old/podgast.test 20140826.R

In tpepler/nonpar: Collection of methods for non-parametric analysis

podgast.test<-function(x, y){
# Podgor-Gastwirth two-sample location-scale test as described in Marozzi (2013) p.1301
# The p-value is the asymptotic p-value from an F-distribution with 2 and (N-3) degrees of freedom
  
  m<-length(x)
  n<-length(y)
  N<-m+n
  Ivec<-c(rep(1,times=m),rep(0,times=n))
  Svec<-rank(c(x,y))
  Svec2<-Svec^2
  Smat<-as.matrix(cbind(Int=rep(1,times=N),Svec,Svec2))
  bvec<-solve(t(Smat)%*%Smat)%*%(t(Smat)%*%Ivec)
  numer<-(t(bvec)%*%t(Smat)%*%Ivec - m^2/N)/2
  denom<-(m - t(bvec)%*%t(Smat)%*%Ivec)/(N-3)
  PGstat<-numer/denom
  p.value<-pf(PGstat,df1=2,df2=(N-3),lower.tail=FALSE)
  return(list(statistic=PGstat,p.value=p.value))
}