R/pbtest.R

In musto101/wilcox_R: What the package does (short line)

pbtest <-
function(m,beta=.1){
#
#    Test H0: R(pb)=I, the hypothesis that the percentage
#    bend correlation matrix equal the identity matrix
#    for the data stored in the n by p matrix m
#
#
n<-nrow(m)
nu<-n-2
a<-nu-.5
b<-48*a^2
nmm<-ncol(m)-1
c<-matrix(0,ncol(m),ncol(m))
for (i in 1:nmm){
ip1<-i+1
for (j in ip1:ncol(m)){
tjk<-tjk*sqrt(nu/(1.-tjk^2))
c[i,j]<-sqrt(a*log(1+tjk^2/nu))
c[i,j]<-c[i,j]+(c[i,j]^3+3*c[i,j])/b
c[i,j]<-c[i,j]-(4*c[i,j]^7+33*c[i,j]^5+240*c[i,j]^3+855*c[i,j])/(10*b^2+8*b*c[i,j]^4+1000*b)
}
}
h<-sum(c)
sig<-1-pchisq(h,ncol(m)*(ncol(m)-1)/2)
list(teststat=h,p.value=sig)
}