View source: R/distcov_test2.R

distcov.test | R Documentation |

Performs a distance covariance test.

distcov.test( X, Y, method = "permutation", b = 499L, ln = 20, affine = FALSE, standardize = FALSE, bias.corr = FALSE, type.X = "sample", type.Y = "sample", metr.X = "euclidean", metr.Y = "euclidean", use = "all", return.data = FALSE, algorithm = "auto" )

`X` |
contains either the first sample or its corresponding distance matrix. In the first case, X can be provided either as a vector (if one-dimensional), a matrix or a data.frame (if two-dimensional or higher). In the second case, the input must be a distance matrix corresponding to the sample of interest. If X is a sample, type.X must be specified as "sample". If X is a distance matrix, type.X must be specified as "distance". |

`Y` |
see X. |

`method` |
specifies the type of test that is performed. "permutation" performs a Monte Carlo Permutation test. "gamma" performs a test based on a gamma approximation of the test statistic under the null \insertCitehuang2017statisticallydcortools. This test tends to be anti-conservative, if the “real” p-value is small "conservative" performs a conservative two-moment approximation \insertCiteberschneider2018complexdcortools. "bb3" performs a three-moment approximation \insertCiteberschneider2018complexdcortools. This is the most precise parametric option, but only available with the standard algorithm. "wildbs1" and "wilbs2" perform wild bootstrap tests \insertCitechwialkowski2014wilddcortools; experimental at the moment. |

`b` |
integer; specifies the number of random permutations/bootstrap samples used for the permutation or wild bootstraps tests. Ignored for other tests. |

`ln` |
numeric; block size parameter for wild bootstrap tests. Ignored for other tests. |

`affine` |
logical; specifies if the affinely invariant distance covariance \insertCitedueck2014affinelydcortools should be calculated or not. |

`standardize` |
logical; specifies if X and Y should be standardized dividing each component by its standard deviations. No effect when affine = TRUE. |

`bias.corr` |
logical; specifies if the bias corrected version of the sample distance covariance \insertCitehuo2016fastdcortools should be calculated. |

`type.X` |
For "distance", X is interpreted as a distance matrix. For "sample", X is interpreted as a sample. |

`type.Y` |
see type.X. |

`metr.X` |
specifies the metric which should be used to compute the distance matrix for X (ignored when type.X = "distance"). Options are "euclidean", "discrete", "alpha", "minkowski", "gaussian", "gaussauto", "boundsq" or user-specified metrics (see examples). For "alpha", "minkowski", "gauss", "gaussauto" and "boundsq", the corresponding parameters are specified via "c(metric, parameter)", c("gaussian", 3) for example uses a Gaussian metric with bandwidth parameter 3; the default parameter is 2 for "minkowski" and "1" for all other metrics. See \insertCitelyons2013distance,sejdinovic2013equivalence,bottcher2017detecting;textualdcortools for details. |

`metr.Y` |
see metr.X. |

`use` |
specifies how to treat missing values. "complete.obs" excludes NAs, "all" uses all observations. |

`return.data` |
logical; specifies if the test object should contain the original data. |

`algorithm` |
specifies the algorithm used for calculating the distance covariance. "fast" uses an O(n log n) algorithm if the observations are one-dimensional and metr.X and metr.Y are either "euclidean" or "discrete", see also \insertCitehuo2016fast;textualdcortools. "memsave" uses a memory saving version of the standard algorithm with computational complexity O(n^2) but requiring only O(n) memory. "standard" uses the classical algorithm. User-specified metrics always use the classical algorithm. "auto" chooses the best algorithm for the specific setting using a rule of thumb. |

distcov.test object

berschneider2018complexdcortools

\insertRefbottcher2017detectingdcortools

\insertRefchwialkowski2014wilddcortools

\insertRefdueck2014affinelydcortools

\insertRefhuang2017statisticallydcortools

\insertRefhuo2016fastdcortools

\insertReflyons2013distancedcortools

\insertRefsejdinovic2013equivalencedcortools

\insertRefszekely2007dcortools

\insertRefszekely2009browniandcortools

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