Location tests | R Documentation |
Multivariate tests of location of one or more samples based on spatial signs and (signed) ranks. In case of one sample the null hypothesis about a given location is tested. In case of several samples the null hypothesis is that all samples have the same location.
sr.loc.test(X, Y = NULL, g = NULL, score = c("sign", "rank"), nullvalue = NULL, cond = FALSE, cond.n = 1000, na.action = na.fail,...)
X |
a matrix or a data frame |
Y |
an optional matrix or a data frame |
g |
a factor giving the groups (may contain just one level) |
score |
a character string indicating which transformation of the observations should be used |
nullvalue |
location to be tested in the one sample case (ignored if there is more than one sample) |
cond |
logical. Should the conditionally distribution free test be used? (Ignored if |
cond.n |
number of permutations to use in the conditionally distribution free test |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
... |
further arguments to be passed to other functions |
X
should contain the the whole data set and g
should describe the groups, or, if there is only one group, g
may be missing. Alternatively, if there are two samples X
may contain only the first sample while the second sample is given in Y
and g
is ignored. Note that in the one sample case when rank
is chosen as score
the function in fact uses signed ranks.
Note that the conditionally distribution free p-value is only provided for the sign based version of the test.
A list with class 'htest' containing the following components:
statistic |
the value of the statistic |
parameter |
the degrees of freedom for the statistic or the number of replications if conditionally distribution free p-value was used |
p.value |
the p-value for the test |
null.value |
the specified hypothesized value of the (common) location |
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 data (and grouping vector) |
Seija Sirkia, seija.sirkia@iki.fi
Oja, H., Randles R. (2004) Multivariate Nonparametric Tests. Statistical Science 19, 598-605.
Spatial signs and ranks
A<-matrix(c(1,2,-3,4,3,-2,-1,0,4),ncol=3) X<-rbind(matrix(rnorm(1500),ncol=3),matrix(rnorm(750)+1,ncol=3))%*%t(A) sr.loc.test(X,cond=TRUE) X[1:250,]<-X[1:250,]+1 g<-factor(rep(c(1,2,3),each=250)) sr.loc.test(X,g=g,score="rank")
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