VN ANOVA

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Description

Analysis of variance (ANOVA) based on lower partial moment CDFs for multiple variables. Returns a degree of certainty the samples belong to the same population, not a p-value.

Usage

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VN.ANOVA(A, pairwise = FALSE)

Arguments

A

Matrix of variables.

pairwise

Returns pairwise certainty tests when set to TRUE. Defaults to FALSE.

Value

Returns the degree certainty the samples belong to the same population [0,1].

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995

Examples

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set.seed(123)
x<-rnorm(100); y<-rnorm(100)
A<-cbind(x,y)
VN.ANOVA(A,pairwise=TRUE)
mean(na.omit(VN.ANOVA(A,pairwise = TRUE)$x))