CvM.stat: Cramer - von Mises statistics
In ignaciomsarmiento/RATest: Randomization Tests
Description
Usage
Arguments
Value
Author(s)
References
Description
Calculates the Cramer-von Mises test statistic
T(S_n)=\frac{1}{2q}∑_{i=1}^{2q}≤ft(H^-_n(S_{n,i})-H^+_n(S_{n,i})\right)^2
where H^-_n(\cdot) and H^+_n(\cdot) are the empirical CDFs of the the sample of baseline covariates close to the cutoff from the left and right, respectively. See equation (12) in Canay and Kamat (2017).
Usage
1
CvM.stat(Sn)
Arguments
Sn
Numeric. The pooled sample of induced order statistics. The first column of S can be viewed as an independent sample of W conditional on Z being close to zero from the left. Similarly, the second column of S can be viewed as an independent sample of W conditional on Z being close to the cutoff from the right. See section 3 in Canay and Kamat (2017).
Value
Returns the numeric value of the Cramer - von Mises test statistic.
Author(s)
Maurcio Olivares Gonzalez
Ignacio Sarmiento Barbieri
References
Canay, I and Kamat V, (2017) Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design. http://faculty.wcas.northwestern.edu/~iac879/wp/RDDPermutations.pdf
ignaciomsarmiento/RATest documentation built on May 18, 2019, 9:17 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Author(s) References
Description
Calculates the Cramer-von Mises test statistic
T(S_n)=\frac{1}{2q}∑_{i=1}^{2q}≤ft(H^-_n(S_{n,i})-H^+_n(S_{n,i})\right)^2
where H^-_n(\cdot) and H^+_n(\cdot) are the empirical CDFs of the the sample of baseline covariates close to the cutoff from the left and right, respectively. See equation (12) in Canay and Kamat (2017).
Usage
1 | CvM.stat(Sn)
|
Arguments
Sn |
Numeric. The pooled sample of induced order statistics. The first column of S can be viewed as an independent sample of W conditional on Z being close to zero from the left. Similarly, the second column of S can be viewed as an independent sample of W conditional on Z being close to the cutoff from the right. See section 3 in Canay and Kamat (2017). |
Value
Returns the numeric value of the Cramer - von Mises test statistic.
Author(s)
Maurcio Olivares Gonzalez
Ignacio Sarmiento Barbieri
References
Canay, I and Kamat V, (2017) Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design. http://faculty.wcas.northwestern.edu/~iac879/wp/RDDPermutations.pdf
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.