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## NPMTest.R
## Part of the R package: PMCMRplus
##
## Copyright (C) 2017-2020 Thorsten Pohlert
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or
## (at your option) any later version.
##
## This program is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## A copy of the GNU General Public License is available at
## http://www.r-project.org/Licenses/
#' @name NPMTest
#' @title All-Pairs Comparisons for Simply Ordered Mean Ranksums
#' @description
#' Performs Nashimoto and Wright's all-pairs comparison procedure
#' for simply ordered mean ranksums.
#'
#' @template returnOsrt
#'
#' @details
#' The procedure uses the property of a simple order,
#' \eqn{\theta_m' - \theta_m \le \theta_j - \theta_i \le \theta_l' - \theta_l
#' \qquad (l \le i \le m~\mathrm{and}~ m' \le j \le l')}.
#' The null hypothesis H\eqn{_{ij}: \theta_i = \theta_j} is tested against
#' the alternative A\eqn{_{ij}: \theta_i < \theta_j} for any
#' \eqn{1 \le i < j \le k}.
#'
#' The all-pairs comparisons test statistics for a balanced design are
#' \deqn{
#' \hat{h}_{ij} = \max_{i \le m < m' \le j} \frac{\left(\bar{R}_{m'} - \bar{R}_m \right)}{\sigma_a / \sqrt{n}},
#' }{%
#' SEE PDF
#' }
#'
#' with \eqn{n = n_i; ~ N = \sum_i^k n_i ~~ (1 \le i \le k)}, \eqn{\bar{R}_i} the mean rank for the \eqn{i}th group,
#' and \eqn{\sigma_a = \sqrt{N \left(N + 1 \right) / 12}}. The null hypothesis is rejected,
#' if \eqn{h_{ij} > h_{k,\alpha,\infty}}.
#'
#' For the unbalanced case with moderate imbalance the test statistic is
#' \deqn{
#' \hat{h}_{ij} = \max_{i \le m < m' \le j} \frac{\left(\bar{R}_{m'} - \bar{R}_m \right)}
#' {\sigma_a \left(1/n_m + 1/n_{m'}\right)^{1/2}},
#' }{%
#' SEE PDF
#' }
#'
#' The null hypothesis is rejected, if \eqn{\hat{h}_{ij} > h_{k,\alpha,\infty} / \sqrt{2}}.
#'
#' If \code{method = "look-up"} the function will not return
#' p-values. Instead the critical h-values
#' as given in the tables of Hayter (1990) for
#' \eqn{\alpha = 0.05} (one-sided)
#' are looked up according to the number of groups (\eqn{k}) and
#' the degree of freedoms (\eqn{v = \infty}).
#'
#' If \code{method = "boot"} an asymetric permutation test
#' is conducted and \eqn{p}-values is returned.
#'
#' If \code{method = "asympt"} is selected the asymptotic
#' \eqn{p}-value is estimated as implemented in the
#' function \code{pHayStonLSA} of the package \pkg{NSM3}.
#'
#' @source
#' If \code{method = "asympt"} is selected, this function calls
#' an internal probability function \code{pHS}. The GPL-2 code for
#' this function was taken from \code{pHayStonLSA} of the
#' the package \pkg{NSM3}:
#'
#' Grant Schneider, Eric Chicken and Rachel Becvarik (2020) NSM3:
#' Functions and Datasets to Accompany Hollander, Wolfe, and
#' Chicken - Nonparametric Statistical Methods, Third Edition. R
#' package version 1.15. \url{https://CRAN.R-project.org/package=NSM3}
#'
#' @note
#' The function will give a warning for the unbalanced case and returns the
#' critical value \eqn{h_{k,\alpha,\infty} / \sqrt{2}}.
#'
#' @references
#' Hayter, A. J.(1990) A One-Sided Studentised Range
#' Test for Testing Against a Simple Ordered Alternative,
#' \emph{Journal of the American Statistical Association}
#' \bold{85}, 778--785.
#'
#' Nashimoto, K., Wright, F.T. (2007)
#' Nonparametric Multiple-Comparison Methods for Simply
#' Ordered Medians.
#' \emph{Comput Stat Data Anal} \bold{51}, 5068–5076.
#'
#' @keywords htest nonparametric
#'
#' @return
#' Either a list of class \code{"PMCMR"} or a
#' list with class \code{"osrt"} that contains the following
#' components:
#' @template returnOsrt
#' @template class-PMCMR
#'
#' @seealso
#' \code{\link{MTest}}
#'
#' @example examples/shirleyEx.R
#'
#' @export
NPMTest <- function(x, ...)
UseMethod("NPMTest")
#' @rdname NPMTest
#' @aliases NPMTest.default
#' @method NPMTest default
#' @template one-way-parms
#' @importFrom stats complete.cases
#' @param alternative the alternative hypothesis. Defaults to \code{greater}.
#' @param method a character string specifying the test statistic to use.
#' Defaults to \code{"look-up"} that uses published Table values of Williams (1972).
#' @param nperm number of permutations for the asymptotic permutation test.
#' Defaults to \code{1000}. Ignored, if \code{method = "look-up"}.
#' @export
NPMTest.default <-
function(x,
g,
alternative = c("greater", "less"),
method = c("look-up", "boot", "asympt"),
nperm = 1E4,
...) {
## taken from stats::kruskal.test
if (is.list(x)) {
if (length(x) < 2L)
stop("'x' must be a list with at least 2 elements")
DNAME <- deparse(substitute(x))
x <- lapply(x, function(u)
u <- u[complete.cases(u)])
k <- length(x)
l <- sapply(x, "length")
if (any(l == 0))
stop("all groups must contain data")
g <- factor(rep(1:k, l))
x <- unlist(x)
}
else {
if (length(x) != length(g))
stop("'x' and 'g' must have the same length")
DNAME <- paste(deparse(substitute(x)), "and",
deparse(substitute(g)))
OK <- complete.cases(x, g)
x <- x[OK]
g <- g[OK]
if (!all(is.finite(g)))
stop("all group levels must be finite")
g <- factor(g)
k <- nlevels(g)
if (k < 2)
stop("all observations are in the same group")
}
method <- match.arg(method)
alternative <- match.arg(alternative)
if (alternative == "less") {
x <- -x
}
ni <- tapply(x, g, length)
## balanced design
n <- ni[1]
## check for all equal
ok <- sapply(2:k, function(i) ni[i] == n)
is.balanced <- all(ok)
hStat <- function(x0, ix, g, is.balanced) {
## prepare tukey test
x <- x0[ix]
rij <- rank(x)
ni <- tapply(x, g, length)
k <- nlevels(g)
df <- Inf
Ri <- tapply(rij, g, mean)
N <- length(x)
sigma <- sqrt(N * (N + 1) / 12)
STAT <- matrix(NA, ncol = k - 1, nrow = k - 1)
if (is.balanced) {
for (i in 1:(k - 1)) {
for (j in (i + 1):k) {
u <- j
m <- i:(u - 1)
tmp <- sapply(m, function(m)
(Ri[u] - Ri[m]) /
(sigma / sqrt(n)))
STAT[j - 1, i] <- max(tmp)
}
}
} else {
for (i in 1:(k - 1)) {
for (j in (i + 1):k) {
u <- j
m <- i:(u - 1)
tmp <- sapply(m, function(m)
(Ri[u] - Ri[m]) /
(sigma * sqrt(1 / ni[u] + 1 / ni[m])))
STAT[j - 1, i] <- max(tmp)
}
}
}
return(STAT)
}
## first cal
l <- seq_along(x)
STAT <- hStat(x, l, g, is.balanced)
k <- nlevels(g)
colnames(STAT) <- levels(g)[1:(k - 1)]
rownames(STAT) <- levels(g)[2:k]
if (method == "boot" | method == "asympt") {
hValue <- as.numeric(STAT)
## permutation
if (method == "boot") {
m <- length(hValue)
mt <- matrix(NA, ncol = m, nrow = nperm)
for (i in 1:nperm) {
ix <- sample(l)
tmp <- hStat(x, ix, g, is.balanced)
mt[i, ] <- as.numeric(tmp)
}
## pvalues
PVAL <- sapply(1:m, function(j) {
p <- sum(mt[, j] >= hValue[j]) / nperm
p
})
} else {
if (!is.balanced) {
warning("Design is un-balanced. Using h/sqrt(2) approximation.")
hValue <- hValue * sqrt(2)
cn <- colnames(STAT)
rn <- rownames(STAT)
STAT <- matrix(hValue, nrow = k-1, ncol = k-1, byrow = FALSE)
rownames(STAT) <- rn
colnames(STAT) <- cn
}
PVAL <- sapply(hValue, function(hh)
pHS(hh, k = k))
}
## to matrix
P <- matrix(PVAL,
nrow = k - 1,
ncol = k - 1,
byrow = FALSE)
colnames(P) <- colnames(STAT)
row.names(P) <- row.names(STAT)
#DAT <- data.frame(x, g)
METH <- c("Nashimoto-Wright's NPM-Test")
ans <- list(
statistic = STAT,
p.value = P,
data = NULL,
method = METH,
data.name = DNAME,
alternative = alternative,
dist = "h",
p.adjust.method = method
)
class(ans) <- "PMCMR"
return(ans)
} else {
## get critical h-value with k = k and v = Inf
nrows <- nrow(TabCrit$hayter.h005)
kk <- as.numeric(colnames(TabCrit$hayter.h005))
## check for kk
if (k > max(kk) |
k < min(kk))
stop("No critical values for k = ", k)
hCrit <- unlist(TabCrit$hayter.h005[nrows, paste0(k)])
hCrit <- adjust.hCrit(hCrit, is.balanced)
METHOD <-
"Pairwise comparisons using Nashimoto-Wright's NPM-Test"
parameter = c(k, Inf)
names(parameter) <- c("k", "df")
ans <- list(
method = METHOD,
data.name = DNAME,
crit.value = hCrit,
statistic = STAT,
parameter = parameter,
alternative = alternative,
dist = "h"
)
class(ans) <- "osrt"
return(ans)
}
}
#' @rdname NPMTest
#' @aliases NPMTest.formula
#' @method NPMTest formula
#' @template one-way-formula
#' @export
NPMTest.formula <-
function(formula,
data,
subset,
na.action,
alternative = c("greater", "less"),
method = c("look-up", "boot", "asympt"),
nperm = 1E4,
...)
{
mf <- match.call(expand.dots = FALSE)
m <-
match(c("formula", "data", "subset", "na.action"), names(mf), 0L)
mf <- mf[c(1L, m)]
mf[[1L]] <- quote(stats::model.frame)
if (missing(formula) || (length(formula) != 3L))
stop("'formula' missing or incorrect")
mf <- eval(mf, parent.frame())
if (length(mf) > 2L)
stop("'formula' should be of the form response ~ group")
DNAME <- paste(names(mf), collapse = " by ")
names(mf) <- NULL
alternative <- match.arg(alternative)
method <- match.arg(method)
y <- do.call("NPMTest",
c(
as.list(mf),
alternative = alternative,
method = method,
nperm = nperm
))
y$data.name <- DNAME
y
}
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