m_est_perm_distribution: Permutation distribution for M-statistics

In s-abbas/robTests: Robust Nonparametric Two-Sample Tests for Location/Scale

Permutation distribution for M-statistics

Description

mest_perm_distribution calculates the permutation distribution for the M-statistics from m_test_statistic.

Usage

m_est_perm_distribution(x, y, psi, k, randomization = FALSE, n.rep = 10000)

Arguments

x	a (non-empty) numeric vector of data values.
y	a (non-empty) numeric vector of data values.
psi	kernel used for optimization. Must be one of "bisquare", "hampel" and "huber". The default is "huber".
k	tuning parameter(s) for the respective kernel function, defaults to parameters implemented in .Mpsi.tuning.default(psi) in the package robustbase.
randomization	a logical value indicating whether the p-value should be computed from a permutation (FALSE, default) or a randomization (TRUE) distribution.
n.rep	an integer value specifying the number of random splits used to calculate the randomization distribution if method = "randomization". The default is n.rep = 10000.

Details

Missing values in either x or y are not allowed.

Value

Vector with permutation distribution of the test statistic specified by psi and k.

References

\insertRef

MaeRouCro22roburobnptests

s-abbas/robTests documentation built on Feb. 20, 2023, 10:14 a.m.