permutation_test: Simple permutation test

In epiforecasts/scoringutils: Utilities for Scoring and Assessing Predictions

Simple permutation test

Description

The implementation of the permutation test follows the function permutationTest from the surveillance package by Michael Höhle, Andrea Riebler and Michaela Paul. The function compares two vectors of scores. It computes the mean of each vector independently and then takes either the difference or the ratio of the two. This observed difference or ratio is compared against the same test statistic based on permutations of the original data.

Used in get_pairwise_comparisons().

Usage

permutation_test(
  scores1,
  scores2,
  n_permutation = 999,
  one_sided = FALSE,
  comparison_mode = c("difference", "ratio")
)

Arguments

scores1	Vector of scores to compare against another vector of scores.
scores2	A second vector of scores to compare against the first
n_permutation	The number of replications to use for a permutation test. More replications yield more exact results, but require more computation.
one_sided	Whether or not to compute a one-sided test. Default is FALSE.
comparison_mode	How to compute the test statistic for the comparison of the two scores. Should be either "difference" or "ratio".

Value

p-value of the permutation test

epiforecasts/scoringutils documentation built on Sept. 16, 2024, 5:20 a.m.