Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/equalityCorrelationsTestByRows.r
Tests whether the gth row of a correlation matrix is either non-zero or different to the same row of another correlation matrix. Allows for paired data.
1 2 |
D1 |
first population dataset in matrix n_1\times p form. |
D2 |
second population dataset in matrix n_2\times p form. If |
testStatistic |
test statistic used for the hypothesis testing: name that uniquely identifies |
nite |
number of iterations used to generate the permuted samples. |
paired |
if |
exact |
permuted samples method: if |
whichRows |
vector with the rows in the correlation matrix that are tested. If |
conf.level |
confidence level of the interval. |
... |
arguments passed to or from other methods to the low level. |
This test uses a sum of squares based test statistic as given by the adjusted squared correlation cor2mean.adj
as well as an extreme value based test statistic as given by max
.
Null distributions are approximated differently when testing equality of two correlation rows and testing if correlation rows are equal to zero.
In the first case, permuted samples are used to construct the confidence interval (see details in eqCorrMatTest
).
In the latter, they are found using Monte Carlo samples. For instance, n iid observations from a normal distribution N(0,1) are generated.
Then, the adjusted square (or absolute maximum) correlations between these montecarlo samples and the original data D1 are found.
An object of class eqCorTestByRows
containing the following components:
AStest |
average of squares test statistics. |
pvalAS |
average of squares test p-values. |
ciAS |
average of of squares test statistic confidence interval. |
Maxtest |
extreme value test statistics. |
pvalMax |
extreme value test p-values. |
ciMax |
extreme value test statistic confidence interval. |
Caballe, Adria <a.caballe@sms.ed.ac.uk>, Natalia Bochkina and Claus Mayer.
to come.
plot.eqCorTestByRows
for graphical representation.
eqCorrMatTest
for testing equality of two correlation matrices.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | #### data
EX2 <- pcorSimulatorJoint(nobs = 200, nclusters = 3, nnodesxcluster = c(60,40,50),
pattern = "pow", diffType = "cluster", dataDepend = "diag",
pdiff = 0.5)
#### eq corr by rows
## not run
#test1 <- eqCorTestByRows(EX2$D1, EX2$D2, testStatistic = c("AS", "max"),
# nite = 200, paired = TRUE, exact = TRUE,
# whichRows = c(1:40), conf.level = 0.95)
#print(test1)
#### zero corr by rows
#test2 <- eqCorTestByRows(EX2$D1, testStatistic = c("AS", "max"), nite = 1000,
# conf.level = 0.95)
#print(test2)
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