TWOpNOVPV <-
function(x,y,HC4=TRUE,alpha=.05){
#
# Comparing two dependent correlations: Non-overlapping case
#
# Compute a .95 confidence interval
# for the difference between two dependent Pearson correlations,
# non-overlapping case.
#
# Both x and y are assumed to be matrices with two columns.
# The function compares the correlation between x[,1] and x[,2]
# to the correlation between y[,1] and y[,2].
#
# For simulation results, see Wilcox (2009).
# COMPARING PEARSON CORRELATIONS: DEALING WITH
# HETEROSCEDASTICITY AND NON-NORMALITY, Communications in Statistics--Simulations
# and Computations, 38, 2220-2234.
#
# This function is exactly like TWOpNOV, only it returns a p-value as well.
#
# Note: To get a p-value, HC4=TRUE must be used.
#
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-TWOpNOV(x,y,alpha=alph[i],HC4=TRUE)
chkit=c(chkit$ci.lower,chkit$ci.upper)
if(sign(chkit[1]*chkit[2])==1)break
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
alph<-seq(.001,iup,.001)
for(i in 1:length(alph)){
p.value<-alph[i]
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-TWOpNOV(x,y,alpha=alph[i],HC4=TRUE)
chkit=c(chkit$ci.lower,chkit$ci.upper)
if(sign(chkit[1]*chkit[2])==1)break
}}}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
alph<-seq(.001,iup,.001)
for(i in 1:length(alph)){
p.value<-alph[i]
chkit<-TWOpNOV(x,y,alpha=alph[i],HC4=TRUE)
chkit=c(chkit$ci.lower,chkit$ci.upper)
if(sign(chkit[1]*chkit[2])==1)break
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
for(i in 1:length(alph)){
p.value<-alph[i]
chkit<-TWOpNOV(x,y,alpha=alph[i],HC4=TRUE)
chkit=c(chkit$ci.lower,chkit$ci.upper)
if(sign(chkit[1]*chkit[2])==1)break
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
for(i in 1:length(alph)){
p.value<-alph[i]
chkit<-TWOpNOV(x,y,alpha=alph[i],HC4=TRUE)
chkit=c(chkit$ci.lower,chkit$ci.upper)
if(sign(chkit[1]*chkit[2])==1)break
}}
res=TWOpNOV(x,y,alpha=alpha,HC4=TRUE)
ci=c(res$ci.lower,res$ci.upper)
list(p.value=p.value,est.1=res$est.1,est.2=res$est.2,ci=ci) #ci.lower=res$ci.lower,ci.upper=res$ci.upper)
}
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