test-locationTest: Two sample location tests

In fBasics: Rmetrics - Markets and Basic Statistics

Two sample location tests

Description

Tests if two series differ in their distributional location parameter.

Usage

locationTest(x, y, method = c("t", "kw2"), title = NULL,
    description = NULL)

Arguments

x, y	numeric vectors of data values.
method	a character string naming which test should be applied.
title	an optional title string, if not specified the input's data name is deparsed.
description	optional description string, or a vector of character strings.

Details

The method = "t" can be used to determine if the two sample means are equal for unpaired data sets. Two variants are used, assuming equal or unequal variances.

The method = "kw2" performs a Kruskal-Wallis rank sum test of the null hypothesis that the central tendencies or medians of two samples are the same. The alternative is that they differ. Note, that it is not assumed that the two samples are drawn from the same distribution. It is also worth to know that the test assumes that the variables under consideration have underlying continuous distributions.

Value

an object from class fHTEST

Note

Some of the test implementations are selected from R's ctest package.

Author(s)

R-core team for hypothesis tests implemented from R's package ctest.

References

Conover, W. J. (1971); Practical nonparametric statistics, New York: John Wiley & Sons.

Lehmann E.L. (1986); Testing Statistical Hypotheses, John Wiley and Sons, New York.

Examples

## rnorm - 
   # Generate Series:
   x = rnorm(50)
   y = rnorm(50)
  
## locationTest -
   locationTest(x, y, "t")
   locationTest(x, y, "kw2")

fBasics documentation built on Nov. 3, 2023, 5:10 p.m.