R/yuen1.R

In WRS2: A Collection of Robust Statistical Methods

yuen1<-function(x,y=NULL,tr=.2,alpha=.05, ...){
#
#  Perform Yuen's test for trimmed means on the data in x and y.
#  The default amount of trimming is 20%
#  Missing values (values stored as NA) are automatically removed.
#
#  A confidence interval for the trimmed mean of x minus the
#  the trimmed mean of y is computed and returned in yuen$ci.
#  The p-value is returned in yuen$p.value
#
#  x, y: The data for the two groups are stored in x and y
#  tr=.2: indicates that the default amount of trimming is .2
#         tr=0 results in using the sample mean
#
#  The function returns both a confidence interval and a p-value.
#
#  For an omnibus test with more than two independent groups,
#  use t1way.
#  This function uses winvar from chapter 2.
#
if(is.null(y)){
if(is.matrix(x) || is.data.frame(x)){
y=x[,2]
x=x[,1]
}
if(is.list(x)){
y=x[[2]]
x=x[[1]]
}
}
if(tr==.5)stop("Using tr=.5 is not allowed; use a method designed for medians")
if(tr>.25)print("Warning: with tr>.25 type I error control might be poor")
x<-x[!is.na(x)]  # Remove any missing values in x
y<-y[!is.na(y)]  # Remove any missing values in y
h1<-length(x)-2*floor(tr*length(x))
h2<-length(y)-2*floor(tr*length(y))
q1<-(length(x)-1)*winvar(x,tr)/(h1*(h1-1))
q2<-(length(y)-1)*winvar(y,tr)/(h2*(h2-1))
df<-(q1+q2)^2/((q1^2/(h1-1))+(q2^2/(h2-1)))
crit<-qt(1-alpha/2,df)
dif<-mean(x,tr)-mean(y,tr)
low<-dif-crit*sqrt(q1+q2)
up<-dif+crit*sqrt(q1+q2)
test<-abs(dif/sqrt(q1+q2))
yuen<-2*(1-pt(test,df))
list(n1=length(x),n2=length(y),est.1=mean(x,tr),est.2=mean(y,tr),ci=c(low,up),p.value=yuen,dif=dif,se=sqrt(q1+q2),teststat=test,alpha = alpha, crit=crit,df=df)
}