LP.XY: A function to compute LP comoments, LP coefficients, LPINFOR...

In QDComparison: Modern Nonparametric Tools for Two-Sample Quantile and Distribution Comparisons

Description

This function computes LP comoments, LP coefficients, LPINFOR test statistic, and the corresponding p-value of for testing equality of two distributions.

Usage

LP.XY(x,y,m=6,smooth="TRUE",method="BIC")

Arguments

x	Indicator variable denoting group membership
y	Response variable with measured values
m	Number of LP comoments and LP coefficients to be calculated, default: 6
smooth	If smoothing should be applied, default: TRUE
method	Smoothing method, default: BIC

Value

A list containing:

LP.comoment.0	LP comoments, conditioned on X=0
LP.coef.0	LP coefficients, conditioned on X=0
LP.comoment.1	LP comoments, conditioned on X=1
LP.coef.1	LP coefficients, conditioned on X=1
LPINFOR	Test statistics value
pval	The p-value for testing equality of two distributions F0=F1

Author(s)

Subhadeep Mukhopadhyay

David Jungreis

References

Jungreis, D., (2019) "Unification of Continuous, Discrete, and Mixed Distribution Two-Sample Testing with Inferences in the Quantile Domain"

Mukhopadhyay, S. and Parzen, E. (2014), "LP Approach to Statistical Modeling", arXiv:1405.2601.

Examples

x <- c(rep(0,200),rep(1,200))
y <- c(rnorm(200,0,1),rnorm(200,1,1))
L <- LP.XY(x,y)
L$pval

QDComparison documentation built on June 24, 2019, 9:04 a.m.