sim.power.wilcox.test: Monte Carlo Simulations for Empirical Power of...
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sim.power.wilcox.test

R Documentation

Monte Carlo Simulations for Empirical Power of Wilcoxon-Mann-Whitney Tests

Description

Simulate the empirical power and type-I-error of Wilcoxon-Mann-Whitney tests.

Usage

sim.power.wilcox.test(nx, rx, rx.H0 = NULL, ny, ry, ry.H0 = NULL, 
                      alternative = c("two.sided", "less", "greater"), 
                      sig.level = 0.05, conf.int = FALSE, approximate = FALSE,
                      ties = FALSE, iter = 10000, nresample = 10000,
                      parallel = "no", ncpus = 1L, cl = NULL)

Arguments

`nx`	single numeric, sample size of first group.
`rx`	function to simulate the values of first group (assuming H1).
`rx.H0`	`NULL` or function to simulate the values of first group (assuming H0).
`ny`	single numeric, sample size of second group.
`ry`	function to simulate the values of second group (assuming H1).
`ry.H0`	`NULL` or function to simulate the values of second group (assuming H0).
`alternative`	one- or two-sided test. Can be abbreviated.
`sig.level`	significance level (type I error probability)
`conf.int`	logical, shall confidence intervals be computed. Strongly increases computation time!
`approximate`	logical, shall an approximate test be computed; see `LocationTests`. Increases computation time!
`ties`	logical, indicating whether ties may occur. Increases computation time!
`iter`	single positive integer, number of interations of the simulations.
`nresample`	single positive integer, the number of Monte Carlo replicates used for the computation of the approximative reference distribution; see `NullDistribution`.
`parallel`	a character, the type of parallel operation: either `"no"` (default), `"multicore"` or `"snow"`; see `NullDistribution`.
`ncpus`	a single integer, the number of processes to be used in parallel operation. Defaults to 1L; see `NullDistribution`.
`cl`	an object inheriting from class `"cluster"`, specifying an optional parallel or snow cluster if `parallel = "snow"`. Defaults to NULL; see `NullDistribution`.

Details

Functions rx and ry are used to simulate the data under the alternative hypothesis H1. If specified, functions rx.H0 and ry.H0 simulte the data unter the null hypothesis H0.

For fast computations functions from package matrixTests and package coin are used.

Value

Object of class "sim.power.wtest" with the results of the Wilcoxon-Mann-Whitney tests. A list elements Exact, Asymptotic and Approximate. In addition, the simulation setup is saved in element SetUp.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Mann, H and Withney, D (1947). On a test of whether one of two random variables is stochastically larger than the other. Annals of mathematical Statistics, 18, 50-60.

Wilcoxon, F (1945). Individual Comparisons by Ranking Methods. Biometrics Bulletin, 1, 80-83.

Examples

## Equal variance, small sample size
power.t.test(n = 5, power = 0.8)
sim.ssize.wilcox.test(rx = rnorm, ry = function(x) rnorm(x, mean = 2), 
                      power = 0.8, n.min = 3, n.max = 10, step.size = 1)
sim.power.wilcox.test(nx = 6, rx = rnorm, rx.H0 = rnorm,
                      ny = 6, ry = function(x) rnorm(x, mean = 2), 
                      ry.H0 = rnorm)

MKpower documentation built on April 23, 2023, 1:15 a.m.