Description Usage Arguments Details Value Author(s) References See Also Examples
Performs robustified one-sample t-test on a vector of data.
1 2 |
x |
vector of quantiles. |
alternative |
a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less". You can specify just the initial letter. |
mu |
a number indicating the true value of the mean. |
test.stat |
a character string specifying the test statistic. |
conf.level |
confidence level of the interval. |
Based on the empirical distributions of the TA statistic (based on median and MAD) and the TB statistic (based on Hodges-Lehmann and Shamos), this function performs one-sample robustified t-test.
A list with class "htest" containing the following components:
statistic |
the value of the test statistic. |
parameter |
sample size (non-missing observations in the sample). |
p.value |
the p-value for the test. |
conf.int |
a confidence interval for the mean appropriate to the specified alternative hypothesis. |
estimate |
the specified hypothesized value of the median (TA) or the Hodges-Lehmann (TB). |
sample.size |
numeric scalar containing the number of non-missing observations in the sample used for the hypothesis test |
null.value |
the specified hypothesized value of the true mean. |
alternative |
a character string describing the alternative hypothesis. |
method |
a character string indicating which statistic (TA or TB) is used. |
data.name |
a character string giving the name(s) of the data. |
Chanseok Park and Min Wang
Park, C. and M. Wang (2018). Empirical distributions of the robustified t-test statistics. ArXiv e-prints, 1807.02215. https://arxiv.org/abs/1807.02215
Jeong, R., S. B. Son, H. J. Lee, and H. Kim (2018). On the robustification of the z-test statistic. Presented at KIIE Conference, Gyeongju, Korea. April 6, 2018.
Park, C. (2018). Note on the robustification of the Student t-test statistic using the median and the median absolute deviation. ArXiv e-prints, 1805.12256. https://arxiv.org/abs/1805.12256
t.test
for performing the Student t-test.
prop.test
for testing the proportion.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | # For robustified t-test (two-sided) using median and MAD (TA).
# test.stat="TA" (default)
x = rnorm(10)
rt.test(x)
# For robustified t-test (two-sided) using Hodges-Lehmann and Shamos (TB).
x = rnorm(10)
rt.test(x, test.stat="TB")
# 90% CI (two sides).
x = rnorm(10)
rt.test(x, conf.level=0.9)
# 90% CI (one side).
x = rnorm(10)
rt.test(x, alternative="less", conf.level=0.9)
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