Nothing
R/ddst.exp.test.R
In ddst: Data Driven Smooth Tests
Defines functions
`ddst.exp.test`
`ddst.exp.test` <-
function(x, base = ddst.base.legendre, c = 100, B=1000, compute.p = F, Dmax = 5, ...) {
# method.name = as.character(substitute(base))
# only Legendre is implemented yet
base = ddst.base.legendre
method.name = "ddst.base.legendre"
n = length(x)
if(n<5)
stop("length(x) should be at least 5")
er = mean(x)
maxN = max(min(Dmax, n-2, 20),1)
coord = numeric(maxN)
u = numeric(maxN)
for (j in 1:maxN) {
u[j] = ddst.phi(pexp(x,1/er), j, base)
coord[j] = t(u[1:j]) %*% MMexp[[j]] %*% u[1:j] * n
}
l = ddst.IIC(coord, n, c)
attr(l, "names") = "n. coord"
t = coord[l]
attr(t, "names") = "WT*"
result = list(statistic = t, parameter = l, method = "Data Driven Smooth Test for Expotentiality")
result$data.name = paste(paste(as.character(substitute(x)), collapse=""), ", base: ", method.name, ", c: ", c, sep="")
class(result) = "htest"
if (compute.p) {
tmp = numeric(B)
for (i in 1:B) {
y = rexp(length(x))
tmpC = ddst.exp.Nk(y, base, Dmax = Dmax, n=length(y))
l = ddst.IIC(tmpC, n, c)
tmp[i] = tmpC[l]
}
p.val = mean(tmp > t)
result$p.value = p.val
}
result
}
`MMexp` <-
list(structure(4, .Dim = c(1L, 1L)), structure(c(7.75, 2.90473750965556,
2.90473750965556, 2.25), .Dim = c(2L, 2L)), structure(c(13.0000000000001,
5.16397779494326, 3.05505046330393, 5.16397779494326, 3.22222222222224,
1.31468439624438, 3.05505046330393, 1.31468439624438, 1.77777777777779
), .Dim = c(3L, 3L)), structure(c(19.7499999999998, 8.06871530459869,
4.7735163489123, 3.24759526419154, 8.06871530459869, 4.47222222222218,
2.05419436913180, 1.39754248593732, 4.7735163489123, 2.05419436913180,
2.21527777777777, 0.826797284707661, 3.24759526419154, 1.39754248593732,
0.826797284707661, 1.56249999999997), .Dim = c(4L, 4L)), structure(c(28.0000000000111,
11.6189500386270, 6.87386354243662, 4.67653718043779, 3.44673758792592,
11.6189500386270, 6.00000000000206, 2.95803989155104, 2.01246117975060,
1.48323969742047, 6.87386354243662, 2.95803989155104, 2.75000000000074,
1.19058808997954, 0.877496438740007, 4.67653718043779, 2.01246117975060,
1.19058808997954, 1.8100000000003, 0.596992462264497, 3.44673758792592,
1.48323969742047, 0.877496438740007, 0.596992462264497, 1.44000000000061
), .Dim = c(5L, 5L)), structure(c(37.7499999996889, 15.8146819968797,
9.356092043789, 6.3652867177616, 4.69139282796864, 3.64291549898935,
15.8146819968797, 7.80555555549795, 4.02622096346428, 2.73918327241400,
2.01885403258216, 1.56766122880296, 9.356092043789, 4.02622096346428,
3.3819444444243, 1.62052267801332, 1.19437015271885, 0.927440890247034,
6.3652867177616, 2.73918327241400, 1.62052267801332, 2.10249999999062,
0.812573073630574, 0.630971473192956, 4.69139282796864, 2.01885403258216,
1.19437015271885, 0.812573073630574, 1.59888888888440, 0.465043473333310,
3.64291549898935, 1.56766122880296, 0.927440890247034, 0.630971473192956,
0.465043473333310, 1.36111111109903), .Dim = c(6L, 6L)), structure(c(49.0000000062404,
20.6559111824583, 12.2202018548044, 8.3138438774113, 6.12753349044019,
4.75809371362456, 3.83325939138121, 20.6559111824583, 9.88888889004452,
5.25873758566114, 3.57770876446472, 2.63687057353367, 2.04755752361801,
1.64957219827918, 12.2202018548044, 5.25873758566114, 4.11111111151561,
2.11660104912681, 1.55999366907329, 1.21135136702101, 0.975900073300267,
8.3138438774113, 3.57770876446472, 2.11660104912681, 2.44000000018715,
1.06131993305220, 0.824126005917164, 0.663940002446266, 6.12753349044019,
2.63687057353367, 1.55999366907329, 1.06131993305220, 1.78222222232468,
0.607403720356187, 0.489342193649563, 4.75809371362456, 2.04755752361801,
1.21135136702101, 0.824126005917164, 0.607403720356187, 1.47165532884771,
0.379979321051083, 3.83325939138121, 1.64957219827918, 0.975900073300267,
0.663940002446266, 0.489342193649563, 0.379979321051083, 1.30612244916046
), .Dim = c(7L, 7L)), structure(c(61.7499999643167, 26.1426375715444,
15.4661929613915, 10.5222086498002, 7.75515956827492, 6.02196235198601,
4.85146891373646, 4.01705348301015, 26.1426375715444, 12.249999993392,
6.65558975207775, 4.52803765177731, 3.33728931723443, 2.59143998896998,
2.08773981194937, 1.72866458228031, 15.4661929613915, 6.65558975207775,
4.93749999768723, 2.67882320087937, 1.9743669860045, 1.53311657278613,
1.23512352938459, 1.02269175869889, 10.5222086498002, 4.52803765177731,
2.67882320087937, 2.82249999892943, 1.34323303930558, 1.04303447549065,
0.840299064993236, 0.695774072929495, 7.75515956827492, 3.33728931723443,
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0.619323713393434, 0.512804786392375, 6.02196235198601, 2.59143998896998,
1.53311657278613, 1.04303447549065, 0.768745333024312, 1.59693877514465,
0.480911327860278, 0.398198269214986, 4.85146891373646, 2.08773981194937,
1.23512352938459, 0.840299064993236, 0.619323713393434, 0.480911327860278,
1.38743622444076, 0.320800166404736, 4.01705348301015, 1.72866458228031,
1.02269175869889, 0.695774072929495, 0.512804786392375, 0.398198269214986,
0.320800166404736, 1.26562499909206), .Dim = c(8L, 8L)), structure(c(75.9999998148397,
32.2748611387149, 19.0940653485099, 12.9903810246956, 9.57427105393107,
7.43452140821745, 5.98946778346764, 4.95932527833625, 4.19435243809508,
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1.03740625112627, 0.764597175590399, 0.593717687599357, 1.47831632557016,
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0.396049587408857, 1.32793209702753, 0.277348774984669, 4.19435243809508,
1.80496190454075, 1.06782986327185, 0.726483152763092, 0.535438229829078,
0.415773374288155, 0.334959184833341, 0.277348774984669, 1.23456789891182
), .Dim = c(9L, 9L)), structure(c(91.7500063635929, 39.0525848127125,
23.1038207488272, 15.7183621808938, 11.5848688162142, 8.99577155695548,
7.24725654408169, 6.00078402238999, 5.07516681850665, 4.36549072927617,
39.0525848127125, 17.8055567339987, 9.94230144377437, 6.76410610625093,
4.9853337770217, 3.87116371404166, 3.1187226556579, 2.58232628698933,
2.18400406303342, 1.87860809916772, 23.1038207488272, 9.94230144377437,
6.8819448568996, 4.0016991385932, 2.94936323702418, 2.29021133857108,
1.84506120522325, 1.52772483398243, 1.29207422835195, 1.11139953958534,
15.7183621808938, 6.76410610625093, 4.0016991385932, 3.72250019090767,
2.00655813887029, 1.55811333899295, 1.25526165498353, 1.03936628120268,
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0.557285221716005, 0.432737791524058, 0.348626215287706, 0.288665181059883,
0.24413875638701, 1.21000008783516), .Dim = c(10L, 10L)), structure(c(108.999909639504,
46.4757612695227, 27.4954311650789, 18.7061330708465, 13.7869388165529,
10.7057018971028, 8.624826413336, 7.14142244340708, 6.03986247238459,
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1.94977643043087, 27.4954311650789, 11.8321496665714, 7.99999414330124,
4.76234837539283, 3.50998281825438, 2.72553829506146, 2.19577332749816,
1.81811716203164, 1.53767372037920, 1.32265610393122, 1.15350329216362,
18.7061330708465, 8.04983798392535, 4.76234837539283, 4.23999728918498,
2.38796785111126, 1.85428196164682, 1.49386375543597, 1.23693065102935,
1.04613486728985, 0.899850631130616, 0.784769875086638, 13.7869388165529,
5.93295382574333, 3.50998281825438, 2.38796785111126, 2.75999852746031,
1.36665722717996, 1.10101901437664, 0.911652191368105, 0.771030407757874,
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), .Dim = c(11L, 11L)), structure(c(127.750817320277, 54.5448671777347,
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ddst documentation built on May 2, 2019, 7:57 a.m.
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Defines functions `ddst.exp.test`
`ddst.exp.test` <-
function(x, base = ddst.base.legendre, c = 100, B=1000, compute.p = F, Dmax = 5, ...) {
# method.name = as.character(substitute(base))
# only Legendre is implemented yet
base = ddst.base.legendre
method.name = "ddst.base.legendre"
n = length(x)
if(n<5)
stop("length(x) should be at least 5")
er = mean(x)
maxN = max(min(Dmax, n-2, 20),1)
coord = numeric(maxN)
u = numeric(maxN)
for (j in 1:maxN) {
u[j] = ddst.phi(pexp(x,1/er), j, base)
coord[j] = t(u[1:j]) %*% MMexp[[j]] %*% u[1:j] * n
}
l = ddst.IIC(coord, n, c)
attr(l, "names") = "n. coord"
t = coord[l]
attr(t, "names") = "WT*"
result = list(statistic = t, parameter = l, method = "Data Driven Smooth Test for Expotentiality")
result$data.name = paste(paste(as.character(substitute(x)), collapse=""), ", base: ", method.name, ", c: ", c, sep="")
class(result) = "htest"
if (compute.p) {
tmp = numeric(B)
for (i in 1:B) {
y = rexp(length(x))
tmpC = ddst.exp.Nk(y, base, Dmax = Dmax, n=length(y))
l = ddst.IIC(tmpC, n, c)
tmp[i] = tmpC[l]
}
p.val = mean(tmp > t)
result$p.value = p.val
}
result
}
`MMexp` <-
list(structure(4, .Dim = c(1L, 1L)), structure(c(7.75, 2.90473750965556,
2.90473750965556, 2.25), .Dim = c(2L, 2L)), structure(c(13.0000000000001,
5.16397779494326, 3.05505046330393, 5.16397779494326, 3.22222222222224,
1.31468439624438, 3.05505046330393, 1.31468439624438, 1.77777777777779
), .Dim = c(3L, 3L)), structure(c(19.7499999999998, 8.06871530459869,
4.7735163489123, 3.24759526419154, 8.06871530459869, 4.47222222222218,
2.05419436913180, 1.39754248593732, 4.7735163489123, 2.05419436913180,
2.21527777777777, 0.826797284707661, 3.24759526419154, 1.39754248593732,
0.826797284707661, 1.56249999999997), .Dim = c(4L, 4L)), structure(c(28.0000000000111,
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