MNM (version 1.0-4)

mv.ind.test: Independence Test

Description

Tests for independence of two vectors using different scores.

Usage

mv.ind.test(X, Y, score = "identity", method = "approximation", 
            n.simu = 1000, na.action = na.fail)

Value

A list with class 'htest' containing the following components:

statistic

the value of the test statistic.

parameter

the degrees of freedom for the test statistic or the number of replications in the simulation.

p.value

the p-value for the test.

null.value

the specified null hypothesis value.

alternative

a character string with the value 'two.sided'.

method

a character string indicating what type of test was performed.

data.name

a character string giving the name of the two data matrices.

Arguments

X

a numeric data frame or matrix. Must have the same number of rows as Y.

Y

a numeric data frame or matrix. Must have the same number of rows as X.

score

the score to be used. Possible are identity, sign, symm and rank.

method

method for for computation of the p-value for the spatial sign and spatial signed-rank tests. Possible are approximation and permutation.

n.simu

number of permutations if method="permutation".

na.action

a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Author

Klaus Nordhausen

Details

This implements the independence tests as described in chapter 10 of the MNM book. Note that only inner test versions are implemented and that for the symmetrized sign score only the approximative method for the computation of the p-value is available.

References

Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.

Nordhausen, K. and Oja, H. (2011), Multivariate L1 Methods: The Package MNM, Journal of Statistical Software, 43, 1-28.

Examples

X <- rmvt(150,diag(1,3),df=3)
Y <- rmvt(150, matrix(c(1,0.5,0.5,1),nrow=2),df=3)

mv.ind.test(X, Y)
mv.ind.test(X, Y, method = "p")

mv.ind.test(X, Y, score = "si")
mv.ind.test(X, Y, score = "si", method = "p")

mv.ind.test(X, Y, score = "r")
mv.ind.test(X, Y, score = "r", method = "p")

mv.ind.test(X, Y, score = "sy")