inst/unitTests/runit.TwoSampleTests.R

In fBasics: Rmetrics - Markets and Basic Statistics

# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA  02111-1307  USA

# Copyrights (C)
# for this R-port:
#   1999 - 2006, Diethelm Wuertz, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   info@rmetrics.org
#   www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
#   see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
#   see Rmetrics's copyright file


################################################################################
# FUNCTION:             DISTRIBUTIONAL TESTS:
#  ks2Test               Performs a two sample Kolmogorov-Smirnov test
# FUNCTION:             LOCATION TESTS:
#  locationTest          Performs locations tests on two samples
#  .tTest                Unpaired t test for differences in mean
#  .kw2Test              Kruskal-Wallis test for differences in locations
# FUNCTION:             VARIANCE TESTS:
#  varianceTest          Performs variance tests on two samples
#  .varfTest             F test for differences in variances
#  .bartlett2Test        Bartlett's test for differences in variances
#  .fligner2Test         Fligner-Killeen test for differences in variances
# FUNCTION:             SCALE TESTS:
#  scaleTest             Performs scale tests on two samples
#  .ansariTest           Ansari-Bradley test for differences in scale
#  .moodTest             Mood test for differences in scale
#  dansariw              Returns density of the Ansari W statistic
#  pansariw              Returns probabilities of the Ansari W statistic
#  qansariw              Returns quantiles of the Ansari W statistic
# FUNCTION:             CORRELATION TESTS:
#  correlationTest       Performs correlation tests on two samples
#  pearsonTest          Pearson product moment correlation coefficient
#  kendallTest          Kendall's tau correlation test
#  spearmanTest         Spearman's rho correlation test
################################################################################


test.distributionTest =
function()
{
    # Data:
    ## RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
    ## set.seed(4711, kind = "Marsaglia-Multicarry")
    set.seed(4711)
    X = rnorm(100)
    Y = rt(50, df = 3)

    # Two Sample Kolmogorov-Smirnov Test:
    TEST = ks2Test(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.locationTests =
function()
{
    # Data:
    ## RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
    ## set.seed(4711, kind = "Marsaglia-Multicarry")
    set.seed(4711)
    X = rnorm(100)
    Y = rt(50, df = 3)

    # Location t-Test:
    TEST = fBasics:::.tTest(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Location kw2-Test:
    TEST = fBasics:::.kw2Test(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.varianceTests =
function()
{
    # Data:
    ## RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
    ## set.seed(4711, kind = "Marsaglia-Multicarry")
    set.seed(4711)
    X = rnorm(100)
    Y = rt(50, df = 3)

    # Variance F-Test:
    TEST = fBasics:::.varfTest(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Variance Bartlett-Test:
    TEST = fBasics:::.bartlett2Test(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Variance Fligner-Test:
    TEST = fBasics:::.fligner2Test(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.scaleTests =
function()
{
    # Data:
    ## RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
    ## set.seed(4711, kind = "Marsaglia-Multicarry")
    set.seed(4711)
    X = rnorm(100)
    Y = rt(50, df = 3)

    # Scale Ansari-Test:
    TEST = fBasics:::.ansariTest(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Scale Mood-Test:
    TEST = fBasics:::.moodTest(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.correlationTests =
function()
{
    # Data:
    ## RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
    ## set.seed(4711, kind = "Marsaglia-Multicarry")
    set.seed(4711)
    X = rnorm(100)
    Y = rt(100, df = 3)

    # Correlation Pearson-Test:
    TEST = pearsonTest(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Correlation Kendall-Test:
    TEST = kendallTest(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Correlation Spearman-Test:
    TEST = spearmanTest(X, Y)
    print(TEST)
    checkIdentical(as.character(class(TEST)), "fHTEST")

    # Return Value:
    return()
}

################################################################################