ftest: The F-test

In melaniehorn/GSignTest: Robust Tests for Regression-Parameters via Sign Depth

Description

Performs a test whether a linear model fits to some data via a regression F-test.

Usage

f.test(formula, data, params)

Arguments

formula	[formula] a formula of the form lhs ~ rhs where lhs is a numeric giving the target variable and rhs are the influencing variables .
data	[data.frame] a data frame containing the variables in the formula.
params	[numeric] a parameter vector for the null-hypothesis.

Details

Here, a classical F-test for testing the parameter vector of a linear regression model is done. Only the two sided test is currently supported.

Value

A list with class "htest" containing the following components:

statistic

the F-test statistic.

parameter

the degrees of freedom of the appropriate F-distribution.

p.value

the p-value for the test.

alternative

a character string describing the alternative hypothesis.

data.name

a character string giving the name of the data.

method

a character string describing the method.

See Also

depth.test, sign.test

Examples

f.test(y ~ ., data = data.frame(x = rnorm(30), y = rnorm(30)), params = c(1, 1))

melaniehorn/GSignTest documentation built on July 11, 2021, 1:18 a.m.