cucconi.test: Cucconi test

Description Usage Arguments Value Author(s) References See Also Examples

Description

Performs the Cucconi test for the two-sample location-scale problem, to determine whether the location and or scale of two univariate population distributions differ.

Usage

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cucconi.test(x, y, method = c("permutation", "bootstrap"))

Arguments

x

Vector of values from the first group.

y

Vector of values from the second group.

method

Method used to estimate the distribution of the test statistic under the null hypothesis (default = "permutation").

Value

Returns a list containing the following components:

C

The test statistic.

method

Method to determine the distribution of the test statistic under the null hypothesis.

p.value

The p-value for the test.

Author(s)

Theo Pepler

References

Cucconi, O. (1968). Un nuovo test non parametrico per il confronto tra due gruppi campionari. Giornale degli Economisti e Annali di Economia, XXVII: 225-248.

Marozzi, M. (2013). Nonparametric simultaneous tests for location and scale testing: A comparison of several methods. Communications in Statistics - Simulation and Computation, 42(6): 1298-1317.

Marozzi, M. (2009). Some notes on the location-scale Cucconi test. Journal of Nonparametric Statistics, 21(5): 629-647.

See Also

cucconi.teststat, cucconi.dist.perm, cucconi.dist.boot

Examples

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xvec <- rnorm(30)
yvec <- rnorm(30) * 1.3 + 0.5
cucconi.test(x = xvec, y = yvec)
cucconi.test(x = xvec, y = yvec, method = "bootstrap")

tpepler/nonpar documentation built on May 31, 2019, 6:48 p.m.