Nothing
## stats: tests ====
#### ******************************
#### ******TODO*TODO***************
#### ******xxxxxxxxx***************
#### ******************************
# original:
# https://github.com/nicebread/WRS
# Rand Wilcox,
# http://www.psychology.mcmaster.ca/bennett/boot09/rt2.pdf
#
# Compute a 1-alpha confidence interval for the difference between
# the trimmed means corresponding to two independent groups.
# The bootstrap percentile t method is used.
#
# The default amount of trimming is tr=.2
# side=TRUE indicates two-sided method using absolute value of the
# test statistics within the bootstrap; otherwise the equal-tailed method
# is used.
#
# This function uses trimse.
#
# side<-as.logical(side)
# p.value<-NA
# yuenbt<-vector(mode="numeric",length=2)
# if(SEED)set.seed(2) # set seed of random number generator so that
# # results can be duplicated.
# x<-x[!is.na(x)] # Remove missing values in x
# y<-y[!is.na(y)] # Remove missing values in y
# xcen<-x-mean(x,tr)
# ycen<-y-mean(y,tr)
# if(!side){
# if(pr)print("NOTE: p-value computed only when side=TRUE")
# }
# test<-(mean(x,tr)-mean(y,tr))/sqrt(trimse(x,tr=tr)^2+trimse(y,tr=tr)^2)
# datax<-matrix(sample(xcen,size=length(x)*nboot,replace=TRUE),nrow=nboot)
# datay<-matrix(sample(ycen,size=length(y)*nboot,replace=TRUE),nrow=nboot)
# top<-apply(datax,1,mean,tr)-apply(datay,1,mean,tr)
# botx<-apply(datax,1,trimse,tr)
# boty<-apply(datay,1,trimse,tr)
# tval<-top/sqrt(botx^2+boty^2)
# if(plotit){
# if(op == 1)
# akerd(tval)
# if(op == 2)
# rdplot(tval)
# }
# if(side)tval<-abs(tval)
# tval<-sort(tval)
# icrit<-floor((1-alpha)*nboot+.5)
# ibot<-floor(alpha*nboot/2+.5)
# itop<-floor((1-alpha/2)*nboot+.5)
# se<-sqrt((trimse(x,tr))^2+(trimse(y,tr))^2)
# yuenbt[1]<-mean(x,tr)-mean(y,tr)-tval[itop]*se
# yuenbt[2]<-mean(x,tr)-mean(y,tr)-tval[ibot]*se
# if(side){
# yuenbt[1]<-mean(x,tr)-mean(y,tr)-tval[icrit]*se
# yuenbt[2]<-mean(x,tr)-mean(y,tr)+tval[icrit]*se
# p.value<-(sum(abs(test)<=abs(tval)))/nboot
# }
# list(ci=yuenbt,test.stat=test,p.value=p.value,est.1=mean(x,tr),est.2=mean(y,tr),est.dif=mean(x,tr)-mean(y,tr),
# n1=length(x),n2=length(y))
# getAnywhere(t.test.default)
#
# function (x, y = NULL, alternative = c("two.sided", "less", "greater"),
# mu = 0, paired = FALSE, var.equal = FALSE, conf.level = 0.95,
# trim = 0, nboot = 599, na.rm = FALSE
# ...)
.YuenTTestB <- function(x, y, trim = 0, conf.level = 0.95, nboot=599
, alternative = c("two.sided", "less", "greater"), mu = 0, na.rm = FALSE){
TrimSE <- function(x, trim = 0, na.rm = FALSE) {
# Estimate the standard error of the gamma trimmed mean
# The default amount of trimming is trim = 0.2
if(na.rm) x <- na.omit(x)
winvar <- var(Winsorize(x, val=quantile(x, probs = c(trim, 1-trim), na.rm=TRUE)))
trimse <- sqrt(winvar) / ((1 - 2 * trim) * sqrt(length(x)))
trimse
}
alternative <- match.arg(alternative)
method <- "Yuen Two Sample bootstrap t-test"
dname <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
if(na.rm) x <- na.omit(x)
if(na.rm) y <- na.omit(y)
meanx <- mean(x, trim = trim)
meany <- mean(y, trim = trim)
tstat <- (meanx - meany ) / sqrt(TrimSE(x, trim = trim)^2 + TrimSE(y, trim = trim)^2)
sampx <- matrix(sample(x - meanx, size=length(x) * nboot, replace=TRUE), nrow=nboot)
sampy <- matrix(sample(y - meany, size=length(y) * nboot, replace=TRUE), nrow=nboot)
top <- apply(sampx, 1, mean, trim) - apply(sampy, 1, mean, trim)
botx <- apply(sampx, 1, TrimSE, trim)
boty <- apply(sampy, 1, TrimSE, trim)
tval <- top / sqrt(botx^2 + boty^2)
alpha <- 1 - conf.level
se <- sqrt((TrimSE(x, trim = trim))^2 + (TrimSE(y, trim = trim))^2)
if(alternative == "two.sided") {
tval <- abs(tval)
icrit <- floor((1 - alpha) * nboot + .5)
cint <- meanx - meany + c(-1, 1) * tval[icrit] * se
pval <- (sum(abs(tstat) <= abs(tval))) / nboot
} else {
tval <- sort(tval)
ibot <- floor(alpha/2 * nboot + .5)
itop <- floor((1 - alpha/2) * nboot + .5)
cint <- meanx - meany - tval[c(itop, ibot)] * se
}
names(tstat) <- "t"
names(mu) <- "difference in means"
estimate <- c(meanx, meany)
names(estimate) <- c("mean of x", "mean of y")
attr(cint, "conf.level") <- conf.level
rval <- list(statistic = tstat, p.value = pval,
conf.int = cint, estimate = estimate, null.value = mu,
alternative = alternative, method = method, data.name = dname)
class(rval) <- "htest"
return(rval)
}
YuenTTest <- function (x, ...)
UseMethod("YuenTTest")
YuenTTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
DATA <- setNames(split(mf[[response]], g), c("x", "y"))
y <- DoCall("YuenTTest", c(DATA, list(...)))
y$data.name <- DNAME
if (length(y$estimate) == 2L)
names(y$estimate) <- paste("trimmed mean in group", levels(g))
y
}
YuenTTest.default <- function (x, y = NULL, alternative = c("two.sided", "less", "greater"),
mu = 0, paired = FALSE, conf.level = 0.95, trim = 0.2, ...) {
alternative <- match.arg(alternative)
if (!missing(mu) && (length(mu) != 1 || is.na(mu)))
stop("'mu' must be a single number")
if (!missing(conf.level) && (length(conf.level) != 1 || !is.finite(conf.level) ||
conf.level < 0 || conf.level > 1))
stop("'conf.level' must be a single number between 0 and 1")
if (!is.null(y)) {
dname <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
if (paired)
xok <- yok <- complete.cases(x, y)
else {
yok <- !is.na(y)
xok <- !is.na(x)
}
y <- y[yok]
}
else {
dname <- deparse(substitute(x))
if (paired)
stop("'y' is missing for paired test")
xok <- !is.na(x)
yok <- NULL
}
x <- x[xok]
nx <- length(x)
mx <- mean(x, trim = trim)
vx <- var(Winsorize(x, val=quantile(x, probs = c(trim, 1-trim), na.rm=TRUE) ))
if (is.null(y) | paired) {
if (nx < 2)
stop("not enough 'x' observations")
df <- nx - 2 * floor(trim * nx) - 1
if(paired){
my <- mean(y, trim = trim)
vy <- var(Winsorize(y, val=quantile(y, probs = c(trim, 1-trim), na.rm=TRUE)))
covxy <- var(Winsorize(x, val=quantile(x, probs = c(trim, 1-trim), na.rm=TRUE)),
Winsorize(y, val=quantile(y, probs = c(trim, 1-trim), na.rm=TRUE)))
stderr <- sqrt( (nx-1) * (vx + vy - 2 * covxy) / ((df + 1) * df) )
} else {
stderr <- sqrt(vx) / ((1 - 2 * trim) * sqrt(nx))
}
if (stderr < 10 * .Machine$double.eps * abs(mx))
stop("data are essentially constant")
if(paired){
method <- "Yuen Paired t-test"
tstat <- (mx - my - mu) / stderr
estimate <- setNames(mx - my, "difference of trimmed means")
} else {
method <- "Yuen One Sample t-test"
tstat <- (mx - mu)/stderr
estimate <- setNames(mx, "trimmed mean of x")
}
}
else {
ny <- length(y)
if (nx < 2)
stop("not enough 'x' observations")
if (ny < 2)
stop("not enough 'y' observations")
my <- mean(y, trim = trim)
vy <- var(Winsorize(y, val=quantile(y, probs = c(trim, 1-trim), na.rm=TRUE)))
method <- "Yuen Two Sample t-test"
estimate <- c(mx, my)
names(estimate) <- c("trimmed mean of x", "trimmed mean of y")
dfx <- length(x) - 2 * floor(trim * length(x)) - 1
dfy <- length(y) - 2 * floor(trim * length(y)) - 1
stderrx <- (length(x) - 1) * vx / ((dfx + 1) * dfx)
stderry <- (length(y) - 1) * vy / ((dfy + 1) * dfy)
df <- (stderrx + stderry)^2 / (stderrx^2 / dfx + stderry^2 / dfy)
stderr <- sqrt(stderrx + stderry)
if (stderr < 10 * .Machine$double.eps * max(abs(mx), abs(my)))
stop("data are essentially constant")
tstat <- (mx - my - mu) / stderr
}
if (alternative == "less") {
pval <- pt(tstat, df)
cint <- c(-Inf, tstat + qt(conf.level, df))
}
else if (alternative == "greater") {
pval <- pt(tstat, df, lower.tail = FALSE)
cint <- c(tstat - qt(conf.level, df), Inf)
}
else {
pval <- 2 * pt(-abs(tstat), df)
alpha <- 1 - conf.level
cint <- qt(1 - alpha/2, df)
cint <- tstat + c(-cint, cint)
}
cint <- mu + cint * stderr
names(tstat) <- "t"
names(df) <- "df"
names(trim) <- "trim"
names(mu) <- if (paired || !is.null(y))
"difference in trimmed means"
else "trimmed mean"
attr(cint, "conf.level") <- conf.level
rval <- list(statistic = tstat, parameter = c(df, trim), p.value = pval,
conf.int = cint, estimate = estimate, null.value = mu,
alternative = alternative, method = method, data.name = dname)
class(rval) <- "htest"
return(rval)
}
TTestA <- function (mx, sx, nx, my=NULL, sy = NULL, ny=NULL,
alternative = c("two.sided", "less", "greater"),
mu = 0, paired = FALSE, var.equal = FALSE, conf.level = 0.95,
...) {
if (paired)
stop("paired option is not supported, use one-sample-test for the differences instead")
alternative <- match.arg(alternative)
if (!missing(mu) && (length(mu) != 1 || is.na(mu)))
stop("'mu' must be a single number")
if (!missing(conf.level) && (length(conf.level) != 1 || !is.finite(conf.level) ||
conf.level < 0 || conf.level > 1))
stop("'conf.level' must be a single number between 0 and 1")
if (!is.null(my)) {
dname <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
} else {
dname <- deparse(substitute(x))
if (paired)
stop("'y' is missing for paired test")
}
vx <- sx^2
if (is.null(my)) {
if (nx < 2)
stop("not enough 'x' observations")
df <- nx - 1
stderr <- sqrt(vx/nx)
if (stderr < 10 * .Machine$double.eps * abs(mx))
stop("data are essentially constant")
tstat <- (mx - mu)/stderr
method <- if (paired)
"Paired t-test"
else "One Sample t-test"
estimate <- setNames(mx, if (paired)
"mean of the differences"
else "mean of x")
} else {
# ny <- length(y)
if (nx < 1 || (!var.equal && nx < 2))
stop("not enough 'x' observations")
if (ny < 1 || (!var.equal && ny < 2))
stop("not enough 'y' observations")
if (var.equal && nx + ny < 3)
stop("not enough observations")
# my <- mean(y)
# vy <- var(y)
vy <- sy^2
method <- paste(if (!var.equal)
"Welch", "Two Sample t-test")
estimate <- c(mx, my)
names(estimate) <- c("mean of x", "mean of y")
if (var.equal) {
df <- nx + ny - 2
v <- 0
if (nx > 1)
v <- v + (nx - 1) * vx
if (ny > 1)
v <- v + (ny - 1) * vy
v <- v/df
stderr <- sqrt(v * (1/nx + 1/ny))
}
else {
stderrx <- sqrt(vx/nx)
stderry <- sqrt(vy/ny)
stderr <- sqrt(stderrx^2 + stderry^2)
df <- stderr^4/(stderrx^4/(nx - 1) + stderry^4/(ny - 1))
}
if (stderr < 10 * .Machine$double.eps * max(abs(mx),
abs(my)))
stop("data are essentially constant")
tstat <- (mx - my - mu)/stderr
}
if (alternative == "less") {
pval <- pt(tstat, df)
cint <- c(-Inf, tstat + qt(conf.level, df))
}
else if (alternative == "greater") {
pval <- pt(tstat, df, lower.tail = FALSE)
cint <- c(tstat - qt(conf.level, df), Inf)
}
else {
pval <- 2 * pt(-abs(tstat), df)
alpha <- 1 - conf.level
cint <- qt(1 - alpha/2, df)
cint <- tstat + c(-cint, cint)
}
cint <- mu + cint * stderr
names(tstat) <- "t"
names(df) <- "df"
names(mu) <- if (paired || !is.null(my))
"difference in means"
else "mean"
attr(cint, "conf.level") <- conf.level
rval <- list(statistic = tstat, parameter = df, p.value = pval,
conf.int = cint, estimate = estimate, null.value = mu, stderr = stderr,
alternative = alternative, method = method, data.name = dname)
class(rval) <- "htest"
return(rval)
}
SignTest <- function (x, ...) UseMethod("SignTest")
# SignTest.formula <- function (formula, data, subset, na.action, ...) {
#
# # this is designed just like wilcox.test.formula
#
# if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
# "term.labels")) != 1L))
# stop("'formula' missing or incorrect")
# m <- match.call(expand.dots = FALSE)
# if (is.matrix(eval(m$data, parent.frame())))
# m$data <- as.data.frame(data)
# m[[1L]] <- as.name("model.frame")
# m$... <- NULL
# mf <- eval(m, parent.frame())
# DNAME <- paste(names(mf), collapse = " by ")
# names(mf) <- NULL
# response <- attr(attr(mf, "terms"), "response")
# g <- factor(mf[[-response]])
# if (nlevels(g) != 2L)
# stop("grouping factor must have exactly 2 levels")
# DATA <- split(mf[[response]], g)
# names(DATA) <- c("x", "y")
# y <- DoCall("SignTest", c(DATA, list(...)))
# y$data.name <- DNAME
# y
#
# }
SignTest.formula <- function (formula, data, subset, na.action, ...) {
# this is designed after wilcox.test.formula R version 4.0.0 Patched (2020-04-24 r78289)
if (missing(formula) || (length(formula) != 3L))
stop("'formula' missing or incorrect")
oneSampleOrPaired <- FALSE
if (length(attr(terms(formula[-2L]), "term.labels")) != 1L)
if (formula[[3]] == 1L)
oneSampleOrPaired <- TRUE
else stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
if (!oneSampleOrPaired) {
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
DATA <- setNames(split(mf[[response]], g), c("x", "y"))
y <- do.call("SignTest", c(DATA, list(...)))
} else {
respVar <- mf[[response]]
if (inherits(respVar, "Pair")) {
DATA <- list(x = respVar[, 1], y = respVar[, 2],
paired = TRUE)
y <- do.call("SignTest", c(DATA, list(...)))
} else {
DATA <- list(x = respVar)
y <- do.call("SignTest", c(DATA, list(...)))
}
}
y$data.name <- DNAME
y
}
# test:
# cbind( c(NA,sort(x)), 0:n, dbinom(0:n, size=n, prob=0.5), pbinom(0:n, size=n, prob=0.5))
SignTest.default <- function(x, y = NULL, alternative = c("two.sided", "less", "greater"),
mu = 0, conf.level = 0.95, ...) {
# MedianCI_Binom <- function( x, conf.level = 0.95,
# alternative = c("two.sided", "less", "greater"), na.rm = FALSE ){
# # http://www.stat.umn.edu/geyer/old03/5102/notes/rank.pdf
# # http://de.scribd.com/doc/75941305/Confidence-Interval-for-Median-Based-on-Sign-Test
# if(na.rm) x <- na.omit(x)
# n <- length(x)
# switch( match.arg(alternative)
# , "two.sided" = {
# k <- qbinom(p = (1 - conf.level) / 2, size=n, prob=0.5, lower.tail=TRUE)
# ci <- sort(x)[c(k, n - k + 1)]
# attr(ci, "conf.level") <- 1 - 2 * pbinom(k-1, size=n, prob=0.5)
# }
# , "greater" = {
# k <- qbinom(p = (1 - conf.level), size=n, prob=0.5, lower.tail=TRUE)
# ci <- c(sort(x)[k], Inf)
# attr(ci, "conf.level") <- 1 - pbinom(k-1, size=n, prob=0.5)
# }
# , "less" = {
# k <- qbinom(p = conf.level, size=n, prob=0.5, lower.tail=TRUE)
# ci <- c(-Inf, sort(x)[k])
# attr(ci, "conf.level") <- pbinom(k, size=n, prob=0.5)
# }
# )
# return(ci)
# }
alternative <- match.arg(alternative)
if (!missing(mu) && ((length(mu) > 1L) || !is.finite(mu)))
stop("'mu' must be a single number")
if (!((length(conf.level) == 1L) && is.finite(conf.level) &&
(conf.level > 0) && (conf.level < 1)))
stop("'conf.level' must be a single number between 0 and 1")
if (!is.numeric(x))
stop("'x' must be numeric")
if (!is.null(y)) {
if (!is.numeric(y))
stop("'y' must be numeric")
if (length(x) != length(y))
stop("'x' and 'y' must have the same length")
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
OK <- complete.cases(x, y)
x <- x[OK]
y <- y[OK]
METHOD <- "Dependent-samples Sign-Test"
x <- (x - y)
} else {
DNAME <- deparse(substitute(x))
x <- x[is.finite(x)]
METHOD <- "One-sample Sign-Test"
}
d <- (x - mu)
# Naive version:
n.valid <- sum(d > 0) + sum(d < 0)
if(n.valid > 0) {
RVAL <- binom.test(x=sum(d > 0), n=n.valid, p=0.5, alternative = alternative, conf.level = conf.level )
} else {
RVAL <- binom.test(x=1, n=1)
}
RVAL$method <- METHOD
RVAL$data.name <- DNAME
names(mu) <- if (!is.null(y)) "median difference" else "median"
names(RVAL$statistic) <- "S"
RVAL$estimate <- median(d + mu, na.rm=TRUE)
names(RVAL$parameter) <- "number of differences"
mci <- MedianCI(d + mu, conf.level=conf.level,
sides=if(alternative=="less") "right" else if(alternative=="greater") "left" else "two.sided", na.rm=TRUE)
RVAL$conf.int <- mci[-1]
attr(RVAL$conf.int, "conf.level") = round(attr(mci,"conf.level"), 3)
names(RVAL$estimate) <- "median of the differences"
RVAL$null.value <- mu
class(RVAL) <- "htest"
return(RVAL)
}
ZTest <- function (x, ...)
UseMethod("ZTest")
ZTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
DATA <- setNames(split(mf[[response]], g), c("x", "y"))
y <- DoCall("ZTest", c(DATA, list(...)))
y$data.name <- DNAME
if (length(y$estimate) == 2L)
names(y$estimate) <- paste("mean in group", levels(g))
y
}
ZTest.default <- function (x, y = NULL, alternative = c("two.sided", "less", "greater"),
paired = FALSE, mu = 0, sd_pop, conf.level = 0.95, ...) {
alternative <- match.arg(alternative)
if (!missing(mu) && (length(mu) != 1 || is.na(mu)))
stop("'mu' must be a single number")
if (!missing(conf.level) && (length(conf.level) != 1 || !is.finite(conf.level) ||
conf.level < 0 || conf.level > 1))
stop("'conf.level' must be a single number between 0 and 1")
if (!is.null(y)) {
dname <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
if (paired)
xok <- yok <- complete.cases(x, y)
else {
yok <- !is.na(y)
xok <- !is.na(x)
}
y <- y[yok]
}
else {
dname <- deparse(substitute(x))
if (paired)
stop("'y' is missing for paired test")
xok <- !is.na(x)
yok <- NULL
}
x <- x[xok]
if (paired) {
x <- x - y
y <- NULL
}
nx <- length(x)
mx <- mean(x)
# vx <- sd_pop^2
if (is.null(y)) {
if (nx < 2)
stop("not enough 'x' observations")
stderr <- sqrt(sd_pop^2/nx)
if (stderr < 10 * .Machine$double.eps * abs(mx))
stop("data are essentially constant")
zstat <- (mx - mu)/stderr
method <- method <- if (paired)
"Paired z-test" else "One Sample z-test"
estimate <- setNames(mx, if (paired)
"mean of the differences"
else "mean of x")
}
else {
ny <- length(y)
if (nx < 1)
stop("not enough 'x' observations")
if (ny < 1)
stop("not enough 'y' observations")
if (nx + ny < 3)
stop("not enough observations")
my <- mean(y)
method <- paste("Two Sample z-test")
estimate <- c(mx, my)
names(estimate) <- c("mean of x", "mean of y")
stderr <- sqrt(sd_pop^2 * (1/nx + 1/ny))
if (stderr < 10 * .Machine$double.eps * max(abs(mx),
abs(my)))
stop("data are essentially constant")
zstat <- (mx - my - mu)/stderr
}
if (alternative == "less") {
pval <- pnorm(zstat)
cint <- c(-Inf, zstat + qnorm(conf.level))
}
else if (alternative == "greater") {
pval <- pnorm(zstat, lower.tail = FALSE)
cint <- c(zstat - qnorm(conf.level), Inf)
}
else {
pval <- 2 * pnorm(-abs(zstat))
alpha <- 1 - conf.level
cint <- qnorm(1 - alpha/2)
cint <- zstat + c(-cint, cint)
}
cint <- mu + cint * stderr
names(zstat) <- "z"
names(mu) <- if (paired || !is.null(y))
"difference in means"
else "mean"
names(sd_pop) <- "Std. Dev. Population"
attr(cint, "conf.level") <- conf.level
rval <- list(
statistic = zstat, parameter = sd_pop, p.value = pval,
conf.int = cint, estimate = estimate, null.value = mu, stderr = stderr,
alternative = alternative, method = method, data.name = dname )
class(rval) <- "htest"
return(rval)
}
VarTest <- function(x, ...) UseMethod("VarTest")
VarTest.default <- function (x, y = NULL, alternative = c("two.sided", "less", "greater"), ratio = 1,
sigma.squared = 1, conf.level = 0.95, ...) {
TwoSided_pval <- function(x, DF){
# https://stats.stackexchange.com/questions/195469/calculating-p-values-for-two-tail-test-for-population-variance
# What you are dealing with in this question is a two-sided
# variance test, which is a specific case of a two-sided test
# with an asymmetric null distribution. The p-value is the total
# area under the null density for all values in the lower and
# upper tails of that density that are at least as "extreme"
# (i.e., at least as conducive to the alternative hypothesis)
# as the observed test statistic. Because this test has an
# asymmetric null distribution, we need to specify exactly
# what we mean by "extreme".
#
# Lowest-density p-value calculation: The most sensible thing
# method of two-sided hypothesis testing is to interpret
# "more extreme" as meaning a lower value of the null density.
# This is the interpretation used in a standard likelihood-ratio
# (LR) test. Under this method , the p-value is the probability of
# falling in the "lowest density region", where the density
# cut-off is the density at the observed test statistic. With
# an asymmetric null distribution, this leads you to a p-value
# calculated with unequal tails.
# example:
# TwoSided_pval(15.35667, DF=17)
# TwoSided_pval(14.6489, DF=17)
InvDChisq <- function(x2, DF){
fun <- function(x) dchisq(x, df=DF) - dchisq(x2, df=DF)
# the mode of chisq distribution
mod_x2 <- DF-2
if(x2 < mod_x2){
# don't know how to set the right boundary in a sensible way
# the treshold 1e12 is selected randomly
# benchmark show no difference in performance between 1e6 and 1e12
UnirootAll(fun, interval = c(mod_x2, 1e12))
} else {
UnirootAll(fun, interval = c(0, mod_x2))
}
}
pchisq(x, df = DF, lower.tail = x < DF-2) +
pchisq(InvDChisq(x, DF), df = DF, lower.tail=!x < DF-2)
}
if(is.null(y)){
# perform a one sample variance test
alternative <- match.arg(alternative)
if (!missing(sigma.squared) && (length(sigma.squared) != 1 || is.na(sigma.squared)))
stop("'sigma.squared' must be a single number")
if (!missing(conf.level) && (length(conf.level) != 1 || !is.finite(conf.level) ||
conf.level < 0 || conf.level > 1))
stop("'conf.level' must be a single number between 0 and 1")
dname <- deparse(substitute(x))
x <- na.omit(x)
nx <- length(x)
if (nx < 2)
stop("not enough 'x' observations")
df <- nx - 1
vx <- var(x)
xstat <- vx * df / sigma.squared
method <- "One Sample Chi-Square test on variance"
estimate <- vx
if (alternative == "less") {
pval <- pchisq(xstat, df)
cint <- c(0, df * vx/qchisq((1 - conf.level), df))
} else if (alternative == "greater") {
pval <- pchisq(xstat, df, lower.tail = FALSE)
cint <- c(df * vx/qchisq((1 - conf.level), df, lower.tail = FALSE), Inf)
} else {
# this is a "quick-and-nasty" approximation, let's use a better one..
# pval <- 2 * min(pchisq(xstat, df),
# pchisq(xstat, df, lower.tail = FALSE))
pval <- TwoSided_pval(xstat, df)
alpha <- 1 - conf.level
cint <- df * vx / c(qchisq((1 - conf.level)/2, df, lower.tail = FALSE),
qchisq((1 - conf.level)/2, df))
}
names(xstat) <- "X-squared"
names(df) <- "df"
names(sigma.squared) <- "variance"
names(estimate) <- "variance of x"
attr(cint, "conf.level") <- conf.level
rval <- list(statistic = xstat, parameter = df, p.value = pval,
conf.int = cint, estimate = estimate, null.value = sigma.squared,
alternative = alternative, method = method, data.name = dname)
class(rval) <- "htest"
return(rval)
} else {
# perform a normal F-test
var.test(x=x, y=y, ratio=ratio, alternative=alternative, conf.level=conf.level)
}
}
VarTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
DATA <- setNames(split(mf[[response]], g), c("x", "y"))
y <- do.call("VarTest", c(DATA, list(...)))
y$data.name <- DNAME
y
}
# moved from Rcmdr 13 July 2004
# levene.test.default function slightly modified and generalized from Brian Ripley via R-help
# the original generic version was contributed by Derek Ogle
# last modified 28 January 2010 by J. Fox
LeveneTest <- function (y, ...) {
UseMethod("LeveneTest")
}
LeveneTest.default <- function (y, group, center=median, ...) { # original levene.test
if (!is.numeric(y))
stop(deparse(substitute(y)), " is not a numeric variable")
if (!is.factor(group)) {
warning(deparse(substitute(group)), " coerced to factor.")
group <- as.factor(group)
}
valid <- complete.cases(y, group)
meds <- tapply(y[valid], group[valid], center, ...)
resp <- abs(y - meds[group])
table <- anova(lm(resp ~ group))[, c(1, 4, 5)]
rownames(table)[2] <- " "
dots <- deparse(substitute(...))
attr(table, "heading") <- paste("Levene's Test for Homogeneity of Variance (center = ",
deparse(substitute(center)), if(!(dots == "NULL")) paste(":", dots), ")", sep="")
table
}
LeveneTest.formula <- function(formula, data, ...) {
form <- formula
mf <- if (missing(data)) model.frame(form) else model.frame(form, data)
if (any(sapply(2:dim(mf)[2], function(j) is.numeric(mf[[j]]))))
stop("Levene's test is not appropriate with quantitative explanatory variables.")
y <- mf[,1]
if(dim(mf)[2]==2) group <- mf[,2]
else {
if (length(grep("\\+ | \\| | \\^ | \\:",form))>0) stop("Model must be completely crossed formula only.")
group <- interaction(mf[,2:dim(mf)[2]])
}
LeveneTest.default(y = y, group=group, ...)
}
# LeveneTest.formula <- function (formula, data, subset, na.action, ...) {
#
# # replaced as the original did not support subsets
#
# if (missing(formula) || (length(formula) != 3L))
# stop("'formula' missing or incorrect")
# m <- match.call(expand.dots = FALSE)
# if (is.matrix(eval(m$data, parent.frame())))
# m$data <- as.data.frame(data)
# m[[1L]] <- quote(stats::model.frame)
# mf <- eval(m, parent.frame())
#
# if (any(sapply(2:dim(mf)[2], function(j) is.numeric(mf[[j]]))))
# stop("Levene's test is not appropriate with quantitative explanatory variables.")
#
# # from kruskal not to be applied here
# # if (length(mf) > 2L)
# # stop("'formula' should be of the form response ~ group")
#
# if(dim(mf)[2]==2)
# group <- mf[, 2]
# else {
# if (length(grep("\\+ | \\| | \\^ | \\:", formula)) > 0)
# stop("Model must be completely crossed formula only.")
# group <- interaction(mf[, 2:dim(mf)[2]])
# }
#
# DNAME <- paste(names(mf), collapse = " by ")
# names(mf) <- NULL
# # y <- do.call("LeveneTest", as.list(mf))
# LeveneTest.default(y=mf[, 1], group=group, ...)
# # y$data.name <- DNAME
# # y
# }
LeveneTest.lm <- function(y, ...) {
LeveneTest.formula(formula(y), data=model.frame(y), ...)
}
RunsTest <- function (x, ...) UseMethod("RunsTest")
RunsTest.formula <- function (formula, data, subset, na.action, ...) {
# this is a taken analogue to wilcox.test.formula
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- as.name("model.frame")
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
DATA <- split(mf[[response]], g)
names(DATA) <- c("x", "y")
y <- DoCall("RunsTest", c(DATA, list(...)))
y$data.name <- DNAME
y
}
RunsTest.default <- function(x, y=NULL, alternative=c("two.sided", "less", "greater"), exact=NULL, correct=TRUE, na.rm = FALSE, ...) {
# exact values:
# http://www.reiter1.com/Glossar/Wald_Wolfowitz.htm
# example: x <- sample(c(0,1), size=20, r=TRUE)
pruns <- function(r, n1, n2, alternative=c("two.sided", "less", "greater")) {
# source: randomizeBE
# author: D. Labes <detlewlabes at gmx.de>
# function for calculating the denominator of the runs distribution
.druns_nom <- function(r, n1, n2){
pp <- vector(mode="numeric",length=length(r))
for (i in seq_along(r)){
if (2*r[i]%/%2==r[i]){
# even 2*k
k <- r[i]/2
pp[i] <- 2*choose(n1-1, k-1)*choose(n2-1, k-1)
} else {
# odd 2*k+1
k <- (r[i]-1)/2
pp[i] <- choose(n1-1,k-1) * choose(n2-1,k) +
choose(n1-1,k) * choose(n2-1,k-1)
}
}
pp
}
alternative <- match.arg(alternative)
n <- n1+n2
if(r<=1) stop("Number of runs must be > 1")
if(r>n) stop("Number of runs must be < (n1+n2")
if(n1<1 | n2<1) return(0) #??? is not random!
E <- 1 + 2*n1*n2/n
denom <- choose(n,n1)
# how long should we make the r vector?
# in very unsymmetric cases only a few elements of
# pp = density have values > 0 if rmax=n1+n2
# number of runs possible: 2*m if n=m, 2*m+1 if m<n
rmax <- ifelse(n1==n2, 2*n1, 2*min(n1,n2)+1)
rv <- 2:rmax
pp <- .druns_nom(rv, n1, n2)
# pL is p(R<=r) -> left/lower tail
pL <- sum(pp[rv<=r])/denom
#pU is p(R>=r) -> right/upper tail
pU <- 1 - sum(pp[rv<=(r-1)])/denom
# Equn. 4.7 of the SPSS documentation
p2 <- sum(pp[abs(rv-E)>=abs(r-E)])/denom
# Next is the rule from:
# Gibbons "Nonparametric Methods for Quantitative Analysis"
# 0.5 is to avoid p>1 if both pL and pU are >0.5
p2min <- 2*min(c(pL, pU, 0.5))
# we are using the SPSS approach wich takes into account the
# unsymmetric form of the distribution if n1 << n2
return(
switch( alternative
, "less" = pL
, "greater" = pU
, "two.sided" = p2
)
)
}
if(!is.null(y)) {
dname <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
# perform Wald-Wolfowitz-Test with 2 variables
xy <- Sort(cbind(c(x,y), c(rep(0, length(x)), rep(1, length(y)))))[,2]
TIES <- length(unique(u <- c(unique(x), unique(y)))) != length(u)
rm(u)
res <- RunsTest(x=xy, alternative=alternative, exact=exact, na.rm=na.rm)
if (TIES)
warning("cannot compute reliable p-values with inter-group ties between x and y")
res$data.name <- dname
res$method <- "Wald-Wolfowitz Runs Test "
return(res)
}
alternative <- match.arg(alternative)
dname <- deparse(substitute(x))
# Strip NAs
if (na.rm) x <- na.omit(x)
# let's have a 0,1 vector if x is a numeric vector with more than 2 values
if(is.numeric(x) & (length(unique(x))>2)) {
est <- median(x, na.rm=TRUE)
names(est) <- "median(x)"
x <- ((x > est)*1)
} else {
est <- NULL
}
x <- factor(x)
if( nlevels(x) %nin% c(1,2) ) stop("Can only process dichotomous variables")
x <- as.numeric(x) - 1
# x <- sample(c(0,1), 100000000, replace=TRUE)
# ### user system elapsed
# 9.39 6.76 16.30 system.time(rle(x))
# 4.49 3.45 8.00 system.time(sum(diff(x) != 0) + 1)
# so don't use rle...
runs <- sum(diff(x) != 0) + 1
m <- sum(x==0)
n <- sum(x==1)
if(is.null(exact)) { exact <- ((m +n) <= 30) }
E <- 1 + 2*n*m / (n + m)
s2 <- (2*n*m * (2*n*m - n - m)) / ((n + m)^2 * (n + m - 1))
# this is the SPSS-Definition
# http://publib.boulder.ibm.com/infocenter/spssstat/v20r0m0/index.jsp?topic=%2Fcom.ibm.spss.statistics.help%2Fidh_idd_npar_onesample_settings_tests_runs.htm
# if( n+m >= 50) {
if(correct){
switch( as.character(cut(runs - E, breaks=c(-Inf, -0.5, 0.5, Inf), labels=c("a", "b", "c")))
, "a" = statistic <- (runs - E + 0.5) / sqrt(s2)
, "b" = statistic <- 0
, "c" = statistic <- (runs - E - 0.5) / sqrt(s2)
)
} else {
statistic <- (runs - E) / sqrt(s2)
}
switch( alternative
, "less" = {
p.value <- ifelse(exact, pruns(runs, m, n, alternative="less"), pnorm(statistic) )
alternative <- "true number of runs is less than expected"
}
, "greater" = {
p.value = ifelse(exact, pruns(runs, m, n, alternative="greater"), 1 - pnorm(statistic) )
alternative <- "true number of runs is greater than expected"
}
, "two.sided" = {
p.value = ifelse(exact, pruns(runs, m, n, alternative="two.sided"),
2 * min(pnorm(statistic), 1 - pnorm(statistic)) )
alternative <- "true number of runs is not equal the expected number"
}
)
method = "Runs Test for Randomness"
names(statistic) <- "z" # Standardized Runs Statistic
# do not report statistic when exact p-value is calculated
if(exact) statistic <- NULL
structure(list(
statistic = statistic,
p.value = p.value,
method = method,
alternative = alternative,
data.name = dname,
estimate = est,
parameter = c(runs=runs, m=m, n=n)),
class = "htest")
}
DurbinWatsonTest <- function(formula, order.by = NULL, alternative = c("greater", "two.sided", "less"),
iterations = 15, exact = NULL, tol = 1e-10, data = list()) {
dname <- paste(deparse(substitute(formula)))
alternative <- match.arg(alternative)
if(!inherits(formula, "formula")) {
if(!is.null(w <- weights(formula))) {
if(!isTRUE(all.equal(as.vector(w), rep(1L, length(w)))))
stop("weighted regressions are not supported")
}
X <- if(is.matrix(formula$x))
formula$x
else model.matrix(terms(formula), model.frame(formula))
y <- if(is.vector(formula$y))
formula$y
else model.response(model.frame(formula))
} else {
mf <- model.frame(formula, data = data)
y <- model.response(mf)
X <- model.matrix(formula, data = data)
}
if(!is.null(order.by))
{
if(inherits(order.by, "formula")) {
z <- model.matrix(order.by, data = data)
z <- as.vector(z[,ncol(z)])
} else {
z <- order.by
}
X <- as.matrix(X[order(z),])
y <- y[order(z)]
}
n <- nrow(X)
if(is.null(exact)) exact <- (n < 100)
k <- ncol(X)
res <- lm.fit(X,y)$residuals
dw <- sum(diff(res)^2)/sum(res^2)
Q1 <- chol2inv(qr.R(qr(X)))
if(n < 3) {
warning("not enough observations for computing a p value, set to 1")
pval <- 1
} else {
if(exact)
{
A <- diag(c(1,rep(2, n-2), 1))
A[abs(row(A)-col(A))==1] <- -1
MA <- diag(rep(1,n)) - X %*% Q1 %*% t(X)
MA <- MA %*% A
ev <- eigen(MA)$values[1:(n-k)]
if(any(Im(ev)>tol)) warning("imaginary parts of eigenvalues discarded")
ev <- Re(ev)
ev <- ev[ev>tol]
pdw <- function(dw) .Fortran("pan", as.double(c(dw,ev)), as.integer(length(ev)),
as.double(0), as.integer(iterations), x=double(1),
PACKAGE = "DescTools")$x
pval <- switch(alternative,
"two.sided" = (2*min(pdw(dw), 1-pdw(dw))),
"less" = (1 - pdw(dw)),
"greater" = pdw(dw))
if(is.na(pval) || ((pval > 1) | (pval < 0)))
{
warning("exact p value cannot be computed (not in [0,1]), approximate p value will be used")
exact <- FALSE
}
}
if(!exact)
{
if(n < max(5, k)) {
warning("not enough observations for computing an approximate p value, set to 1")
pval <- 1
} else {
AX <- matrix(as.vector(filter(X, c(-1, 2, -1))), ncol = k)
AX[1,] <- X[1,] - X[2,]
AX[n,] <- X[n,] - X[(n-1),]
XAXQ <- t(X) %*% AX %*% Q1
P <- 2*(n-1) - sum(diag(XAXQ))
Q <- 2*(3*n - 4) - 2* sum(diag(crossprod(AX) %*% Q1)) + sum(diag(XAXQ %*% XAXQ))
dmean <- P/(n-k)
dvar <- 2/((n-k)*(n-k+2)) * (Q - P*dmean)
pval <- switch(alternative,
"two.sided" = (2*pnorm(abs(dw-dmean), sd=sqrt(dvar), lower.tail = FALSE)),
"less" = pnorm(dw, mean = dmean, sd = sqrt(dvar), lower.tail = FALSE),
"greater" = pnorm(dw, mean = dmean, sd = sqrt(dvar)))
}
}
}
alternative <- switch(alternative,
"two.sided" = "true autocorrelation is not 0",
"less" = "true autocorrelation is less than 0",
"greater" = "true autocorrelation is greater than 0")
names(dw) <- "DW"
RVAL <- list(statistic = dw, method = "Durbin-Watson test",
alternative = alternative, p.value= pval, data.name=dname)
class(RVAL) <- "htest"
return(RVAL)
}
VonNeumannTest <- function (x, alternative = c("two.sided", "less", "greater"), unbiased=TRUE) {
## ToDo: use incomplete beta for exact p-values
## ************************
## see: von Neumann Successive Difference 1941
##
# n <- 50
# vx <- 1
#
# mu2 <- (4 * (3*n - 4)/(n-1)^2) * vx^2
#
# q2 <- (3*n^4 - 10*n^3 -18*n^2 + 79*n - 60) / (8*n^3 - 50*n + 48)
# q1 <- (4 - mu2 * (q2 + 1) * (q2 + 3)) / (4 - mu2 * (q2 + 1))
# a2 <- 2 * (q1 - q2 - 2) / (q2 + 1)
# cc <- a2 ^(q1 - q2 - 2) / beta(q1 - q2 -1, q2+1)
#
# c(q1, q2, a2, cc)
#
# pbeta(0.75, shape1 = q1 - q2 -1, shape2= q2+1)
# pbeta(0.75, shape1 = q1 - q2 -1, shape2= q2+1)
#
# beta(q1 - q2 -1, q2+1)
alternative <- match.arg(alternative)
dname <- deparse(substitute(x))
x <- x[!is.na(x)]
d <- diff(x)
n <- length(x)
mx <- mean(x)
if(unbiased) {
# http://www.chegg.com/homework-help/detecting-autocorrelation-von-neumann-ratio-test-assuming-re-chapter-12-problem-4-solution-9780073375779-exc
VN <- sum(d^2) / sum((x - mx)^2) * n/(n-1)
Ex <- 2 * n/(n-1)
Vx <- 4 * n^2 * (n-2) / ((n+1) * (n-1)^3)
z <- (VN - Ex) / sqrt(Vx)
} else {
VN <- sum(d^2) / sum((x - mx)^2)
z <- (1-(VN/2)) / sqrt((n-2)/(n^2 - 1))
}
if (alternative == "less") {
pval <- pnorm(z)
}
else if (alternative == "greater") {
pval <- pnorm(z, lower.tail = FALSE)
}
else {
pval <- 2 * pnorm(-abs(z))
}
names(VN) <- "VN"
method <- "Von Neumann Successive Difference Test"
rval <- list(statistic = c(VN, z=z), p.value = pval,
method = method,
alternative = alternative, data.name = dname,
z = z)
class(rval) <- "htest"
return(rval)
}
BartelsRankTest <- function(x, alternative = c("two.sided", "trend", "oscillation"),
method = c("normal", "beta", "auto")) {
# Performs Bartels Ratio Test for Randomness.
#
# Args:
# x: a numeric vector containing the data.
# alternative hypothesis, must be one of "two.sided" (default), "left.sided" or "right.sided"
# pv.method: asymptotic aproximation method used to compute the p-value.
#
# Returns:
# statistic: the value of the RVN statistic test and the theoretical mean value and variance of the RVN statistic test.
# n: the sample size, after the remotion of consecutive duplicate values.
# p.value: the asymptotic p-value.
# method: a character string indicating the test performed.
# data.name: a character string giving the name of the data.
# alternative: a character string describing the alternative.
pvalue <- match.arg(method, c("normal", "beta", "auto"))
dname <- deparse(substitute(x))
# Remove NAs
x <- na.omit(x)
stopifnot(is.numeric(x))
n <- length(x)
# if (alternative == "t"){alternative <- "two.sided"}
# if (alternative == "l"){alternative <- "left.sided"}
# if (alternative == "r"){alternative <- "right.sided"}
# if (alternative != "two.sided" & alternative != "left.sided" & alternative != "right.sided")
# {stop("must give a valid alternative")}
alternative <- match.arg(alternative)
if (n < 10){stop("sample size must be greater than 9")}
# unique
rk <- rank(x)
d <- diff(rk)
d.rank <- sum(rk^2) - n * (mean(rk)^2)
RVN <- sum(d^2) / d.rank
mu <- 2
vr <- (4*(n-2)*(5*n^2-2*n-9))/(5*n*(n+1)*(n-1)^2)
# Computes the p-value
if (pvalue == "auto"){
pvalue <- ifelse(n <= 100, "beta", "normal")
}
if (pvalue == "beta"){
btp <- (5*n*(n+1)*(n-1)^2)/(2*(n-2)*(5*n^2-2*n-9))-1/2
pv0 <- pbeta(RVN/4, shape1=btp, shape2=btp)
}
if (pvalue=="normal"){
pv0 <- pnorm((RVN - mu) / sqrt(vr))
}
if (alternative=="two.sided"){
pv <- 2 * min(pv0, 1 - pv0)
alternative <- "nonrandomness"
}
if (alternative == "trend"){
pv <- pv0
alternative <- "trend"
}
if (alternative == "oscillation"){
pv <- 1 - pv0
alternative <- "systematic oscillation"
}
test <- (RVN - mu) / sqrt(vr)
rval <- list(statistic = c(RVN=RVN, z=test), nm=sum(d^2), rvn=RVN, mu=mu, var=vr, p.value = pv,
method = "Bartels Ratio Test", data.name = dname, parameter=c(n=n), n=n, alternative=alternative)
class(rval) <- "htest"
return(rval)
}
MosesTest <- function (x, ...) UseMethod("MosesTest")
# Extremreaktionen nach Moses: Nullhypothese: Die Spannweite der Werte ist
# in beiden Gruppen gleich gross. Die Werte beider Gruppen werden in eine gemeinsame
# Reihenfolge gebracht. Anschliessend werden ihnen Rangwerte zugewiesen.
# Eine der Gruppen (die Gruppe des Wertes, der in dem Dialogfeld
# Gruppen definieren als erstes angegeben ist) wird als Kontrollgruppe verwendet.
# Fuer diese Gruppe wird die Spannweite der Raenge als Differenz zwischen
# dem groessten und kleinsten Rangwert berechnet. Anhand dieser Spannweite errechnet
# sich die einseitige Signifikanz. Zusaetzlich wird der Test ein zweites
# Mal durchgefuehrt, wobei die Ausreisser der Gesamtstichprobe ausgeschlossen
# werden (insgesamt 5% der Faelle). Dabei werden sowohl die hoechsten als auch
# die niedrigsten Raenge entfernt. Das Testergebnis teilt die Anzahl der Faelle beider
# Gruppen, die Spannweiten und die entsprechenden einseitigen Signifikanzen
# fuer beide Tests (mit und ohne Ausreisser) mit. Fuer ein Beispiel siehe oben
# Abschnitt Moses-Test, S. 760.
MosesTest.formula <- function (formula, data, subset, na.action, ...) {
# this is a taken analogue to wilcox.test.formula
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- as.name("model.frame")
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
DATA <- split(mf[[response]], g)
names(DATA) <- c("x", "y")
y <- DoCall("MosesTest", c(DATA, list(...)))
y$data.name <- DNAME
y
}
MosesTest.default <- function(x, y, extreme = NULL, ...){
# example
# x <- c(0.80, 0.83, 1.89, 1.04, 1.45, 1.38, 1.91, 1.64, 0.73, 1.46)
# y <- c(1.15, 0.88, 0.90, 0.74, 1.21)
# MosesTest(y, x)
if(is.null(extreme)) extreme <- pmax(floor(0.05 * length(x)), 1)
h <- extreme
if(2*h > length(x)-2) h <- floor((length(x)-2)/2)
# no alternative for the moses.test
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
nk <- length(x)
ne <- length(y)
# decreasing ranks following SPSS-calculation
R1 <- rank(-c(x, y))[1:nk]
R1 <- sort(R1)[(h+1):(length(R1)-h)]
S <- ceiling(max(R1) - min(R1) + 1)
tmp <- 0
for( i in 0 : (S - nk + 2*h)) {
tmp <- tmp + choose(i + nk - 2*h - 2, i) * choose(ne + 2*h + 1 - i, ne - i)
}
PVAL <- (tmp / choose(nk + ne, nk))
structure(list(statistic = c(S = S),
p.value = PVAL,
method = "Moses Test of Extreme Reactions",
alternative = "extreme values are more likely in x than in y",
data.name = DNAME),
class = "htest")
}
SiegelTukeyTest <- function (x, ...) UseMethod("SiegelTukeyTest")
SiegelTukeyTest.formula <- function (formula, data, subset, na.action, ...)
{
# this is a taken analogue to wilcox.test.formula
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- as.name("model.frame")
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
DATA <- split(mf[[response]], g)
names(DATA) <- c("x", "y")
y <- DoCall("SiegelTukeyTest", c(DATA, list(...)))
y$data.name <- DNAME
y
}
SiegelTukeyRank <- function(x, g, drop.median = TRUE) {
# they do not drop the median in:
# http://en.wikipedia.org/wiki/Siegel%E2%80%93Tukey_test
# A <- c(33,62,84,85,88,93,97); B <- c(4,16,48,51,66,98)
# this is wrong there, as the author did not leave the median out
ord.x <- order(x, g)
sort.x <- x[ord.x]
sort.id <- g[ord.x]
n <- length(x)
if(drop.median){
if(n %% 2 > 0) {
# gonna have to drop the (first) median value
# as we sorted by the groupsize, this will be the one out of the bigger group (if existing)
fm <- which( sort.x == median(sort.x))[1]
sort.x <- sort.x[-fm]
sort.id <- sort.id[-fm]
n <- n-1
}
}
base1 <- c(1, 4)
iterator1 <- matrix(seq(from = 1, to = n, by = 4)) - 1
rank1 <- apply(iterator1, 1, function(x) x + base1)
iterator2 <- matrix(seq(from = 2, to = n, by = 4))
base2 <- c(0, 1)
rank2 <- apply(iterator2, 1, function(x) x + base2)
if (length(rank1) == length(rank2)) {
rank <- c(rank1[1:floor(n/2)], rev(rank2[1:ceiling(n/2)]))
} else {
rank <- c(rank1[1:ceiling(n/2)], rev(rank2[1:floor(n/2)]))
}
unique.ranks <- tapply(rank, sort.x, mean)
unique.x <- as.numeric(as.character(names(unique.ranks)))
ST.matrix <- merge(
data.frame(sort.x, sort.id), # this are the original values in x-order
data.frame(unique.x, unique.ranks), # this is the rank.matrix
by.x = "sort.x", by.y = "unique.x")
return(ST.matrix)
}
SiegelTukeyTest.default <- function(x, y, adjust.median = FALSE,
alternative = c("two.sided","less","greater"), mu = 0,
exact = NULL, correct = TRUE, conf.int = FALSE, conf.level = 0.95, ...) {
###### published on:
# http://www.r-statistics.com/2010/02/siegel-tukey-a-non-parametric-test-for-equality-in-variability-r-code/
# Main author of the function: Daniel Malter
# Doku: http://www.crcnetbase.com/doi/abs/10.1201/9781420036268.ch14
if (!missing(mu) && ((length(mu) > 1L) || !is.finite(mu)))
stop("'mu' must be a single number")
if (conf.int) {
if (!((length(conf.level) == 1L) && is.finite(conf.level) &&
(conf.level > 0) && (conf.level < 1)))
stop("'conf.level' must be a single number between 0 and 1")
}
if (!is.numeric(x))
stop("'x' must be numeric")
if (!is.null(y)) {
if (!is.numeric(y))
stop("'y' must be numeric")
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
x <- x[is.finite(x)]
y <- y[is.finite(y)]
}
else {
DNAME <- deparse(substitute(x))
x <- x[is.finite(x)]
}
# adjusting median
if (adjust.median) {
x <- x - median(x)
y <- y - median(y)
}
# the larger group comes first
if( length(x) > length(y) ){
xx <- c(x, y)
id <- c(rep(0, length(x)), rep(1, length(y)))
} else {
xx <- c(y,x)
id <- c(rep(0, length(y)), rep(1, length(x)))
}
strank <- SiegelTukeyRank(xx, g = id)
ranks0 <- strank$unique.ranks[strank$sort.id == 0]
ranks1 <- strank$unique.ranks[strank$sort.id == 1]
RVAL <- wilcox.test(ranks0, ranks1, alternative = alternative,
mu = mu, paired = FALSE, exact = exact, correct = correct,
conf.int = conf.int, conf.level = conf.level)
RVAL$statistic <- sum(ranks1)
names(RVAL$statistic) <- "ST"
RVAL$data.name <- DNAME
RVAL <- c(RVAL, list(stranks = strank, MeanRanks = c(mean(ranks0), mean(ranks1))))
RVAL$method <- "Siegel-Tukey-test for equal variability"
RVAL$null.value <- 1
names(RVAL$null.value) <- "ratio of scales"
class(RVAL) <- "htest"
return(RVAL)
if(suppressWarnings(wilcox.test(x,y)$p.value) < 0.05) warning("SiegelTukeyTest: wilcox.test(x, y) is significant! Consider setting adjust.median = TRUE." )
}
JonckheereTerpstraTest <- function (x, ...) UseMethod("JonckheereTerpstraTest")
JonckheereTerpstraTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
if (length(mf) > 2L)
stop("'formula' should be of the form response ~ group")
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
y <- DoCall("JonckheereTerpstraTest", c(as.list(mf), list(...)))
y$data.name <- DNAME
y
}
JonckheereTerpstraTest.default <- function (x, g,
alternative = c("two.sided", "increasing", "decreasing"),
nperm=NULL, exact=NULL,...) {
if (is.list(x)) {
if (length(x) < 2L)
stop("'x' must be a list with at least 2 elements")
if (!missing(g))
warning("'x' is a list, so ignoring argument 'g'")
DNAME <- deparse1(substitute(x))
x <- lapply(x, function(u) u <- u[complete.cases(u)])
if (!all(sapply(x, is.numeric)))
warning("some elements of 'x' are not numeric and will be coerced to numeric")
k <- length(x)
l <- lengths(x)
if (any(l == 0L))
stop("all groups must contain data")
g <- ordered(rep.int(seq_len(k), l))
x <- unlist(x)
} else {
if (length(x) != length(g))
stop("'x' and 'g' must have the same length")
DNAME <- paste(deparse1(substitute(x)), "by",
deparse1(substitute(g)))
OK <- complete.cases(x, g)
x <- x[OK]
g <- g[OK]
g <- ordered(g)
k <- nlevels(g)
if (k < 2L)
stop("all observations are in the same group")
}
n <- length(x)
if (n < 2L)
stop("not enough observations")
# start calculating
jtpdf <- function(gsize) {
ng <- length(gsize)
cgsize <- rev(cumsum(rev(gsize)))
mxsum <- sum(gsize[-ng]*cgsize[-1]) + 1
zz <- .Fortran("jtpdf",
as.integer(mxsum),
pdf=double(mxsum),
as.integer(ng),
as.integer(cgsize),
double(mxsum),
double(mxsum))
zz$pdf
}
if(!is.numeric(g) & !is.ordered(g)) stop("group should be numeric or ordered factor")
alternative <- match.arg(alternative)
jtperm.p <- function(x, ng, gsize, cgsize, alternative, nperm) {
# this function computes the pdf using the convolution by Mark van de Wiel
n <- length(x)
pjtrsum <- rep(0, nperm)
for (np in 1:nperm){
jtrsum <- 0
for(i in 1L:(ng-1)) {
na <- gsize[i]
nb <- n-cgsize[i+1]
# this jtrsum will be small if data are increasing and large if decreasing
jtrsum <- jtrsum + sum(rank(x[(cgsize[i]+1):n])[1:na]) - na*(na+1)/2
}
pjtrsum[np] <- jtrsum
# permute the data; this way the first value is the original statistic
x <- sample(x)
}
# one-sided p-values
# number of permuted values at least as small as original
iPVAL <- sum(pjtrsum <= pjtrsum[1])/nperm
# number of permuted values at least as large as original
dPVAL <- sum(pjtrsum >= pjtrsum[1])/nperm
# return p-value for the alternative of interest
PVAL <- switch(alternative,
"two.sided" = 2*min(iPVAL, dPVAL, 1),
"increasing" = iPVAL,
"decreasing" = dPVAL)
PVAL
}
# Alternative for the JT-Statistic
# JT <- function(z){
#
# w <- function(x, y){
# # verbatim from wilcox.test STATISTIC
# r <- rank(c(x, y))
# n.x <- as.double(length(x))
# n.y <- as.double(length(y))
# STATISTIC <- c(W = sum(r[seq_along(x)]) - n.x * (n.x + 1)/2)
# STATISTIC
# }
#
# k <- length(z)
# u <- 0
#
# for(i in 2:k){
# for(j in 1:(i-1)) {
# u <- u + w(z[[i]], z[[j]])
# } }
# u
# }
# see:
# library(NSM3)
# HOllander Wolfe pp 218
# piece <- c(40,35,38,43,44,41, 38,40,47,44,40,42, 48,40,45,43,46,44)
# grp <- factor(rep(c("ctrl","A","B"), each=6), ordered=TRUE, levels=c("ctrl","A","B"))
#
# JonckheereTerpstraTest(piece, grp)
# pJCK(piece, grp)
METHOD <- "Jonckheere-Terpstra test"
PERM <- !missing(nperm)
n <- length(x)
if(length(g) != n) stop("lengths of data values and group don't match")
TIES <- length(unique(x)) != n
gsize <- table(g)
ng <- length(gsize)
cgsize <- c(0,cumsum(gsize))
x <- x[order(g)]
jtrsum <- jtmean <- jtvar <- 0
for(i in 1:(ng-1)) {
na <- gsize[i]
nb <- n-cgsize[i+1]
jtrsum <- jtrsum + sum(rank(x[(cgsize[i]+1):n])[1:na]) - na*(na+1)/2
jtmean <- jtmean + na*nb/2
jtvar <- jtvar + na*nb*(na+nb+1)/12
}
# this jtrsum will be small if data are increasing and large if decreasing
# to reverse this use 2*jtmean - jtrsum
jtrsum <- 2*jtmean - jtrsum
STATISTIC <- jtrsum
names(STATISTIC) <- "JT"
if(is.null(exact)) {
exact <- !(n > 100 | TIES)
if(!exact)
warning("Sample size > 100 or data with ties \n p-value based on normal approximation. Specify nperm for permutation p-value")
}
if(exact & TIES){
warning("Sample data with ties \n p-value based on normal approximation. Specify nperm for permutation p-value.")
exact <- FALSE
}
if (PERM) {
PVAL <- jtperm.p(x, ng, gsize, cgsize, alternative, nperm)
} else {
if(!exact){
zstat <- (STATISTIC - jtmean) / sqrt(jtvar)
PVAL <- pnorm(zstat)
PVAL <- switch(alternative,
"two.sided" = 2 * min(PVAL, 1-PVAL, 1),
"increasing" = 1-PVAL,
"decreasing" = PVAL)
} else {
dPVAL <- sum(jtpdf(gsize)[1:(jtrsum+1)])
iPVAL <- 1-sum(jtpdf(gsize)[1:(jtrsum)])
PVAL <- switch(alternative,
"two.sided" = 2 * min(iPVAL, dPVAL, 1),
"increasing" = iPVAL,
"decreasing" = dPVAL)
}
}
RVAL <- list(statistic = STATISTIC,
p.value = as.numeric(PVAL),
alternative = alternative,
method = METHOD,
data.name = DNAME)
class(RVAL) <- "htest"
RVAL
}
# ***********************************
# Tests aus library(nortest)
ShapiroFranciaTest <- function (x) {
DNAME <- deparse(substitute(x))
x <- sort(x[complete.cases(x)])
n <- length(x)
if ((n < 5 || n > 5000))
stop("sample size must be between 5 and 5000")
y <- qnorm(ppoints(n, a = 3/8))
W <- cor(x, y)^2
u <- log(n)
v <- log(u)
mu <- -1.2725 + 1.0521 * (v - u)
sig <- 1.0308 - 0.26758 * (v + 2/u)
z <- (log(1 - W) - mu)/sig
pval <- pnorm(z, lower.tail = FALSE)
RVAL <- list(statistic = c(W = W), p.value = pval, method = "Shapiro-Francia normality test",
data.name = DNAME)
class(RVAL) <- "htest"
return(RVAL)
}
PearsonTest <- function (x, n.classes = ceiling(2 * (n^(2/5))), adjust = TRUE) {
DNAME <- deparse(substitute(x))
x <- x[complete.cases(x)]
n <- length(x)
if (adjust) {
dfd <- 2
}
else {
dfd <- 0
}
num <- floor(1 + n.classes * pnorm(x, mean(x), sd(x)))
count <- tabulate(num, n.classes)
prob <- rep(1/n.classes, n.classes)
xpec <- n * prob
h <- ((count - xpec)^2)/xpec
P <- sum(h)
pvalue <- pchisq(P, n.classes - dfd - 1, lower.tail = FALSE)
RVAL <- list(statistic = c(P = P), p.value = pvalue, method = "Pearson chi-square normality test",
data.name = DNAME, n.classes = n.classes, df = n.classes -
1 - dfd)
class(RVAL) <- "htest"
return(RVAL)
}
LillieTest <- function (x) {
DNAME <- deparse(substitute(x))
x <- sort(x[complete.cases(x)])
n <- length(x)
if (n < 5)
stop("sample size must be greater than 4")
p <- pnorm((x - mean(x))/sd(x))
Dplus <- max(seq(1:n)/n - p)
Dminus <- max(p - (seq(1:n) - 1)/n)
K <- max(Dplus, Dminus)
if (n <= 100) {
Kd <- K
nd <- n
}
else {
Kd <- K * ((n/100)^0.49)
nd <- 100
}
pvalue <- exp(-7.01256 * Kd^2 * (nd + 2.78019) + 2.99587 *
Kd * sqrt(nd + 2.78019) - 0.122119 + 0.974598/sqrt(nd) +
1.67997/nd)
if (pvalue > 0.1) {
KK <- (sqrt(n) - 0.01 + 0.85/sqrt(n)) * K
if (KK <= 0.302) {
pvalue <- 1
}
else if (KK <= 0.5) {
pvalue <- 2.76773 - 19.828315 * KK + 80.709644 *
KK^2 - 138.55152 * KK^3 + 81.218052 * KK^4
}
else if (KK <= 0.9) {
pvalue <- -4.901232 + 40.662806 * KK - 97.490286 *
KK^2 + 94.029866 * KK^3 - 32.355711 * KK^4
}
else if (KK <= 1.31) {
pvalue <- 6.198765 - 19.558097 * KK + 23.186922 *
KK^2 - 12.234627 * KK^3 + 2.423045 * KK^4
}
else {
pvalue <- 0
}
}
RVAL <- list(statistic = c(D = K), p.value = pvalue, method = "Lilliefors (Kolmogorov-Smirnov) normality test",
data.name = DNAME)
class(RVAL) <- "htest"
return(RVAL)
}
CramerVonMisesTest <- function (x) {
DNAME <- deparse(substitute(x))
x <- sort(x[complete.cases(x)])
n <- length(x)
if (n < 8)
stop("sample size must be greater than 7")
p <- pnorm((x - mean(x))/sd(x))
W <- (1/(12 * n) +
sum(
(p - (2 * seq(1:n) - 1)/(2 * n))^2
))
WW <- (1 + 0.5/n) * W
if (WW < 0.0275) {
pval <- 1 - exp(-13.953 + 775.5 * WW - 12542.61 * WW^2)
}
else if (WW < 0.051) {
pval <- 1 - exp(-5.903 + 179.546 * WW - 1515.29 * WW^2)
}
else if (WW < 0.092) {
pval <- exp(0.886 - 31.62 * WW + 10.897 * WW^2)
}
else if (WW < 1.1) {
pval <- exp(1.111 - 34.242 * WW + 12.832 * WW^2)
}
else {
warning("p-value is smaller than 7.37e-10, cannot be computed more accurately")
pval <- 7.37e-10
}
RVAL <- list(statistic = c(W = W), p.value = pval, method = "Cramer-von Mises normality test",
data.name = DNAME)
class(RVAL) <- "htest"
return(RVAL)
}
#
# AndersonDarlin<- <- function (x) {
#
# DNAME <- deparse(substitute(x))
# x <- sort(x[complete.cases(x)])
# n <- length(x)
# if (n < 8)
# stop("sample size must be greater than 7")
# p <- pnorm((x - mean(x))/sd(x))
# h <- (2 * seq(1:n) - 1) * (log(p) + log(1 - rev(p)))
# A <- -n - mean(h)
# AA <- (1 + 0.75/n + 2.25/n^2) * A
#
# if (AA < 0.2) {
# pval <- 1 - exp(-13.436 + 101.14 * AA - 223.73 * AA^2)
# }
# else if (AA < 0.34) {
# pval <- 1 - exp(-8.318 + 42.796 * AA - 59.938 * AA^2)
# }
# else if (AA < 0.6) {
# pval <- exp(0.9177 - 4.279 * AA - 1.38 * AA^2)
# }
# else if (AA < 160) {
# pval <- exp(1.2937 - 5.709 * AA + 0.0186 * AA^2)
# }
# else {
# pval <-0
# }
# RVAL <- list(statistic = c(A = A), p.value = pval, method = "Anderson-Darling normality test",
# data.name = DNAME)
# class(RVAL) <- "htest"
# return(RVAL)
# }
##
## andarl.R
##
## Anderson-Darling test and null distribution
##
## $Revision: 1.6 $ $Date: 2014/06/24 02:12:20 $
##
AndersonDarlingTest <- function(x, null="punif", ..., nullname) {
.recogniseCdf <- function(s="punif") {
if(!is.character(s) || length(s) != 1) return(NULL)
if(nchar(s) <= 1 || substr(s,1,1) != "p") return(NULL)
root <- substr(s, 2, nchar(s))
a <- switch(root,
beta = "beta",
binom = "binomial",
birthday = "birthday coincidence",
cauchy = "Cauchy",
chisq = "chi-squared",
exp = "exponential",
f = "F",
gamma = "Gamma",
geom = "geometric",
hyper = "hypergeometric",
lnorm = "log-normal",
logis = "logistic",
nbinom = "negative binomial",
norm = "Normal",
pois = "Poisson",
t = "Student's t",
tukey = "Tukey (Studentized range)",
unif = "uniform",
weibull = "Weibull",
NULL)
if(!is.null(a))
return(paste(a, "distribution"))
b <- switch(root,
AD = "Anderson-Darling",
CvM = "Cramer-von Mises",
wilcox = "Wilcoxon Rank Sum",
NULL)
if(!is.null(b))
return(paste("null distribution of", b, "Test Statistic"))
return(NULL)
}
xname <- deparse(substitute(x))
nulltext <- deparse(substitute(null))
if(is.character(null)) nulltext <- null
if(missing(nullname) || is.null(nullname)) {
reco <- .recogniseCdf(nulltext)
nullname <- if(!is.null(reco)) reco else
paste("distribution", sQuote(nulltext))
}
stopifnot(is.numeric(x))
x <- as.vector(x)
n <- length(x)
F0 <- if(is.function(null)) null else
if(is.character(null)) get(null, mode="function") else
stop("Argument 'null' should be a function, or the name of a function")
U <- F0(x, ...)
if(any(U < 0 | U > 1))
stop("null distribution function returned values outside [0,1]")
U <- sort(U)
k <- seq_len(n)
## call Marsaglia C code
z <- .C("ADtestR",
x = as.double(U),
n = as.integer(n),
adstat = as.double(numeric(1)),
pvalue = as.double(numeric(1))
)
STATISTIC <- z$adstat
names(STATISTIC) <- "An"
PVAL <- z$pvalue
METHOD <- c("Anderson-Darling test of goodness-of-fit",
paste("Null hypothesis:", nullname))
extras <- list(...)
parnames <- intersect(names(extras), names(formals(F0)))
if(length(parnames) > 0) {
pars <- extras[parnames]
pard <- character(0)
for(i in seq_along(parnames))
pard[i] <- paste(parnames[i], "=", paste(Format(pars[[i]], digits=DescToolsOptions("digits")), collapse=" "))
pard <- paste("with",
ngettext(length(pard), "parameter", "parameters"),
" ",
paste(pard, collapse=", "))
METHOD <- c(METHOD, pard)
}
out <- list(statistic = STATISTIC,
p.value = PVAL,
method = METHOD,
data.name = xname)
class(out) <- "htest"
return(out)
}
.pAD <- function(q, n=Inf, lower.tail=TRUE, fast=TRUE) {
q <- as.numeric(q)
p <- rep(NA_real_, length(q))
if(any(ones <- is.infinite(q) & (q == Inf)))
p[ones] <- 1
if(any(zeroes <- (is.finite(q) & q <= 0) | (is.infinite(q) & (q == -Inf))))
p[zeroes] <- 0
ok <- is.finite(q) & (q > 0)
nok <- sum(ok)
if(nok > 0) {
if(is.finite(n)) {
z <- .C("ADprobN",
a = as.double(q[ok]),
na = as.integer(nok),
nsample = as.integer(n),
prob = as.double(numeric(nok))
)
p[ok] <- z$prob
} else if(fast) {
## fast version adinf()
z <- .C("ADprobApproxInf",
a = as.double(q[ok]),
na = as.integer(nok),
prob = as.double(numeric(nok))
)
p[ok] <- z$prob
} else {
## slow, accurate version ADinf()
z <- .C("ADprobExactInf",
a = as.double(q[ok]),
na = as.integer(nok),
prob = as.double(numeric(nok))
)
p[ok] <- z$prob
}
}
if(!lower.tail)
p <- 1 - p
return(p)
}
# .qAD <- local({
#
# f <- function(x, N, P, Fast) {
# .pAD(x, N, fast=Fast) - P
# }
#
# .qAD <- function(p, n=Inf, lower.tail=TRUE, fast=TRUE) {
# ## quantiles of null distribution of Anderson-Darling test statistic
# stopifnot(all(p >= 0))
# stopifnot(all(p <= 1))
# if(!lower.tail) p <- 1-p
# ans <- rep(NA_real_, length(p))
# for(i in which(p >= 0 & p < 1))
# ans[i] <- uniroot(f, c(0, 1), N=n, P=p[i], Fast=fast, extendInt="up")$root
# return(ans)
# }
#
# .qAD
# })
#
#
#
# ***********************************
# Tests aus library(tseries)
#
# JarqueBeraTest <- function(x, robust=TRUE, na.rm=FALSE) {
#
# # Author: Adrian Trapletti
#
# if(NCOL(x) > 1)
# stop("x is not a vector or univariate time series")
#
# if(na.rm) x <- na.omit(x)
#
# DNAME <- deparse(substitute(x))
# n <- length(x)
# m1 <- sum(x)/n
# m2 <- sum((x-m1)^2)/n
# m3 <- sum((x-m1)^3)/n
# m4 <- sum((x-m1)^4)/n
# b1 <- (m3/m2^(3/2))^2
# b2 <- (m4/m2^2)
# STATISTIC <- n * b1 / 6 + n * (b2 - 3)^2 / 24
# names(STATISTIC) <- "X-squared"
# PARAMETER <- 2
# names(PARAMETER) <- "df"
# PVAL <- 1 - pchisq(STATISTIC,df = 2)
# METHOD <- "Jarque Bera Test"
# structure(list(statistic = STATISTIC,
# parameter = PARAMETER,
# p.value = PVAL,
# method = METHOD,
# data.name = DNAME),
# class = "htest")
# }
#
#
JarqueBeraTest <- function (x, robust=TRUE, method=c("chisq", "mc"), N=0, na.rm=FALSE) {
method <- match.arg(method)
if (NCOL(x) > 1){ stop("x is not a vector or univariate time series") }
if(na.rm) x <- na.omit(x)
if ((method == "mc") & (N==0)) {
stop("number of Monte Carlo simulations N should be provided for the empirical critical values")
}
DNAME <- deparse(substitute(x))
## Calculate the first 4 central moments
n <- length(x)
m1 <- sum(x)/n
m2 <- sum((x - m1)^2)/n
m3 <- sum((x - m1)^3)/n
m4 <- sum((x - m1)^4)/n
## User can choose the Standard Jarque Bera Test or Robust Jarque Bera Test
## Robust Jarque Bera Test is default
if(!robust) {
b1 <- (m3/m2^(3/2))^2;
b2 <- (m4/m2^2);
statistic <- n * b1/6 + n * (b2 - 3)^2/24
} else {
J <- sqrt(pi/2) * mean(abs(x-median(x)))
J2 <- J^2
b1 <- (m3/(J2)^(3/2))^2
b2 <- (m4/(J2)^2)
vk<-64/n
vs<-6/n
ek<-3
statistic <- b1/vs + (b2 - ek)^2/vk
}
if(method == "mc"){
if(!robust) {
## computes empirical critical values for the JB statistic
jb<-double(N)
for (k in 1:N) {
e <- rnorm(length(x), mean=0, sd = sqrt(1))
m1 <- sum(e)/n
m2 <- sum((e - m1)^2)/n
m3 <- sum((e - m1)^3)/n
m4 <- sum((e - m1)^4)/n
b1 <- (m3/m2^(3/2))^2
b2 <- (m4/m2^2)
vk <- 24/n
vs <- 6/n
ek <- 3
jb[k] <- b1/vs + (b2 - ek)^2/vk
}
y <- sort(jb)
if (statistic >= max(y)) {
p.value <- 0
} else if (statistic<=min(y)) {
p.value <- 1
} else {
bn <- which(y==min(y[I(y>=statistic)]))
an <- which(y==max(y[I(y<statistic)]))
a <- max(y[I(y<statistic)])
b <- min(y[I(y>=statistic)])
pa <- (an - 1) / (N - 1)
pb <- (bn - 1) / (N - 1)
alpha <- (statistic-a)/(b-a)
p.value <- 1-alpha*pb-(1-alpha)*pa
}
} else {
## computes empirical critical values for the RJB statistic
rjb <- double(N)
for (k in 1:N) {
e <- rnorm(length(x), mean=0, sd = sqrt(1))
J <- sqrt(pi/2)*mean(abs(e-median(e)))
J2 <- J^2
m1 <- sum(e)/n
m2 <- sum((e - m1)^2)/n
m3 <- sum((e - m1)^3)/n
m4 <- sum((e - m1)^4)/n
b1 <- (m3/(J2)^(3/2))^2
b2 <- (m4/(J2)^2)
vk <- 64/n
vs <- 6/n
ek <- 3
rjb[k] <- b1/vs + (b2 - ek)^2/vk
}
y <- sort(rjb)
if (statistic >= max(y)) {
p.value <- 0
} else if (statistic <= min(y)) {
p.value <- 1
} else {
bn <- which(y==min(y[I(y>=statistic)]))
an <- which(y==max(y[I(y<statistic)]))
a <- max(y[I(y<statistic)])
b <- min(y[I(y>=statistic)])
pa <- (an - 1) / (N - 1)
pb <- (bn - 1) / (N - 1)
alpha <- (statistic-a)/(b-a)
p.value <- 1-alpha*pb-(1-alpha)*pa
}
}
} else {
p.value <- 1 - pchisq(statistic, df = 2)
}
METHOD <- ifelse(!robust, "Jarque Bera Test", "Robust Jarque Bera Test")
STATISTIC=statistic
names(STATISTIC) <- "X-squared"
PARAMETER <- 2
names(PARAMETER) <- "df"
structure(list(statistic = STATISTIC, parameter = PARAMETER,
p.value = p.value, method = METHOD, data.name = DNAME),
class = "htest")
}
# PageTest <- function(x) {
#
# DNAME <- deparse(substitute(x))
# x <- x[complete.cases(x),]
#
# rnksum <- apply(apply(x, 1, rank),1, sum)
# L <- sum(seq_along(rnksum) * rnksum)
# nc <- ncol(x)
# nr <- nrow(x)
# mu <- nr * nc * (nc+1)^2 / 4
# sig <- nr * nc^2 * (nc+1)^2*(nc-1) / 144
# z <- (L - mu)/sqrt(sig)
#
# pval <- pnorm(z, lower.tail = FALSE)
# RVAL <- list(statistic = c(L = L), p.value = pval, method = "Page test for ordered alternatives",
# data.name = DNAME)
# class(RVAL) <- "htest"
# return(RVAL)
#
# }
# PageTest<-function(x) {
# ### Alternative: package coin
# ### independence_test(scores ~ product | sitting, data = egg_data,
# ### scores = list(product = 1:10),
# ### ytrafo = yt)
# ### http://imaging.mrc-cbu.cam.ac.uk/statswiki/FAQ/pagesL
# if(missing(x))
# stop("Usage: PageTest(x)\n\twhere x is a matrix of ranks")
# dname <- deparse(substitute(x))
# dimx <- dim(x)
# ### This one only requires two dimensions
# page.crit3 <- array(
# c(28,41,54,66,79,91,104,116,128,141,153,165,178,190,202,215,227,239,251,
# NA,42,55,68,81,93,106,119,131,144,156,169,181,194,206,218,231,243,256,
# NA,NA,56,70,83,96,109,121,134,147,160,172,185,197,210,223,235,248,260),
# c(19,3)
# )
# ### the rest require three
# page.crit4plus <- array(
# c(58,84,111,137,163,189,214,240,266,292,317,
# 103,150,197,244,291,338,384,431,477,523,570,
# 166,244,321,397,474,550,625,701,777,852,928,
# 252,370,487,603,719,835,950,1065,1180,1295,1410,
# 362,532,701,869,1037,1204,1371,1537,1703,1868,2035,
# 500,736,971,1204,1436,1668,1900,2131,2361,2592,2822,
# 670,987,1301,1614,1927,2238,2549,2859,3169,3478,3788,
# 60,87,114,141,167,193,220,246,272,298,324,
# 106,155,204,251,299,346,393,441,487,534,581,
# 173,252,331,409,486,563,640,717,793,869,946,
# 261,382,501,620,737,855,972,1088,1205,1321,1437,
# 376,549,722,893,1063,1232,1401,1569,1736,1905,2072,
# 520,761,999,1236,1472,1706,1940,2174,2407,2639,2872,
# 696,1019,1339,1656,1972,2288,2602,2915,3228,3541,3852,
# NA,89,117,145,172,198,225,252,278,305,331,
# 109,160,210,259,307,355,403,451,499,546,593,
# 178,260,341,420,499,577,655,733,811,888,965,
# 269,394,516,637,757,876,994,1113,1230,1348,1465,
# 388,567,743,917,1090,1262,1433,1603,1773,1943,2112,
# 544,790,1032,1273,1512,1750,1987,2223,2459,2694,2929,
# 726,1056,1382,1704,2025,2344,2662,2980,3296,3612,3927),
# c(11,7,3)
# )
# mean.ranks <- apply(x, 2, mean)
# Lval <- NA
# p.table <- NA
# L <- sum(apply(x, 2, sum) * 1:dimx[2])
# if((dimx[1] > 1 && dimx[1] < 13) && (dimx[2] > 3 && dimx[2] < 11))
# Lval <- page.crit4plus[dimx[1]-1,dimx[2]-3,]
# if((dimx[1] > 1 && dimx[1] < 21) && dimx[2] == 3)
# Lval <- page.crit3[dimx[1]-1,]
# p.table <-
# ifelse(L > Lval[1],ifelse(L > Lval[2],ifelse(L > Lval[3],"<=.001","<=.01"),"<=.05"),"NS")
# #### print(Lval)
# ### if there was no tabled value, calculate the normal approximation
# if(length(Lval)<2) {
# munum <- dimx[1]*dimx[2]*(dimx[2]+1)*(dimx[2]+1)
# muL <- munum/4
# cat("muL =",muL,"\n")
# sigmaL <- (dimx[1]*dimx[2]*dimx[2]*(dimx[2]*dimx[2]-1)*(dimx[2]*dimx[2]-1))/
# (144*(dimx[2]-1))
# cat("sigmaL =",sigmaL,"\n")
# zL <- ((12*L-3*munum)/(dimx[2]*(dimx[2]-1)))*sqrt((dimx[2]-1)/dimx[1])
# pZ <- pnorm(zL,lower.tail=FALSE)
# } else {
# zL <- NA
# pZ <- NA
# }
# #### ptt <- list(ranks=x, mean.ranks=mean.ranks, L=L, p.table=p.table, Z=zL, pZ=pZ)
# #### class(ptt) <- "PageTest"
# #### return(ptt)
# if(is.na(p.table)) pval <- pZ else pval <- p.table
# RVAL <- list(statistic = c(L = L), p.value = pval, method = "Page test for ordered alternatives",
# data.name = dname)
# class(RVAL) <- "htest"
# return(RVAL)
# }
# print.PageTest<-function(x,...) {
# cat("\nPage test for ordered alternatives\n")
# cat("L =",x$L)
# if(is.na(x$p.table)) {
# plabel<-paste("Z =",x$Z,", p =",x$pZ,sep="",collapse="")
# cat(plabel,x$p.chisq,"\n\n")
# }
# else cat(" p(table) ",x$p.table,"\n\n")
# }
PageTest <- function (y, ...) UseMethod("PageTest")
PageTest.default <- function (y, groups, blocks, ...) {
p.page <- function(k, n, L){
qvec <- .PageDF[k][[1]]
f1 <- qvec
for (i in 1:(n-1)) {
erg <- convolve(f1, qvec, conj = TRUE, type = "open")
f1 <- erg
}
p <- cumsum(erg)[n * k * (k+1) * (2*k+1)/6 + 1 - L]
return(p)
}
DNAME <- deparse(substitute(y))
if (is.matrix(y)) {
groups <- factor(c(col(y)))
blocks <- factor(c(row(y)))
}
else {
if (any(is.na(groups)) || any(is.na(blocks)))
stop("NA's are not allowed in 'groups' or 'blocks'")
if (any(diff(c(length(y), length(groups), length(blocks))) !=
0L))
stop("'y', 'groups' and 'blocks' must have the same length")
DNAME <- paste(DNAME, ", ", deparse(substitute(groups)),
" and ", deparse(substitute(blocks)), sep = "")
if (any(table(groups, blocks) != 1))
stop("not an unreplicated complete block design")
groups <- factor(groups)
blocks <- factor(blocks)
o <- order(groups, blocks)
y <- y[o]
groups <- groups[o]
blocks <- blocks[o]
}
k <- nlevels(groups)
y <- matrix(unlist(split(y, blocks)), ncol = k, byrow = TRUE)
y <- y[complete.cases(y), ]
n <- nrow(y)
rnksum <- apply(apply(y, 1, rank), 1, sum)
L <- sum(seq_along(rnksum) * rnksum)
nc <- ncol(y)
nr <- nrow(y)
if(nc < 16){
pval <- p.page(k=nc, n=nr, L=L)
} else {
mu <- nr * nc * (nc + 1)^2/4
# sig <- nr * nc^2 * (nc + 1)^2 * (nc - 1)/144
sigma <- nr * nc^2 * (nc+1) * (nc^2-1) / 144
z <- (L - mu)/sqrt(sigma)
pval <- pnorm(z, lower.tail = FALSE)
}
structure(list(statistic = c(L = L), p.value = pval, method = "Page test for ordered alternatives",
data.name = DNAME),
class = "htest")
}
PageTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula))
stop("formula missing")
if ((length(formula) != 3L) || (length(formula[[3L]]) !=
3L) || (formula[[3L]][[1L]] != as.name("|")) || (length(formula[[3L]][[2L]]) !=
1L) || (length(formula[[3L]][[3L]]) != 1L))
stop("incorrect specification for 'formula'")
formula[[3L]][[1L]] <- as.name("+")
m <- match.call(expand.dots = FALSE)
m$formula <- formula
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- as.name("model.frame")
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " and ")
names(mf) <- NULL
y <- DoCall("PageTest", as.list(mf))
y$data.name <- DNAME
y
}
# internal function
.as.CochranQTest <- function(x){
# just adding the name statistic and the methods label
attr(x$statistic, "names") <- "Q"
x$method <- "Cochran's Q test"
return(x)
}
CochranQTest <- function(y, ...){
# Cochran's Q Test is analogue to the friedman.test with 0,1 coded response
.as.CochranQTest(
friedman.test(y, ...)
)
}
CochranQTest.default <- function(y, groups, blocks, ...){
.as.CochranQTest(
friedman.test(y, groups, blocks, ...)
)
}
CochranQTest.formula <- function(formula, data, subset, na.action, ...){
.as.CochranQTest(
friedman.test(formula, data, subset, na.action, ...)
)
}
MHChisqTest <- function(x, srow=1:nrow(x), scol=1:ncol(x)){
# calculates Mantel-Haenszel Chisquare test
# check for rxc 2-dim matrix
p <- (d <- dim(x))[1L]
if(!is.numeric(x) || length(d) != 2L)
stop("'x' is not a rxc numeric matrix")
DNAME <- deparse(substitute(x))
STATISTIC <- (sum(x) - 1) * corr(d=CombPairs(srow, scol), as.vector(x))^2
PARAMETER <- 1
names(STATISTIC) <- "X-squared"
names(PARAMETER) <- "df"
PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
METHOD <- "Mantel-Haenszel Chi-Square"
structure(list(statistic = STATISTIC, parameter = PARAMETER,
p.value = PVAL, method = METHOD, data.name = DNAME), class = "htest")
}
chisq.test
GTest <- function(x, y = NULL, correct=c("none", "williams", "yates"),
p = rep(1/length(x), length(x)), rescale.p = FALSE) {
# Log-likelihood tests of independence & goodness of fit
# Does Williams' and Yates' correction
# does Monte Carlo simulation of p-values, via gtestsim.c
#
# G & q calculation from Sokal & Rohlf (1995) Biometry 3rd ed.
# TOI Yates' correction taken from Mike Camann's 2x2 G-test fn.
# GOF Yates' correction as described in Zar (2000)
# more stuff taken from ctest's chisq.test()
#
# ToDo:
# 1) Beautify
# 2) Add warnings for violations
# 3) Make appropriate corrections happen by default
#
# V3.3 Pete Hurd Sept 29 2001. phurd@ualberta.ca
DNAME <- deparse(substitute(x))
if (is.data.frame(x)) x <- as.matrix(x)
if (is.matrix(x)) {
if (min(dim(x)) == 1)
x <- as.vector(x)
}
if (!is.matrix(x) && !is.null(y)) {
if (length(x) != length(y))
stop("x and y must have the same length")
DNAME <- paste(DNAME, "and", deparse(substitute(y)))
OK <- complete.cases(x, y)
x <- as.factor(x[OK])
y <- as.factor(y[OK])
if ((nlevels(x) < 2) || (nlevels(y) < 2))
stop("x and y must have at least 2 levels")
x <- table(x, y)
}
if (any(x < 0) || any(is.na(x)))
stop("all entries of x must be nonnegative and finite")
if ((n <- sum(x)) == 0)
stop("at least one entry of x must be positive")
correct <- match.arg(correct)
#If x is matrix, do test of independence
if (is.matrix(x)) {
#Test of Independence
nrows<-nrow(x)
ncols<-ncol(x)
if (correct=="yates"){ # Do Yates' correction?
if(dim(x)[1]!=2 || dim(x)[2]!=2) # check for 2x2 matrix
stop("Yates' correction requires a 2 x 2 matrix")
if((x[1,1]*x[2,2])-(x[1,2]*x[2,1]) > 0)
{
# x[1,1] <- x[1,1] - 0.5
# x[2,2] <- x[2,2] - 0.5
# x[1,2] <- x[1,2] + 0.5
# x[2,1] <- x[2,1] + 0.5
# this can be done quicker: 14.5.2015 AS
x <- x + 0.5
diag(x) <- diag(x) - 1
} else {
x <- x - 0.5
diag(x) <- diag(x) + 1
# x[1,1] <- x[1,1] + 0.5
# x[2,2] <- x[2,2] + 0.5
# x[1,2] <- x[1,2] - 0.5
# x[2,1] <- x[2,1] - 0.5
}
}
sr <- apply(x,1,sum)
sc <- apply(x,2,sum)
E <- outer(sr,sc, "*")/n
# are we doing a monte-carlo?
# no monte carlo GOF?
# if (simulate.p.value){
# METHOD <- paste("Log likelihood ratio (G-test) test of independence\n\t with simulated p-value based on", B, "replicates")
# tmp <- .C("gtestsim", as.integer(nrows), as.integer(ncols),
# as.integer(sr), as.integer(sc), as.integer(n), as.integer(B),
# as.double(E), integer(nrows * ncols), double(n+1),
# integer(ncols), results=double(B), PACKAGE= "ctest")
# g <- 0
# for (i in 1:nrows){
# for (j in 1:ncols){
# if (x[i,j] != 0) g <- g + x[i,j] * log(x[i,j]/E[i,j])
# }
# }
# STATISTIC <- G <- 2 * g
# PARAMETER <- NA
# PVAL <- sum(tmp$results >= STATISTIC)/B
# }
# else {
# no monte-carlo
# calculate G
g <- 0
for (i in 1:nrows){
for (j in 1:ncols){
if (x[i,j] != 0) g <- g + x[i,j] * log(x[i,j]/E[i,j])
}
# }
q <- 1
if (correct=="williams"){ # Do Williams' correction
row.tot <- col.tot <- 0
for (i in 1:nrows){ row.tot <- row.tot + 1/(sum(x[i,])) }
for (j in 1:ncols){ col.tot <- col.tot + 1/(sum(x[,j])) }
q <- 1+ ((n*row.tot-1)*(n*col.tot-1))/(6*n*(ncols-1)*(nrows-1))
}
STATISTIC <- G <- 2 * g / q
PARAMETER <- (nrow(x)-1)*(ncol(x)-1)
PVAL <- 1-pchisq(STATISTIC,df=PARAMETER)
if(correct=="none")
METHOD <- "Log likelihood ratio (G-test) test of independence without correction"
if(correct=="williams")
METHOD <- "Log likelihood ratio (G-test) test of independence with Williams' correction"
if(correct=="yates")
METHOD <- "Log likelihood ratio (G-test) test of independence with Yates' correction"
}
}
else {
# x is not a matrix, so we do Goodness of Fit
METHOD <- "Log likelihood ratio (G-test) goodness of fit test"
if (length(dim(x)) > 2L)
stop("invalid 'x'")
if (length(x) == 1L)
stop("x must at least have 2 elements")
if (length(x) != length(p))
stop("'x' and 'p' must have the same number of elements")
if (any(p < 0))
stop("probabilities must be non-negative.")
if (abs(sum(p) - 1) > sqrt(.Machine$double.eps)) {
if (rescale.p)
p <- p/sum(p)
else stop("probabilities must sum to 1.")
}
E <- n * p
if (correct=="yates"){ # Do Yates' correction
if(length(x)!=2)
stop("Yates' correction requires 2 data values")
if ( (x[1]-E[1]) > 0.25) {
x[1] <- x[1]-0.5
x[2] <- x[2]+0.5
}
else if ( (E[1]-x[1]) > 0.25){
x[1] <- x[1]+0.5
x[2] <- x[2]-0.5
}
}
names(E) <- names(x)
g <- 0
for (i in 1:length(x)){
if (x[i] != 0) g <- g + x[i] * log(x[i]/E[i])
}
q <- 1
if (correct=="williams"){ # Do Williams' correction
q <- 1+(length(x)+1)/(6*n)
}
STATISTIC <- G <- 2*g/q
PARAMETER <- length(x) - 1
PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
}
names(STATISTIC) <- "G"
names(PARAMETER) <- "X-squared df"
names(PVAL) <- "p.value"
structure(list(statistic=STATISTIC,parameter=PARAMETER,p.value=PVAL,
method=METHOD,data.name=DNAME, observed=x, expected=E),
class="htest")
}
StuartMaxwellTest <- function (x, y = NULL) {
# stuart.maxwell.mh computes the marginal homogeneity test for
# a CxC matrix of assignments of objects to C categories or an
# nx2 or 2xn matrix of category scores for n data objects by two
# raters. The statistic is distributed as Chi-square with C-1
# degrees of freedom.
# The core code is form Jim Lemon, package concord
# the intro is taken from mcnemar.test (core)
if (is.matrix(x)) {
r <- nrow(x)
if ((r < 2) || (ncol(x) != r))
stop("'x' must be square with at least two rows and columns")
if (any(x < 0) || anyNA(x))
stop("all entries of 'x' must be nonnegative and finite")
DNAME <- deparse(substitute(x))
}
else {
if (is.null(y))
stop("if 'x' is not a matrix, 'y' must be given")
if (length(x) != length(y))
stop("'x' and 'y' must have the same length")
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
OK <- complete.cases(x, y)
x <- as.factor(x[OK])
y <- as.factor(y[OK])
r <- nlevels(x)
if ((r < 2) || (nlevels(y) != r))
stop("'x' and 'y' must have the same number of levels (minimum 2)")
x <- table(x, y)
}
# get the marginals
rowsums <- rowSums(x)
colsums <- colSums(x)
# equalsums <- rowsums == colsums
# Yusef Al-Naher commented correctly 20-08-2021:
# If you have perfect agreement then you want something along the lines of:
equalsums <- diag(x)==rowsums & diag(x)==colsums
if(any(equalsums)) {
# dump any categories with perfect agreement
x <- x[!equalsums, !equalsums]
# bail out if too many categories have disappeared
if(dim(x)[1] < 2) stop("Too many equal marginals, cannot compute")
# get new marginals
rowsums <- rowSums(x)
colsums <- colSums(x)
}
# use K-1 marginals
Kminus1 <- length(rowsums) - 1
smd <- (rowsums-colsums)[1:Kminus1]
smS <- matrix(0, nrow=Kminus1, ncol=Kminus1)
for(i in 1:Kminus1) {
for(j in 1:Kminus1) {
if(i == j) smS[i,j] <- rowsums[i] + colsums[j] - 2 * x[i,j]
else smS[i,j] <- -(x[i,j] + x[j,i])
}
}
STATISTIC <- t(smd) %*% solve(smS) %*% smd
PARAMETER <- r - 1
METHOD <- "Stuart-Maxwell test"
PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
names(STATISTIC) <- "chi-squared"
names(PARAMETER) <- "df"
RVAL <- list(statistic = STATISTIC, parameter = PARAMETER,
p.value = PVAL, method = METHOD, data.name = DNAME, N = sum(rowsums))
class(RVAL) <- "htest"
return(RVAL)
}
BhapkarTest <- function(x, y = NULL){
# https://support.sas.com/resources/papers/proceedings/pdfs/sgf2008/382-2008.pdf
if (is.matrix(x)) {
DNAME <- deparse(substitute(x))
} else {
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
}
res <- StuartMaxwellTest(x=x, y=y)
STATISTIC <- res[["statistic"]]
PARAMETER <- res[["parameter"]]
# new statistic by Bhapkar
STATISTIC <- STATISTIC/(1-STATISTIC/res[["N"]])
res[["statistic"]][1,1] <- STATISTIC
res[["p.value"]][1,1] <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
res[["data.name"]] <- DNAME
res[["method"]] <- "Bhapkar test"
return(res)
}
BreslowDayTest <- function(x, OR = NA, correct = FALSE) {
# Function to perform the Breslow and Day (1980) test including the
# corrected test by Tarone Uses the equations in Lachin (2000),
# Biostatistical Methods, Wiley, p. 124-125.
#
# Programmed by Michael Hoehle <http://www.math.su.se/~hoehle>
# Code taken originally from a Biostatistical Methods lecture
# held at the Technical University of Munich in 2008.
#
# Params:
# x - a 2x2xK contingency table
# correct - if TRUE Tarones correction is returned
#
# Returns:
# a vector with three values
# statistic - Breslow and Day test statistic
# pval - p value evtl. based on the Tarone test statistic
# using a \chi^2(K-1) distribution
#
if(is.na(OR)) {
#Find the common OR based on Mantel-Haenszel
or.hat.mh <- mantelhaen.test(x)$estimate
} else {
or.hat.mh <- OR
}
#Number of strata
K <- dim(x)[3]
#Value of the Statistic
X2.HBD <- 0
#Value of aj, tildeaj and Var.aj
a <- tildea <- Var.a <- numeric(K)
for (j in 1:K) {
#Find marginals of table j
mj <- apply(x[,,j], MARGIN=1, sum)
nj <- apply(x[,,j], MARGIN=2, sum)
#Solve for tilde(a)_j
coef <- c(-mj[1]*nj[1] * or.hat.mh, nj[2]-mj[1]+or.hat.mh*(nj[1]+mj[1]),
1-or.hat.mh)
sols <- Re(polyroot(coef))
#Take the root, which fulfills 0 < tilde(a)_j <= min(n1_j, m1_j)
tildeaj <- sols[(0 < sols) & (sols <= min(nj[1],mj[1]))]
#Observed value
aj <- x[1,1,j]
#Determine other expected cell entries
tildebj <- mj[1] - tildeaj
tildecj <- nj[1] - tildeaj
tildedj <- mj[2] - tildecj
#Compute \hat{\Var}(a_j | \widehat{\OR}_MH)
Var.aj <- (1/tildeaj + 1/tildebj + 1/tildecj + 1/tildedj)^(-1)
#Compute contribution
X2.HBD <- X2.HBD + as.numeric((aj - tildeaj)^2 / Var.aj)
#Assign found value for later computations
a[j] <- aj ; tildea[j] <- tildeaj ; Var.a[j] <- Var.aj
}
# Compute Tarone corrected test
# Add on 2015: The original equation from the 2008 lecture is incorrect
# as pointed out by Jean-Francois Bouzereau.
# X2.HBDT <-as.numeric( X2.HBD - (sum(a) - sum(tildea))^2/sum(Var.aj) )
X2.HBDT <-as.numeric( X2.HBD - (sum(a) - sum(tildea))^2/sum(Var.a) )
DNAME <- deparse(substitute(x))
STATISTIC <- if(correct) X2.HBDT else X2.HBD
PARAMETER <- K - 1
# Compute p-value based on the Tarone corrected test
PVAL <- 1 - pchisq(STATISTIC, PARAMETER)
METHOD <- if(correct) "Breslow-Day Test on Homogeneity of Odds Ratios (with Tarone correction)" else
"Breslow-Day test on Homogeneity of Odds Ratios"
names(STATISTIC) <- "X-squared"
names(PARAMETER) <- "df"
structure(list(statistic = STATISTIC, parameter = PARAMETER,
p.value = PVAL, method = METHOD, data.name = DNAME
), class = "htest")
}
# BreslowDayTest <- function(x, OR = NA, correct = FALSE) {
#
# # Function to perform the Breslow and Day (1980) test including
# # the corrected test by Tarone
# # Uses the equations in Lachin (2000) p. 124-125.
# #
# # Programmed by Michael Hoehle <http://www-m4.ma.tum.de/pers/hoehle>
# # Note that the results of the Tarone corrected test do
# # not correspond to the numbers in the Lachin book...
# #
# # Params:
# # x - a 2x2xK contingency table
# # correct - if TRUE Tarones correction is returned
# #
# # Returns:
# # a vector with three values
# # statistic - Breslow and Day test statistic
# # pval - p value evtl. based on the Tarone test statistic
# # using a \chi^2(K-1) distribution
# #
#
#
# if(is.na(OR)) {
# #Find the common OR based on Mantel-Haenszel
# or.hat.mh <- mantelhaen.test(x)$estimate
# } else {
# or.hat.mh <- OR
# }
#
# #Number of strata
# K <- dim(x)[3]
# #Value of the Statistic
# X2.HBD <- 0
# #Value of aj, tildeaj and Var.aj
# a <- tildea <- Var.a <- numeric(K)
#
# for (j in 1:K) {
# #Find marginals of table j
# mj <- apply(x[,,j], MARGIN=1, sum)
# nj <- apply(x[,,j], MARGIN=2, sum)
#
# #Solve for tilde(a)_j
# coef <- c(-mj[1]*nj[1] * or.hat.mh, nj[2]-mj[1]+or.hat.mh*(nj[1]+mj[1]),
# 1-or.hat.mh)
# sols <- Re(polyroot(coef))
# #Take the root, which fulfills 0 < tilde(a)_j <= min(n1_j, m1_j)
# tildeaj <- sols[(0 < sols) & (sols <= min(nj[1],mj[1]))]
# #Observed value
# aj <- x[1,1,j]
#
# #Determine other expected cell entries
# tildebj <- mj[1] - tildeaj
# tildecj <- nj[1] - tildeaj
# tildedj <- mj[2] - tildecj
#
# #Compute \hat{\Var}(a_j | \widehat{\OR}_MH)
# Var.aj <- (1/tildeaj + 1/tildebj + 1/tildecj + 1/tildedj)^(-1)
#
# #Compute contribution
# X2.HBD <- X2.HBD + as.numeric((aj - tildeaj)^2 / Var.aj)
#
# #Assign found value for later computations
# a[j] <- aj ; tildea[j] <- tildeaj ; Var.a[j] <- Var.aj
# }
#
# # Compute Tarone corrected test
# # This is incorrect as correctly pointed out by Jean-Francois Bouzereau..
# # X2.HBDT <-as.numeric( X2.HBD - (sum(a) - sum(tildea))^2/sum(Var.aj) )
# X2.HBDT <-as.numeric( X2.HBD - (sum(a) - sum(tildea))^2/sum(Var.a) )
#
# DNAME <- deparse(substitute(x))
#
# STATISTIC <- if(correct) X2.HBDT else X2.HBD
# PARAMETER <- K - 1
# # Compute p-value based on the Tarone corrected test
# PVAL <- 1 - pchisq(STATISTIC, PARAMETER)
# METHOD <- if(correct) "Breslow-Day Test on Homogeneity of Odds Ratios (with Tarone correction)" else
# "Breslow-Day test on Homogeneity of Odds Ratios"
# names(STATISTIC) <- "X-squared"
# names(PARAMETER) <- "df"
# structure(list(statistic = STATISTIC, parameter = PARAMETER,
# p.value = PVAL, method = METHOD, data.name = DNAME
# ), class = "htest")
#
# }
# the VCD package (available via CRAN) has a function called woolf_test()
WoolfTest <- function(x) {
DNAME <- deparse(substitute(x))
if (any(x == 0))
x <- x + 1 / 2
k <- dim(x)[3]
or <- apply(x, 3, function(x) (x[1,1] * x[2,2]) / (x[1,2] * x[2,1]))
w <- apply(x, 3, function(x) 1 / sum(1 / x))
o <- log(or)
e <- weighted.mean(log(or), w)
STATISTIC <- sum(w * (o - e)^2)
PARAMETER <- k - 1
PVAL <- 1 - pchisq(STATISTIC, PARAMETER)
METHOD <- "Woolf Test on Homogeneity of Odds Ratios (no 3-Way assoc.)"
names(STATISTIC) <- "X-squared"
names(PARAMETER) <- "df"
structure(list(statistic = STATISTIC, parameter = PARAMETER,
p.value = PVAL, method = METHOD, data.name = DNAME, observed = o,
expected = e), class = "htest")
}
LehmacherTest <- function(x, y = NULL) {
if (is.matrix(x)) {
r <- nrow(x)
if ((r < 2) || (ncol(x) != r))
stop("'x' must be square with at least two rows and columns")
if (any(x < 0) || anyNA(x))
stop("all entries of 'x' must be nonnegative and finite")
DNAME <- deparse(substitute(x))
}
else {
if (is.null(y))
stop("if 'x' is not a matrix, 'y' must be given")
if (length(x) != length(y))
stop("'x' and 'y' must have the same length")
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
OK <- complete.cases(x, y)
x <- as.factor(x[OK])
y <- as.factor(y[OK])
r <- nlevels(x)
if ((r < 2) || (nlevels(y) != r))
stop("'x' and 'y' must have the same number of levels (minimum 2)")
x <- table(x, y)
}
rsum <- rowSums(x)
csum <- colSums(x)
STATISTIC <- (rsum-csum)^2 / (rsum + csum - 2*diag(x))
PARAMETER <- 1
PVAL <- 1 - pchisq(STATISTIC, PARAMETER)
METHOD <- "Lehmacher-Test on Marginal Homogeneity"
names(STATISTIC) <- "X-squared"
names(PARAMETER) <- "df"
structure(list(statistic = STATISTIC, parameter = PARAMETER,
p.value = PVAL, p.value.corr = p.adjust(PVAL, "hochberg"),
method = METHOD, data.name = DNAME),
class = "mtest")
}
print.mtest <- function (x, digits = 4L, ...) {
cat("\n")
cat(strwrap(x$method, prefix = "\t"), sep = "\n")
cat("\n")
cat("data: ", x$data.name, "\n", sep = "")
out <- character()
out <- cbind(format(round(x$statistic, 4)), format.pval(x$p.value, digits = digits),
format.pval(x$p.value.corr, digits = digits),
symnum(x$p.value.corr, corr = FALSE, na = FALSE,
cutpoints = c(0, 0.001, 0.01, 0.05, 0.1, 1),
symbols = c("***", "**", "*", ".", " ")))
colnames(out) <- c("X-squared", "pval", "pval adj", " ")
rownames(out) <- if(is.null(rownames(x))) 1:length(x$statistic) else rownames(x)
print.default(out, digits = 3, quote = FALSE, right = TRUE)
cat("\n")
cat("---\nSignif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n\n")
invisible(x)
}
# scores <- function(x, MARGIN=1, method="table") {
# # MARGIN
# # 1 - row
# # 2 - columns
#
# # Methods for ranks are
# #
# # x - default
# # rank
# # ridit
# # modridit
#
# if(method=="table") {
# if (is.null(dimnames(x))) return(1:(dim(x)[MARGIN]))
# else {
# options(warn=-1)
# if
# (sum(is.na(as.numeric(dimnames(x)[[MARGIN]])))>0)
# {
# out=(1:(dim(x)[MARGIN]))
# }
# else
# {
# out=(as.numeric(dimnames(x)[[MARGIN]]))
# }
# options(warn=0)
# }
# }
# else {
# ### method is a rank one
# Ndim=dim(x)[MARGIN]
# OTHERMARGIN=3-MARGIN
#
# ranks=c(0,(cumsum(apply(x,MARGIN,sum))))[1:Ndim]+(apply(x,MARGIN,sum)+1)
# /2
# if (method=="ranks") out=ranks
# if (method=="ridit") out=ranks/(sum(x))
# if (method=="modridit") out=ranks/(sum(x)+1)
# }
#
# return(out)
# }
#
scores <- function(x, MARGIN=1, method="table") {
# original by Eric Lecoutre
# https://stat.ethz.ch/pipermail/r-help/2005-July/076371.html
if (method == "table"){
if (is.null(dimnames(x)) || any(is.na(suppressWarnings(N(dimnames(x)[[MARGIN]]))))) {
res <- 1:dim(x)[MARGIN]
} else {
res <- (N(dimnames(x)[[MARGIN]]))
}
} else {
### method is a rank one
Ndim <- dim(x)[MARGIN]
OTHERMARGIN <- 3 - MARGIN
ranks <- c(0, (cumsum(apply(x, MARGIN, sum))))[1:Ndim] + (apply(x, MARGIN, sum)+1) /2
if (method == "ranks") res <- ranks
if (method == "ridit") res <- ranks/(sum(x))
if (method == "modridit") res <- ranks/(sum(x)+1)
}
return(res)
}
CochranArmitageTest <- function(x, alternative = c("two.sided","one.sided")) {
# based on:
# https://stat.ethz.ch/pipermail/r-help/2005-July/076371.html
DNAME <- deparse(substitute(x))
if (!(any(dim(x)==2)))
stop("Cochran-Armitage test for trend must be used with rx2-table", call.=FALSE)
if (dim(x)[2]!=2) x <- t(x)
nidot <- apply(x, 1, sum)
n <- sum(nidot)
Ri <- scores(x, 1, "table")
Rbar <- sum(nidot*Ri)/n
s2 <- sum(nidot*(Ri-Rbar)^2)
pdot1 <- sum(x[,1])/n
z <- sum(x[,1]*(Ri-Rbar))/sqrt(pdot1*(1-pdot1)*s2)
STATISTIC <- z
alternative <- match.arg(alternative)
PVAL <- switch(alternative,
two.sided = 2*pnorm(abs(z), lower.tail=FALSE),
one.sided = 1- pnorm(abs(z))
)
PARAMETER <- dim(x)[1]
names(STATISTIC) <- "Z"
names(PARAMETER) <- "dim"
METHOD <- "Cochran-Armitage test for trend"
structure(list(statistic = STATISTIC, parameter = PARAMETER, alternative = alternative,
p.value = PVAL, method = METHOD, data.name = DNAME
), class = "htest")
}
# BarnardTest <- function (x, y = NULL, alternative = c("two.sided", "less", "greater"),
# dp = 0.001, pooled = TRUE ) {
#
# # https://cran.r-project.org/web/packages/Barnard/index.html
# # Version:
# # 1.8
# # Published:
# # 2016-10-20
#
# if (is.matrix(x)) {
# r <- nrow(x)
# if ((r < 2) || (ncol(x) != r))
# stop("'x' must be square with at least two rows and columns")
# if (any(x < 0) || anyNA(x))
# stop("all entries of 'x' must be nonnegative and finite")
# DNAME <- deparse(substitute(x))
# } else {
# if (is.null(y))
# stop("if 'x' is not a matrix, 'y' must be given")
# if (length(x) != length(y))
# stop("'x' and 'y' must have the same length")
# DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
# OK <- complete.cases(x, y)
# x <- as.factor(x[OK])
# y <- as.factor(y[OK])
# r <- nlevels(x)
# if ((r < 2) || (nlevels(y) != r))
# stop("'x' and 'y' must have the same number of levels (minimum 2)")
# x <- table(x, y)
# }
#
# nr <- nrow(x)
# nc <- ncol(x)
#
# alternative <- match.arg(alternative)
#
#
# method <- c("Wald", "Score")[1 + pooled]
# METHOD <- gettextf("Barnards Unconditional 2x2-test", method)
#
# n1 <- x[1]
# n2 <- x[3]
# n3 <- x[2]
# n4 <- x[4]
#
#
# vec.size <- 1.0 + 1.0 / dp
# mat.size <- 4.0*(n1+n3+1)*(n2+n4+1) - 4.0*2.0 # correction for (0,0) and (n1+n3,n2+n4)
# # mat.size <- 4.0 * prod(rowSums(x) + 1) - 4.0*2.0 # (n1 + n3 + 1) * (n2 + n4 + 1)
#
# if(pooled)
# ret1 <- .C("ScoreS",
# as.integer(n1),
# as.integer(n2),
# as.integer(n3),
# as.integer(n4),
# as.numeric(dp),
# mat.size = as.integer(0),
# statistic.table = as.double(vector("double",mat.size)),
# statistic = as.double(0.0))
# else
# ret1 <- .C("WaldS",
# as.integer(n1),
# as.integer(n2),
# as.integer(n3),
# as.integer(n4),
# as.numeric(dp),
# mat.size = as.integer(0),
# statistic.table = as.double(vector("double",mat.size)),
# statistic = as.double(0.0))
#
# xr<-seq(1,ret1$mat.size,4)+2
# ret1$statistic.table[xr+1][(ret1$statistic<=0 & ret1$statistic.table[xr]<=ret1$statistic) | (ret1$statistic>=0 & ret1$statistic.table[xr]>=ret1$statistic)]<-1
# ret1$statistic.table[xr+1][(ret1$statistic<=0 & ret1$statistic.table[xr]>=-ret1$statistic) | (ret1$statistic>=0 & ret1$statistic.table[xr]<=-ret1$statistic)]<-2
#
# ret2 <- .C("Barnard",
# as.integer(n1),
# as.integer(n2),
# as.integer(n3),
# as.integer(n4),
# as.numeric(dp),
# as.integer(ret1$mat.size),
# nuisance.vector.x = as.double(vector("double",vec.size)),
# nuisance.vector.y0 = as.double(vector("double",vec.size)),
# nuisance.vector.y1 = as.double(vector("double",vec.size)),
# statistic.table = as.double(ret1$statistic.table),
# NAOK=TRUE)
#
# np0<-which.max(ret2$nuisance.vector.y0)
# np1<-which.max(ret2$nuisance.vector.y1)
#
# nuisance.matrix<-matrix(cbind(ret2$nuisance.vector.x,ret2$nuisance.vector.y0,ret2$nuisance.vector.y1),ncol=3)
# statistic.table<-matrix(ret1$statistic.table,ncol=4,byrow=TRUE,dimnames=list(c(),c("n1","n2","statistic","include.in.p.value")))
#
#
# STATISTIC <- ret1$statistic
# if(alternative == "two.sided"){
# PVAL <- ret2$nuisance.vector.y1[np1]
# ESTIMATE <- c(`Nuisance parameter` = ret2$nuisance.vector.x[np1])
# } else {
# PVAL <- ret2$nuisance.vector.y0[np0]
# ESTIMATE <- c(`Nuisance parameter` = ret2$nuisance.vector.x[np0])
# }
#
# names(STATISTIC) <- gettextf("%s statistic", method)
# RVAL <- list(statistic = STATISTIC, alternative = alternative, estimate = ESTIMATE,
# p.value = PVAL, method = METHOD, data.name = DNAME,
# statistic.table = statistic.table, nuisance.matrix = nuisance.matrix)
#
# class(RVAL) <- "htest"
# return(RVAL)
#
# }
BarnardTest <- function (x, y = NULL, alternative = c("two.sided", "less", "greater"),
method = c("csm", "csm approximate", "z-pooled", "z-unpooled", "boschloo",
"santner and snell"),
fixed = 1, useStoredCSM=FALSE, ...) {
if (is.matrix(x)) {
r <- nrow(x)
if ((r < 2) || (ncol(x) != r))
stop("'x' must be square with at least two rows and columns")
if (any(x < 0) || anyNA(x))
stop("all entries of 'x' must be nonnegative and finite")
DNAME <- deparse(substitute(x))
} else {
if (is.null(y))
stop("if 'x' is not a matrix, 'y' must be given")
if (length(x) != length(y))
stop("'x' and 'y' must have the same length")
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
OK <- complete.cases(x, y)
x <- as.factor(x[OK])
y <- as.factor(y[OK])
r <- nlevels(x)
if ((r < 2) || (nlevels(y) != r))
stop("'x' and 'y' must have the same number of levels (minimum 2)")
x <- table(x, y)
}
lst <- list(data=x,
alternative=match.arg(alternative),
method=match.arg(method),
to.plot = FALSE, useStoredCSM = useStoredCSM, ...)
if(identical(fixed, 1)) {
lst[["model"]] <- c(lst, model="binomial")[["model"]]
lst[["cond.row"]] <- c(list(...), cond.row=TRUE)[["cond.row"]]
} else if(identical(fixed, 2)) {
lst[["model"]] <- c(lst, model="binomial")[["model"]]
lst[["cond.row"]] <- c(list(...), cond.row=FALSE)[["cond.row"]]
} else if(identical(fixed, NA)) {
lst[["model"]] <- c(lst, model="multinomial")[["model"]]
} else if(identical(sort(fixed), c(1,2))) {
stop("Use fisher.test() if both margins, rows AND columns, are fixed")
# return(fisher.test(x, alternative = alternative))
}
res <- do.call(exact.test, lst)
return(res)
}
BreuschGodfreyTest <- function(formula, order = 1, order.by = NULL, type = c("Chisq", "F"),
data = list(), fill = 0) {
# from lmtest
dname <- paste(deparse(substitute(formula)))
if(!inherits(formula, "formula")) {
X <- if(is.matrix(formula$x))
formula$x
else model.matrix(terms(formula), model.frame(formula))
y <- if(is.vector(formula$y))
formula$y
else model.response(model.frame(formula))
} else {
mf <- model.frame(formula, data = data)
y <- model.response(mf)
X <- model.matrix(formula, data = data)
}
if(!is.null(order.by))
{
if(inherits(order.by, "formula")) {
z <- model.matrix(order.by, data = data)
z <- as.vector(z[,ncol(z)])
} else {
z <- order.by
}
X <- as.matrix(X[order(z),])
y <- y[order(z)]
}
n <- nrow(X)
k <- ncol(X)
order <- 1:order
m <- length(order)
resi <- lm.fit(X,y)$residuals
Z <- sapply(order, function(x) c(rep(fill, length.out = x), resi[1:(n-x)]))
if(any(na <- !complete.cases(Z))) {
X <- X[!na, , drop = FALSE]
Z <- Z[!na, , drop = FALSE]
y <- y[!na]
resi <- resi[!na]
n <- nrow(X)
}
auxfit <- lm.fit(cbind(X,Z), resi)
cf <- auxfit$coefficients
vc <- chol2inv(auxfit$qr$qr) * sum(auxfit$residuals^2) / auxfit$df.residual
names(cf) <- colnames(vc) <- rownames(vc) <- c(colnames(X), paste("lag(resid)", order, sep = "_"))
switch(match.arg(type),
"Chisq" = {
bg <- n * sum(auxfit$fitted^2)/sum(resi^2)
p.val <- pchisq(bg, m, lower.tail = FALSE)
df <- m
names(df) <- "df"
},
"F" = {
uresi <- auxfit$residuals
bg <- ((sum(resi^2) - sum(uresi^2))/m) / (sum(uresi^2) / (n-k-m))
df <- c(m, n-k-m)
names(df) <- c("df1", "df2")
p.val <- pf(bg, df1 = df[1], df2 = df[2], lower.tail = FALSE)
})
names(bg) <- "LM test"
RVAL <- list(statistic = bg, parameter = df,
method = paste("Breusch-Godfrey test for serial correlation of order up to", max(order)),
p.value = p.val,
data.name = dname,
coefficients = cf,
vcov = vc)
class(RVAL) <- c("BreuschGodfreyTest", "htest")
return(RVAL)
}
# vcov.BreuschGodfreyTest <- function(object, ...) object$vcov
# df.residual.BreuschGodfreyTest <- function(object, ...) if(length(df <- object$parameter) > 1L) df[2] else NULL
EtaSq <- function (x, type = 2, anova = FALSE) {
UseMethod("EtaSq")
}
EtaSq.lm <- function (x, type = 2, anova = FALSE) {
# file: etaSquared.R
# author: Dan Navarro
# contact: djnavarro@protonmail.com
# changed: 13 November 2013
# modified by Daniel Wollschlaeger 17.9.2014
# etaSquared() calculates eta-squared and partial eta-squared for linear models
# (usually ANOVAs). It takes an lm object as input and computes the effect size
# for all terms in the model. By default uses Type II sums of squares to calculate
# the effect size, but Types I and III are also possible. By default the output
# only displays the effect size, but if requested it will also print out the full
# ANOVA table.
if (!is(anova, "logical") | length(anova) != 1) {
stop("\"anova\" must be a single logical value")
}
if (!is(type, "numeric") | length(type) != 1) {
stop("type must be equal to 1, 2 or 3")
}
if (type == 1) {
ss <- anova(x)[, "Sum Sq", drop = FALSE]
ss.res <- ss[dim(ss)[1], ]
ss.tot <- sum(ss)
ss <- ss[-dim(ss)[1], , drop = FALSE]
ss <- as.matrix(ss)
}
else {
if (type == 2) {
ss.tot <- sum((x$model[, 1] - mean(x$model[, 1]))^2)
ss.res <- sum((x$residuals)^2)
terms <- attr(x$terms, "factors")[-1, , drop = FALSE]
l <- attr(x$terms, "term.labels")
ss <- matrix(NA, length(l), 1)
rownames(ss) <- l
for (i in seq_along(ss)) {
vars.this.term <- which(terms[, i] != 0)
dependent.terms <- which(apply(terms[vars.this.term, , drop = FALSE], 2, prod) > 0)
m0 <- lm(x$terms[-dependent.terms], x$model)
if (length(dependent.terms) > 1) {
m1 <- lm(x$terms[-setdiff(dependent.terms, i)], x$model)
ss[i] <- anova(m0, m1)$`Sum of Sq`[2]
}
else {
ss[i] <- anova(m0, x)$`Sum of Sq`[2]
}
}
}
else {
if (type == 3) {
## check if model was fitted with sum-to-zero contrasts
## necessary for valid SS type 3 (e.g., contr.sum, contr.helmert)
IVs <- names(attr(model.matrix(x), "contrasts"))
## only relevant for more than one factor
## (and for unbalanced cell sizes and interactions, not tested here)
if(length(IVs) > 1) {
isSumToZero <- function(IV) {
## check if factor has directly associated contrasts
if(!is.null(attr(x$model[, IV], "contrasts"))) {
cm <- contrasts(x$model[, IV])
all(colSums(cm) == 0)
} else {
## check attributes from model matrix
attr(model.matrix(x), "contrasts")[[IV]] %in% c("contr.sum", "contr.helmert")
}
}
valid <- vapply(IVs, isSumToZero, logical(1))
if(!all(valid)) {
warning(c(ifelse(sum(!valid) > 1, "Factors ", "Factor "),
paste(IVs[!valid], collapse=", "),
ifelse(sum(!valid) > 1, " are", " is"),
" not associated with sum-to-zero contrasts",
" necessary for valid SS type III",
" when cell sizes are unbalanced",
" and interactions are present.",
" Consider re-fitting the model after setting",
" options(contrasts=c(\"contr.sum\", \"contr.poly\"))"))
}
}
mod <- drop1(x, scope = x$terms)
ss <- mod[-1, "Sum of Sq", drop = FALSE]
ss.res <- mod[1, "RSS"]
ss.tot <- sum((x$model[, 1] - mean(x$model[, 1]))^2)
ss <- as.matrix(ss)
}
else {
stop("type must be equal to 1, 2 or 3")
}
}
}
if (anova == FALSE) {
eta2 <- ss/ss.tot
eta2p <- ss/(ss + ss.res)
E <- cbind(eta2, eta2p)
rownames(E) <- rownames(ss)
colnames(E) <- c("eta.sq", "eta.sq.part")
}
else {
ss <- rbind(ss, ss.res)
eta2 <- ss/ss.tot
eta2p <- ss/(ss + ss.res)
k <- length(ss)
eta2p[k] <- NA
df <- anova(x)[, "Df"]
ms <- ss/df
Fval <- ms/ms[k]
p <- 1 - pf(Fval, df, rep.int(df[k], k))
E <- cbind(eta2, eta2p, ss, df, ms, Fval, p)
E[k, 6:7] <- NA
colnames(E) <- c("eta.sq", "eta.sq.part", "SS", "df", "MS", "F", "p")
rownames(E) <- rownames(ss)
rownames(E)[k] <- "Residuals"
}
return(E)
}
EtaSq.aovlist <- function (x, type = 2, anova = FALSE) {
# author: Daniel Wollschlaeger
# contact: contact@dwoll.de
# changed: 13 October 2014
# EtaSq.aovlist() calculates partial eta-squared and generalized eta-squared
# for aovlists
if (!is(anova, "logical") | length(anova) != 1) {
stop("\"anova\" must be a single logical value")
}
if (!is(type, "numeric") | length(type) != 1) {
stop("type must be equal to 1, 2 or 3")
}
## alternative: check design has balanced cell sizes
if (type != 1) {
stop("type must be equal to 1")
}
details <- aovlDetails(x)
ss <- details$Sum.Sq # effect SS
ss.res <- sum(aovlErrorTerms(x)$SS) # total error SS
ss.tot <- sum(ss) + sum(ss.res)
# eta squared
eta2 <- ss / ss.tot
# partial eta squared
# cf. Bakeman, R. (2005) Behavior Research Methods. 37(3), 379-384. Tables 1, 2
eta2p <- ss / (ss + details$SSE)
# generalized eta squared
# if all factors are manipulated
# cf. Bakeman, R. (2005) Behavior Research Methods. 37(3), 379-384. Tables 1, 2
geta2 <- ss / (ss + sum(ss.res))
if (anova == FALSE) {
E <- cbind(eta2, eta2p, geta2)
rownames(E) <- details$tt
colnames(E) <- c("eta.sq", "eta.sq.part", "eta.sq.gen")
} else {
E <- data.frame(eta2=eta2,
eta2p=eta2p,
geta2=geta2,
ss=ss,
df=details$Df,
ms=details$Mean.Sq,
sse=details$SSE,
dfe=details$dfE,
Fval=details$F.value,
p=details$Pr..F.)
colnames(E) <- c("eta.sq", "eta.sq.part", "eta.sq.gen", "SS", "df", "MS", "SSE", "dfE", "F", "p")
rownames(E) <- details$tt
}
return(E)
}
# author: Daniel Wollschlaeger
aovlDetails <- function(aovObj) {
aovSum <- summary(aovObj)
etNames <- names(aovSum) # error terms
getOneRes <- function(tt, tab) { # tab=anova table, tt = tested term
ttIdx <- which(DescTools::StrTrim(rownames(tab)) == tt)
list(df=tab[ttIdx, "Df"],
SS=tab[ttIdx, "Sum Sq"],
MS=tab[ttIdx, "Mean Sq"],
dfE=tab["Residuals", "Df"],
SSE=tab["Residuals", "Sum Sq"],
MSE=tab["Residuals", "Mean Sq"],
F=tab[ttIdx, "F value"],
p=tab[ttIdx, "Pr(>F)"])
}
getTermRes <- function(et) { # et = error term
tab <- aovSum[[et]][[1]]
at <- DescTools::StrTrim(rownames(tab)) # all terms
tt <- at[-which(at == "Residuals")] # tested terms only
if(length(tt) > 0)
{
# error terms
etRes <- list(df=tab["Residuals", "Df"],
SS=tab["Residuals", "Sum Sq"],
MS=tab["Residuals", "Mean Sq"])
ttRes <- lapply(tt, getOneRes, tab=tab)
ttRes <- setNames(ttRes, tt)
ttIdx <- which(DescTools::StrTrim(rownames(tab)) %in% tt)
return(data.frame(tt=tt, et=et,
tab[ttIdx, , drop=FALSE],
dfE=etRes$df, SSE=etRes$SS, MSE=etRes$MS,
stringsAsFactors=FALSE))
} else {
emptyDf <- data.frame(matrix(ncol=10, nrow=0))
return(setNames(emptyDf, c("tt", "et", "Df", "Sum.Sq", "Mean.Sq", "F.value",
"Pr..F.", "dfE", "SSE", "MSE")))
}
}
detailsL <- setNames(lapply(etNames, getTermRes), etNames)
detailsDf <- do.call("rbind", detailsL)
rownames(detailsDf) <- NULL
return(detailsDf)
}
aovlErrorTerms <- function(aovObj) {
aovSum <- summary(aovObj)
etNames <- names(aovSum)
getSS <- function(x) {
aovSum[[x]][[1]]["Residuals", "Sum Sq"]
}
getMS <- function(x) {
aovSum[[x]][[1]]["Residuals", "Mean Sq"]
}
getDF <- function(x) {
aovSum[[x]][[1]]["Residuals", "Df"]
}
SS <- vapply(etNames, getSS, numeric(1))
MS <- vapply(etNames, getMS, numeric(1))
DF <- vapply(etNames, getDF, numeric(1))
return(list(SS=SS, MS=MS, DF=DF))
}
Eps <- function(S, p, g, n) {
## Purpose: calculates the Greenhouse-Geisser and Huynh-Feldt epsilons
## -------------------------------------------------------------------
## Arguments: S pxp covariance matrix
## p dimension of observation vectors
## g number of groups
## n number of subjects
## Lit: E.F. Vonesh + V.M. Chinchilli (1997), p.84-86
## M.J. Crowder and D.J. Hand (1990), p.54-55
## Author: H.-R. Roth
## Date: 23.07.2002
## -------------------------------------------------------------------
# U is a matrix of (p-1) orthonormal contrasts
U <- t(cbind(diag(p-1),0) - outer(1:(p-1), 1:p, "<") / ((p-1):1))
a <- 1/sqrt(colSums(U^2))
U <- U%*%diag(a)
V <- t(U) %*% S %*% U
e <- (sum(diag(V)))^2/sum(diag(V%*%V))/(p-1)
GGepsilon <- e
HFepsilon <- min(1, (n*(p-1)*e - 2) / ((p-1)* (n-g-(p-1)*e) ))
t.output <- c(GGepsilon, HFepsilon)
names(t.output) <- c("G-G-epsilon", "H-F-epsilon")
t.output
}
power.chisq.test <- function (n = NULL, w = NULL, df = NULL, sig.level = 0.05, power = NULL) {
if (sum(sapply(list(w, n, df, power, sig.level), is.null)) != 1)
stop("exactly one of w, n, df, power or sig.level must be NULL")
if (!is.null(w) && w < 0)
stop("w must be positive")
if (!is.null(n) && n < 1)
stop("number of observations must be at least 1")
if (!is.null(sig.level) && !is.numeric(sig.level) || any(0 > sig.level | sig.level > 1))
stop(sQuote("sig.level"), " must be numeric in [0, 1]")
if (!is.null(power) && !is.numeric(power) || any(0 > power | power > 1))
stop(sQuote("power"), " must be numeric in [0, 1]")
p.body <- quote({
k <- qchisq(sig.level, df = df, lower = FALSE)
pchisq(k, df = df, ncp = n * w^2, lower = FALSE)
})
if (is.null(power))
power <- eval(p.body)
else if (is.null(w))
w <- uniroot(function(w) eval(p.body) - power, c(1e-10, 1e+05))$root
else if (is.null(n))
n <- uniroot(function(n) eval(p.body) - power, c(1 + 1e-10, 1e+05))$root
else if (is.null(sig.level))
sig.level <- uniroot(function(sig.level) eval(p.body) -
power, c(1e-10, 1 - 1e-10))$root
else stop("internal error")
METHOD <- "Chi squared power calculation"
NOTE <- "n is the number of observations"
structure(list(w = w, n = n, df = df, sig.level = sig.level,
power = power, method = METHOD, note = NOTE), class = "power.htest")
}
Contrasts <- function (levs) {
k = length(levs)
M = data.frame(levs = levs)
for (i in 1:(k - 1)) {
for (j in (i + 1):k) {
con = rep(0, k)
con[i] = -1
con[j] = 1
nm = paste(levs[j], levs[i], sep = "-")
M[[nm]] = con
}
}
row.names(M) = levs
return(M[-1])
}
ScheffeTest <- function (x, ...)
UseMethod("ScheffeTest")
ScheffeTest.default <- function (x, g = NULL, which = NULL, contrasts = NULL, conf.level = 0.95, ...) {
ScheffeTest(x=aov(x~g), which=which, contrasts=contrasts, conf.level=conf.level, ...)
}
# ScheffeTest.formula <- function (formula, data, subset, na.action, ...) {
#
# if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
# "term.labels")) != 1L))
# stop("'formula' missing or incorrect")
# m <- match.call(expand.dots = FALSE)
# if (is.matrix(eval(m$data, parent.frame())))
# m$data <- as.data.frame(data)
# m[[1L]] <- quote(stats::model.frame)
# m$... <- NULL
# mf <- eval(m, parent.frame())
# if (length(mf) > 2L)
# stop("'formula' should be of the form response ~ group")
# DNAME <- paste(names(mf), collapse = " by ")
# names(mf) <- NULL
# response <- attr(attr(mf, "terms"), "response")
# y <- DoCall("ScheffeTest", c(as.list(mf), list(...)))
# y$data.name <- DNAME
# y
# }
ScheffeTest.formula <- function (formula, data, subset, na.action, ...) {
ScheffeTest(aov(formula, data, subset, na.action, ...))
}
ScheffeTest.aov <- function(x, which=NULL, contrasts = NULL, conf.level=0.95, ...){
mm <- model.tables(x, "means")
if (is.null(mm$n))
stop("no factors in the fitted model")
tabs <- mm$tables[-1L]
if(is.null(which)) which <- seq_along(tabs)
tabs <- tabs[which]
nn <- mm$n[names(tabs)]
nn_na <- is.na(nn)
if (all(nn_na))
stop("'which' specified no factors")
if (any(nn_na)) {
warning("'which' specified some non-factors which will be dropped")
tabs <- tabs[!nn_na]
nn <- nn[!nn_na]
}
out <- setNames(vector("list", length(tabs)), names(tabs))
MSE <- sum(x$residuals^2)/x$df.residual
autoContr <- is.null(contrasts)
if(!is.null(contrasts)){
contrasts <- data.frame(contrasts)
}
# nm <- "tension"
for (nm in names(tabs)) {
tab <- tabs[[nm]]
means <- as.vector(tab)
nms <- if (length(d <- dim(tab)) > 1L) {
dn <- dimnames(tab)
apply(do.call("expand.grid", dn), 1L, paste, collapse = ":")
} else names(tab)
n <- nn[[nm]]
if (length(n) < length(means))
n <- rep.int(n, length(means))
if(autoContr) contrasts <- Contrasts(nms)
psi <- apply(contrasts * means, 2, sum)
sscoeff <- apply(contrasts * contrasts / n, 2, sum)
# Korrektur von Daniel Wollschlaeger 9.9.2014:
# psi <- contrasts %*% means
# sscoeff <- contrasts * contrasts %*% (1/n)
dferr <- x$df.residual
dfgrp <- length(x$residuals) - dferr - 1
pval <- pf(psi^2/(MSE*sscoeff*dfgrp),
df1=dfgrp, df2=dferr, lower.tail=FALSE)
critvalue <- dfgrp * qf(1-conf.level, dfgrp, dferr, lower.tail=FALSE)
lwr <- psi - sqrt(critvalue) * sqrt(MSE * sscoeff)
upr <- psi + sqrt(critvalue) * sqrt(MSE * sscoeff)
out[[nm]] <- cbind(diff=psi, lwr, upr, pval)
colnames(out[[nm]]) <- c("diff","lwr.ci","upr.ci","pval")
if(!autoContr) {
# define contrasts rownames
rownames(out[[nm]]) <- apply(contrasts, 2, function(x)
gettextf("%s-%s", paste(nms[x>0], collapse=","),
paste(nms[x<0], collapse=",")) )
if(is.na(conf.level)) out[[nm]] <- out[[nm]][,-c(2:3)]
}
if(autoContr & is.na(conf.level)) {
out[[nm]] <- matrix(NA, nrow=length(means), ncol=length(means))
out[[nm]][lower.tri(out[[nm]], diag = FALSE)] <- pval
dimnames(out[[nm]]) <- list(nms, nms)
out[[nm]] <- out[[nm]][-1, -ncol(out[[nm]])]
}
}
class(out) <- c("PostHocTest")
attr(out, "orig.call") <- x$call
attr(out, "conf.level") <- conf.level
attr(out, "ordered") <- FALSE
attr(out, "method") <- "Scheffe Test"
attr(out, "method.str") <- gettextf("\n Posthoc multiple comparisons of means: %s \n", attr(out, "method"))
return(out)
}
VanWaerdenTest <- function (x, ...) UseMethod("VanWaerdenTest")
VanWaerdenTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
mf <- eval(m, parent.frame())
if (length(mf) > 2L)
stop("'formula' should be of the form response ~ group")
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
y <- do.call("VanWaerdenTest", as.list(mf))
y$data.name <- DNAME
y
}
VanWaerdenTest.default <- function (x, g, ...) {
## This is literally kruskal.test code
if (is.list(x)) {
if (length(x) < 2L)
stop("'x' must be a list with at least 2 elements")
if (!missing(g))
warning("'x' is a list, so ignoring argument 'g'")
DNAME <- deparse1(substitute(x))
x <- lapply(x, function(u) u <- u[complete.cases(u)])
if (!all(sapply(x, is.numeric)))
warning("some elements of 'x' are not numeric and will be coerced to numeric")
k <- length(x)
l <- lengths(x)
if (any(l == 0L))
stop("all groups must contain data")
g <- factor(rep.int(seq_len(k), l))
x <- unlist(x)
}
else {
if (length(x) != length(g))
stop("'x' and 'g' must have the same length")
DNAME <- paste(deparse1(substitute(x)), "and", deparse1(substitute(g)))
OK <- complete.cases(x, g)
x <- x[OK]
g <- g[OK]
g <- factor(g)
k <- nlevels(g)
if (k < 2L)
stop("all observations are in the same group")
}
n <- length(x)
if (n < 2L)
stop("not enough observations")
r <- rank(x)
z <- qnorm(r/(n + 1))
STATISTIC <- (n - 1) / sum(z^2) *
sum(tapply(z, g, sum)^2 / tapply(z, g, length))
PARAMETER <- k - 1L
PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
names(STATISTIC) <- "Van-der-Waerden chi-squared"
names(PARAMETER) <- "df"
RVAL <- list(statistic = STATISTIC, parameter = PARAMETER,
p.value = PVAL, method = "Van-der-Waerden normal scores test",
data.name = DNAME)
class(RVAL) <- "htest"
return(RVAL)
}
PostHocTest <- function (x, ...)
UseMethod("PostHocTest")
PostHocTest.aov <- function (x, which = NULL,
method=c("hsd","bonferroni","lsd","scheffe","newmankeuls","duncan"),
conf.level = 0.95, ordered = FALSE, ...) {
method <- match.arg(method)
if(method=="scheffe"){
out <- ScheffeTest(x=x, which=which, conf.level=conf.level, ...)
} else {
mm <- model.tables(x, "means")
if (is.null(mm$n))
stop("no factors in the fitted model")
tabs <- mm$tables[-1L]
if(is.null(which)) which <- seq_along(tabs)
tabs <- tabs[which]
nn <- mm$n[names(tabs)]
nn_na <- is.na(nn)
if (all(nn_na))
stop("'which' specified no factors")
if (any(nn_na)) {
warning("'which' specified some non-factors which will be dropped")
tabs <- tabs[!nn_na]
nn <- nn[!nn_na]
}
out <- setNames(vector("list", length(tabs)), names(tabs))
MSE <- sum(x$residuals^2)/x$df.residual
for (nm in names(tabs)) {
tab <- tabs[[nm]]
means <- as.vector(tab)
nms <- if (length(d <- dim(tab)) > 1L) {
dn <- dimnames(tab)
apply(do.call("expand.grid", dn), 1L, paste, collapse = ":")
}
else names(tab)
n <- nn[[nm]]
if (length(n) < length(means))
n <- rep.int(n, length(means))
# this will be ignored for bonferroni, lsd
if (method %in% c("hsd", "newmankeuls", "duncan") & as.logical(ordered)) {
ord <- order(means)
means <- means[ord]
n <- n[ord]
if (!is.null(nms))
nms <- nms[ord]
}
center <- outer(means, means, "-")
keep <- lower.tri(center)
center <- center[keep]
switch(method
,"bonferroni" = {
width <- qt(1 - (1 - conf.level)/(length(means) * (length(means) - 1)), x$df.residual) *
sqrt(MSE * outer(1/n, 1/n, "+"))[keep]
est <- center/sqrt(MSE * outer(1/n, 1/n, "+")[keep])
pvals <- pmin(2 * pt(abs(est), df = x$df.residual, lower.tail = FALSE)
* ((length(means)^2 - length(means))/2), 1)
method.str <- "Bonferroni"
}
,"lsd" = {
width <- qt(1 - (1 - conf.level)/2, x$df.residual) *
sqrt(MSE * outer(1/n, 1/n, "+"))[keep]
est <- center/sqrt(MSE * outer(1/n, 1/n, "+")[keep])
pvals <- 2 * pt(abs(est), df = x$df.residual, lower.tail = FALSE)
method.str <- "Fisher LSD"
}
,"hsd" = {
width <- qtukey(conf.level, length(means), x$df.residual) *
sqrt((MSE/2) * outer(1/n, 1/n, "+"))[keep]
est <- center/(sqrt((MSE/2) * outer(1/n, 1/n, "+"))[keep])
pvals <- ptukey(abs(est), length(means), x$df.residual,
lower.tail = FALSE)
method.str <- "Tukey HSD"
}
,"newmankeuls" ={
nmean <- (abs(outer(rank(means), rank(means), "-")) + 1)[keep]
width <- qtukey(conf.level, nmean, x$df.residual) *
sqrt((MSE/2) * outer(1/n, 1/n, "+"))[keep]
est <- center/(sqrt((MSE/2) * outer(1/n, 1/n, "+"))[keep])
pvals <- ptukey(abs(est), nmean, x$df.residual, lower.tail = FALSE)
method.str <- "Newman-Keuls"
}
,"duncan" = {
# same as newmankeuls, but with bonferroni corrected alpha
nmean <- (abs(outer(rank(means), rank(means), "-")) + 1)[keep]
width <- qtukey(conf.level^(nmean-1), nmean, x$df.residual) *
sqrt((MSE/2) * outer(1/n, 1/n, "+"))[keep]
est <- center/(sqrt((MSE/2) * outer(1/n, 1/n, "+"))[keep])
pvals <- 1-(1-ptukey(abs(est), nmean, x$df.residual,
lower.tail = FALSE))^(1/(nmean - 1))
method.str <- "Duncan's new multiple range test"
}
,"dunnett" = {
method.str <- "Dunnett"
}
,"scottknott" = {
method.str <- "Scott Knott"
}
,"waller" = {
method.str <- "Waller"
}
,"gabriel" = {
method.str <- "Gabriel"
}
)
if(!is.na(conf.level)){
dnames <- list(NULL, c("diff", "lwr.ci", "upr.ci", "pval"))
if (!is.null(nms))
dnames[[1L]] <- outer(nms, nms, paste, sep = "-")[keep]
out[[nm]] <- array(c(center, center - width,
center + width, pvals), c(length(width), 4L), dnames)
} else {
out[[nm]] <- matrix(NA, nrow=length(means), ncol=length(means))
out[[nm]][lower.tri(out[[nm]], diag = FALSE)] <- pvals
dimnames(out[[nm]]) <- list(nms, nms)
out[[nm]] <- out[[nm]][-1, -ncol(out[[nm]])]
}
}
class(out) <- c("PostHocTest")
attr(out, "orig.call") <- x$call
attr(out, "conf.level") <- conf.level
attr(out, "ordered") <- ordered
attr(out, "method") <- method.str
attr(out, "method.str") <- gettextf("\n Posthoc multiple comparisons of means : %s \n", attr(out, "method"))
}
return(out)
}
PostHocTest.matrix <- function(x, method = c("none","fdr","BH","BY","bonferroni","holm","hochberg","hommel"),
conf.level = 0.95, ...) {
# http://support.sas.com/resources/papers/proceedings14/1544-2014.pdf
# no conf.level supported so far
conf.level <- NA
method <- match.arg(method)
# out <- setNames(vector("list", length(tabs)), names(tabs))
pvals <- DescTools::PairApply(t(as.matrix(x)), FUN = function(y1, y2) chisq.test(cbind(y1,y2))$p.value, symmetric=TRUE)
pvals[upper.tri(pvals, diag=TRUE)] <- NA
if(method != "none")
pvals[] <- p.adjust(pvals, method=method)
# pvals[] <- format.pval(pvals, digits = 2, na.form = "-")
pvals <- pvals[-1, -ncol(pvals)]
out <- list()
out[[deparse(substitute(x))]] <- pvals
class(out) <- c("PostHocTest")
attr(out, "orig.call") <- "table"
attr(out, "conf.level") <- conf.level
attr(out, "ordered") <- FALSE
attr(out, "method") <- method
attr(out, "method.str") <- gettextf("\n Posthoc multiple comparisons on chi-square test : %s \n", attr(out, "method"))
return(out)
}
PostHocTest.table <- function(x, method = c("none","fdr","BH","BY","bonferroni","holm","hochberg","hommel"),
conf.level = 0.95, ...) {
class(x) <- "matrix"
PostHocTest(x, method=method, conf.level=conf.level, ...)
}
print.PostHocTest <- function (x, digits = getOption("digits", 3), ...) {
cat(attr(x, "method.str"))
if (!is.na(attr(x, "conf.level")))
cat(" ", format(100 * attr(x, "conf.level"), 2), "% family-wise confidence level\n",
sep = "")
if (attr(x, "ordered"))
cat(" factor levels have been ordered\n")
if(!is.language(attr(x, "orig.call")) && !is.null(attr(x, "orig.call")))
cat("\nFit: ", deparse(attr(x, "orig.call"), 500L), "\n\n", sep = "")
else
cat("\n")
xx <- unclass(x)
attr(xx, "orig.call") <- attr(xx, "conf.level") <-
attr(xx, "ordered") <- attr(xx, "method.str") <- attr(xx, "method") <- NULL
xx["data.name"] <- NULL
if(!is.na(attr(x, "conf.level"))) {
xx <- lapply(xx, as.data.frame)
for(nm in names(xx)){
xx[[nm]]$" " <- Format(xx[[nm]]$"pval", fmt="*")
xx[[nm]]$"pval" <- format.pval(xx[[nm]]$"pval", digits=2, nsmall=4)
}
print.default(xx, digits=digits, ...)
cat("---\nSignif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n")
} else {
for(nm in names(xx)){
xx[[nm]][] <- format.pval(xx[[nm]], 2, na.form = "-")
}
# attributes(pp) <- attributes(x$p.value)
print(xx, digits=digits, quote = FALSE, ...)
}
cat("\n")
invisible(x)
}
plot.PostHocTest <- function(x, ...){
# original: stats:::plot.TukeyHSD(x, ...)
# don't need that here..
x$data.name <- NULL
for (i in seq_along(x)) {
xi <- x[[i]][, -4L, drop = FALSE]
yvals <- nrow(xi):1L
dev.hold()
on.exit(dev.flush())
plot(c(xi[, "lwr.ci"], xi[, "upr.ci"]), rep.int(yvals, 2L),
type = "n", axes = FALSE, xlab = "", ylab = "", main = NULL,
...)
axis(1, ...)
axis(2, at = nrow(xi):1, labels = dimnames(xi)[[1L]],
srt = 0, ...)
abline(h = yvals, lty = 1, lwd = 0.5, col = "lightgray")
abline(v = 0, lty = 2, lwd = 0.5, ...)
segments(xi[, "lwr.ci"], yvals, xi[, "upr.ci"], yvals, ...)
segments(as.vector(xi), rep.int(yvals - 0.1, 3L), as.vector(xi),
rep.int(yvals + 0.1, 3L), ...)
title(main = paste0(format(100 * attr(x, "conf.level"),
digits = 2L), "% family-wise confidence level\n"),
xlab = paste("Differences in mean levels of", names(x)[i]))
box()
dev.flush()
on.exit()
}
}
DunnTest <- function (x, ...)
UseMethod("DunnTest")
DunnTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
if (length(mf) > 2L)
stop("'formula' should be of the form response ~ group")
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
y <- DoCall("DunnTest", c(as.list(mf), list(...)))
y$data.name <- DNAME
y
}
DunnTest.default <- function (x, g, method = c("holm","hochberg","hommel","bonferroni","BH","BY","fdr","none"),
alternative = c("two.sided", "less", "greater"),
out.list = TRUE, ...) {
alternative <- match.arg(alternative)
if (is.list(x)) {
if (length(x) < 2L)
stop("'x' must be a list with at least 2 elements")
if (!missing(g))
warning("'x' is a list, so ignoring argument 'g'")
DNAME <- deparse1(substitute(x))
x <- lapply(x, function(u) u <- u[complete.cases(u)])
if (!all(sapply(x, is.numeric)))
warning("some elements of 'x' are not numeric and will be coerced to numeric")
k <- length(x)
l <- lengths(x)
if (any(l == 0L))
stop("all groups must contain data")
g <- factor(rep.int(seq_len(k), l))
x <- unlist(x)
}
else {
if (length(x) != length(g))
stop("'x' and 'g' must have the same length")
DNAME <- paste(deparse1(substitute(x)), "and", deparse1(substitute(g)))
OK <- complete.cases(x, g)
x <- x[OK]
g <- g[OK]
g <- factor(g)
k <- nlevels(g)
if (k < 2L)
stop("all observations are in the same group")
}
N <- length(x)
if (N < 2L)
stop("not enough observations")
method <- match.arg(method)
nms <- levels(g)
n <- tapply(g, g, length)
rnk <- rank(x)
mrnk <- tapply(rnk, g, mean)
tau <- table(rnk[AllDuplicated(rnk)])
tiesadj <- sum(tau^3 - tau) / (12*(N-1))
mrnkdiff <- outer(mrnk, mrnk, "-")
z <- mrnkdiff / sqrt( ((N*(N+1)/12) - tiesadj) * outer(1/n, 1/n, "+"))
# extension for alternative in v. 0.99.16:
if (alternative == "less") {
pvals <- pnorm(abs(z))
}
else if (alternative == "greater") {
pvals <- pnorm(abs(z), lower.tail=FALSE)
}
else {
pvals <- 2 * pnorm(abs(z), lower.tail=FALSE)
}
keep <- lower.tri(pvals)
pvals <- pvals[keep]
m <- sum(keep)
out <- list()
pvals <- p.adjust(pvals, method=method)
method.str <- method
# p-values matrix
pmat <- matrix(NA, nrow=length(nms), ncol=length(nms))
pmat[lower.tri(pmat, diag = FALSE)] <- pvals
dimnames(pmat) <- list(nms, nms)
if(out.list){
dnames <- list(NULL, c("mean rank diff", "pval"))
if (!is.null(nms))
dnames[[1L]] <- outer(nms, nms, paste, sep = "-")[keep]
out[[1]] <- array(c(mrnkdiff[keep], pvals), c(length(mrnkdiff[keep]), 2L), dnames)
} else {
out[[1]] <- pmat[-1, -ncol(pmat)]
}
# make symmetric matrix from lower diagonal
pmatxt <- pmat
pmatxt[upper.tri(pmatxt)] <- t(pmatxt)[upper.tri(pmatxt)]
diag(pmatxt) <- 1
out[["pmat"]] <- pmatxt
attr(out[["pmat"]], "lbl") <- apply(pmatxt, 1,
function(x) paste(rownames(pmatxt)[x<0.05], collapse=","))
class(out) <- c("DunnTest")
attr(out, "main") <- gettextf("Dunn's test of multiple comparisons using rank sums : %s ", method.str)
attr(out, "method") <- method.str
attr(out, "out.list") <- out.list
return(out)
}
print.DunnTest <- function (x, digits = getOption("digits", 3), ...) {
cat("\n", attr(x, "main"), "\n\n")
xx <- unclass(x)
if(attr(x, "out.list")==TRUE) {
xx <- data.frame(x[1])
xx$" " <- Format(xx$"pval", fmt="*")
xx$"pval" <- format.pval(xx$"pval", digits=2, nsmall=4)
print.data.frame(xx, digits=digits, ...)
cat("---\nSignif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n")
} else {
xx[[1]][] <- format.pval(xx[[1]], 2, na.form = "-")
# attributes(pp) <- attributes(x$p.value)
print(xx[[1]], digits=digits, quote = FALSE, ...)
}
cat("\n")
invisible(x)
}
ConoverTest <- function (x, ...)
UseMethod("ConoverTest")
ConoverTest.default <- function (x, g,
method = c("holm", "hochberg", "hommel", "bonferroni", "BH", "BY", "fdr", "none"),
alternative = c("two.sided", "less", "greater"), out.list = TRUE, ...) {
alternative <- match.arg(alternative)
if (is.list(x)) {
if (length(x) < 2L)
stop("'x' must be a list with at least 2 elements")
if (!missing(g))
warning("'x' is a list, so ignoring argument 'g'")
DNAME <- deparse1(substitute(x))
x <- lapply(x, function(u) u <- u[complete.cases(u)])
if (!all(sapply(x, is.numeric)))
warning("some elements of 'x' are not numeric and will be coerced to numeric")
k <- length(x)
l <- lengths(x)
if (any(l == 0L))
stop("all groups must contain data")
g <- factor(rep.int(seq_len(k), l))
x <- unlist(x)
}
else {
if (length(x) != length(g))
stop("'x' and 'g' must have the same length")
DNAME <- paste(deparse1(substitute(x)), "and", deparse1(substitute(g)))
OK <- complete.cases(x, g)
x <- x[OK]
g <- g[OK]
g <- factor(g)
k <- nlevels(g)
if (k < 2L)
stop("all observations are in the same group")
}
N <- length(x)
if (N < 2L)
stop("not enough observations")
method <- match.arg(method)
nms <- levels(g)
n <- tapply(g, g, length)
rnk <- rank(x)
mrnk <- tapply(rnk, g, mean)
tau <- table(rnk[AllDuplicated(rnk)])
tiesadj <- 1-sum(tau^3 - tau)/(N^3 - N)
mrnkdiff <- outer(mrnk, mrnk, "-")
# Kruskal-Wallis H statistic
H <- (12 / (N * (N + 1))) * sum(tapply(rnk, g, sum)^2 / n) - 3 * (N + 1)
if (tiesadj == 1) {
s2 <- N * (N + 1) / 12
} else {
s2 <- ( 1 / (N - 1)) * (sum(rnk^2) - (N * (((N + 1)^2) / 4)))
}
tval <- mrnkdiff/sqrt(s2 * ((N - 1 - H/tiesadj) / (N - k)) * outer(1/n, 1/n, "+"))
if (alternative == "less") {
pvals <- pt(abs(tval), df=N - k)
} else if (alternative == "greater") {
pvals <- pt(abs(tval), df=N - k, lower.tail = FALSE)
} else {
pvals <- 2 * pt(abs(tval), df=N - k, lower.tail = FALSE)
}
keep <- lower.tri(pvals)
pvals <- pvals[keep]
m <- sum(keep)
out <- list()
pvals <- p.adjust(pvals, method = method)
method.str <- method
if (out.list) {
dnames <- list(NULL, c("mean rank diff", "pval"))
if (!is.null(nms))
dnames[[1L]] <- outer(nms, nms, paste, sep = "-")[keep]
out[[1]] <- array(c(mrnkdiff[keep], pvals), c(length(mrnkdiff[keep]),
2L), dnames)
} else {
out[[1]] <- matrix(NA, nrow = length(nms), ncol = length(nms))
out[[1]][lower.tri(out[[1]], diag = FALSE)] <- pvals
dimnames(out[[1]]) <- list(nms, nms)
out[[1]] <- out[[1]][-1, -ncol(out[[1]])]
}
class(out) <- c("ConoverTest", "DunnTest")
attr(out, "main") <- gettextf("Conover's test of multiple comparisons : %s ",
method.str)
attr(out, "method") <- method.str
attr(out, "out.list") <- out.list
return(out)
}
ConoverTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
if (length(mf) > 2L)
stop("'formula' should be of the form response ~ group")
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
y <- DoCall("ConoverTest", c(as.list(mf), list(...)))
y$data.name <- DNAME
y
}
# Test NemenyiTest
#
# d.frm <- data.frame(x=c(28,30,33,35,38,41, 36,39,40,43,45,50, 44,45,47,49,53,54),
# g=c(rep(LETTERS[1:3], each=6)))
# NemenyiTest(x~g, d.frm)
#
# library(coin)
# library(multcomp)
# nem <- oneway_test(x ~ g, data=d.frm,
# ytrafo = function(data) trafo(data, numeric_trafo=rank),
# xtrafo = function(data) trafo(data, factor_trafo = function(x)
# model.matrix(~x - 1) %*% t(contrMat(table(x), "Tukey"))),
# teststat="max")
# nem
# pvalue(nem, method="single-step")
NemenyiTest <- function (x, ...)
UseMethod("NemenyiTest")
NemenyiTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
if (length(mf) > 2L)
stop("'formula' should be of the form response ~ group")
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
y <- DoCall("NemenyiTest", c(as.list(mf), list(...)))
y$data.name <- DNAME
y
}
NemenyiTest.default <- function (x, g,
dist = c("tukey", "chisq"), out.list = TRUE, ...) {
if (is.list(x)) {
if (length(x) < 2L)
stop("'x' must be a list with at least 2 elements")
if (!missing(g))
warning("'x' is a list, so ignoring argument 'g'")
DNAME <- deparse1(substitute(x))
x <- lapply(x, function(u) u <- u[complete.cases(u)])
if (!all(sapply(x, is.numeric)))
warning("some elements of 'x' are not numeric and will be coerced to numeric")
k <- length(x)
l <- lengths(x)
if (any(l == 0L))
stop("all groups must contain data")
g <- factor(rep.int(seq_len(k), l))
x <- unlist(x)
}
else {
if (length(x) != length(g))
stop("'x' and 'g' must have the same length")
DNAME <- paste(deparse1(substitute(x)), "and", deparse1(substitute(g)))
OK <- complete.cases(x, g)
x <- x[OK]
g <- g[OK]
g <- factor(g)
k <- nlevels(g)
if (k < 2L)
stop("all observations are in the same group")
}
N <- length(x)
if (N < 2L)
stop("not enough observations")
dist <- match.arg(dist, c("tukey", "chisq"))
nms <- levels(g)
n <- tapply(g, g, length)
rnk <- rank(x)
mrnk <- tapply(rnk, g, mean)
tau <- table(rnk[AllDuplicated(rnk)])
tiesadj <- min(1, 1 - sum(tau^3 - tau) / (N^3 - N))
mrnkdiff <- outer(mrnk, mrnk, "-")
if(dist == "chisq"){
chi <- mrnkdiff^2 / ((N*(N+1)/12) * outer(1/n, 1/n, "+"))
pvals <- pchisq(tiesadj * chi, df=k-1, lower.tail=FALSE)
} else {
z <- abs(mrnkdiff) / sqrt( (N*(N+1)/12) * outer(1/n, 1/n, "+"))
pvals <- ptukey(z * sqrt(2), nmeans=k, df=Inf, lower.tail=FALSE)
}
keep <- lower.tri(pvals)
pvals <- pvals[keep]
m <- sum(keep)
out <- list()
# no p.adjustment in this test
# pvals <- p.adjust(pvals, method=method)
method.str <- "none" #method
if(out.list){
dnames <- list(NULL, c("mean rank diff", "pval"))
if (!is.null(nms))
dnames[[1L]] <- outer(nms, nms, paste, sep = "-")[keep]
out[[1]] <- array(c(mrnkdiff[keep], pvals), c(length(mrnkdiff[keep]), 2L), dnames)
} else {
out[[1]] <- matrix(NA, nrow=length(nms), ncol=length(nms))
out[[1]][lower.tri(out[[1]], diag = FALSE)] <- pvals
dimnames(out[[1]]) <- list(nms, nms)
out[[1]] <- out[[1]][-1, -ncol(out[[1]])]
}
class(out) <- c("DunnTest")
attr(out, "main") <- gettextf("Nemenyi's test of multiple comparisons for independent samples (%s) ", dist)
attr(out, "method") <- method.str
attr(out, "out.list") <- out.list
return(out)
}
DunnettTest <- function (x, ...)
UseMethod("DunnettTest")
DunnettTest.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
if (length(mf) > 2L)
stop("'formula' should be of the form response ~ group")
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
y <- DoCall("DunnettTest", c(as.list(mf), list(...)))
y$data.name <- DNAME
y
}
DunnettTest.default <- function (x, g, control = NULL
, conf.level = 0.95, ...) {
if (is.list(x)) {
if (length(x) < 2L)
stop("'x' must be a list with at least 2 elements")
if (!missing(g))
warning("'x' is a list, so ignoring argument 'g'")
DNAME <- deparse1(substitute(x))
x <- lapply(x, function(u) u <- u[complete.cases(u)])
if (!all(sapply(x, is.numeric)))
warning("some elements of 'x' are not numeric and will be coerced to numeric")
k <- length(x)
l <- lengths(x)
if (any(l == 0L))
stop("all groups must contain data")
g <- factor(rep.int(seq_len(k), l))
x <- unlist(x)
}
else {
if (length(x) != length(g))
stop("'x' and 'g' must have the same length")
DNAME <- paste(deparse1(substitute(x)), "and", deparse1(substitute(g)))
OK <- complete.cases(x, g)
x <- x[OK]
g <- g[OK]
g <- factor(g)
k <- nlevels(g)
if (k < 2L)
stop("all observations are in the same group")
}
N <- length(x)
if (N < 2L)
stop("not enough observations")
# just organisational stuff so far, got a fine x and g now
if (is.null(control)) control <- levels(g)[1]
ctrls <- control
out <- list()
for(ii in seq_along(ctrls)){
control <- ctrls[ii]
ni <- tapply(x, g, length)
means <- tapply(x, g, mean)
meandiffs <- means[names(means) != control] - means[control]
fittedn <- ni[names(ni) != control]
controln <- ni[control]
s <- sqrt( sum(tapply(x, g, function(x) sum((x - mean(x))^2) )) /
(N - k))
Dj <- meandiffs / (s * sqrt((1/fittedn) + (1/controln)))
Rij <- sqrt(fittedn/(fittedn + controln))
R <- outer(Rij, Rij, "*")
diag(R) <- 1
# Michael Chirico suggests in https://github.com/AndriSignorell/DescTools/pull/102
withr::with_seed(5, {
qvt <- mvtnorm::qmvt((1 - (1 - conf.level)/2), df = N - k, sigma = R, tail = "lower.tail")$quantile
})
# replaced by Michael Chirico's elegant solution
# # store the given seed
# if(exists(".Random.seed")){
# # .Random.seed might not exist when launched as background job
# # so only store and reset if it exists
# old.seed <- .Random.seed
# }
# set.seed(5) # for getting consistent results every run
# qvt <- mvtnorm::qmvt((1 - (1 - conf.level)/2), df = N - k, sigma = R, tail = "lower.tail")$quantile
#
# # reset seed
# if(exists("old.seed")){
# .Random.seed <<- old.seed
# }
lower <- meandiffs - s * sqrt((1/fittedn) + (1/controln)) * qvt
upper <- meandiffs + s * sqrt((1/fittedn) + (1/controln)) * qvt
pval <- c()
for (i in 1:(k-1)){
pval[i] <- 1 - mvtnorm::pmvt(-abs(Dj[i]), abs(Dj[i]), corr=R, delta=rep(0, k-1), df=N - k)[1]
}
out[[ii]] <- cbind(diff=meandiffs, lower, upper, pval)
dimnames(out[[ii]]) <- list(paste(names(meandiffs), control, sep="-"), c("diff", "lwr.ci", "upr.ci","pval"))
}
names(out) <- ctrls
class(out) <- c("PostHocTest")
# attr(out, "orig.call") <- NA
attr(out, "conf.level") <- conf.level
attr(out, "ordered") <- FALSE
attr(out, "method") <- ""
attr(out, "method.str") <- gettextf("\n Dunnett's test for comparing several treatments with a control : %s \n", attr(out, "method"))
return(out)
}
HotellingsT2Test <- function(x,...) {
UseMethod("HotellingsT2Test")
}
HotellingsT2Test.default <- function(x, y=NULL, mu=NULL, test="f",...) {
`HotellingsT.internal` <- function(x, y=NULL, mu, test) {
n <- dim(x)[1]
p <- dim(x)[2]
if(is.null(y)) #one sample case
{
test.statistic <- n*as.numeric(t(colMeans(x)-mu)%*%solve(cov(x))%*%(colMeans(x)-mu))*switch(test,f=(n-p)/(p*(n-1)),chi=1)
df.1 <- p
df.2 <- switch(test,f=n-p,chi=NA)
p.value <- 1-switch(test,f=pf(test.statistic,df.1,df.2),chi=pchisq(test.statistic,df.1))
return(list(test.statistic=test.statistic,p.value=p.value,df.1=df.1,df.2=df.2))
}
# else two sample case
n1 <- n
n2 <- dim(y)[1]
xmeans <- colMeans(x)
ymeans <- colMeans(y)
x.diff <- sweep(x,2,xmeans)
y.diff <- sweep(y,2,ymeans)
S.pooled <- 1/(n1+n2-2)*(t(x.diff)%*%x.diff+t(y.diff)%*%y.diff)
test.statistic <- n1*n2/(n1+n2)*t(xmeans-ymeans-mu)%*%solve(S.pooled)%*%(xmeans-ymeans-mu)*switch(test,f=(n1+n2-p-1)/(p*(n1+n2-2)),chi=1)
df.1 <- p
df.2 <- switch(test,f=n1+n2-p-1,chi=NA)
p.value <- 1-switch(test,f=pf(test.statistic,df.1,df.2),chi=pchisq(test.statistic,df.1))
list(test.statistic=test.statistic,p.value=p.value,df.1=df.1,df.2=df.2)
}
if (is.null(y)) {
DNAME <- deparse(substitute(x))
} else {
DNAME=paste(deparse(substitute(x)),"and",deparse(substitute(y)))
}
xok <- complete.cases(x)
x <- x[xok,]
if(!all(sapply(x, is.numeric))) stop("'x' must be numeric")
x <- as.matrix(x)
p <- dim(x)[2]
if (!is.null(y)) {
yok <- complete.cases(y)
y <- y[yok,]
if(!all(sapply(y, is.numeric))) stop("'y' must be numeric")
if (p!=dim(y)[2]) stop("'x' and 'y' must have the same number of columns")
y <- as.matrix(y)
}
if (is.null(mu)) mu <- rep(0,p)
else if (length(mu)!=p) stop("length of 'mu' must equal the number of columns of 'x'")
test <- match.arg(test,c("f","chi"))
if (is.null(y) & test=="f") version <- "one.sample.f"
if (is.null(y) & test=="chi") version <- "one.sample.chi"
if (!is.null(y) & test=="f") version <- "two.sample.f"
if (!is.null(y) & test=="chi") version <- "two.sample.chi"
res1 <- switch(version,
"one.sample.f"={
result <- HotellingsT.internal(x,mu=mu,test=test)
STATISTIC <- result$test.statistic
names(STATISTIC) <- "T.2"
PVAL <- result$p.value
METHOD <- "Hotelling's one sample T2-test"
PARAMETER <- c(result$df.1,result$df.2)
names(PARAMETER) <- c("df1","df2")
RVAL <- list(statistic=STATISTIC,p.value=PVAL,method=METHOD,parameter=PARAMETER)
RVAL}
,
"one.sample.chi"={
result <- HotellingsT.internal(x,mu=mu,test=test)
STATISTIC <- result$test.statistic
names(STATISTIC) <- "T.2"
PVAL <- result$p.value
METHOD <- "Hotelling's one sample T2-test"
PARAMETER <- c(result$df.1)
names(PARAMETER) <- c("df")
RVAL <- list(statistic=STATISTIC,p.value=PVAL,method=METHOD,parameter=PARAMETER)
RVAL}
,
"two.sample.f"={
result <- HotellingsT.internal(x,y,mu,test)
STATISTIC <- result$test.statistic
names(STATISTIC) <- "T.2"
PVAL <- result$p.value
METHOD <- "Hotelling's two sample T2-test"
PARAMETER <- c(result$df.1,result$df.2)
names(PARAMETER) <- c("df1","df2")
RVAL <- list(statistic=STATISTIC,p.value=PVAL,method=METHOD,parameter=PARAMETER)
RVAL}
,
"two.sample.chi"={
result <- HotellingsT.internal(x,y,mu,test)
STATISTIC <- result$test.statistic
names(STATISTIC) <- "T.2"
PVAL <- result$p.value
METHOD <- "Hotelling's two sample T2-test"
PARAMETER <- c(result$df.1)
names(PARAMETER) <- c("df")
RVAL <- list(statistic=STATISTIC,p.value=PVAL,method=METHOD,parameter=PARAMETER)
RVAL}
)
ALTERNATIVE="two.sided"
NVAL <- paste("c(",paste(mu,collapse=","),")",sep="")
if (is.null(y)) names(NVAL) <- "location" else names(NVAL) <- "location difference"
res <- c(res1,list(data.name=DNAME,alternative=ALTERNATIVE,null.value=NVAL))
class(res) <- "htest"
return(res)
}
HotellingsT2Test.formula <- function (formula, data, subset, na.action, ...) {
if (missing(formula) || (length(formula) != 3L) || (length(attr(terms(formula[-2L]),
"term.labels")) != 1L))
stop("'formula' missing or incorrect")
m <- match.call(expand.dots = FALSE)
if (is.matrix(eval(m$data, parent.frame())))
m$data <- as.data.frame(data)
m[[1L]] <- quote(stats::model.frame)
m$... <- NULL
mf <- eval(m, parent.frame())
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
response <- attr(attr(mf, "terms"), "response")
g <- factor(mf[[-response]])
if (nlevels(g) != 2L)
stop("grouping factor must have exactly 2 levels")
# DATA <- setNames(split(mf[[response]], g), c("x", "y"))
DATA <- setNames(split(as.data.frame(mf[[response]]), g), c("x", "y"))
y <- DoCall("HotellingsT2Test", c(DATA, list(...)))
y$data.name <- DNAME
y
}
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