1 |
x |
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alpha |
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con |
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tr |
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grp |
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nboot |
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 | ##---- 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, alpha = 0.05, con = 0, tr = 0.2, grp = NA, nboot = NA)
{
if (!is.list(x) && !is.matrix(x))
stop("Data must be stored in a matrix or in list mode.")
if (is.list(x)) {
if (is.matrix(con)) {
if (length(x) != nrow(con))
stop("The number of rows in con is not equal to the number of groups.")
}
}
if (is.list(x)) {
mat <- matrix(0, length(x[[1]]), length(x))
for (j in 1:length(x)) mat[, j] <- x[[j]]
}
if (is.matrix(x) && is.matrix(con)) {
if (ncol(x) != nrow(con))
stop("The number of rows in con is not equal to the number of groups.")
mat <- x
}
if (is.matrix(x))
mat <- x
if (!is.na(sum(grp)))
mat <- mat[, grp]
mat <- elimna(mat)
J <- ncol(mat)
Jm <- J - 1
if (sum(con^2) == 0) {
d <- (J^2 - J)/2
con <- matrix(0, J, d)
id <- 0
for (j in 1:Jm) {
jp <- j + 1
for (k in jp:J) {
id <- id + 1
con[j, id] <- 1
con[k, id] <- 0 - 1
}
}
}
d <- ncol(con)
if (is.na(crit) && tr != 0.2) {
print("A critical value must be specified when")
stop("the amount of trimming differs from .2")
}
if (is.na(nboot)) {
if (d <= 3)
nboot <- 1000
if (d == 6)
nboot <- 2000
if (d == 10)
nboot <- 4000
if (d == 15)
nboot <- 8000
if (d == 21)
nboot <- 8000
if (d == 28)
nboot <- 10000
}
n <- nrow(mat)
crit <- NA
if (alpha == 0.05) {
if (d == 1)
crit <- alpha/2
if (d == 3) {
crit <- 0.004
if (n >= 15)
crit <- 0.006
if (n >= 30)
crit <- 0.007
if (n >= 40)
crit <- 0.008
if (n >= 100)
crit <- 0.009
}
if (d == 6) {
crit <- 0.001
if (n >= 15)
crit <- 0.002
if (n >= 20)
crit <- 0.0025
if (n >= 30)
crit <- 0.0035
if (n >= 40)
crit <- 0.004
if (n >= 60)
crit <- 0.0045
}
if (d == 10) {
crit <- 0.00025
if (n >= 15)
crit <- 0.00125
if (n >= 20)
crit <- 0.0025
}
if (d == 15) {
crit <- 5e-04
if (n >= 20)
crit <- 0.001
if (n >= 30)
crit <- 0.0011
if (n >= 40)
crit <- 0.0016
if (n >= 100)
crit <- 0.0019
}
if (d == 21) {
crit <- 0.00025
if (n >= 20)
crit <- 0.00037
if (n >= 30)
crit <- 0.00075
if (n >= 40)
crit <- 0.00087
if (n >= 60)
crit <- 0.00115
if (n >= 100)
crit <- 0.00125
}
if (d == 28) {
crit <- 4e-04
if (n >= 30)
crit <- 6e-04
if (n >= 60)
crit <- 8e-04
if (n >= 100)
crit <- 0.001
}
}
if (is.na(crit)) {
crit <- alpha/(2 * d)
if (n < 20)
crit <- crit/2
if (n <= 10)
crit <- crit/2
}
icl <- ceiling(crit * nboot) + 1
icu <- ceiling((1 - crit) * nboot)
connum <- ncol(con)
set.seed(2)
xbars <- matrix(0, nboot, ncol(mat))
psihat <- matrix(0, connum, nboot)
print("Taking bootstrap samples. Please wait.")
bvec <- bootdep(mat, tr, nboot)
test <- 1
for (ic in 1:connum) {
psihat[ic, ] <- apply(bvec, 1, bptdpsi, con[, ic])
test[ic] <- sum((psihat[ic, ] > 0))/nboot
test[ic] <- min(test[ic], 1 - test[ic])
}
print("Reminder: Test statistic must be less than critical value in order to reject.")
output <- matrix(0, connum, 5)
dimnames(output) <- list(NULL, c("con.num", "psihat", "test",
"ci.lower", "ci.upper"))
tmeans <- apply(mat, 2, mean, trim = tr)
psi <- 1
for (ic in 1:ncol(con)) {
output[ic, 2] <- sum(con[, ic] * tmeans)
output[ic, 1] <- ic
output[ic, 3] <- test[ic]
temp <- sort(psihat[ic, ])
output[ic, 4] <- temp[icl]
output[ic, 5] <- temp[icu]
}
list(output = output, crit = crit, con = con)
}
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