npMeanPaired: A test for the mean difference between two bounded random...
In zauster/npExact: Exact Nonparametric Hypothesis Tests for the Mean, Variance and Stochastic Inequality

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

This test requires that the user knows bounds before gathering the data such that the properties of the data generating process imply that all observations will be within these bounds. The data input consists of pairs of observations, each pair consisting of an observation of each random variable, different pairs being independently generated. No further distributional assumptions are made.

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npMeanPaired(x1, x2, lower = 0, upper = 1, alpha = 0.05,
  alternative = "two.sided", epsilon = 1 * 10^(-6),
  iterations = 5000, max.iterations = 100000)

`x1, x2`	the (non-empty) numerical data vectors which contain the variables to be tested. The first values of the vectors are assumed to be the first matched pair of observations, the second values the second matched pair and so on.
`lower, upper`	the theoretical lower and upper bounds on the data outcomes known ex-ante before gathering the data.
`alpha`	the type I error.
`alternative`	a character string describing the alternative hypothesis, can take values "greater", "less" or "two.sided".
`epsilon`	the tolerance in terms of probability of the Monte Carlo simulations.
`iterations`	the number of iterations used, should not be changed if the exact solution should be derived
`max.iterations`	the maximum number of iterations that should be carried out. This number could be increased to achieve greater accuracy in cases where the difference between the threshold probability and theta is small. Default: `10000`

Under alternative = "greater", it is a test of the null hypothesis H_0: E(x_1) ≤ E(x_2) against the alternative hypothesis H_1: E(x_1) > E(x_2).

This test uses the known bounds of the variables to transform the data into [0, 1]. Then a random transformation is used to turn the data into binary-valued variables. On this variables the exact McNemar Test with level pseudoalpha is performed and the result recorded. The random transformation and the test are then repeated iterations times. If the average rejection probability probrej of the iterations is at least theta, then the null hypothesis is rejected. If however probrej is too close to the threshold theta then the number of iterations is increased. The algorithm keeps increasing the number of iterations until the bound on the mistake involved by running these iterations is below epsilon. This error epsilon is incorporated into the overall level alpha in order to maintain that the test is exact.

theta (and a value mu of the difference between the two means in the set of the alternative hypothesis) is found in an optimization procedure. theta and mu are chosen as to maximize the set of data generating processes belonging to the alternative hypothesis that yield type II error probability below 0.5. Please see the cited paper below for further information.

A list with class "nphtest" containing the following components:

`method`	a character string indicating the name and type of the test that was performed.
`data.name`	a character string giving the name(s) of the data.
`alternative`	a character string describing the alternative hypothesis.
`estimate`	the sample means of the given data.
`probrej`	numerical estimate of the rejection probability of the randomized test, derived by taking an average of `iterations` realizations of the rejection probability.
`bounds`	the lower and upper bounds of the variables.
`null.value`	the specified hypothesized value of the difference of the variable means.
`alpha`	the type I error.
`theta`	the parameter that minimizes the type II error.
`pseudoalpha`	`theta`*`alpha`, this is the level used when calculating the average rejection probability during the iterations.
`rejection`	logical indicator for whether or not the null hypothesis can be rejected.
`iterations`	the number of iterations that were performed.

Karl Schlag, Christian Pechhacker and Oliver Reiter

Schlag, Karl H. 2008, A New Method for Constructing Exact Tests without Making any Assumptions, Department of Economics and Business Working Paper 1109, Universitat Pompeu Fabra. Available at https://ideas.repec.org/p/upf/upfgen/1109.html.

https://homepage.univie.ac.at/karl.schlag/statistics.php

## test whether pain after the surgery is less than before the surgery
data(pain)
npMeanPaired(pain$before, pain$after, lower = 0, upper = 100)

## when the computer was used in the surgery
before_pc <- pain[pain$pc == 1, "before"]
after_pc <- pain[pain$pc == 1, "after"]
npMeanPaired(before_pc, after_pc, lower = 0, upper = 100)

## test whether uncertainty decreased from the first to the second round
data(uncertainty)
npMeanPaired(uncertainty$w1, uncertainty$w2, upper = 60) ## or
with(uncertainty, npMeanPaired(w1, w2, upper = 60))