Description Usage Arguments Details Value Author(s) References Examples
ksample.gauss
performs a k-sample test for equality
of covariance operators under the assumption that the
data arises from a Gaussian process.
1 | ksample.vstab(dat1, dat2, K = 5)
|
dat1 |
the first set of data with one entry per row |
dat2 |
the second set of data with one entry per row |
K |
the number of basis vectors to use, Default is 5. |
ksample.vstab
applies a similar method that has
been modified to stabilize the variance. See the reference
paper for more details on the mathematics of these methods.
These two methods use the Karhunen-Loeve expansion (eigen expansion for functional data) to represent the data in terms of K eigen-functions. Then a test statistic with asymptotic chi-squared distribution is computed in order to test for the equality of the covariance operators based on the two samples. If K is set to be 0, then the methods determine the number of eigen-functions to retain.
p-value testing whether or not the two samples have differing covariance operators.
Adam B Kashlak kashlak@ualberta.ca
Panaretos, Victor M., David Kraus, and John H. Maddocks. "Second-order comparison of Gaussian random functions and the geometry of DNA minicircles." Journal of the American Statistical Association 105.490 (2010): 670-682.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | # Load in phoneme data
library(fds)
# Set up test data
dat1 = t(aa$y)[1:20,];
dat2 = t(sh$y)[1:20,];
dat3 = t(aa$y)[21:40,];
# Compare two disimilar phonemes
# Resulting in a small p-value
ksample.gauss(dat1,dat2,K=5);
ksample.vstab(dat1,dat2,K=5);
# Compare two sets of the same phonemes
# Resulting in a large p-value
ksample.gauss(dat1,dat3,K=5);
ksample.vstab(dat1,dat3,K=5);
|
Loading required package: rainbow
Loading required package: MASS
Loading required package: pcaPP
Loading required package: RCurl
Loading required package: bitops
[1] 0.0002660378
[1] 1.1825e-08
[1] 0.5825128
[1] 0.4979127
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