#' @export
reliability.w <- function(var_1, var_2){ #Requires , irr
d <-data.frame(var_1, var_2)
d <- na.exclude(d)
d$lnv1 <- log(d$var_1)
d$lnv2 <- log(d$var_2)
d$delta <- (d$var_2-d$var_1)
d$pct_chg <- (d$var_2-d$var_1)/d$var_1
d$lndelta <- d$lnv1-d$lnv2
TE <- sd(d$delta)/sqrt(2)
CV <- 100*(exp((sd(d$lndelta)/sqrt(2))/100)-1)
CD <- mean(d$delta) / sd(d$delta)
ICC <- icc(d[,c(1,2)], model = "twoway", type = "agreement")$value
lm_resid <- resid(lm(var_1~var_2, data = d))
par(mfrow=c(1,3))
plot(d$var_1, d$var_2); abline(0, 1) #Residuals vs. fitted of lm(var1, var2)
#hist(lm_resid)
boxplot(d[,1:2])
stripchart(d[,1:2],vertical = TRUE, add = TRUE, method = "jitter")
hist(d$pct_chg)
par(mfrow=c(1,1))
cat("\nDifference in means:")
print(t.test(d$var_1, d$var_2, paired = TRUE))
cat("Cohens d:", prettyNum(CD), "\n")
cat("\nReliability:", "\n")
cat("\n Typical error: ", prettyNum(TE))
cat("\n Coefficient of Variability: ", prettyNum(CV))
cat("\n IntRAclass correlation coefficient: ", prettyNum(ICC))
cat("\n Pearson correlation coefficient (r, IntERclass correlation): ", prettyNum(cor(d$var_1, d$var_2)))
cat("\n Coefficient of Variability (r^2): ", prettyNum(cor(d$var_1, d$var_2)^2))
}
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