frank.flm | R Documentation |

Multiple testing in permutation inference for the general linear model (GLM)

frank.flm( nsim, formula.full, formula.reduced, typeone = c("fwer", "fdr"), curve_sets, factors = NULL, savefuns = TRUE, lm.args = NULL, GET.args = NULL, mc.cores = 1, mc.args = NULL, cl = NULL, method = c("best", "simple", "mlm", "complex", "lm") )

`nsim` |
The number of random permutations. |

`formula.full` |
The formula specifying the general linear model,
see |

`formula.reduced` |
The formula of the reduced model with nuisance factors only. This model should be nested within the full model. |

`typeone` |
Character string indicating which type I error rate to control,
either the familywise error rate ('fwer') or false discovery rate ('fdr').
Further arguments to the FWER or FDR envelope can be passed in argument |

`curve_sets` |
A named list of sets of curves giving the dependent variable (Y), and
possibly additionally factors whose values vary across the argument values of the functions.
The dimensions of the elements should match with each other.
Note that factors that are fixed across the functions can be given in the argument |

`factors` |
A data frame of factors. An alternative way to specify factors when they are constant for all argument values of the functions. The number of rows of the data frame should be equal to the number of curves. Each column should specify the values of a factor. |

`savefuns` |
Logical or "return". If TRUE, then the functions from permutations are saved to the attribute simfuns.
If "return", then the function returns the permutations in a curve_set, instead of the result of the envelope test on those;
this can be used by |

`lm.args` |
A named list of additional arguments to be passed to |

`GET.args` |
A named list of additional arguments to be passed to |

`mc.cores` |
The number of cores to use, i.e. at most how many child processes will be run simultaneously.
Must be at least one, and parallelization requires at least two cores. On a Windows computer mc.cores must be 1
(no parallelization). For details, see |

`mc.args` |
A named list of additional arguments to be passed to |

`cl` |
Allows parallelization through the use of |

`method` |
For advanced use. |

The function `frank.flm`

performs
a nonparametric test of significance of a covariate in the functional GLM.
Similarly as in the graphical functional GLM (`graph.flm`

),
the Freedman-Lane algorithm (Freedman and Lane, 1983) is applied to permute the functions
(to obtain the simulations under the null hypothesis of "no effects");
consequently, the test achieves the desired significance level only approximately.
If the reduced model contains only a constant, then the algorithm corresponds to
simple permutation of raw data.
In contrast to the graphical functional GLM, the F rank functional GLM is based on the
F-statistics that are calculated at each argument value of the functions.
The global envelope test is applied to the observed and simulated F-statistics.
The test is able to find if the factor of interest is significant and also which
argument values of the functional domain are responsible for the potential rejection.

The specification of the full and reduced formulas is important. The reduced model should be nested within the full model. The full model should include in addition to the reduced model the interesting factors whose effects are under investigation.

There are different versions of the implementation depending on the application.

If all the covariates are constant across the functions, i.e. they can be provided in the argument

`factors`

, and there are no extra arguments given by the user in`lm.args`

, then a fast implementation is used to directly compute the F-statistics.If all the covariates are constant across the functions, but there are some extra arguments, then a linear model is fitted separately by least-squares estimation to the data at each argument value of the functions fitting a multiple linear model by

`lm`

. The possible extra arguments passed in`lm.args`

to`lm`

must be of the form that`lm`

accepts for fitting a multiple linear model. In the basic case, no extra arguments are needed.If some of the covariates vary across the space, i.e. they are provided in the list of curve sets in the argument

`curve_sets`

together with the dependent functions, but there are no extra arguments given by the user in`lm.args`

, there is a rather fast implementation of the F-value calculation (which does not use`lm`

).If some of the covariates vary across the space and there are user specified extra arguments given in

`lm.args`

, then the implementation fits a linear model at each argument value of the functions using`lm`

, which can be rather slow. The arguments`lm.args`

are passed to`lm`

for fitting each linear model.

By default the fastest applicable method is used. This can be changed by setting `method`

argument.
The cases above correspond to "simple", "mlm", "complex" and "lm". Changing the default can be useful for
checking the validity of the implementation.

A `global_envelope`

object, which can be printed and plotted directly.

Mrkvička, T., Myllymäki, M., Kuronen, M. and Narisetty, N. N. (2022) New methods for multiple testing in permutation inference for the general linear model. Statistics in Medicine 41(2), 276-297. doi: 10.1002/sim.9236

Freedman, D., & Lane, D. (1983) A nonstochastic interpretation of reported significance levels. Journal of Business & Economic Statistics 1(4), 292-298. doi:10.2307/1391660

data("GDPtax") factors.df <- data.frame(Group = GDPtax$Group, Tax = GDPtax$Profittax) nsim <- 999 res.tax_within_group <- frank.flm(nsim = nsim, formula.full = Y~Group+Tax+Group:Tax, formula.reduced = Y~Group+Tax, curve_sets = list(Y=GDPtax$GDP), factors = factors.df) plot(res.tax_within_group) # Image set examples data("abide_9002_23") iset <- abide_9002_23$curve_set res.F <- frank.flm(nsim = 19, # Increase nsim for serious analysis! formula.full = Y ~ Group + Age + Sex, formula.reduced = Y ~ Age + Sex, curve_sets = list(Y = iset), factors = abide_9002_23[['factors']], GET.args = list(type = "area")) plot(res.F)

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