Permutation test for the matrix of coefficients in the SCLS model | R Documentation |
Permutation test for the matrix of coefficients in the SCLS model.
scls.betest(y, x, B, R = 999)
y |
A matrix with the compositional data (dependent variable). Zero values are allowed. |
x |
A matrix with the compositional predictors. Zero values are allowed. |
B |
A specific matrix of coefficients to test. Under the null hypothesis, the matrix of coefficients is equal to this matrix. |
R |
The number of permutations to perform. |
Permutation independence test in the constrained linear least squares for compositional
responses and predictors is performed. The observed test statistic is the MSE computed by scls
. Then, the rows of X are permuted B times and each time the constrained OLS is performed and the MSE is computed. The p-value is then computed in the usual way.
The p-value for the test of independence between Y and X.
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Tsagris. M. (2024). Constrained least squares simplicial-simplicial regression. https://arxiv.org/pdf/2403.19835.pdf
scls, scls2, tflr, scls.indeptest,
tflr.indeptest
y <- rdiri(100, runif(3, 1, 3) )
x <- rdiri(100, runif(3, 1, 3) )
B <- diag(3)
scls.betest(y, x, B = B, R = 99)
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