mv.ind.test: Independence Test

In MNM: Multivariate Nonparametric Methods. An Approach Based on Spatial Signs and Ranks

Description

Tests for independence of two vectors using different scores.

Usage

mv.ind.test(X, Y, score = "identity", method = "approximation", 
            n.simu = 1000, na.action = na.fail)

Arguments

X	a numeric data frame or matrix. Must have the same number of rows as Y.
Y	a numeric data frame or matrix. Must have the same number of rows as X.
score	the score to be used. Possible are identity, sign, symm and rank.
method	method for for computation of the p-value for the spatial sign and spatial signed-rank tests. Possible are approximation and permutation.
n.simu	number of permutations if method="permutation".
na.action	a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Details

This implements the independence tests as described in chapter 10 of the MNM book. Note that only inner test versions are implemented and that for the symmetrized sign score only the approximative method for the computation of the p-value is available.

Value

A list with class 'htest' containing the following components:

statistic	the value of the test statistic.
parameter	the degrees of freedom for the test statistic or the number of replications in the simulation.
p.value	the p-value for the test.
null.value	the specified null hypothesis value.
alternative	a character string with the value 'two.sided'.
method	a character string indicating what type of test was performed.
data.name	a character string giving the name of the two data matrices.

Author(s)

Klaus Nordhausen

References

Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.

Nordhausen, K. and Oja, H. (2011), Multivariate L1 Methods: The Package MNM, Journal of Statistical Software, 43, 1-28.

Examples

X <- rmvt(150,diag(1,3),df=3)
Y <- rmvt(150, matrix(c(1,0.5,0.5,1),nrow=2),df=3)

mv.ind.test(X, Y)
mv.ind.test(X, Y, method = "p")

mv.ind.test(X, Y, score = "si")
mv.ind.test(X, Y, score = "si", method = "p")

mv.ind.test(X, Y, score = "r")
mv.ind.test(X, Y, score = "r", method = "p")

mv.ind.test(X, Y, score = "sy")

MNM documentation built on May 2, 2019, 5:09 a.m.