WilcoxH: Tests of Zero Correlations Among P Variables

In mixPHM: Mixtures of Proportional Hazard Models

Description

This function computes Wilcox H-test and the Steiger-Hakstian-Test for testing H0: R = I.

Usage

WilcoxH(x, use = "pairwise.complete.obs")

Arguments

x	Data frame or matrix of dimension n*p with survival times (NA's allowed).
use	Treatment of NA's for the computation of the correlation matrix (see cor()). Either "all.obs", "complete.obs", or "pairwise.complete.obs"

Details

This test is robust against violations of normality. Since phmclust() assumes independence across pages, this test can be used to explore the appropriateness of the data.

Value

Returns an object of class "wilcoxh" with the following values:

Rmat	Correlation matrix
SH.res	Results for Steiger-Hakstian-Test
WH.res	Results for Wilcox H-test

References

Wilcox, R. (1997). Tests of independence and zero correlations among P variables. Biometrical Journal, 2, 183-193.

See Also

phmclust

Examples

data(webshop)
res <- WilcoxH(webshop)
res

mixPHM documentation built on May 2, 2019, 8:16 a.m.