value
Returns a list with "NSM3Ch5p" class containing the following components:
m |
number of observations in the first data group (X) |
n |
number of observations in the second data group (Y) |
obs.stat |
the observed T+ statistic |
p.val |
upper tail P-value |
Note
If there are 0s in the Z values (the difference between X and Y), these will be removed and the calculations will be done based on the smaller sample size, as detailed section 3.1 of Hollander, Wolfe, and Chicken - NSM3.
Author(s)
Grant Schneider
See Also
Also see stats::wilcox.test()
Examples
##Hollander-Wolfe-Chicken Example 3.1 Hamilton Depression Scale Factor IV
x <-c(1.83, .50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, 1.30)
y <-c(0.878, .647, .598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29)
wilcox.test(y,x,paired=TRUE,alternative="less")
pPairedWilcoxon(x,y)
Function to compute the upper-tail probability of the range of k independent N(0,1) random variables for a given cutoff.
Description
Uses the integrate function based on the method proposed in Harter (1960).
Usage
pRangeNor(x,k)
Arguments
x |
Cutoff at which the upper-tail P-value is to be calculated. |
k |
Number of independent Normal random variables. |
Value
Returns the upper tail probability at the user-specified cutoff.
Author(s)
Grant Schneider
References
Harter, H. Leon. "Tables of range and studentized range." The Annals of Mathematical Statistics (1960): 1122-1147.
Examples
##Hollander-Wolfe-Chicken Example 7.3 Rounding First Base
pRangeNor(4.121,3)
##Hollander-Wolfe-Chicken Example 7.7 Chemical Toxicity
pRangeNor(4.171,7)
Dwass, Steel, Critchlow, Fligner
Description
Function to compute the P-value for the observed Dwass, Steel, Critchlow, Fligner W statistic.
Usage
pSDCFlig(x,g=NA,method=NA,n.mc=10000)
Arguments
x |
Either a list or a vector containing the data. |
g |
If x is a vector, g is a required vector of group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo", or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the groups of data can be entered in either of two ways. For data a=1,2 and b=3,4,5 the following are equivalent:
pSDCFlig(x=list(c(1,2),c(3,4,5)))
pSDCFlig(x=c(1,2,3,4,5),g=c(1,1,2,2,2))
Value
Returns a list with "NSM3Ch6MCp" class containing the following components:
n |
a vector containing the number of observations in each of the k data groups |
obs.stat |
the observed W statistic for each of the k*(k-1)/2 comparisons |
p.val |
upper tail P-value corresponding to each W statistic |
Author(s)
Grant Schneider
Examples
gizzards<-list(site.I=c(46,28,46,37,32,41,42,45,38,44),
site.II=c(42,60,32,42,45,58,27,51,42,52),
site.III=c(38,33,26,25,28,28,26,27,27,27),
site.IV=c(31,30,27,29,30,25,25,24,27,30))
##Takes a little while
#pSDCFlig(gizzards,method="Monte Carlo")
##Shorter version for demonstration
pSDCFlig(gizzards[1:2],method="Asymptotic")
Skillings-Mack
Description
Function to compute the P-value for the observed Skillings-Mack SM statistic.
Usage
pSkilMack(x, b = NA, trt = NA, method = NA, n.mc = 10000)
Arguments
x |
Either a matrix or a vector containing the data. |
b |
If x is a vector, b is a required vector of block labels. Otherwise, not used. |
trt |
If x is a vector, trt is a required vector of treatment labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
pSkilMack(x=matrix(c(1,2,3,4,5,6),ncol=2,byrow=T))
pSkilMack(x=c(1,2,3,4,5,6),b=c(1,1,2,2,3,3),trt=c(1,2,1,2,1,2))
Value
Returns a list with "NSM3Ch7p" class containing the following components:
k |
number of treatments in the data |
n |
number of blocks in the data |
ss |
number of treatments per block |
obs.stat |
the observed D statistic |
p.val |
upper tail P-value |
Author(s)
Grant Schneider
Examples
##Hollander, Wolfe, Chicken Example 7.8 Effect of Rhythmicity of a Metronome on Speech Fluency
rhythmicity<-matrix(c(3, 5, 15, 1, 3, 18, 5, 4, 21, 2, NA, 6, 0, 2, 17, 0, 2, 10, 0, 3, 8,
0, 2, 13),ncol=3,byrow=TRUE)
#pSkilMack(rhythmicity)
pSkilMack(rhythmicity,n.mc=5000)
Function to compute the P-value for the observed Mack-Wolfe Peak Known A_p distribution.
Description
The function generalizes Harding's (1984) algorithm to quickly generate the distribution of A_p.
Usage
pUmbrPK(x,peak=NA,g=NA,method=NA, n.mc=10000)
Arguments
x |
Either a list or a vector containing the data. |
peak |
An integer representing the known peak among the k data groups. |
g |
If x is a vector, g is a required vector of group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo", or "Asymptotic", indicating the desired distribution. When method=NA, and there are ties in the data, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. When method=NA and there are no ties in the data, if sum(n)<=200, the "Exact" method will be used to compute the A_p distribution. Otherwise, the "Asymptotic" method will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the groups of data can be entered in either of two ways. For data a=1,2 and b=3,4,5 the following are equivalent:
pUmbrPK(x=list(c(1,2),c(3,4,5)))
pUmbrPK(x=c(1,2,3,4,5),g=c(1,1,2,2,2))
Value
Returns a list with "NSM3Ch6p" class containing the following components:
n |
a vector containing the number of observations in each of the data groups |
obs.stat |
the observed A_p statistic |
p.val |
the upper tail P-value |
Author(s)
Grant Schneider
References
Harding, E. F. "An efficient, minimal-storage procedure for calculating the Mann-Whitney U, generalized U and similar distributions." Applied statistics (1984): 1-6.
Examples
##Hollander-Wolfe-Chicken Example 6.3 Fasting Metabolic Rate of White-Tailed Deer
x<-c(36,33.6,26.9,35.8,30.1,31.2,35.3,39.9,29.1,43.4,44.6,54.4,48.2,55.7,50,53.8,53.9,62.5,46.6,
44.3,34.1,35.7,35.6,31.7,22.1,30.7)
g<-c(rep(1,7),rep(2,3),rep(3,5),rep(4,4),rep(5,4),rep(6,3))
pUmbrPK(x,4,g,"Exact")
pUmbrPK(x,4,g,"Asymptotic")
Mack-Wolfe Peak Unknown
Description
Function to compute the P-value for the observed Mack-Wolfe Peak Unknown A_p-hat distribution.
Usage
pUmbrPU(x,g=NA,method=NA, n.mc=10000)
Arguments
x |
Either a list or a vector containing the data. |
g |
If x is a vector, g is a required vector of group labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo", or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
Details
The data entry is intended to be flexible, so that the groups of data can be entered in either of two ways. For data a=1,2 and b=3,4,5 the following are equivalent:
pUmbrPU(x=list(c(1,2),c(3,4,5)))
pUmbrPU(x=c(1,2,3,4,5),g=c(1,1,2,2,2))
Value
Returns a list with "NSM3Ch6p" class containing the following components:
n |
a vector containing the number of observations in each of the data groups |
obs.stat |
the observed A_p-hat statistic |
p.val |
the upper tail P-value |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 6.4 Learning Comprehension and Age
wechsler<-list("16-19"=c(8.62,9.94,10.06),"20-34"=c(9.85,10.43,11.31),"35-54"=c(9.98,10.69,11.40),
"55-69"=c(9.12,9.89,10.57),"70+"=c(4.80,9.18,9.27))
#pUmbrPU(wechsler,method="Monte Carlo",n.mc=20000)
pUmbrPU(wechsler,method="Monte Carlo",n.mc=1000)
Wilcoxon, Nemenyi, McDonald-Thompson
Description
Function to compute the P-value for the observed Wilcoxon, Nemenyi, McDonald-Thompson R statistic.
Usage
pWNMT(x,b=NA,trt=NA,method=NA, n.mc=10000, standardized=FALSE)
Arguments
x |
Either a matrix or a vector containing the data. |
b |
If x is a vector, b is a required vector of block labels. Otherwise, not used. |
trt |
If x is a vector, trt is a required vector of treatment labels. Otherwise, not used. |
method |
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used. |
n.mc |
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used. |
standardized |
If TRUE, divide the observed statistic by (nk(k+1)/12)^0.5 before returning. |
Details
The data entry is intended to be flexible, so that the data can be entered in either of two ways. The following are equivalent:
pWNMT(x=matrix(c(1,2,3,4,5,6),ncol=2,byrow=T))
pWNMT(x=c(1,2,3,4,5,6),b=c(1,1,2,2,3,3),trt=c(1,2,1,2,1,2))
Value
Returns a list with "NSM3Ch7MCp" class containing the following components:
k |
number of treatments |
n |
number of blocks |
obs.stat |
the observed R* statistic for each of the k*(k-1)/2 comparisons |
p.val |
upper tail P-value corresponding to each observed R statistic |
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Example 7.3 Rounding First Base
RoundingTimes<-matrix(c(5.40, 5.50, 5.55, 5.85, 5.70, 5.75, 5.20, 5.60, 5.50, 5.55, 5.50, 5.40,
5.90, 5.85, 5.70, 5.45, 5.55, 5.60, 5.40, 5.40, 5.35, 5.45, 5.50, 5.35, 5.25, 5.15, 5.00, 5.85,
5.80, 5.70, 5.25, 5.20, 5.10, 5.65, 5.55, 5.45, 5.60, 5.35, 5.45, 5.05, 5.00, 4.95, 5.50, 5.50,
5.40, 5.45, 5.55, 5.50, 5.55, 5.55, 5.35, 5.45, 5.50, 5.55, 5.50, 5.45, 5.25, 5.65, 5.60, 5.40,
5.70, 5.65, 5.55, 6.30, 6.30, 6.25),nrow = 22,byrow = TRUE,dimnames = list(1 : 22,
c("Round Out", "Narrow Angle", "Wide Angle")))
pWNMT(RoundingTimes,n.mc=2500)
Methods to control displayed output of NSM3 tests.
Description
These methods are used to display the list output from the functions used to perform the various nonparametric statistical procedures in the NSM3 package.
Usage
## S3 method for class 'NSM3Ch5p'
print(x, ...)
Arguments
x |
The list object returned by a procedure in the NSM3 package. |
... |
Other options to be specified. |
Value
The exact wording of the displayed output will vary depending on the setting. For example two sample procedures and k-sample procedures will be worded in a slightly different manner.
Author(s)
Grant Schneider
Quantile function for the asymptotic distribution of the Kolmogorov-Smirnov J* statistic.
Description
This function computes the Q() function defined in Section 5.4 of Hollander, Wolfe, and Chicken on a grid and then searches for the cutoff based on alpha.
Usage
qKolSmirnLSA(alpha)
Arguments
alpha |
A numeric value between 0 and 1. |
Value
Returns the upper tail cutoff at or below user-specified alpha
Author(s)
Grant Schneider
Examples
##Hollander-Wolfe-Chicken Section 5.4 LSA
qKolSmirnLSA(.05)
Function to test for parallel lines.
Description
This code tests for parallel lines based on chapter 9 of Hollander, Wolfe, & Chicken, Nonparametric Statistical Methods, 3e.
Usage
sen.adichie(z, example=F, r=3)
Arguments
z |
a list of paired vectors. Each item in the list is a set of two paired vectors in the form of a matrix. The first column of each matrix is the x vector, the second in the y vector. |
example |
if true, analyzes the data from Example 9.5 |
r |
determines the amount of rounding. Increase it if your P-values are coming out as 0 or 1. |
Author(s)
Eric Chicken
Examples
##Example 9.5 Hollander-Wolfe-Chicken##
sen.adichie(example=TRUE)
Susarla-van Ryzin
Description
Function to compute the Susarla-van Ryzin estimator
Usage
svr.df (z, delta, lambda.hat=0.001, alpha = 3, npoints=2053)
Arguments
z |
the vector of zi = min(Xi, Yi) |
delta |
the vector of indicators which is 1 when Xi<=Yi and 0 otherwise |
lambda.hat |
the estimate of lambda from the data |
alpha |
the degree of faith in F0 |
npoints |
the number of estimated points returned |
Value
Returns a list containing:
x |
the x values |
F.hat |
the Susarla-van Ryzin estimator |
Note
Requires the survival library.
Author(s)
Rachel Becvarik
Examples
hodgkins.affected<-matrix(c(1, 1, 1, 0, 1, 1, 0, 1, 0, 1, 1, 1, 1,0, 1, 1, 0, 1, 0, 1, 0, 1, 0,
0, 1, 346, 141, 296, 1953, 1375, 822, 2052, 836, 1910, 419, 107, 570, 312,1818, 364, 401, 1645,
330, 1540, 688, 1309, 505, 1378, 1446, 86),nrow=2,byrow=TRUE)
svr.df(hodgkins.affected[2,], hodgkins.affected[1,])
Guess-Hollander-Proschan
Description
Function to compute the asymptotic P-value for the observed Guess-Hollander-Proschan T_1 statistic.
Usage
tc(x, tau, alternative = "two.sided")
Arguments
x |
a vector of data of length n |
tau |
the known value of the turning point,T |
alternative |
the direction of the alternative hypothesis. The choices are two.sided, idmrl, and dimrl with the default value being two.sided. |
Value
The function returns a list with four elements:
T1 |
the value of the idmrl statistic |
T1* |
the standardized value of the idmrl statistic |
p |
the corresponding probability for T1* |
sigma.hat |
the standard deviation for T1 |
Author(s)
Rachel Becvarik
Examples
tb<-c(43, 45, 53, 56, 56, 57, 58, 66, 67, 73, 74, 79, 80, 80, 81, 81, 81, 82, 83, 83, 84, 88,
89, 91, 91, 92, 92, 97, 99, 99, 100, 100, 101, 102, 102, 102, 103, 104, 107, 108, 109,
113, 114, 118, 121, 123, 126, 128, 137, 138, 139, 144, 145, 147, 156, 162, 174, 178, 179, 184,
191, 198, 211, 214, 243, 249, 329, 380, 403, 511, 522, 598)
tc(tb, tau=91.9, alt="dimrl")
tc(tb, tau=91.9, alt="idmrl")
Function to estimate and perform tests on the slope and intercept of a simple linear model.
Description
This code estimates and performs tests on the slope and intercept of a simple linear model. Based on chapter 9 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e.
Usage
theil(x=NULL, y=NULL, alpha=0.05, beta.0=0, type="t",
example=FALSE, r=3, slopes=F, doplot=TRUE)
Arguments
x |
first data vector |
y |
second data vector |
alpha |
the significance level |
beta.0 |
the null hypothesized value |
type |
can be "t" (two-sided), "u" (upper) or "l" (lower). The type refers both to the test and the confidence interval. |
example |
if true, will analyze the data from Example 9.1 |
r |
the number of places for rounding. Increase it if your P-values are coming out as 0 or 1. |
slopes |
if true, will print all n(n-1)/2 slopes |
doplot |
if true, will plot the data and estimated line |
Value
Returns a list with "NSM3Ch9ChickFn" class containing the following components:
alpha |
same as input argument |
beta.0 |
same as input argument |
type |
same as input argument |
r |
same as input argument |
slopes |
same as input argument |
C.stat |
the observed C statistic |
C.bar |
the observed C.bar statistic |
alpha.hat |
the observed alpha.hat statistic |
beta.hat |
the observed beta.hat statistic |
slopes.table |
table containing all n(n-1)/2 |
p.val |
the P-value corresponding to the selected type of test/confidence interval |
L |
the lower endpoint of the confidence interval |
U |
the upper endpoint of the confidence interval |
Author(s)
Eric Chicken
Examples
##Example 9.1 Hollander-Wolfe-Chicken##
theil (x, y, example=TRUE, slopes=TRUE)
Function to perform Zelen's test.
Description
Zelen's test based on section 10.4 of Hollander, Wolfe, & Chicken, Nonparametric Statistical Methods, 3e.
Usage
zelen.test(z, example=F, r=3)
Arguments
z |
data as an array of k 2x2 matrices. Small data sets only! |
example |
if true, analyzes the data from comment 24 of Chapter 10 |
r |
determines the amount of rounding. Increase it if your P-values are coming out as 0 or 1. |
Author(s)
Eric Chicken
Examples
##Chapter 10 Coment 24 Hollander-Wolfe-Chicken##
zelen.test(example=TRUE)