Description Usage Arguments Details Value Note References Examples
Testing the independence of two sets of variables measured on arbitrary scales.
1 2 3 4 5 6 7 8 9 10 11  ## S3 method for class 'formula'
independence_test(formula, data, subset = NULL, weights = NULL, ...)
## S3 method for class 'table'
independence_test(object, ...)
## S3 method for class 'IndependenceProblem'
independence_test(object, teststat = c("maximum", "quadratic", "scalar"),
distribution = c("asymptotic", "approximate",
"exact", "none"),
alternative = c("two.sided", "less", "greater"),
xtrafo = trafo, ytrafo = trafo, scores = NULL,
check = NULL, ...)

formula 
a formula of the form 
data 
an optional data frame containing the variables in the model formula. 
subset 
an optional vector specifying a subset of observations to be used. Defaults
to 
weights 
an optional formula of the form 
object 
an object inheriting from classes 
teststat 
a character, the type of test statistic to be applied: either a maximum
statistic ( 
distribution 
a character, the conditional null distribution of the test statistic can be
approximated by its asymptotic distribution ( 
alternative 
a character, the alternative hypothesis: either 
xtrafo 
a function of transformations to be applied to the variables 
ytrafo 
a function of transformations to be applied to the variables 
scores 
a named list of scores to be attached to ordered factors; see
‘Details’. Defaults to 
check 
a function to be applied to objects of class

... 
further arguments to be passed to or from other methods (currently ignored). 
independence_test
provides a general independence test for two sets of
variables measured on arbitrary scales. This function is based on the general
framework for conditional inference procedures proposed by Strasser and Weber
(1999). The salient parts of the StrasserWeber framework are elucidated by
Hothorn et al. (2006) and a thorough description of the software
implementation is given by Hothorn et al. (2008).
The null hypothesis of independence, or conditional independence given
block
, between y1
, ..., yq
and x1
, ...,
xp
is tested.
A vector of case weights, e.g., observation counts, can be supplied through
the weights
argument and the type of test statistic is specified by the
teststat
argument. Influence and regression functions, i.e.,
transformations of y1
, ..., yq
and x1
, ...,
xp
, are specified by the ytrafo
and xtrafo
arguments
respectively; see trafo
for the collection of transformation
functions currently available. This allows for implementation of both novel
and familiar test statistics, e.g., the Pearson χ^2 test, the
generalized CochranMantelHaenszel test, the Spearman correlation test, the
FisherPitman permutation test, the WilcoxonMannWhitney test, the
KruskalWallis test and the family of weighted logrank tests for censored
data. Furthermore, multivariate extensions such as the multivariate
KruskalWallis test (Puri and Sen, 1966, 1971) can be implemented without much
effort (see ‘Examples’).
If, say, y1
and/or x1
are ordered factors, the default scores,
1:nlevels(y1)
and 1:nlevels(x1)
respectively, can be altered
using the scores
argument; this argument can also be used to coerce
nominal factors to class "ordered"
. For example, when y1
is an
ordered factor with four levels and x1
is a nominal factor with three
levels, scores = list(y1 = c(1, 3:5), x1 = c(1:2, 4))
supplies the
scores to be used. For ordered alternatives the scores must be monotonic, but
nonmontonic scores are also allowed for testing against, e.g., umbrella
alternatives. The length of the score vector must be equal to the number of
factor levels.
The conditional null distribution of the test statistic is used to obtain
pvalues and an asymptotic approximation of the exact distribution is
used by default (distribution = "asymptotic"
). Alternatively, the
distribution can be approximated via Monte Carlo resampling or computed
exactly for univariate twosample problems by setting distribution
to
"approximate"
or "exact"
respectively. See
asymptotic
, approximate
and exact
for details.
An object inheriting from class "IndependenceTest"
.
Starting with coin version 1.10, maximum statistics and quadratic forms
can no longer be specified using teststat = "maxtype"
and
teststat = "quadtype"
respectively (as was used in versions prior to
0.45).
Hothorn, T., Hornik, K., van de Wiel, M. A. and Zeileis, A. (2006). A Lego system for conditional inference. The American Statistician 60(3), 257–263. doi: 10.1198/000313006X118430
Hothorn, T., Hornik, K., van de Wiel, M. A. and Zeileis, A. (2008). Implementing a class of permutation tests: The coin package. Journal of Statistical Software 28(8), 1–23. doi: 10.18637/jss.v028.i08
Johnson, W. D., Mercante, D. E. and May, W. L. (1993). A computer package for the multivariate nonparametric rank test in completely randomized experimental designs. Computer Methods and Programs in Biomedicine 40(3), 217–225. doi: 10.1016/01692607(93)90059T
Puri, M. L. and Sen, P. K. (1966). On a class of multivariate multisample rank order tests. Sankhya A 28(4), 353–376.
Puri, M. L. and Sen, P. K. (1971). Nonparametric Methods in Multivariate Analysis. New York: John Wiley & Sons.
Strasser, H. and Weber, C. (1999). On the asymptotic theory of permutation statistics. Mathematical Methods of Statistics 8(2), 220–250.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56  ## Onesided exact van der Waerden (normal scores) test...
independence_test(asat ~ group, data = asat,
## exact null distribution
distribution = "exact",
## onesided test
alternative = "greater",
## apply normal scores to asat$asat
ytrafo = function(data)
trafo(data, numeric_trafo = normal_trafo),
## indicator matrix of 1st level of asat$group
xtrafo = function(data)
trafo(data, factor_trafo = function(x)
matrix(x == levels(x)[1], ncol = 1)))
## ...or more conveniently
normal_test(asat ~ group, data = asat,
## exact null distribution
distribution = "exact",
## onesided test
alternative = "greater")
## Receptor binding assay of benzodiazepines
## Johnson, Mercante and May (1993, Tab. 1)
benzos < data.frame(
cerebellum = c( 3.41, 3.50, 2.85, 4.43,
4.04, 7.40, 5.63, 12.86,
6.03, 6.08, 5.75, 8.09, 7.56),
brainstem = c( 3.46, 2.73, 2.22, 3.16,
2.59, 4.18, 3.10, 4.49,
6.78, 7.54, 5.29, 4.57, 5.39),
cortex = c(10.52, 7.52, 4.57, 5.48,
7.16, 12.00, 9.36, 9.35,
11.54, 11.05, 9.92, 13.59, 13.21),
hypothalamus = c(19.51, 10.00, 8.27, 10.26,
11.43, 19.13, 14.03, 15.59,
24.87, 14.16, 22.68, 19.93, 29.32),
striatum = c( 6.98, 5.07, 3.57, 5.34,
4.57, 8.82, 5.76, 11.72,
6.98, 7.54, 7.66, 9.69, 8.09),
hippocampus = c(20.31, 13.20, 8.58, 11.42,
13.79, 23.71, 18.35, 38.52,
21.56, 18.66, 19.24, 27.39, 26.55),
treatment = factor(rep(c("Lorazepam", "Alprazolam", "Saline"),
c(4, 4, 5)))
)
## Approximative (Monte Carlo) multivariate KruskalWallis test
## Johnson, Mercante and May (1993, Tab. 2)
independence_test(cerebellum + brainstem + cortex +
hypothalamus + striatum + hippocampus ~ treatment,
data = benzos,
teststat = "quadratic",
distribution = approximate(nresample = 10000),
ytrafo = function(data)
trafo(data, numeric_trafo = rank_trafo)) # Q = 16.129

Loading required package: survival
Exact General Independence Test
data: asat by group (Compound, Control)
Z = 1.4269, pvalue = 0.07809
alternative hypothesis: greater
Exact TwoSample van der Waerden (Normal Quantile) Test
data: asat by group (Compound, Control)
Z = 1.4269, pvalue = 0.07809
alternative hypothesis: true mu is greater than 0
Approximative General Independence Test
data: cerebellum, brainstem, cortex, hypothalamus, striatum, hippocampus by
treatment (Alprazolam, Lorazepam, Saline)
chisquared = 16.129, pvalue = 0.0767
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.