R/inference.R
In jbryer/DATA606: DATA606 Statistics and Probability for Data Analytics
Defines functions
inference
Documented in
inference
#' Inference function for OpenIntro labs
#'
#' @export
inference <- function(y, x = NULL,
est = c("mean", "median", "proportion"),
success = NULL, order = NULL,
conflevel = 0.95, siglevel = 0.05,
null = NULL,
alternative = c("less","greater","twosided"),
type = c("ci","ht"), method = c("theoretical","simulation"),
simdist = FALSE, nsim = 10000, seed = NULL,
sum_stats = TRUE, eda_plot = TRUE, inf_plot = TRUE, inf_lines = TRUE) {
# y: variable 1, can be numerical or categorical
# x: variable 2, categorical (optional)
# est: parameter to estimate, mean, median, or proportion
# success: which level of the categorical variable to call "success", i.e. do inference on
# order: when x is given, order of xs in which to subtract parameters
# nsim: number of simulations
# level: confidence level, value between 0 and 1
# set mirror
options(repos=structure(c(CRAN="http://cran.rstudio.com")))
# load packages, if needed
# lmPerm package is no longer available
# if (!("lmPerm" %in% names(installed.packages()[,"Package"]))) {install.packages("lmPerm")}
# suppressMessages(library(lmPerm, quietly = TRUE))
if (!("openintro" %in% names(installed.packages()[,"Package"]))) {install.packages("openintro")}
suppressMessages(library(openintro, quietly = TRUE))
if (!("BHH2" %in% names(installed.packages()[,"Package"]))) {install.packages("BHH2")}
suppressMessages(library(BHH2, quietly = TRUE))
# names for plot labels
y_name = deparse(substitute(y))
x_name = deparse(substitute(x))
# set seed
if(!is.null(seed)){set.seed(seed)}
# plotting settings
if(eda_plot == TRUE & inf_plot == TRUE) {par(mfrow=c(1,2), mar = c(4,2,0.5,0.5))}
if(any(c(inf_plot,eda_plot) == FALSE)) {par(mfrow=c(1,1), mar = c(4,2,0.5,0.5))}
# error: weird y
if (length(y) == 1) {stop("Sample size of y is 1.", call. = FALSE)}
# handling of NAs: drop NAs, and if x is given, use pairwise complete
if (is.null(x)) {if (sum(is.na(y)) > 0) {y = y[!is.na(y)]}}
if (!is.null(x)) {
if (sum(is.na(y)) > 0 | sum(is.na(x)) > 0) {
y.temp = y[!is.na(y) & !is.na(x)]
x.temp = x[!is.na(y) & !is.na(x)]
y = y.temp
x = x.temp
}
}
# error: y or x is character, make factor
if (is.character(y)) {y = as.factor(y)}
if (is.character(x)) {x = as.factor(x)}
# error: variables not of same length
if (!is.null(x)) {
if (length(y) != length(x)) {stop("The two variables must be of same length.", call. = FALSE)}
}
# set variable type for y: numerical or categorical
y_type = "categorical"
if (is.numeric(y)) {y_type = "numerical"}
# set variable type for x: categorical, numerical (unused), or only1var
if (!is.null(x)) {
x_type = "categorical"
if (is.numeric(x)) {x_type = "numerical"}
}
if (is.null(x)) {x_type = "only1var"}
# error: explanatory variable numerical, convert to categorical
if(x_type == "numerical"){
x = as.factor(x)
x_type = "categorical"
warning("Explanatory variable was numerical, it has been converted to categorical. In order to avoid this warning, first convert your explanatory variable to a categorical variable using the as.factor() function.", call. = FALSE)
}
# print variable types
if (x_type == "only1Var") {cat(paste("One", y_type, "variable", "\n"))}
if (x_type == "categorical") {cat(paste("Response variable: ", y_type, ", Explanatory variable: ", x_type, "\n", sep = ""))}
# set number of levels
x_levels = 0 # numerical variable
y_levels = 0 # numerical variable
if (x_type == "categorical") {x_levels = length(levels(x))}
if (y_type == "categorical") {y_levels = length(levels(y))}
# error: missing type, method, est
if (length(type) > 1) {stop("Missing type: ci (confidence interval) or ht (hypothesis test).", call. = FALSE)}
if (length(method) > 1) {stop("Missing method: theoretical or simulation.", call. = FALSE)}
if (length(est) > 1) {stop("Missing estimate: mean, median, or proportion.", call. = FALSE)}
# error: method isn't theoretical or simulation
method_list = c("theoretical", "simulation")
method = tolower(gsub("\\s","", method))
which_method = pmatch(method, method_list)
if(is.na(which_method)){stop("Method should be 'theoretical' or 'simulation'.", call. = FALSE)}
method = method_list[which_method]
# error: type isn't ci or ht
type_list = c("ci", "ht")
type = tolower(gsub("\\s","", type))
which_type = pmatch(type, type_list)
if(is.na(which_type)){stop("Type should be 'ci' or 'ht'.", call. = FALSE)}
type = type_list[which_type]
# error: alternative isn't less, greater, or twosided
if(type == "ht"){
alternative_list = c("less","greater","twosided","notequal")
alternative = tolower(gsub("\\s","", alternative))
which_alternative = pmatch(alternative, alternative_list)
if((length(which_alternative) == 1) & any(is.na(which_alternative))){
stop("Alternative should be 'less', 'greater' or 'twosided'.", call. = FALSE)
}
if(any(which_alternative == 4)) {which_alternative = 3}
alternative = alternative_list[which_alternative]
}
# error / warning: issues with null values
if (type == "ht" & x_type == "only1Var" & is.null(null)) {stop("Missing null value.", call. = FALSE)}
if (type == "ht" & (x_levels == 2 & y_levels <= 2) & is.null(null)) {
null = 0
warning("Missing null value, set to 0.", call. = FALSE)
}
if (type == "ht" & (x_levels > 2 | y_levels > 2) & !is.null(null)) {
if(y_type == "numerical"){
warning("Ignoring null value since it's undefined for ANOVA.", call. = FALSE)
}
if(y_type == "categorical"){
warning("Ignoring null value since it's undefined for chi-square test.", call. = FALSE)
}
}
# error / warning: issues with alternative
if (type == "ht" & length(alternative) > 1) {
if(x_levels <= 2 & y_levels <= 2) {stop("Missing alternative: less, greater, twosided.", call. = FALSE)}
if(x_levels > 2 | y_levels > 2) {
if(y_type == "numerical") {
alternative = "greater"
warning("Use alternative = 'greater' for ANOVA.", call. = FALSE)
}
if(y_type == "categorical") {
alternative = "greater"
warning("Use alternative = 'greater' for chi-square test.", call. = FALSE)
}
}
}
# error: categorical variables have more than two levels, but type is ci
if ((x_levels > 2 | y_levels > 2) & type == "ci") {
if(y_type == "numerical"){
stop("Categorical variable has more than 2 levels, confidence interval is undefined, use ANOVA to test for a difference between means.", call. = FALSE)
}
if(y_type == "categorical"){
stop("Categorical variable has more than 2 levels, confidence interval is not defined, use chi-square test of independence.", call. = FALSE)
}
}
if ((x_levels > 2 | y_levels > 2) & est == "median") {
if(y_type == "numerical"){
stop("This function cannot be used to compare medians across more than 2 xs, use est = 'mean' for ANOVA.", call. = FALSE)
}
}
# error: estimate isn't mean, median, or proportion
if (est %in% c("mean", "median", "proportion") == FALSE) {
stop("Estimate should be 'mean', 'median', or 'proportion'.", call. = FALSE)
}
# error: wrong estimate
if (y_type == "numerical" & est == "proportion") {
stop("Variable is numerical, sample statistic cannot be a proportion, choose either mean or median.", call. = FALSE)
}
if (y_type == "categorical" & (est == "mean" | est == "median")) {
stop("Variable is categorical, sample statistic cannot be a mean or a median, use proportion.", call. = FALSE)
}
# error: x variable has more than two levels, but alternative is not defined properly (chi-square and ANOVA)
if (x_type == "categorical" & x_levels > 2 & length(alternative) == 1) {
if(alternative != "greater"){stop("Use alternative = 'greater' for ANOVA or chi-square test.", call. = FALSE)}
}
# errors about success
if ((y_type == "categorical" & x_levels == 2 & y_levels == 2) | (y_type == "categorical" & is.null(x))) {
# error: success not provided for categorical variable for 1 or 2 proportion ci or ht
if (is.null(success)) {
y_level_names = levels(y)
stop(paste("Variable is categorical, specify which level to call success: ", y_level_names[1], " or ", y_level_names[2]), call. = FALSE)
}
# error: success provided is not a level of the categorical variable
if (success %in% levels(y) == FALSE) {
stop(paste(success,"is not a level of the success variable."), call. = FALSE)
}
}
# warning: success provided for numerical variable
if (y_type == "numerical" & !is.null(success)) {
warning("Ignoring success since y are numerical.\n", call. = FALSE)
}
# warning: confidence level greater than 1
if (conflevel > 1) {
conflevel = conflevel / 100
warning(paste("Confidence level converted to ", conflevel, ".", sep = ""), call. = FALSE)
}
# warning: significance level greater than 1
if (siglevel > 1) {
siglevel = siglevel / 100
warning(paste("Significance level converted to ", siglevel, ".", sep = ""), call. = FALSE)
}
# define sample size
n = length(y)
# define sign of hypothesis test, for one and two means, medians, and proportions
if (type == "ht") {
if (alternative == "less") {sign = "<"}
if (alternative == "greater") {sign = ">"}
if (alternative == "twosided") {sign = "!="}
}
# one variable
if (x_type == "only1var") {
# print what's going on
if(y_type == "numerical"){cat("Single", est, "\n")}
if(y_type == "categorical"){cat("Single", est, "-- success:", success, "\n")}
# set statistic: mean, median, or proportion
if (y_type == "numerical") {statistic = match.fun(est)}
if (y_type == "categorical") {statistic = function(x) {sum(x == success)/length(x)}}
actual = statistic(y)
cat("Summary statistics: ")
if(est == "mean"){
if(eda_plot == TRUE){hist(y, main = "", cex.main = 0.75, xlab = y_name, col = COL[3,4], ylab = "")}
cat(paste("mean =", round(actual,4), "; ","sd =", round(sd(y), 4), "; ", "n =", n), "\n")
}
if(est == "median"){
if(eda_plot == TRUE){
boxplot(y, main = "", main = "", xlab = y_name, col = COL[3,4], axes = FALSE)
axis(2)
}
cat(paste("median =", round(actual,4), "; ", "n =", n), "\n")
}
if(est == "proportion"){
if(eda_plot == TRUE){barplot(table(y), main = "", xlab = y_name, col = COL[3,4])}
cat(paste("p_hat =", round(actual,4), "; ", "n =", n), "\n")
}
# simulation
if (method == "simulation") {
sim = matrix(NA, nrow = n, ncol = nsim)
# bootstrap ci
if (type == "ci") {
for(i in 1:nsim) {sim[,i] = sample(y, n, replace = TRUE)}
if (y_type == "categorical") {
statistic = function(x) {
which_success = which(levels(y) == success)
sum(x == which_success)/length(x)
}
}
sim_dist = apply(sim, 2, statistic)
ci = quantile(sim_dist, c( (1 - conflevel)/2 , ((1 - conflevel)/2)+conflevel ))
if(inf_plot == TRUE){
#if(y_type == "categorical"){xlim = c(min(sim_dist)-sd(sim_dist), max(sim_dist)+sd(sim_dist))}
#if(y_type == "numerical"){xlim = c(min(sim_dist)*0.8, max(sim_dist)*1.2)}
xlim = c(min(sim_dist)-0.8*sd(sim_dist), max(sim_dist)+0.8*sd(sim_dist))
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, xlab = "Bootstrap distribution", main = "", ylab = "", xlim = xlim, col = COL[1,2])
if (inf_lines == TRUE) {
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.8 * max(counts), col=COL[4], lwd=2)
text(round(ci[i],4), max(counts), pos=1, col=COL[4], round(ci[i],4))
}
}
}
if (nsim <= 500) {
BHH2::dotPlot(sim_dist, xlim = xlim, pch=19, col=COL[1,2], cex = 0.8, axes = FALSE, xlab="Bootstrap distribution")
axis(1)
if(inf_lines == TRUE){
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.6, col=COL[4], lwd=2)
text(round(ci[i],4), 0.7, pos=1, col=COL[4], round(ci[i],4))
}
}
}
}
cat(c(conflevel*100, "% Bootstrap interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# randomization test
if (type == "ht") {
if (y_type == "numerical") {
for(i in 1:nsim) {sim[,i] = sample(y, n, replace = TRUE)}
sim_dist_temp = apply(sim, 2, statistic)
if (est == "mean") {
# hypotheses
cat(paste("H0: mu =", null, "\n"))
cat(paste("HA: mu", sign, null, "\n"))
sim_dist = sim_dist_temp - (mean(sim_dist_temp) - null)
}
if (est == "median") {
cat(paste("H0: median =", null, "\n"))
cat(paste("HA: median", sign, null, "\n"))
sim_dist = sim_dist_temp - (median(sim_dist_temp) - null)
}
}
if (y_type == "categorical") {
cat(paste("H0: p =", null, "\n"))
cat(paste("HA: p", sign, null, "\n"))
sim_dist = rbinom(nsim, n, prob = null) / n
}
smaller_tail = round(min(c(mean(sim_dist <= actual), mean(sim_dist >= actual))), 4)
if(inf_plot == TRUE){
#if(y_type == "categorical"){xlim = c(min(sim_dist)-sd(sim_dist), max(sim_dist)+sd(sim_dist))}
#if(y_type == "numerical"){xlim = c(min(sim_dist)*0.8, max(sim_dist)*1.2)}
xlim = c(min(sim_dist)-0.8*sd(sim_dist), max(sim_dist)+0.8*sd(sim_dist))
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, xlab = "Randomization distribution", main = "", ylab = "", xlim = xlim, col = COL[1,2])
}
if (nsim <= 500) {
BHH2::dotPlot(sim_dist, xlim = xlim, pch=19, col=COL[1,2], cex = 0.8, axes = FALSE, xlab="Randomization distribution")
axis(1)
}
}
#alternative = match.arg(alternative)
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(actual,actual), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(actual,actual), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)
if (actual >= null) {
temp = actual - null
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(null - temp,null - temp), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(null - temp,null - temp), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
if (actual < null) {
temp = null - actual
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(null + temp,null + temp), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(null + temp,null + temp), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
}
if (inf_lines == TRUE) {
if(nsim > 500) {text(x = actual, y = 1.2*max(counts), paste("observed\n", round(actual,4)), col=COL[4], cex = 0.8)}
if(nsim <= 500) {text(x = actual, y = 0.9, paste("observed\n", round(actual,4)), col=COL[4], cex = 0.8)}
}
}
}
# theoretical
if (method == "theoretical") {
# confidence interval
if (type == "ci") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)}
if (est == "mean") {
# calculate me and se
se = sd(y) / sqrt(n)
cat(paste("Standard error =", round(se, 4), "\n"))
if (n >= 30) {critvalue = qnorm( (1 - conflevel)/2 + conflevel )}
if (n < 30) {critvalue = qt( (1 - conflevel)/2 + conflevel , df = n - 1)}
}
}
if (y_type == "categorical") {
# check conditions
suc = round(n * actual, 2)
fail = round(n * (1 - actual), 2)
cat(paste("Check conditions: number of successes =", round(suc), ";", "number of failures =", round(fail)), "\n")
if (suc < 10 | fail < 10) {
stop("There aren't at least 10 successes and 10 failures, use simulation methods instead.", call. = FALSE)
}
# calculate me and se
se = sqrt(actual * (1-actual) / n)
cat(paste("Standard error =", round(se, 4), "\n"))
critvalue = qnorm( (1 - conflevel)/2 + conflevel )
}
me = critvalue * se
ci = c(actual - me , actual + me)
cat(c(conflevel*100, "% Confidence interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# hypothesis test
if (type == "ht") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)}
if (est == "mean") {
# hypotheses
cat(paste("H0: mu =", null, "\n"))
cat(paste("HA: mu", sign, null, "\n"))
# calculate test statistic and p-value component
se = sd(y) / sqrt(n)
cat("Standard error =", round(se,4), "\n")
teststat = (actual - null)/se
if (n >= 30) {
cat(paste("Test statistic: Z =", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
if (n < 30) {
cat(paste("Test statistic: T =", round(teststat, 3),"\n"))
cat(paste("Degrees of freedom: ", n - 1, "\n"))
smaller_tail = round(min(pt(teststat, df = n - 1), pt(teststat, df = n - 1, lower.tail = FALSE)), 4)
}
}
}
if (y_type == "categorical") {
if (null < 0 | null > 1) {
stop("Null value should be a proportion between 0 and 1.", call. = FALSE)
}
# hypotheses
cat(paste("H0: p =", null, "\n"))
cat(paste("HA: p", sign, null, "\n"))
# check conditions
exp_suc = round(n * null, 2)
exp_fail = round(n * (1 - null), 2)
cat(paste("Check conditions: number of expected successes =", round(exp_suc), ";", "number of expected failures =", round(exp_fail)), "\n")
if (exp_suc < 10 | exp_fail < 10) {
stop("There aren't at least 10 expected successes and 10 expected failures, use simulation methods instead.", call. = FALSE)
}
# calculate test statistic and p-value
se = sqrt(null * (1 - null) / n)
cat("Standard error =", round(se,4), "\n")
teststat = (actual - null)/se
cat(paste("Test statistic: Z = ", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
# alternative = less
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
normTail(L = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, 3), labels = c(NA, paste(round(actual,2)), paste(null), NA))
}
# alternative = greater
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if(inf_plot == TRUE){
normTail(U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, 0, teststat, 3), labels = c(NA, paste(null), paste(round(actual,2)), NA))
}
}
# alternative = twosided
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
if (inf_lot == TRUE){
if (actual < null) {
normTail(L = teststat, U = -1*teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, -1*teststat, 3), labels = c(NA, paste(round(actual,2)), paste(null), paste(round(null + (null - actual), 2)), NA))
}
if (actual > null) {
normTail(L = -1*teststat, U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, -1*teststat, 0, teststat, 3), labels = c(NA, paste(round(null - (actual - null), 2)), paste(null), paste(round(actual,2)), NA))
}
}
}
}
}
}
# two variables
if (x_type == "categorical") {
# print what's going on
if (y_type == "numerical") {
if (x_levels == 2) {cat("Difference between two ", est, "s", "\n", sep = "")}
if (x_levels > 3) {cat("ANOVA\n\n")}
}
if (y_type == "categorical") {
cat("Two categorical variables\n")
if (x_levels == 2 & y_levels == 2) {cat("Difference between two ", est, "s -- success: ", success, "\n", sep = "")}
if (x_levels > 2 | y_levels > 2) {cat("Chi-square test of independence\n")}
}
# x variable with 2 levels
if (x_levels == 2 & (y_type == "numerical" | (y_type == "categorical" & y_levels == 2))) {
# order
if (is.null(order)) {order = levels(x)}
if (length(order) == 1 & !is.na(order[1])) {
stop("Order cannot be of length 1, list the order in which two levels of the xing variable should be subtracted.", call. = FALSE)
}
if (length(order) == 2) {
if ( all(order %in% levels(x)) == FALSE) {
str = paste(order[which(!(order %in% levels(x)))], collapse=" ")
stop(paste(str,"is not a level of the explanatory variable.",sep = " "), call. = FALSE)
}
if ((sum(levels(x) == order) == 0) == TRUE) {
x = relevel(x, ref = levels(as.factor(x))[2])
}
if ((sum(levels(x) == order) == 0) == FALSE) {
x = x
}
}
# calculate sample sizes
n1 = sum(x==levels(as.factor(x))[1])
n2 = sum(x==levels(as.factor(x))[2])
# summary statistics and eda plots
cat("Summary statistics:\n")
if (est == "mean") {
for(i in 1:x_levels) {
cat("n_", names(by(y, x, length))[i], " = ", by(y, x, length)[i], ", ", sep="")
cat("mean_", names(by(y, x, mean))[i], " = ", round(by(y, x, mean)[i],4), ", ", sep="")
cat("sd_", names(by(y, x, sd))[i], " = ", round(by(y, x, sd)[i],4), "\n", sep="")
}
if(eda_plot == TRUE){boxplot(y ~ x, xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
}
if (est == "median") {
for(i in 1:x_levels) {
cat("n_", names(by(y, x, length))[i], " = ", by(y, x, length)[i], ", ", sep="")
cat("median_", names(by(y, x, median))[i], " = ", round(by(y, x, median)[i],4), ", ", sep="")
}
if(eda_plot == TRUE){boxplot(y ~ x, xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
}
if (est == "proportion") {
y_table = table(y, x)
print(addmargins(y_table))
if(eda_plot == TRUE){mosaicplot(table(x, y), xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
}
# set statistic: difference between means, medians, or proportions
if (y_type == "numerical") {
statistic <- function(y, x) {
if (est == "mean") {
stat = mean(y[x == levels(as.factor(x))[1]]) - mean(y[x == levels(as.factor(x))[2]])
}
if (est == "median") {
stat = median(y[x == levels(as.factor(x))[1]]) - median(y[x == levels(as.factor(x))[2]])
}
return(stat)
}
}
if (y_type == "categorical") {
statistic <- function(y, x) {
sum(y == success & x == levels(as.factor(x))[1])/n1 - sum(y == success & x == levels(as.factor(x))[2])/n2
}
}
# calculate and print actual
actual = statistic(y, x)
cat("Observed difference between ", est, "s (", levels(x)[1], "-", levels(x)[2] ,") = ", round(actual,4), "\n\n", sep = "")
# save label
label = paste("Difference in sample ", est, "s", ", ", levels(as.factor(x))[1],"-",levels(as.factor(x))[2], sep = "")
# simulation
if (method == "simulation") {
n = length(y)
sim = matrix(NA, nrow = n, ncol = nsim)
# bootstrap ci
if (type == "ci") {
if (y_type == "numerical") {statistic = match.fun(est)}
if (y_type == "categorical") {
statistic = function(x) {
which_success = which(levels(y) == success)
sum(x == which_success)/length(x)
}
}
sim1 = matrix(NA, nrow = n1, ncol = nsim)
sim2 = matrix(NA, nrow = n2, ncol = nsim)
for(i in 1:nsim) {sim1[,i] = sample(y[x == order[1]], n1, replace = TRUE)}
for(i in 1:nsim) {sim2[,i] = sample(y[x == order[2]], n2, replace = TRUE)}
sim_dist1 = apply(sim1, 2, statistic)
sim_dist2 = apply(sim2, 2, statistic)
sim_dist = sim_dist1 - sim_dist2
ci = quantile(sim_dist, c( (1 - conflevel)/2 , ((1 - conflevel)/2)+conflevel ))
counts = table(sim_dist)
if(inf_plot == TRUE){
#if(y_type == "categorical"){xlim = c(min(sim_dist)-sd(sim_dist), max(sim_dist)+sd(sim_dist))}
#if(y_type == "numerical"){xlim = c(min(sim_dist)*0.8, max(sim_dist)*1.2)}
xlim = c(min(sim_dist)-0.8*sd(sim_dist), max(sim_dist)+0.8*sd(sim_dist))
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, xlab = "Bootstrap distribution", main = "", ylab = "", xlim = xlim, col = COL[1,2])
if (inf_lines == TRUE) {
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.8 * max(counts), col=COL[4], lwd=2)
text(round(ci[i],4), max(counts), pos=1, col=COL[4], round(ci[i],4))
}
}
}
if (nsim <= 500) {
BHH2::dotPlot(sim_dist, xlim = xlim, pch=19, col=COL[1,2], cex = 0.8, axes = FALSE, xlab="Bootstrap distribution")
axis(1)
if(inf_lines == TRUE){
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.6, col=COL[4], lwd=2)
text(round(ci[i],4), 0.7, pos=1, col=COL[4], round(ci[i],4))
}
}
}
}
cat(c(conflevel*100, "% Bootstrap interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# randomization test
if (type == "ht") {
# hypotheses
if (est == "mean") {
mu1 = paste("mu_", order[1], sep = "")
mu2 = paste("mu_", order[2], sep = "")
cat(paste("H0:", mu1 , "-", mu2, "=", null, "\n"))
cat(paste("HA:", mu1 , "-", mu2, sign, null, "\n"))
}
if (est == "median") {
med1 = paste("median_", order[1], sep = "")
med2 = paste("median_", order[2], sep = "")
cat(paste("H0:", med1 , "-", med2, "=", null, "\n"))
cat(paste("HA:", med1 , "-", med2, sign, null, "\n"))
}
if (est == "proportion") {
p1 = paste("p_", order[1], sep = "")
p2 = paste("p_", order[2], sep = "")
cat(paste("H0:", p1 , "-", p2, "=", null, "\n"))
cat(paste("HA:", p1 , "-", p2, sign, null, "\n"))
}
for(i in 1:nsim) {sim[,i] = sample(x, n, replace = FALSE)}
sim_dist = apply(sim, 2, statistic, y = y)
smaller_tail = round(min(c(mean(sim_dist <= actual), mean(sim_dist >= actual))), 4)
xmin = min(c(-1.1*abs(actual), sim_dist))
xmax = max(c(1.1*actual, sim_dist))
if (inf_plot == TRUE){
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, main = "Randomization distribution", xlab = "", ylim = c(0, 1.3 * max(counts)), xlim = c(xmin,xmax), cex.main = 0.75)
}
if (nsim <= 500) {
if (y_type == "numerical") {
counts = BHH2::dotPlot(sim_dist, main = "Randomization distribution", xlab = "", pch = 20, cex = 0.8, xlim = c(xmin,xmax), cex.main = 0.75)$y
}
if (y_type == "categorical") {
counts = table(sim_dist)
plot(sim_dist, type = "n", ylim = c(0,max(counts)*1.3), axes = FALSE, xlim = c(0.9*min(sim_dist),1.1*max(sim_dist)), main = "Randomization distribution", xlab = "", ylab = "", cex.main = 0.75)
axis(1)
axis(2)
for(i in 1:length(sim_dist)) {
x <- sim_dist[i]
rec <- sum(sim_dist == x)
points(rep(x, rec), 1:rec, pch=20, cex=0.8)
}
}
}
}
#alternative = match.arg(alternative)
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (inf_lines == TRUE) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col="#569BBD", lwd=2)}
}
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (inf_lines == TRUE) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col="#569BBD", lwd=2)}
}
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
if (inf_lines == TRUE) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col="#569BBD", lwd=2)}
if (actual >= null) {
temp = actual - null
if (inf_lines == TRUE) {lines(x = c(null - temp,null - temp), y = c(0,1.1*max(counts)), col = COL[1,2], lwd=2)}
}
if (actual < null) {
temp = null - actual
if (inf_lines == TRUE) {lines(x = c(null + temp,null + temp), y = c(0,1.1*max(counts)), col = COL[1,2], lwd=2)}
}
}
if (inf_lines == TRUE) {text(x = actual, y = 1.25*max(counts), paste("observed\n", round(actual,4)), col = COL[1,2], cex = 0.8)}
}
}
# theoretical
if (method == "theoretical") {
# confidence interval
if (type == "ci") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)
}
if (est == "mean") {
# calculate se and critvalue
s1 = sd(y[x == levels(x)[1]])
s2 = sd(y[x == levels(x)[2]])
se = sqrt(s1^2/n1 + s2^2/n2)
cat("Standard error =", round(se,4), "\n")
if (n1 >= 30 & n2 >= 30) {critvalue = qnorm( (1 - conflevel)/2 + conflevel )}
if (n1 < 30 | n2 < 30) {critvalue = qt( (1 - conflevel)/2 + conflevel , df = min(n1 - 1, n2 - 1))}
}
}
if (y_type == "categorical") {
# check conditions
cat("Check conditions:\n")
suc1 = sum(y[x == levels(x)[1]] == success)
fail1 = sum(y[x == levels(x)[1]] != success)
cat(paste(" ", levels(x)[1], ": number of successes =", round(suc1), ";", "number of failures =", round(fail1)), "\n")
suc2 = sum(y[x == levels(x)[2]] == success)
fail2 = sum(y[x == levels(x)[2]] != success)
cat(paste(" ", levels(x)[2], ": number of successes =", round(suc2), ";", "number of failures =", round(fail2)), "\n")
if (suc1 < 10 | fail1 < 10 | suc2 < 10 | fail2 < 10) {
stop("There aren't at least 10 successes and 10 failures, use simulation methods instead.", call. = FALSE)
}
# calculate se and critvalue
p1 = suc1 / n1
p2 = suc2 / n2
se = sqrt(p1 * (1-p1)/n1 + p2 * (1-p2)/n2)
cat("Standard error =", round(se,4), "\n")
critvalue = qnorm( (1 - conflevel)/2 + conflevel )
}
# calculate ci
me = critvalue * se
ci = c(actual - me , actual + me)
cat(c(conflevel*100, "% Confidence interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# hypothesis test
if (type == "ht") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)
}
if (est == "mean") {
# hypotheses
mu1 = paste("mu_", order[1], sep = "")
mu2 = paste("mu_", order[2], sep = "")
cat(paste("H0:", mu1 , "-", mu2, "=", null, "\n"))
cat(paste("HA:", mu1 , "-", mu2, sign, null, "\n"))
# calculate test statistic and p-value component
s1 = sd(y[x == levels(x)[1]])
s2 = sd(y[x == levels(x)[2]])
se = sqrt(s1^2/n1 + s2^2/n2)
cat("Standard error =", round(se,3), "\n")
teststat = (actual - null)/se
if (n1 >= 30 & n2 >= 30) {
cat(paste("Test statistic: Z = ", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
if (n1 < 30 | n2 < 30) {
cat(paste("Test statistic: T = ", round(teststat, 3),"\n"))
cat(paste("Degrees of freedom: ", min(n1 - 1, n2 - 1), "\n"))
smaller_tail = round(min(pt(teststat, df = min(n1 - 1, n2 - 1)), pt(teststat, df = min(n1 - 1, n2 - 1), lower.tail = FALSE)), 4)
}
}
}
if (y_type == "categorical") {
if (null <= -1 | null >= 1) {
stop("Null value should be a proportion between 0 and 1.", call. = FALSE)
}
# hypotheses
p1 = paste("p_", order[1], sep = "")
p2 = paste("p_", order[2], sep = "")
cat(paste("H0:", p1 , "-", p2, "=", null, "\n"))
cat(paste("HA:", p1 , "-", p2, sign, null, "\n"))
# calculate p_pool
suc1 = sum(y[x == levels(x)[1]] == success)
fail1 = sum(y[x == levels(x)[1]] != success)
suc2 = sum(y[x == levels(x)[2]] == success)
fail2 = sum(y[x == levels(x)[2]] != success)
p_pool = (suc1 + suc2)/(n1 + n2)
cat(paste("Pooled proportion =", round(p_pool, 4), "\n"))
# check conditions
cat("Check conditions:\n")
exp_suc1 = n1 * p_pool
exp_fail1 = n1 * (1 - p_pool)
cat(paste(" ", levels(x)[1], ": number of expected successes =", round(exp_suc1), ";", "number of expected failures =", round(exp_fail1)), "\n")
exp_suc2 = n2 * p_pool
exp_fail2 = n2 * (1 - p_pool)
cat(paste(" ", levels(x)[2], ": number of expected successes =", round(exp_suc2), ";", "number of expected failures =", round(exp_fail2)), "\n")
if (exp_suc1 < 10 | exp_fail1 < 10 | exp_suc2 < 10 | exp_fail2 < 10) {
stop("There aren't at least 10 expected successes and 10 expected failures, use simulation methods instead.", call. = FALSE)
}
# calculate test statistic and p-value
se = sqrt( p_pool * (1 - p_pool) / n1 + p_pool * (1 - p_pool) / n2 )
cat("Standard error =", round(se,3), "\n")
teststat = (actual - null) / se
cat(paste("Test statistic: Z = ", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
# alternative = less
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (inf_plot == TRUE){
normTail(L = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, 3), labels = c(NA, paste(round(actual,2)), paste(null), NA))
}
}
# alternative = greater
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (inf_plot == TRUE){
normTail(U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, 0, teststat, 3), labels = c(NA, paste(null), paste(round(actual,2)), NA))
}
}
# alternative = twosided
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
if (inf_plot == TRUE){
if (actual < null) {
normTail(L = teststat, U = -1*teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, -1*teststat, 3), labels = c(NA, paste(round(actual,2)), paste(null), paste(round(null + (null - actual), 2)), NA))
}
if (actual > null) {
normTail(L = -1*teststat, U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, -1*teststat, 0, teststat, 3), labels = c(NA, paste(round(null - (actual - null), 2)), paste(null), paste(round(actual,2)), NA))
}
}
}
}
}
}
# x variable with >2 levels, ANOVA
if (x_levels > 2 & y_type == "numerical") {
# summary statistics
cat("Summary statistics:\n")
for(i in 1:x_levels) {
cat("n_", names(by(y, x, length))[i], " = ", by(y, x, length)[i], ", ", sep="")
cat("mean_", names(by(y, x, mean))[i], " = ", round(by(y, x, mean)[i],4), ", ", sep="")
cat("sd_", names(by(y, x, sd))[i], " = ", round(by(y, x, sd)[i],4), "\n", sep="")
}
cat("\n")
if(eda_plot == TRUE){boxplot(y ~ x, xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
# hypotheses
cat("H_0: All means are equal.\n")
cat("H_A: At least one mean is different.\n")
if(method == "theoretical"){
# anova output
anova_output = anova(lm(y~x))
print(anova_output, signif.stars=F)
# post-hoc pairwise tests, if ANOVA is significant
if (anova_output$"Pr(>F)"[1] < siglevel) {
cat("\nPairwise tests: ")
pairwise = pairwise.t.test(y, x, p.adj = "none")
cat(pairwise$method, "\n")
print(round(pairwise$p.value,4))
}
# plot
F = anova_output[["F value"]][1]
df_n = anova_output$Df[1]
df_d = anova_output$Df[2]
if(inf_plot == TRUE) {FTail(F,df_n,df_d, col = COL[1])}
}
if(method == "simulation"){
# anova output
# anova_output = anova(lmp(y~x))
# print(anova_output, signif.stars=F)
stop("The 'simulation' method is not available for ANOVA.", call. = FALSE)
}
}
# x variable with >2 levels, chi-square
if ((x_levels > 2 | y_levels > 2) & y_type == "categorical") {
# summary statistics
cat("\nSummary statistics:\n")
y_table = table(y, x)
print(addmargins(y_table))
mosaicplot(table(x, y), main = "", col = COL[3,4])
cat("\n")
# hypotheses
cat("H_0: Response and explanatory variable are independent.\n")
cat("H_A: Response and explanatory variable are dependent.\n")
if (method == "theoretical") {
chisquare_output = chisq.test(y_table, correct = FALSE)
# check conditions
cat("Check conditions: expected counts\n")
expected = round(chisquare_output$expected, 2)
print(expected)
if (any(expected < 5)) {
stop("Expected count for at least one cell is less than 5, use method = 'simulation'.", call. = FALSE)
}
# chi-square output
print(chisquare_output)
# plot
chi = chisquare_output$statistic
df = chisquare_output$parameter
if (inf_plot == TRUE){chiTail(chi,df)}
}
if(method == "simulation"){
# chi-square output
chisquare_output = chisq.test(y_table, correct = FALSE, simulate.p.value == TRUE)
print(chisquare_output)
}
}
}
# return simdist
if (simdist == TRUE) {return(sim_dist)}
# reset plotting window
par(mfrow = c(1,1), mar = c(5,4,4,2)+0.1)
}
jbryer/DATA606 documentation built on Feb. 17, 2024, 4:13 a.m.
R Package Documentation
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Defines functions inference
Documented in inference
#' Inference function for OpenIntro labs
#'
#' @export
inference <- function(y, x = NULL,
est = c("mean", "median", "proportion"),
success = NULL, order = NULL,
conflevel = 0.95, siglevel = 0.05,
null = NULL,
alternative = c("less","greater","twosided"),
type = c("ci","ht"), method = c("theoretical","simulation"),
simdist = FALSE, nsim = 10000, seed = NULL,
sum_stats = TRUE, eda_plot = TRUE, inf_plot = TRUE, inf_lines = TRUE) {
# y: variable 1, can be numerical or categorical
# x: variable 2, categorical (optional)
# est: parameter to estimate, mean, median, or proportion
# success: which level of the categorical variable to call "success", i.e. do inference on
# order: when x is given, order of xs in which to subtract parameters
# nsim: number of simulations
# level: confidence level, value between 0 and 1
# set mirror
options(repos=structure(c(CRAN="http://cran.rstudio.com")))
# load packages, if needed
# lmPerm package is no longer available
# if (!("lmPerm" %in% names(installed.packages()[,"Package"]))) {install.packages("lmPerm")}
# suppressMessages(library(lmPerm, quietly = TRUE))
if (!("openintro" %in% names(installed.packages()[,"Package"]))) {install.packages("openintro")}
suppressMessages(library(openintro, quietly = TRUE))
if (!("BHH2" %in% names(installed.packages()[,"Package"]))) {install.packages("BHH2")}
suppressMessages(library(BHH2, quietly = TRUE))
# names for plot labels
y_name = deparse(substitute(y))
x_name = deparse(substitute(x))
# set seed
if(!is.null(seed)){set.seed(seed)}
# plotting settings
if(eda_plot == TRUE & inf_plot == TRUE) {par(mfrow=c(1,2), mar = c(4,2,0.5,0.5))}
if(any(c(inf_plot,eda_plot) == FALSE)) {par(mfrow=c(1,1), mar = c(4,2,0.5,0.5))}
# error: weird y
if (length(y) == 1) {stop("Sample size of y is 1.", call. = FALSE)}
# handling of NAs: drop NAs, and if x is given, use pairwise complete
if (is.null(x)) {if (sum(is.na(y)) > 0) {y = y[!is.na(y)]}}
if (!is.null(x)) {
if (sum(is.na(y)) > 0 | sum(is.na(x)) > 0) {
y.temp = y[!is.na(y) & !is.na(x)]
x.temp = x[!is.na(y) & !is.na(x)]
y = y.temp
x = x.temp
}
}
# error: y or x is character, make factor
if (is.character(y)) {y = as.factor(y)}
if (is.character(x)) {x = as.factor(x)}
# error: variables not of same length
if (!is.null(x)) {
if (length(y) != length(x)) {stop("The two variables must be of same length.", call. = FALSE)}
}
# set variable type for y: numerical or categorical
y_type = "categorical"
if (is.numeric(y)) {y_type = "numerical"}
# set variable type for x: categorical, numerical (unused), or only1var
if (!is.null(x)) {
x_type = "categorical"
if (is.numeric(x)) {x_type = "numerical"}
}
if (is.null(x)) {x_type = "only1var"}
# error: explanatory variable numerical, convert to categorical
if(x_type == "numerical"){
x = as.factor(x)
x_type = "categorical"
warning("Explanatory variable was numerical, it has been converted to categorical. In order to avoid this warning, first convert your explanatory variable to a categorical variable using the as.factor() function.", call. = FALSE)
}
# print variable types
if (x_type == "only1Var") {cat(paste("One", y_type, "variable", "\n"))}
if (x_type == "categorical") {cat(paste("Response variable: ", y_type, ", Explanatory variable: ", x_type, "\n", sep = ""))}
# set number of levels
x_levels = 0 # numerical variable
y_levels = 0 # numerical variable
if (x_type == "categorical") {x_levels = length(levels(x))}
if (y_type == "categorical") {y_levels = length(levels(y))}
# error: missing type, method, est
if (length(type) > 1) {stop("Missing type: ci (confidence interval) or ht (hypothesis test).", call. = FALSE)}
if (length(method) > 1) {stop("Missing method: theoretical or simulation.", call. = FALSE)}
if (length(est) > 1) {stop("Missing estimate: mean, median, or proportion.", call. = FALSE)}
# error: method isn't theoretical or simulation
method_list = c("theoretical", "simulation")
method = tolower(gsub("\\s","", method))
which_method = pmatch(method, method_list)
if(is.na(which_method)){stop("Method should be 'theoretical' or 'simulation'.", call. = FALSE)}
method = method_list[which_method]
# error: type isn't ci or ht
type_list = c("ci", "ht")
type = tolower(gsub("\\s","", type))
which_type = pmatch(type, type_list)
if(is.na(which_type)){stop("Type should be 'ci' or 'ht'.", call. = FALSE)}
type = type_list[which_type]
# error: alternative isn't less, greater, or twosided
if(type == "ht"){
alternative_list = c("less","greater","twosided","notequal")
alternative = tolower(gsub("\\s","", alternative))
which_alternative = pmatch(alternative, alternative_list)
if((length(which_alternative) == 1) & any(is.na(which_alternative))){
stop("Alternative should be 'less', 'greater' or 'twosided'.", call. = FALSE)
}
if(any(which_alternative == 4)) {which_alternative = 3}
alternative = alternative_list[which_alternative]
}
# error / warning: issues with null values
if (type == "ht" & x_type == "only1Var" & is.null(null)) {stop("Missing null value.", call. = FALSE)}
if (type == "ht" & (x_levels == 2 & y_levels <= 2) & is.null(null)) {
null = 0
warning("Missing null value, set to 0.", call. = FALSE)
}
if (type == "ht" & (x_levels > 2 | y_levels > 2) & !is.null(null)) {
if(y_type == "numerical"){
warning("Ignoring null value since it's undefined for ANOVA.", call. = FALSE)
}
if(y_type == "categorical"){
warning("Ignoring null value since it's undefined for chi-square test.", call. = FALSE)
}
}
# error / warning: issues with alternative
if (type == "ht" & length(alternative) > 1) {
if(x_levels <= 2 & y_levels <= 2) {stop("Missing alternative: less, greater, twosided.", call. = FALSE)}
if(x_levels > 2 | y_levels > 2) {
if(y_type == "numerical") {
alternative = "greater"
warning("Use alternative = 'greater' for ANOVA.", call. = FALSE)
}
if(y_type == "categorical") {
alternative = "greater"
warning("Use alternative = 'greater' for chi-square test.", call. = FALSE)
}
}
}
# error: categorical variables have more than two levels, but type is ci
if ((x_levels > 2 | y_levels > 2) & type == "ci") {
if(y_type == "numerical"){
stop("Categorical variable has more than 2 levels, confidence interval is undefined, use ANOVA to test for a difference between means.", call. = FALSE)
}
if(y_type == "categorical"){
stop("Categorical variable has more than 2 levels, confidence interval is not defined, use chi-square test of independence.", call. = FALSE)
}
}
if ((x_levels > 2 | y_levels > 2) & est == "median") {
if(y_type == "numerical"){
stop("This function cannot be used to compare medians across more than 2 xs, use est = 'mean' for ANOVA.", call. = FALSE)
}
}
# error: estimate isn't mean, median, or proportion
if (est %in% c("mean", "median", "proportion") == FALSE) {
stop("Estimate should be 'mean', 'median', or 'proportion'.", call. = FALSE)
}
# error: wrong estimate
if (y_type == "numerical" & est == "proportion") {
stop("Variable is numerical, sample statistic cannot be a proportion, choose either mean or median.", call. = FALSE)
}
if (y_type == "categorical" & (est == "mean" | est == "median")) {
stop("Variable is categorical, sample statistic cannot be a mean or a median, use proportion.", call. = FALSE)
}
# error: x variable has more than two levels, but alternative is not defined properly (chi-square and ANOVA)
if (x_type == "categorical" & x_levels > 2 & length(alternative) == 1) {
if(alternative != "greater"){stop("Use alternative = 'greater' for ANOVA or chi-square test.", call. = FALSE)}
}
# errors about success
if ((y_type == "categorical" & x_levels == 2 & y_levels == 2) | (y_type == "categorical" & is.null(x))) {
# error: success not provided for categorical variable for 1 or 2 proportion ci or ht
if (is.null(success)) {
y_level_names = levels(y)
stop(paste("Variable is categorical, specify which level to call success: ", y_level_names[1], " or ", y_level_names[2]), call. = FALSE)
}
# error: success provided is not a level of the categorical variable
if (success %in% levels(y) == FALSE) {
stop(paste(success,"is not a level of the success variable."), call. = FALSE)
}
}
# warning: success provided for numerical variable
if (y_type == "numerical" & !is.null(success)) {
warning("Ignoring success since y are numerical.\n", call. = FALSE)
}
# warning: confidence level greater than 1
if (conflevel > 1) {
conflevel = conflevel / 100
warning(paste("Confidence level converted to ", conflevel, ".", sep = ""), call. = FALSE)
}
# warning: significance level greater than 1
if (siglevel > 1) {
siglevel = siglevel / 100
warning(paste("Significance level converted to ", siglevel, ".", sep = ""), call. = FALSE)
}
# define sample size
n = length(y)
# define sign of hypothesis test, for one and two means, medians, and proportions
if (type == "ht") {
if (alternative == "less") {sign = "<"}
if (alternative == "greater") {sign = ">"}
if (alternative == "twosided") {sign = "!="}
}
# one variable
if (x_type == "only1var") {
# print what's going on
if(y_type == "numerical"){cat("Single", est, "\n")}
if(y_type == "categorical"){cat("Single", est, "-- success:", success, "\n")}
# set statistic: mean, median, or proportion
if (y_type == "numerical") {statistic = match.fun(est)}
if (y_type == "categorical") {statistic = function(x) {sum(x == success)/length(x)}}
actual = statistic(y)
cat("Summary statistics: ")
if(est == "mean"){
if(eda_plot == TRUE){hist(y, main = "", cex.main = 0.75, xlab = y_name, col = COL[3,4], ylab = "")}
cat(paste("mean =", round(actual,4), "; ","sd =", round(sd(y), 4), "; ", "n =", n), "\n")
}
if(est == "median"){
if(eda_plot == TRUE){
boxplot(y, main = "", main = "", xlab = y_name, col = COL[3,4], axes = FALSE)
axis(2)
}
cat(paste("median =", round(actual,4), "; ", "n =", n), "\n")
}
if(est == "proportion"){
if(eda_plot == TRUE){barplot(table(y), main = "", xlab = y_name, col = COL[3,4])}
cat(paste("p_hat =", round(actual,4), "; ", "n =", n), "\n")
}
# simulation
if (method == "simulation") {
sim = matrix(NA, nrow = n, ncol = nsim)
# bootstrap ci
if (type == "ci") {
for(i in 1:nsim) {sim[,i] = sample(y, n, replace = TRUE)}
if (y_type == "categorical") {
statistic = function(x) {
which_success = which(levels(y) == success)
sum(x == which_success)/length(x)
}
}
sim_dist = apply(sim, 2, statistic)
ci = quantile(sim_dist, c( (1 - conflevel)/2 , ((1 - conflevel)/2)+conflevel ))
if(inf_plot == TRUE){
#if(y_type == "categorical"){xlim = c(min(sim_dist)-sd(sim_dist), max(sim_dist)+sd(sim_dist))}
#if(y_type == "numerical"){xlim = c(min(sim_dist)*0.8, max(sim_dist)*1.2)}
xlim = c(min(sim_dist)-0.8*sd(sim_dist), max(sim_dist)+0.8*sd(sim_dist))
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, xlab = "Bootstrap distribution", main = "", ylab = "", xlim = xlim, col = COL[1,2])
if (inf_lines == TRUE) {
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.8 * max(counts), col=COL[4], lwd=2)
text(round(ci[i],4), max(counts), pos=1, col=COL[4], round(ci[i],4))
}
}
}
if (nsim <= 500) {
BHH2::dotPlot(sim_dist, xlim = xlim, pch=19, col=COL[1,2], cex = 0.8, axes = FALSE, xlab="Bootstrap distribution")
axis(1)
if(inf_lines == TRUE){
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.6, col=COL[4], lwd=2)
text(round(ci[i],4), 0.7, pos=1, col=COL[4], round(ci[i],4))
}
}
}
}
cat(c(conflevel*100, "% Bootstrap interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# randomization test
if (type == "ht") {
if (y_type == "numerical") {
for(i in 1:nsim) {sim[,i] = sample(y, n, replace = TRUE)}
sim_dist_temp = apply(sim, 2, statistic)
if (est == "mean") {
# hypotheses
cat(paste("H0: mu =", null, "\n"))
cat(paste("HA: mu", sign, null, "\n"))
sim_dist = sim_dist_temp - (mean(sim_dist_temp) - null)
}
if (est == "median") {
cat(paste("H0: median =", null, "\n"))
cat(paste("HA: median", sign, null, "\n"))
sim_dist = sim_dist_temp - (median(sim_dist_temp) - null)
}
}
if (y_type == "categorical") {
cat(paste("H0: p =", null, "\n"))
cat(paste("HA: p", sign, null, "\n"))
sim_dist = rbinom(nsim, n, prob = null) / n
}
smaller_tail = round(min(c(mean(sim_dist <= actual), mean(sim_dist >= actual))), 4)
if(inf_plot == TRUE){
#if(y_type == "categorical"){xlim = c(min(sim_dist)-sd(sim_dist), max(sim_dist)+sd(sim_dist))}
#if(y_type == "numerical"){xlim = c(min(sim_dist)*0.8, max(sim_dist)*1.2)}
xlim = c(min(sim_dist)-0.8*sd(sim_dist), max(sim_dist)+0.8*sd(sim_dist))
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, xlab = "Randomization distribution", main = "", ylab = "", xlim = xlim, col = COL[1,2])
}
if (nsim <= 500) {
BHH2::dotPlot(sim_dist, xlim = xlim, pch=19, col=COL[1,2], cex = 0.8, axes = FALSE, xlab="Randomization distribution")
axis(1)
}
}
#alternative = match.arg(alternative)
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(actual,actual), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(actual,actual), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)
if (actual >= null) {
temp = actual - null
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(null - temp,null - temp), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(null - temp,null - temp), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
if (actual < null) {
temp = null - actual
if (inf_lines == TRUE) {
if(nsim > 500) {lines(x = c(null + temp,null + temp), y = c(0,1.1*max(counts)), col=COL[4], lwd=2)}
if(nsim <= 500) {lines(x = c(null + temp,null + temp), y = c(0,0.8), col=COL[4], lwd=2)}
}
}
}
if (inf_lines == TRUE) {
if(nsim > 500) {text(x = actual, y = 1.2*max(counts), paste("observed\n", round(actual,4)), col=COL[4], cex = 0.8)}
if(nsim <= 500) {text(x = actual, y = 0.9, paste("observed\n", round(actual,4)), col=COL[4], cex = 0.8)}
}
}
}
# theoretical
if (method == "theoretical") {
# confidence interval
if (type == "ci") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)}
if (est == "mean") {
# calculate me and se
se = sd(y) / sqrt(n)
cat(paste("Standard error =", round(se, 4), "\n"))
if (n >= 30) {critvalue = qnorm( (1 - conflevel)/2 + conflevel )}
if (n < 30) {critvalue = qt( (1 - conflevel)/2 + conflevel , df = n - 1)}
}
}
if (y_type == "categorical") {
# check conditions
suc = round(n * actual, 2)
fail = round(n * (1 - actual), 2)
cat(paste("Check conditions: number of successes =", round(suc), ";", "number of failures =", round(fail)), "\n")
if (suc < 10 | fail < 10) {
stop("There aren't at least 10 successes and 10 failures, use simulation methods instead.", call. = FALSE)
}
# calculate me and se
se = sqrt(actual * (1-actual) / n)
cat(paste("Standard error =", round(se, 4), "\n"))
critvalue = qnorm( (1 - conflevel)/2 + conflevel )
}
me = critvalue * se
ci = c(actual - me , actual + me)
cat(c(conflevel*100, "% Confidence interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# hypothesis test
if (type == "ht") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)}
if (est == "mean") {
# hypotheses
cat(paste("H0: mu =", null, "\n"))
cat(paste("HA: mu", sign, null, "\n"))
# calculate test statistic and p-value component
se = sd(y) / sqrt(n)
cat("Standard error =", round(se,4), "\n")
teststat = (actual - null)/se
if (n >= 30) {
cat(paste("Test statistic: Z =", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
if (n < 30) {
cat(paste("Test statistic: T =", round(teststat, 3),"\n"))
cat(paste("Degrees of freedom: ", n - 1, "\n"))
smaller_tail = round(min(pt(teststat, df = n - 1), pt(teststat, df = n - 1, lower.tail = FALSE)), 4)
}
}
}
if (y_type == "categorical") {
if (null < 0 | null > 1) {
stop("Null value should be a proportion between 0 and 1.", call. = FALSE)
}
# hypotheses
cat(paste("H0: p =", null, "\n"))
cat(paste("HA: p", sign, null, "\n"))
# check conditions
exp_suc = round(n * null, 2)
exp_fail = round(n * (1 - null), 2)
cat(paste("Check conditions: number of expected successes =", round(exp_suc), ";", "number of expected failures =", round(exp_fail)), "\n")
if (exp_suc < 10 | exp_fail < 10) {
stop("There aren't at least 10 expected successes and 10 expected failures, use simulation methods instead.", call. = FALSE)
}
# calculate test statistic and p-value
se = sqrt(null * (1 - null) / n)
cat("Standard error =", round(se,4), "\n")
teststat = (actual - null)/se
cat(paste("Test statistic: Z = ", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
# alternative = less
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
normTail(L = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, 3), labels = c(NA, paste(round(actual,2)), paste(null), NA))
}
# alternative = greater
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if(inf_plot == TRUE){
normTail(U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, 0, teststat, 3), labels = c(NA, paste(null), paste(round(actual,2)), NA))
}
}
# alternative = twosided
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
if (inf_lot == TRUE){
if (actual < null) {
normTail(L = teststat, U = -1*teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, -1*teststat, 3), labels = c(NA, paste(round(actual,2)), paste(null), paste(round(null + (null - actual), 2)), NA))
}
if (actual > null) {
normTail(L = -1*teststat, U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, -1*teststat, 0, teststat, 3), labels = c(NA, paste(round(null - (actual - null), 2)), paste(null), paste(round(actual,2)), NA))
}
}
}
}
}
}
# two variables
if (x_type == "categorical") {
# print what's going on
if (y_type == "numerical") {
if (x_levels == 2) {cat("Difference between two ", est, "s", "\n", sep = "")}
if (x_levels > 3) {cat("ANOVA\n\n")}
}
if (y_type == "categorical") {
cat("Two categorical variables\n")
if (x_levels == 2 & y_levels == 2) {cat("Difference between two ", est, "s -- success: ", success, "\n", sep = "")}
if (x_levels > 2 | y_levels > 2) {cat("Chi-square test of independence\n")}
}
# x variable with 2 levels
if (x_levels == 2 & (y_type == "numerical" | (y_type == "categorical" & y_levels == 2))) {
# order
if (is.null(order)) {order = levels(x)}
if (length(order) == 1 & !is.na(order[1])) {
stop("Order cannot be of length 1, list the order in which two levels of the xing variable should be subtracted.", call. = FALSE)
}
if (length(order) == 2) {
if ( all(order %in% levels(x)) == FALSE) {
str = paste(order[which(!(order %in% levels(x)))], collapse=" ")
stop(paste(str,"is not a level of the explanatory variable.",sep = " "), call. = FALSE)
}
if ((sum(levels(x) == order) == 0) == TRUE) {
x = relevel(x, ref = levels(as.factor(x))[2])
}
if ((sum(levels(x) == order) == 0) == FALSE) {
x = x
}
}
# calculate sample sizes
n1 = sum(x==levels(as.factor(x))[1])
n2 = sum(x==levels(as.factor(x))[2])
# summary statistics and eda plots
cat("Summary statistics:\n")
if (est == "mean") {
for(i in 1:x_levels) {
cat("n_", names(by(y, x, length))[i], " = ", by(y, x, length)[i], ", ", sep="")
cat("mean_", names(by(y, x, mean))[i], " = ", round(by(y, x, mean)[i],4), ", ", sep="")
cat("sd_", names(by(y, x, sd))[i], " = ", round(by(y, x, sd)[i],4), "\n", sep="")
}
if(eda_plot == TRUE){boxplot(y ~ x, xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
}
if (est == "median") {
for(i in 1:x_levels) {
cat("n_", names(by(y, x, length))[i], " = ", by(y, x, length)[i], ", ", sep="")
cat("median_", names(by(y, x, median))[i], " = ", round(by(y, x, median)[i],4), ", ", sep="")
}
if(eda_plot == TRUE){boxplot(y ~ x, xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
}
if (est == "proportion") {
y_table = table(y, x)
print(addmargins(y_table))
if(eda_plot == TRUE){mosaicplot(table(x, y), xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
}
# set statistic: difference between means, medians, or proportions
if (y_type == "numerical") {
statistic <- function(y, x) {
if (est == "mean") {
stat = mean(y[x == levels(as.factor(x))[1]]) - mean(y[x == levels(as.factor(x))[2]])
}
if (est == "median") {
stat = median(y[x == levels(as.factor(x))[1]]) - median(y[x == levels(as.factor(x))[2]])
}
return(stat)
}
}
if (y_type == "categorical") {
statistic <- function(y, x) {
sum(y == success & x == levels(as.factor(x))[1])/n1 - sum(y == success & x == levels(as.factor(x))[2])/n2
}
}
# calculate and print actual
actual = statistic(y, x)
cat("Observed difference between ", est, "s (", levels(x)[1], "-", levels(x)[2] ,") = ", round(actual,4), "\n\n", sep = "")
# save label
label = paste("Difference in sample ", est, "s", ", ", levels(as.factor(x))[1],"-",levels(as.factor(x))[2], sep = "")
# simulation
if (method == "simulation") {
n = length(y)
sim = matrix(NA, nrow = n, ncol = nsim)
# bootstrap ci
if (type == "ci") {
if (y_type == "numerical") {statistic = match.fun(est)}
if (y_type == "categorical") {
statistic = function(x) {
which_success = which(levels(y) == success)
sum(x == which_success)/length(x)
}
}
sim1 = matrix(NA, nrow = n1, ncol = nsim)
sim2 = matrix(NA, nrow = n2, ncol = nsim)
for(i in 1:nsim) {sim1[,i] = sample(y[x == order[1]], n1, replace = TRUE)}
for(i in 1:nsim) {sim2[,i] = sample(y[x == order[2]], n2, replace = TRUE)}
sim_dist1 = apply(sim1, 2, statistic)
sim_dist2 = apply(sim2, 2, statistic)
sim_dist = sim_dist1 - sim_dist2
ci = quantile(sim_dist, c( (1 - conflevel)/2 , ((1 - conflevel)/2)+conflevel ))
counts = table(sim_dist)
if(inf_plot == TRUE){
#if(y_type == "categorical"){xlim = c(min(sim_dist)-sd(sim_dist), max(sim_dist)+sd(sim_dist))}
#if(y_type == "numerical"){xlim = c(min(sim_dist)*0.8, max(sim_dist)*1.2)}
xlim = c(min(sim_dist)-0.8*sd(sim_dist), max(sim_dist)+0.8*sd(sim_dist))
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, xlab = "Bootstrap distribution", main = "", ylab = "", xlim = xlim, col = COL[1,2])
if (inf_lines == TRUE) {
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.8 * max(counts), col=COL[4], lwd=2)
text(round(ci[i],4), max(counts), pos=1, col=COL[4], round(ci[i],4))
}
}
}
if (nsim <= 500) {
BHH2::dotPlot(sim_dist, xlim = xlim, pch=19, col=COL[1,2], cex = 0.8, axes = FALSE, xlab="Bootstrap distribution")
axis(1)
if(inf_lines == TRUE){
for (i in 1:2) {
segments(ci[i], 0, ci[i], 0.6, col=COL[4], lwd=2)
text(round(ci[i],4), 0.7, pos=1, col=COL[4], round(ci[i],4))
}
}
}
}
cat(c(conflevel*100, "% Bootstrap interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# randomization test
if (type == "ht") {
# hypotheses
if (est == "mean") {
mu1 = paste("mu_", order[1], sep = "")
mu2 = paste("mu_", order[2], sep = "")
cat(paste("H0:", mu1 , "-", mu2, "=", null, "\n"))
cat(paste("HA:", mu1 , "-", mu2, sign, null, "\n"))
}
if (est == "median") {
med1 = paste("median_", order[1], sep = "")
med2 = paste("median_", order[2], sep = "")
cat(paste("H0:", med1 , "-", med2, "=", null, "\n"))
cat(paste("HA:", med1 , "-", med2, sign, null, "\n"))
}
if (est == "proportion") {
p1 = paste("p_", order[1], sep = "")
p2 = paste("p_", order[2], sep = "")
cat(paste("H0:", p1 , "-", p2, "=", null, "\n"))
cat(paste("HA:", p1 , "-", p2, sign, null, "\n"))
}
for(i in 1:nsim) {sim[,i] = sample(x, n, replace = FALSE)}
sim_dist = apply(sim, 2, statistic, y = y)
smaller_tail = round(min(c(mean(sim_dist <= actual), mean(sim_dist >= actual))), 4)
xmin = min(c(-1.1*abs(actual), sim_dist))
xmax = max(c(1.1*actual, sim_dist))
if (inf_plot == TRUE){
if (nsim > 500) {
counts = hist(sim_dist, plot = FALSE)$counts
hist(sim_dist, main = "Randomization distribution", xlab = "", ylim = c(0, 1.3 * max(counts)), xlim = c(xmin,xmax), cex.main = 0.75)
}
if (nsim <= 500) {
if (y_type == "numerical") {
counts = BHH2::dotPlot(sim_dist, main = "Randomization distribution", xlab = "", pch = 20, cex = 0.8, xlim = c(xmin,xmax), cex.main = 0.75)$y
}
if (y_type == "categorical") {
counts = table(sim_dist)
plot(sim_dist, type = "n", ylim = c(0,max(counts)*1.3), axes = FALSE, xlim = c(0.9*min(sim_dist),1.1*max(sim_dist)), main = "Randomization distribution", xlab = "", ylab = "", cex.main = 0.75)
axis(1)
axis(2)
for(i in 1:length(sim_dist)) {
x <- sim_dist[i]
rec <- sum(sim_dist == x)
points(rep(x, rec), 1:rec, pch=20, cex=0.8)
}
}
}
}
#alternative = match.arg(alternative)
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (inf_lines == TRUE) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col="#569BBD", lwd=2)}
}
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (inf_lines == TRUE) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col="#569BBD", lwd=2)}
}
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
if (inf_lines == TRUE) {lines(x = c(actual,actual), y = c(0,1.1*max(counts)), col="#569BBD", lwd=2)}
if (actual >= null) {
temp = actual - null
if (inf_lines == TRUE) {lines(x = c(null - temp,null - temp), y = c(0,1.1*max(counts)), col = COL[1,2], lwd=2)}
}
if (actual < null) {
temp = null - actual
if (inf_lines == TRUE) {lines(x = c(null + temp,null + temp), y = c(0,1.1*max(counts)), col = COL[1,2], lwd=2)}
}
}
if (inf_lines == TRUE) {text(x = actual, y = 1.25*max(counts), paste("observed\n", round(actual,4)), col = COL[1,2], cex = 0.8)}
}
}
# theoretical
if (method == "theoretical") {
# confidence interval
if (type == "ci") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)
}
if (est == "mean") {
# calculate se and critvalue
s1 = sd(y[x == levels(x)[1]])
s2 = sd(y[x == levels(x)[2]])
se = sqrt(s1^2/n1 + s2^2/n2)
cat("Standard error =", round(se,4), "\n")
if (n1 >= 30 & n2 >= 30) {critvalue = qnorm( (1 - conflevel)/2 + conflevel )}
if (n1 < 30 | n2 < 30) {critvalue = qt( (1 - conflevel)/2 + conflevel , df = min(n1 - 1, n2 - 1))}
}
}
if (y_type == "categorical") {
# check conditions
cat("Check conditions:\n")
suc1 = sum(y[x == levels(x)[1]] == success)
fail1 = sum(y[x == levels(x)[1]] != success)
cat(paste(" ", levels(x)[1], ": number of successes =", round(suc1), ";", "number of failures =", round(fail1)), "\n")
suc2 = sum(y[x == levels(x)[2]] == success)
fail2 = sum(y[x == levels(x)[2]] != success)
cat(paste(" ", levels(x)[2], ": number of successes =", round(suc2), ";", "number of failures =", round(fail2)), "\n")
if (suc1 < 10 | fail1 < 10 | suc2 < 10 | fail2 < 10) {
stop("There aren't at least 10 successes and 10 failures, use simulation methods instead.", call. = FALSE)
}
# calculate se and critvalue
p1 = suc1 / n1
p2 = suc2 / n2
se = sqrt(p1 * (1-p1)/n1 + p2 * (1-p2)/n2)
cat("Standard error =", round(se,4), "\n")
critvalue = qnorm( (1 - conflevel)/2 + conflevel )
}
# calculate ci
me = critvalue * se
ci = c(actual - me , actual + me)
cat(c(conflevel*100, "% Confidence interval = (", round(ci[1],4), ",", round(ci[2],4), ")\n"))
}
# hypothesis test
if (type == "ht") {
if (y_type == "numerical") {
if (est == "median") {stop("Use simulation methods for inference for the median.", call. = FALSE)
}
if (est == "mean") {
# hypotheses
mu1 = paste("mu_", order[1], sep = "")
mu2 = paste("mu_", order[2], sep = "")
cat(paste("H0:", mu1 , "-", mu2, "=", null, "\n"))
cat(paste("HA:", mu1 , "-", mu2, sign, null, "\n"))
# calculate test statistic and p-value component
s1 = sd(y[x == levels(x)[1]])
s2 = sd(y[x == levels(x)[2]])
se = sqrt(s1^2/n1 + s2^2/n2)
cat("Standard error =", round(se,3), "\n")
teststat = (actual - null)/se
if (n1 >= 30 & n2 >= 30) {
cat(paste("Test statistic: Z = ", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
if (n1 < 30 | n2 < 30) {
cat(paste("Test statistic: T = ", round(teststat, 3),"\n"))
cat(paste("Degrees of freedom: ", min(n1 - 1, n2 - 1), "\n"))
smaller_tail = round(min(pt(teststat, df = min(n1 - 1, n2 - 1)), pt(teststat, df = min(n1 - 1, n2 - 1), lower.tail = FALSE)), 4)
}
}
}
if (y_type == "categorical") {
if (null <= -1 | null >= 1) {
stop("Null value should be a proportion between 0 and 1.", call. = FALSE)
}
# hypotheses
p1 = paste("p_", order[1], sep = "")
p2 = paste("p_", order[2], sep = "")
cat(paste("H0:", p1 , "-", p2, "=", null, "\n"))
cat(paste("HA:", p1 , "-", p2, sign, null, "\n"))
# calculate p_pool
suc1 = sum(y[x == levels(x)[1]] == success)
fail1 = sum(y[x == levels(x)[1]] != success)
suc2 = sum(y[x == levels(x)[2]] == success)
fail2 = sum(y[x == levels(x)[2]] != success)
p_pool = (suc1 + suc2)/(n1 + n2)
cat(paste("Pooled proportion =", round(p_pool, 4), "\n"))
# check conditions
cat("Check conditions:\n")
exp_suc1 = n1 * p_pool
exp_fail1 = n1 * (1 - p_pool)
cat(paste(" ", levels(x)[1], ": number of expected successes =", round(exp_suc1), ";", "number of expected failures =", round(exp_fail1)), "\n")
exp_suc2 = n2 * p_pool
exp_fail2 = n2 * (1 - p_pool)
cat(paste(" ", levels(x)[2], ": number of expected successes =", round(exp_suc2), ";", "number of expected failures =", round(exp_fail2)), "\n")
if (exp_suc1 < 10 | exp_fail1 < 10 | exp_suc2 < 10 | exp_fail2 < 10) {
stop("There aren't at least 10 expected successes and 10 expected failures, use simulation methods instead.", call. = FALSE)
}
# calculate test statistic and p-value
se = sqrt( p_pool * (1 - p_pool) / n1 + p_pool * (1 - p_pool) / n2 )
cat("Standard error =", round(se,3), "\n")
teststat = (actual - null) / se
cat(paste("Test statistic: Z = ", round(teststat, 3),"\n"))
smaller_tail = round(min(pnorm(teststat), pnorm(teststat, lower.tail = FALSE)), 4)
}
# alternative = less
if (alternative == "less") {
if (actual < null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (inf_plot == TRUE){
normTail(L = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, 3), labels = c(NA, paste(round(actual,2)), paste(null), NA))
}
}
# alternative = greater
if (alternative == "greater") {
if (actual < null) {cat(paste("p-value = ", 1 - smaller_tail,"\n"))}
if (actual > null) {cat(paste("p-value = ", smaller_tail,"\n"))}
if (inf_plot == TRUE){
normTail(U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, 0, teststat, 3), labels = c(NA, paste(null), paste(round(actual,2)), NA))
}
}
# alternative = twosided
if (alternative == "twosided") {
cat(paste("p-value = ", smaller_tail * 2,"\n"))
if (inf_plot == TRUE){
if (actual < null) {
normTail(L = teststat, U = -1*teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, teststat, 0, -1*teststat, 3), labels = c(NA, paste(round(actual,2)), paste(null), paste(round(null + (null - actual), 2)), NA))
}
if (actual > null) {
normTail(L = -1*teststat, U = teststat, axes = FALSE, col = COL[1,2])
axis(1, at = c(-3, -1*teststat, 0, teststat, 3), labels = c(NA, paste(round(null - (actual - null), 2)), paste(null), paste(round(actual,2)), NA))
}
}
}
}
}
}
# x variable with >2 levels, ANOVA
if (x_levels > 2 & y_type == "numerical") {
# summary statistics
cat("Summary statistics:\n")
for(i in 1:x_levels) {
cat("n_", names(by(y, x, length))[i], " = ", by(y, x, length)[i], ", ", sep="")
cat("mean_", names(by(y, x, mean))[i], " = ", round(by(y, x, mean)[i],4), ", ", sep="")
cat("sd_", names(by(y, x, sd))[i], " = ", round(by(y, x, sd)[i],4), "\n", sep="")
}
cat("\n")
if(eda_plot == TRUE){boxplot(y ~ x, xlab = x_name, ylab = y_name, main = "", col = COL[3,4])}
# hypotheses
cat("H_0: All means are equal.\n")
cat("H_A: At least one mean is different.\n")
if(method == "theoretical"){
# anova output
anova_output = anova(lm(y~x))
print(anova_output, signif.stars=F)
# post-hoc pairwise tests, if ANOVA is significant
if (anova_output$"Pr(>F)"[1] < siglevel) {
cat("\nPairwise tests: ")
pairwise = pairwise.t.test(y, x, p.adj = "none")
cat(pairwise$method, "\n")
print(round(pairwise$p.value,4))
}
# plot
F = anova_output[["F value"]][1]
df_n = anova_output$Df[1]
df_d = anova_output$Df[2]
if(inf_plot == TRUE) {FTail(F,df_n,df_d, col = COL[1])}
}
if(method == "simulation"){
# anova output
# anova_output = anova(lmp(y~x))
# print(anova_output, signif.stars=F)
stop("The 'simulation' method is not available for ANOVA.", call. = FALSE)
}
}
# x variable with >2 levels, chi-square
if ((x_levels > 2 | y_levels > 2) & y_type == "categorical") {
# summary statistics
cat("\nSummary statistics:\n")
y_table = table(y, x)
print(addmargins(y_table))
mosaicplot(table(x, y), main = "", col = COL[3,4])
cat("\n")
# hypotheses
cat("H_0: Response and explanatory variable are independent.\n")
cat("H_A: Response and explanatory variable are dependent.\n")
if (method == "theoretical") {
chisquare_output = chisq.test(y_table, correct = FALSE)
# check conditions
cat("Check conditions: expected counts\n")
expected = round(chisquare_output$expected, 2)
print(expected)
if (any(expected < 5)) {
stop("Expected count for at least one cell is less than 5, use method = 'simulation'.", call. = FALSE)
}
# chi-square output
print(chisquare_output)
# plot
chi = chisquare_output$statistic
df = chisquare_output$parameter
if (inf_plot == TRUE){chiTail(chi,df)}
}
if(method == "simulation"){
# chi-square output
chisquare_output = chisq.test(y_table, correct = FALSE, simulate.p.value == TRUE)
print(chisquare_output)
}
}
}
# return simdist
if (simdist == TRUE) {return(sim_dist)}
# reset plotting window
par(mfrow = c(1,1), mar = c(5,4,4,2)+0.1)
}
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