MultiTestH0: Statistical test of zero mean for dynamics

MultiTestH0R Documentation

Statistical test of zero mean for dynamics

Description

MultiTestH0 tests if each column vectors of a matrix seen as a noisy dynamic is of zero mean (H_0) or not. The multiple statistical test assumes known variance and is based on a multiple χ^2 test.

Usage

MultiTestH0(proj.matrix, data.var, thrs = NULL)

Arguments

proj.matrix

a matrix whose colummns are tested to have zero mean or not.

data.var

a numeric providing the known variance

thrs

a numeric vector of thresholds specified as the 1-α quantiles of the multiple test under the null on each partition. If thrs=NULL (default) return the global p-value which is the minimum of all p-values obtained on each partition.

Value

If thrs is provide returns a Boolean vector with length the number of columns of proj.matrix. Element j is TRUE if the null hypothesis (no difference with the null vector) is accepted for column j of proj.matrix. Otherwise, return one p-value per column.

Author(s)

Tiffany Lieury, Christophe Pouzat, Yves Rozenholc

References

Baraud Y., Huet S., Laurent B. Ann. Stat. (2003) Durot C., Rozenholc Y. Methods Math. Stat. (2006)


DynClust documentation built on April 11, 2022, 5:08 p.m.