# test-locationTest: Two Sample Location Tests In fBasics: Rmetrics - Markets and Basic Statistics

## Description

Tests if two series differ in their distributional location parameter.

## Usage

 ```1 2``` ```locationTest(x, y, method = c("t", "kw2"), title = NULL, description = NULL) ```

## Arguments

 `x, y` numeric vectors of data values. `method` a character string naming which test should be applied. `title` an optional title string, if not specified the inputs data name is deparsed. `description` optional description string, or a vector of character strings.

## Details

The `method="t"` can be used to determine if the two sample means are equal for unpaired data sets. Two variants are used, assuming equal or unequal variances.

The `method="kw2"` performs a Kruskal-Wallis rank sum test of the null hypothesis that the central tendencies or medians of two samples are the same. The alternative is that they differ. Note, that it is not assumed that the two samples are drawn from the same distribution. It is also worth to know that the test assumes that the variables under consideration have underlying continuous distributions.

## Value

In contrast to R's output report from S3 objects of class `"htest"` a different output report is produced. The classical tests presented here return an S4 object of class `"fHTEST"`. The object contains the following slots:

 `@call` the function call. `@data` the data as specified by the input argument(s). `@test` a list whose elements contain the results from the statistical test. The information provided is similar to a list object of class `"htest"`. `@title` a character string with the name of the test. This can be overwritten specifying a user defined input argument. `@description` a character string with an optional user defined description. By default just the current date when the test was applied will be returned.

The slot `@test` returns an object of class `"list"` containing (at least) the following elements:

 `statistic` the value(s) of the test statistic. `p.value` the p-value(s) of the test. `parameters` a numeric value or vector of parameters. `estimate` a numeric value or vector of sample estimates. `conf.int` a numeric two row vector or matrix of 95 `method` a character string indicating what type of test was performed. `data.name` a character string giving the name(s) of the data.

## Note

Some of the test implementations are selected from R's `ctest` package.

## Author(s)

R-core team for hypothesis tests implemented from R's package `ctest`.

## References

Conover, W. J. (1971); Practical nonparametric statistics, New York: John Wiley & Sons.

Lehmann E.L. (1986); Testing Statistical Hypotheses, John Wiley and Sons, New York.

## Examples

 ```1 2 3 4 5 6 7 8``` ```## rnorm - # Generate Series: x = rnorm(50) y = rnorm(50) ## locationTest - locationTest(x, y, "t") locationTest(x, y, "kw2") ```

fBasics documentation built on Nov. 17, 2017, 2:14 p.m.