Description Usage Arguments Value Examples
View source: R/InvariantResidualDistributionTest.R
Tests the null hypothesis that Y and E are independent given X.
1 2 3 4 5 | InvariantResidualDistributionTest(Y, E, X, alpha = 0.05,
verbose = FALSE, fitWithGam = TRUE,
test = leveneAndWilcoxResidualDistributions, colNameNoSmooth = NULL,
mtry = sqrt(NCOL(X)), ntree = 100, nodesize = 5, maxnodes = NULL,
returnModel = FALSE)
|
Y |
An n-dimensional vector. |
E |
An n-dimensional vector. E needs to be a factor. |
X |
A matrix or dataframe with n rows and p columns. |
alpha |
Significance level. Defaults to 0.05. |
verbose |
If |
fitWithGam |
If |
test |
Unconditional independence test that tests whether residual distribution is
invariant across different levels of E. Defaults to |
colNameNoSmooth |
Gam parameter: Name of variables that should enter linearly into the model.
Defaults to |
mtry |
Random forest parameter: Number of variables randomly sampled as
candidates at each split. Defaults to |
ntree |
Random forest parameter: Number of trees to grow. Defaults to 100. |
nodesize |
Random forest parameter: Minimum size of terminal nodes. Defaults to 5. |
maxnodes |
Random forest parameter: Maximum number of terminal nodes trees in the forest can have.
Defaults to |
returnModel |
If |
A list with the following entries:
pvalue
The p-value for the null hypothesis that Y and E are independent given X.
model
The fitted model if returnModel = TRUE
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | # Example 1
n <- 1000
E <- rbinom(n, size = 1, prob = 0.2)
X <- 4 + 2 * E + rnorm(n)
Y <- 3 * (X)^2 + rnorm(n)
InvariantResidualDistributionTest(Y, as.factor(E), X)
InvariantResidualDistributionTest(Y, as.factor(E), X, test = ksResidualDistributions)
# Example 2
E <- rbinom(n, size = 1, prob = 0.2)
X <- 4 + 2 * E + rnorm(n)
Y <- 3 * E + rnorm(n)
InvariantResidualDistributionTest(Y, as.factor(E), X)
InvariantResidualDistributionTest(Y, as.factor(E), X, test = ksResidualDistributions)
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