medind:
In musto101/wilcox_R: What the package does (short line)
Usage
1
Arguments
x
y
qval
nboot
com.pval
SEED
alpha
pr
xout
outfun
...
Examples
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##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (x, y, qval = 0.5, nboot = 1000, com.pval = FALSE, SEED = TRUE,
alpha = 0.05, pr = TRUE, xout = FALSE, outfun = out, ...)
{
if (pr) {
if (!com.pval)
print("To get a p-value, set com.pval=T")
print("Reject if the test statistic exceeds the critical value")
if (length(y) > 400)
print("If n>400, current version requires com.pval=TRUE, resulting in high execution time")
}
x <- as.matrix(x)
p <- ncol(x)
pp1 <- p + 1
p.val <- NULL
crit.val <- NULL
yx <- elimna(cbind(y, x))
y <- yx[, 1]
x <- yx[, 2:pp1]
x <- as.matrix(x)
if (xout) {
flag <- outfun(x, ...)$keep
x <- x[flag, ]
y <- y[flag]
}
n <- length(y)
if (n > 400)
com.pval = T
if (qval == 0.5) {
resmat1 = matrix(c(0.033938458, 0.044080032, 0.050923441,
0.064172557, 0.0153224731, 0.021007108, 0.027687963,
0.032785044, 0.0106482053, 0.014777728, 0.018249546,
0.023638611, 0.0066190573, 0.009078091, 0.011690825,
0.014543009, 0.0031558563, 0.004374515, 0.005519069,
0.007212951, 0.0015448987, 0.002231473, 0.002748314,
0.003725916, 0.0007724197, 0.001021767, 0.001370776,
0.001818037), ncol = 4, nrow = 7, byrow = T)
resmat2 = matrix(c(0.052847794, 0.061918744, 0.071346969,
0.079163419, 0.021103277, 0.027198076, 0.031926052,
0.03508361, 0.013720585, 0.018454145, 0.022177381,
0.026051716, 0.008389969, 0.010590374, 0.012169233,
0.015346065, 0.004261627, 0.00551406, 0.007132021,
0.008416836, 0.001894753, 0.002416311, 0.00308523,
0.003924706, 0.001045346, 0.001347837, 0.001579373,
0.001864344), ncol = 4, nrow = 7, byrow = T)
resmat3 = matrix(c(0.071555715, 0.082937665, 0.089554679,
0.097538044, 0.031060795, 0.035798539, 0.043862556,
0.053712151, 0.019503635, 0.023776479, 0.027180121,
0.030991367, 0.011030001, 0.013419347, 0.015557409,
0.017979524, 0.005634478, 0.006804788, 0.007878358,
0.008807657, 0.002552182, 0.003603778, 0.004275965,
0.005021989, 0.001251044, 0.001531919, 0.001800608,
0.00203787), ncol = 4, nrow = 7, byrow = T)
resmat4 = matrix(c(0.093267532, 0.101584002, 0.108733965,
0.118340448, 0.038677863, 0.045519806, 0.051402903,
0.060097046, 0.024205231, 0.029360145, 0.034267265,
0.039381482, 0.013739157, 0.015856343, 0.018065898,
0.019956084, 0.006467562, 0.00778103, 0.009037972,
0.010127143, 0.003197162, 0.003933525, 0.004656625,
0.005929469, 0.00165269, 0.00192606, 0.002363874,
0.002657071), ncol = 4, nrow = 7, byrow = T)
resmat5 = matrix(c(0.117216934, 0.124714114, 0.129458602,
0.136456163, 0.04883863, 0.055608712, 0.060580045,
0.067943676, 0.030594644, 0.035003872, 0.040433885,
0.047648696, 0.01694024, 0.019527491, 0.022047442,
0.025313443, 0.008053039, 0.009778574, 0.011490394,
0.013383628, 0.003760567, 0.004376294, 0.00509789,
0.00586624, 0.001894616, 0.002253522, 0.002612405,
0.002938808), ncol = 4, nrow = 7, byrow = T)
resmat6 = matrix(c(0.136961531, 0.144120225, 0.149003907,
0.152667432, 0.055909481, 0.062627211, 0.069978086,
0.081189957, 0.034634825, 0.040740587, 0.044161376,
0.047722045, 0.020165417, 0.023074738, 0.025881208,
0.028479913, 0.009436297, 0.011246968, 0.013220963,
0.015100546, 0.004644596, 0.005334418, 0.006040595,
0.007237195, 0.00227759, 0.002635712, 0.002997398,
0.003669488), ncol = 4, nrow = 7, byrow = T)
resmat7 = matrix(c(0.156184672, 0.163226643, 0.171754686,
0.177142753, 0.070117003, 0.077052773, 0.082728047,
0.090410797, 0.041774517, 0.047379662, 0.053101833,
0.057674454, 0.023384451, 0.026014421, 0.029609042,
0.032619018, 0.010856382, 0.012567043, 0.01374787,
0.016257014, 0.005164004, 0.006131755, 0.006868101,
0.008351046, 0.002537642, 0.003044154, 0.003623654,
0.003974469), ncol = 4, nrow = 7, byrow = T)
resmat8 = matrix(c(0.178399742, 0.180006714, 0.193799396,
0.199585892, 0.078032767, 0.085624186, 0.091511226,
0.102491785, 0.045997886, 0.052181615, 0.057362163,
0.062630424, 0.025895739, 0.029733034, 0.033764463,
0.037873655, 0.012195876, 0.013663248, 0.015487587,
0.017717864, 0.005892418, 0.006876488, 0.007893475,
0.008520783, 0.002839731, 0.003243909, 0.003738571,
0.004124057), ncol = 4, nrow = 7, byrow = T)
crit5 = array(cbind(resmat1, resmat2, resmat3, resmat4,
resmat5, resmat6, resmat7, resmat8), c(7, 4, 8))
flag = T
crit.val = NULL
if (p > 8)
flag = F
if (n < 10 || n >= 400)
flag = F
aval <- c(0.1, 0.05, 0.025, 0.01)
aokay <- duplicated(c(alpha, aval))
if (sum(aokay) == 0)
flag = F
if (flag) {
nalpha = c(0:4)
asel = c(0, aval)
ialpha = nalpha[aokay]
critit = crit5[, ialpha, p]
nvec <- c(10, 20, 30, 50, 100, 200, 400)
nval <- duplicated(c(n, nvec))
nval <- nval[2:8]
if (sum(nval) > 0)
crit.val <- critit[nval]
loc <- rank(c(n, nvec))
xx <- c(1/nvec[loc[1] - 1]^1.5, 1/nvec[loc[1]]^1.5)
yy <- c(critit[loc[1] - 1], critit[loc[1]])
icoef <- tsp1reg(xx, yy)$coef
crit.val <- icoef[1] + icoef[2]/n^1.5
}
}
mqval <- min(c(qval, 1 - qval))
if (mqval == 0.25) {
resmat1 = matrix(c(0.029933486, 0.0395983678, 0.054087714,
0.062961453, 0.011122294, 0.0149893431, 0.018154062,
0.022685244, 0.0092072, 0.0113020766, 0.014872309,
0.01993073, 0.004824185, 0.0070402246, 0.010356886,
0.013176896, 0.002370379, 0.0033146605, 0.004428004,
0.005122988, 0.00110646, 0.0016110185, 0.00198445,
0.002650256, 0.000516646, 0.0006796144, 0.000868751,
0.001202042), ncol = 4, nrow = 7, byrow = T)
resmat2 = matrix(c(0.0448417783, 0.0602598211, 0.066001091,
0.087040667, 0.0173410522, 0.0224713157, 0.027370822,
0.033435727, 0.0121205549, 0.0150409465, 0.018938516,
0.022643559, 0.0064894201, 0.0084611518, 0.01070032,
0.013232, 0.0029734778, 0.004064131, 0.004911086,
0.005769038, 0.0015149104, 0.0020584993, 0.002582982,
0.003114029, 0.0007984207, 0.0009929547, 0.001182739,
0.001398774), ncol = 4, nrow = 7, byrow = T)
resmat3 = matrix(c(0.063653086, 0.072974943, 0.083840562,
0.097222407, 0.0216586978, 0.027436566, 0.031875356,
0.036830302, 0.0152898678, 0.018964066, 0.021728817,
0.028959751, 0.0083568493, 0.010071525, 0.012712862,
0.015254576, 0.0039033578, 0.00476414, 0.005577071,
0.006660322, 0.0019139215, 0.002343152, 0.002833612,
0.003465269, 0.0009598105, 0.001146689, 0.00135593,
0.001547572), ncol = 4, nrow = 7, byrow = T)
resmat4 = matrix(c(0.085071252, 0.095947936, 0.104197413,
0.118449765, 0.029503024, 0.034198704, 0.03954341,
0.045043759, 0.019203266, 0.022768842, 0.026886843,
0.033481535, 0.011440493, 0.013555017, 0.01613897,
0.018297815, 0.004863139, 0.005756305, 0.007385239,
0.009114958, 0.002635144, 0.00311116, 0.003769051,
0.004215897, 0.001188837, 0.001435179, 0.001727871,
0.001956372), ncol = 4, nrow = 7, byrow = T)
resmat5 = matrix(c(0.102893512, 0.114258558, 0.122545016,
0.130222265, 0.036733497, 0.042504996, 0.048663576,
0.055456582, 0.024192946, 0.028805967, 0.032924489,
0.038209545, 0.012663224, 0.014635216, 0.017275594,
0.01973641, 0.006105572, 0.007310803, 0.008960242,
0.00974532, 0.003067163, 0.003614637, 0.003997615,
0.004812373, 0.001441008, 0.001732819, 0.002078651,
0.002307551), ncol = 4, nrow = 7, byrow = T)
resmat6 = matrix(c(0.117642769, 0.126566104, 0.133106804,
0.142280074, 0.04430942, 0.049731991, 0.053912739,
0.060512997, 0.028607224, 0.03382602, 0.038616476,
0.0435465, 0.01544512, 0.017557181, 0.02004072, 0.022747707,
0.007334749, 0.008406468, 0.009392098, 0.010919651,
0.0033522, 0.003814582, 0.004380562, 0.005252154,
0.001703698, 0.002001713, 0.002338651, 0.002772864),
ncol = 4, nrow = 7, byrow = T)
resmat7 = matrix(c(0.106573121, 0.11305895, 0.117388191,
0.121286795, 0.052170054, 0.058363322, 0.064733684,
0.069749344, 0.030696897, 0.035506926, 0.039265698,
0.044437674, 0.016737307, 0.019605734, 0.02125361,
0.022922988, 0.007767232, 0.009231789, 0.010340874,
0.01147111, 0.003998261, 0.004590177, 0.005506926,
0.006217415, 0.001903372, 0.002174748, 0.002519055,
0.002858655), ncol = 4, nrow = 7, byrow = T)
resmat8 = matrix(c(0.119571179, 0.126977461, 0.130120853,
0.133258294, 0.059499563, 0.067185338, 0.071283297,
0.079430577, 0.034310968, 0.03982713, 0.04445169,
0.048512464, 0.01859953, 0.021093909, 0.023273085,
0.027471116, 0.009135712, 0.010901687, 0.012288682,
0.013729545, 0.004382249, 0.00519181, 0.005598429,
0.006484433, 0.002196973, 0.002525918, 0.00281855,
0.003242426), ncol = 4, nrow = 7, byrow = T)
crit5 = array(cbind(resmat1, resmat2, resmat3, resmat4,
resmat5, resmat6, resmat7, resmat8), c(7, 4, 8))
flag = T
crit.val = NULL
if (p > 8)
flag = F
if (n < 10 || n >= 400)
flag = F
aval <- c(0.1, 0.05, 0.025, 0.01)
aokay <- duplicated(c(alpha, aval))
if (sum(aokay) == 0)
flag = F
if (flag) {
nalpha = c(0:4)
asel = c(0, aval)
ialpha = nalpha[aokay]
critit = crit5[, ialpha, p]
nvec <- c(10, 20, 30, 50, 100, 200, 400)
nval <- duplicated(c(n, nvec))
nval <- nval[2:8]
if (sum(nval) > 0)
crit.val <- critit[nval, p]
loc <- rank(c(n, nvec))
xx <- c(1/nvec[loc[1] - 1]^1.5, 1/nvec[loc[1]]^1.5)
yy <- c(critit[loc[1] - 1], critit[loc[1]])
icoef <- tsp1reg(xx, yy)$coef
crit.val <- icoef[1] + icoef[2]/n^1.5
}
}
if (is.null(crit.val))
com.pval = T
gdot <- cbind(rep(1, n), x)
gdot <- ortho(gdot)
x <- gdot[, 2:pp1]
x <- as.matrix(x)
coef <- NULL
if (qval == 0.5)
coef <- median(y)
if (qval == 0.25)
coef <- idealf(y)$ql
if (qval == 0.75)
coef <- idealf(y)$qu
if (is.null(coef))
coef <- qest(y, q = qval)
res <- y - coef
psi <- NA
psi <- ifelse(res > 0, qval, qval - 1)
rnmat <- matrix(0, nrow = n, ncol = pp1)
ran.mat <- apply(x, 2, rank)
flagvec <- apply(ran.mat, 1, max)
for (j in 1:n) {
flag <- ifelse(flagvec <= flagvec[j], T, F)
flag <- as.numeric(flag)
rnmat[j, ] <- apply(flag * psi * gdot, 2, sum)
}
rnmat <- rnmat/sqrt(n)
temp <- matrix(0, pp1, pp1)
for (i in 1:n) temp <- temp + rnmat[i, ] %*% t(rnmat[i, ])
temp <- temp/n
test <- max(eigen(temp)$values)
if (com.pval) {
if (SEED)
set.seed(2)
p.val <- 0
rem <- 0
for (i in 1:nboot) {
yboot <- rnorm(n)
if (p == 1)
xboot <- rnorm(n)
if (p > 1)
xboot <- rmul(n, p = p)
temp3 <- medindsub(x, yboot, qval = qval)
if (test >= temp3)
p.val <- p.val + 1
rem[i] <- temp3
}
ic10 <- round(0.9 * nboot)
ic05 <- round(0.95 * nboot)
ic025 <- round(0.975 * nboot)
ic001 <- round(0.99 * nboot)
rem <- sort(rem)
p.val <- 1 - p.val/nboot
print("The .1, .05, .025 and .001 critical values are:")
print(c(rem[ic10], rem[ic05], rem[ic025], rem[ic001]))
crit.val <- rem[ic05]
}
names(crit.val) = ""
Decision = "Fail To Reject"
if (test >= crit.val)
Decision = "Reject"
list(test.stat = test, crit.value = crit.val, p.value = p.val,
Decision = Decision)
}
musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.
R Package Documentation
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Usage
1 |
Arguments
x |
|
y |
|
qval |
|
nboot |
|
com.pval |
|
SEED |
|
alpha |
|
pr |
|
xout |
|
outfun |
|
... |
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (x, y, qval = 0.5, nboot = 1000, com.pval = FALSE, SEED = TRUE,
alpha = 0.05, pr = TRUE, xout = FALSE, outfun = out, ...)
{
if (pr) {
if (!com.pval)
print("To get a p-value, set com.pval=T")
print("Reject if the test statistic exceeds the critical value")
if (length(y) > 400)
print("If n>400, current version requires com.pval=TRUE, resulting in high execution time")
}
x <- as.matrix(x)
p <- ncol(x)
pp1 <- p + 1
p.val <- NULL
crit.val <- NULL
yx <- elimna(cbind(y, x))
y <- yx[, 1]
x <- yx[, 2:pp1]
x <- as.matrix(x)
if (xout) {
flag <- outfun(x, ...)$keep
x <- x[flag, ]
y <- y[flag]
}
n <- length(y)
if (n > 400)
com.pval = T
if (qval == 0.5) {
resmat1 = matrix(c(0.033938458, 0.044080032, 0.050923441,
0.064172557, 0.0153224731, 0.021007108, 0.027687963,
0.032785044, 0.0106482053, 0.014777728, 0.018249546,
0.023638611, 0.0066190573, 0.009078091, 0.011690825,
0.014543009, 0.0031558563, 0.004374515, 0.005519069,
0.007212951, 0.0015448987, 0.002231473, 0.002748314,
0.003725916, 0.0007724197, 0.001021767, 0.001370776,
0.001818037), ncol = 4, nrow = 7, byrow = T)
resmat2 = matrix(c(0.052847794, 0.061918744, 0.071346969,
0.079163419, 0.021103277, 0.027198076, 0.031926052,
0.03508361, 0.013720585, 0.018454145, 0.022177381,
0.026051716, 0.008389969, 0.010590374, 0.012169233,
0.015346065, 0.004261627, 0.00551406, 0.007132021,
0.008416836, 0.001894753, 0.002416311, 0.00308523,
0.003924706, 0.001045346, 0.001347837, 0.001579373,
0.001864344), ncol = 4, nrow = 7, byrow = T)
resmat3 = matrix(c(0.071555715, 0.082937665, 0.089554679,
0.097538044, 0.031060795, 0.035798539, 0.043862556,
0.053712151, 0.019503635, 0.023776479, 0.027180121,
0.030991367, 0.011030001, 0.013419347, 0.015557409,
0.017979524, 0.005634478, 0.006804788, 0.007878358,
0.008807657, 0.002552182, 0.003603778, 0.004275965,
0.005021989, 0.001251044, 0.001531919, 0.001800608,
0.00203787), ncol = 4, nrow = 7, byrow = T)
resmat4 = matrix(c(0.093267532, 0.101584002, 0.108733965,
0.118340448, 0.038677863, 0.045519806, 0.051402903,
0.060097046, 0.024205231, 0.029360145, 0.034267265,
0.039381482, 0.013739157, 0.015856343, 0.018065898,
0.019956084, 0.006467562, 0.00778103, 0.009037972,
0.010127143, 0.003197162, 0.003933525, 0.004656625,
0.005929469, 0.00165269, 0.00192606, 0.002363874,
0.002657071), ncol = 4, nrow = 7, byrow = T)
resmat5 = matrix(c(0.117216934, 0.124714114, 0.129458602,
0.136456163, 0.04883863, 0.055608712, 0.060580045,
0.067943676, 0.030594644, 0.035003872, 0.040433885,
0.047648696, 0.01694024, 0.019527491, 0.022047442,
0.025313443, 0.008053039, 0.009778574, 0.011490394,
0.013383628, 0.003760567, 0.004376294, 0.00509789,
0.00586624, 0.001894616, 0.002253522, 0.002612405,
0.002938808), ncol = 4, nrow = 7, byrow = T)
resmat6 = matrix(c(0.136961531, 0.144120225, 0.149003907,
0.152667432, 0.055909481, 0.062627211, 0.069978086,
0.081189957, 0.034634825, 0.040740587, 0.044161376,
0.047722045, 0.020165417, 0.023074738, 0.025881208,
0.028479913, 0.009436297, 0.011246968, 0.013220963,
0.015100546, 0.004644596, 0.005334418, 0.006040595,
0.007237195, 0.00227759, 0.002635712, 0.002997398,
0.003669488), ncol = 4, nrow = 7, byrow = T)
resmat7 = matrix(c(0.156184672, 0.163226643, 0.171754686,
0.177142753, 0.070117003, 0.077052773, 0.082728047,
0.090410797, 0.041774517, 0.047379662, 0.053101833,
0.057674454, 0.023384451, 0.026014421, 0.029609042,
0.032619018, 0.010856382, 0.012567043, 0.01374787,
0.016257014, 0.005164004, 0.006131755, 0.006868101,
0.008351046, 0.002537642, 0.003044154, 0.003623654,
0.003974469), ncol = 4, nrow = 7, byrow = T)
resmat8 = matrix(c(0.178399742, 0.180006714, 0.193799396,
0.199585892, 0.078032767, 0.085624186, 0.091511226,
0.102491785, 0.045997886, 0.052181615, 0.057362163,
0.062630424, 0.025895739, 0.029733034, 0.033764463,
0.037873655, 0.012195876, 0.013663248, 0.015487587,
0.017717864, 0.005892418, 0.006876488, 0.007893475,
0.008520783, 0.002839731, 0.003243909, 0.003738571,
0.004124057), ncol = 4, nrow = 7, byrow = T)
crit5 = array(cbind(resmat1, resmat2, resmat3, resmat4,
resmat5, resmat6, resmat7, resmat8), c(7, 4, 8))
flag = T
crit.val = NULL
if (p > 8)
flag = F
if (n < 10 || n >= 400)
flag = F
aval <- c(0.1, 0.05, 0.025, 0.01)
aokay <- duplicated(c(alpha, aval))
if (sum(aokay) == 0)
flag = F
if (flag) {
nalpha = c(0:4)
asel = c(0, aval)
ialpha = nalpha[aokay]
critit = crit5[, ialpha, p]
nvec <- c(10, 20, 30, 50, 100, 200, 400)
nval <- duplicated(c(n, nvec))
nval <- nval[2:8]
if (sum(nval) > 0)
crit.val <- critit[nval]
loc <- rank(c(n, nvec))
xx <- c(1/nvec[loc[1] - 1]^1.5, 1/nvec[loc[1]]^1.5)
yy <- c(critit[loc[1] - 1], critit[loc[1]])
icoef <- tsp1reg(xx, yy)$coef
crit.val <- icoef[1] + icoef[2]/n^1.5
}
}
mqval <- min(c(qval, 1 - qval))
if (mqval == 0.25) {
resmat1 = matrix(c(0.029933486, 0.0395983678, 0.054087714,
0.062961453, 0.011122294, 0.0149893431, 0.018154062,
0.022685244, 0.0092072, 0.0113020766, 0.014872309,
0.01993073, 0.004824185, 0.0070402246, 0.010356886,
0.013176896, 0.002370379, 0.0033146605, 0.004428004,
0.005122988, 0.00110646, 0.0016110185, 0.00198445,
0.002650256, 0.000516646, 0.0006796144, 0.000868751,
0.001202042), ncol = 4, nrow = 7, byrow = T)
resmat2 = matrix(c(0.0448417783, 0.0602598211, 0.066001091,
0.087040667, 0.0173410522, 0.0224713157, 0.027370822,
0.033435727, 0.0121205549, 0.0150409465, 0.018938516,
0.022643559, 0.0064894201, 0.0084611518, 0.01070032,
0.013232, 0.0029734778, 0.004064131, 0.004911086,
0.005769038, 0.0015149104, 0.0020584993, 0.002582982,
0.003114029, 0.0007984207, 0.0009929547, 0.001182739,
0.001398774), ncol = 4, nrow = 7, byrow = T)
resmat3 = matrix(c(0.063653086, 0.072974943, 0.083840562,
0.097222407, 0.0216586978, 0.027436566, 0.031875356,
0.036830302, 0.0152898678, 0.018964066, 0.021728817,
0.028959751, 0.0083568493, 0.010071525, 0.012712862,
0.015254576, 0.0039033578, 0.00476414, 0.005577071,
0.006660322, 0.0019139215, 0.002343152, 0.002833612,
0.003465269, 0.0009598105, 0.001146689, 0.00135593,
0.001547572), ncol = 4, nrow = 7, byrow = T)
resmat4 = matrix(c(0.085071252, 0.095947936, 0.104197413,
0.118449765, 0.029503024, 0.034198704, 0.03954341,
0.045043759, 0.019203266, 0.022768842, 0.026886843,
0.033481535, 0.011440493, 0.013555017, 0.01613897,
0.018297815, 0.004863139, 0.005756305, 0.007385239,
0.009114958, 0.002635144, 0.00311116, 0.003769051,
0.004215897, 0.001188837, 0.001435179, 0.001727871,
0.001956372), ncol = 4, nrow = 7, byrow = T)
resmat5 = matrix(c(0.102893512, 0.114258558, 0.122545016,
0.130222265, 0.036733497, 0.042504996, 0.048663576,
0.055456582, 0.024192946, 0.028805967, 0.032924489,
0.038209545, 0.012663224, 0.014635216, 0.017275594,
0.01973641, 0.006105572, 0.007310803, 0.008960242,
0.00974532, 0.003067163, 0.003614637, 0.003997615,
0.004812373, 0.001441008, 0.001732819, 0.002078651,
0.002307551), ncol = 4, nrow = 7, byrow = T)
resmat6 = matrix(c(0.117642769, 0.126566104, 0.133106804,
0.142280074, 0.04430942, 0.049731991, 0.053912739,
0.060512997, 0.028607224, 0.03382602, 0.038616476,
0.0435465, 0.01544512, 0.017557181, 0.02004072, 0.022747707,
0.007334749, 0.008406468, 0.009392098, 0.010919651,
0.0033522, 0.003814582, 0.004380562, 0.005252154,
0.001703698, 0.002001713, 0.002338651, 0.002772864),
ncol = 4, nrow = 7, byrow = T)
resmat7 = matrix(c(0.106573121, 0.11305895, 0.117388191,
0.121286795, 0.052170054, 0.058363322, 0.064733684,
0.069749344, 0.030696897, 0.035506926, 0.039265698,
0.044437674, 0.016737307, 0.019605734, 0.02125361,
0.022922988, 0.007767232, 0.009231789, 0.010340874,
0.01147111, 0.003998261, 0.004590177, 0.005506926,
0.006217415, 0.001903372, 0.002174748, 0.002519055,
0.002858655), ncol = 4, nrow = 7, byrow = T)
resmat8 = matrix(c(0.119571179, 0.126977461, 0.130120853,
0.133258294, 0.059499563, 0.067185338, 0.071283297,
0.079430577, 0.034310968, 0.03982713, 0.04445169,
0.048512464, 0.01859953, 0.021093909, 0.023273085,
0.027471116, 0.009135712, 0.010901687, 0.012288682,
0.013729545, 0.004382249, 0.00519181, 0.005598429,
0.006484433, 0.002196973, 0.002525918, 0.00281855,
0.003242426), ncol = 4, nrow = 7, byrow = T)
crit5 = array(cbind(resmat1, resmat2, resmat3, resmat4,
resmat5, resmat6, resmat7, resmat8), c(7, 4, 8))
flag = T
crit.val = NULL
if (p > 8)
flag = F
if (n < 10 || n >= 400)
flag = F
aval <- c(0.1, 0.05, 0.025, 0.01)
aokay <- duplicated(c(alpha, aval))
if (sum(aokay) == 0)
flag = F
if (flag) {
nalpha = c(0:4)
asel = c(0, aval)
ialpha = nalpha[aokay]
critit = crit5[, ialpha, p]
nvec <- c(10, 20, 30, 50, 100, 200, 400)
nval <- duplicated(c(n, nvec))
nval <- nval[2:8]
if (sum(nval) > 0)
crit.val <- critit[nval, p]
loc <- rank(c(n, nvec))
xx <- c(1/nvec[loc[1] - 1]^1.5, 1/nvec[loc[1]]^1.5)
yy <- c(critit[loc[1] - 1], critit[loc[1]])
icoef <- tsp1reg(xx, yy)$coef
crit.val <- icoef[1] + icoef[2]/n^1.5
}
}
if (is.null(crit.val))
com.pval = T
gdot <- cbind(rep(1, n), x)
gdot <- ortho(gdot)
x <- gdot[, 2:pp1]
x <- as.matrix(x)
coef <- NULL
if (qval == 0.5)
coef <- median(y)
if (qval == 0.25)
coef <- idealf(y)$ql
if (qval == 0.75)
coef <- idealf(y)$qu
if (is.null(coef))
coef <- qest(y, q = qval)
res <- y - coef
psi <- NA
psi <- ifelse(res > 0, qval, qval - 1)
rnmat <- matrix(0, nrow = n, ncol = pp1)
ran.mat <- apply(x, 2, rank)
flagvec <- apply(ran.mat, 1, max)
for (j in 1:n) {
flag <- ifelse(flagvec <= flagvec[j], T, F)
flag <- as.numeric(flag)
rnmat[j, ] <- apply(flag * psi * gdot, 2, sum)
}
rnmat <- rnmat/sqrt(n)
temp <- matrix(0, pp1, pp1)
for (i in 1:n) temp <- temp + rnmat[i, ] %*% t(rnmat[i, ])
temp <- temp/n
test <- max(eigen(temp)$values)
if (com.pval) {
if (SEED)
set.seed(2)
p.val <- 0
rem <- 0
for (i in 1:nboot) {
yboot <- rnorm(n)
if (p == 1)
xboot <- rnorm(n)
if (p > 1)
xboot <- rmul(n, p = p)
temp3 <- medindsub(x, yboot, qval = qval)
if (test >= temp3)
p.val <- p.val + 1
rem[i] <- temp3
}
ic10 <- round(0.9 * nboot)
ic05 <- round(0.95 * nboot)
ic025 <- round(0.975 * nboot)
ic001 <- round(0.99 * nboot)
rem <- sort(rem)
p.val <- 1 - p.val/nboot
print("The .1, .05, .025 and .001 critical values are:")
print(c(rem[ic10], rem[ic05], rem[ic025], rem[ic001]))
crit.val <- rem[ic05]
}
names(crit.val) = ""
Decision = "Fail To Reject"
if (test >= crit.val)
Decision = "Reject"
list(test.stat = test, crit.value = crit.val, p.value = p.val,
Decision = Decision)
}
|
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