mddtest.perm: An MDD-based Test of Mean Independence by Permutation...

In estsyawo/bayesprdopt: Useful Functions and Algorithms

An MDD-based Test of Mean Independence by Permutation Bootstrap

Description

mddtest.boot tests the mean independence of U conditional on V using the wild bootstrap following Shao & Zhang 2014.

Usage

mddtest.perm(U, V, B = 199, PBmat = NULL, cl = NULL)

Arguments

U	univariate variable
V	possibly multivariate variable
B	number of wild bootstrap samples. Defaults to 199
PBmat	in case the n x B matrix of permuted ids is supplied by the user.
cl	an integer to indicate number of child-processes in pbapply::pbsapply(). used

Value

test statistic and p-value

Examples

set.seed(12); X = rnorm(200)
mddtest.perm(X,abs(X)); mddtest.perm(abs(X),X)

estsyawo/bayesprdopt documentation built on April 2, 2024, 2:18 p.m.