pHoeff

Function to approximate the distribution of Hoeffding's D statistic using a Monte Carlo Sample under the null hypothesis. This code follows section 8.6 of Hollander, Wolfe &amp; Chicken, Nonparametric Statistical Methods, 3e. This calls HoeffD, a small bit of code that produces the value of D without any inference. It is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".

Hoeffding

Monte Carlo

Designed to replace the tables which were in the back of the first two editions of Hollander and Wolfe - Nonparametric Statistical Methods.  Exact procedures are performed when computationally possible.  Monte Carlo and Asymptotic procedures are performed otherwise.  For those procedures included in the base packages, our code simply provides a wrapper to standardize the output with the other procedures in the package.

Grant Schneider

NSM3

Functions and Datasets to Accompany Hollander, Wolfe, and
Chicken - Nonparametric Statistical Methods, Third Edition

pHoeff function

<dl> <dt>n</dt>
<dd>the sample size</dd> <dt>reps</dt>
<dd>the number of Monte Carlo runs to produce</dd> <dt>r</dt>
<dd>the number of digits for rounding the results</dd></dl>

Arguments

Author

Hoeffding's D — pHoeff

<dl>

 <dt>n</dt>
<dd>the sample size</dd>

 <dt>reps</dt>
<dd>the number of Monte Carlo runs to produce</dd>

 <dt>r</dt>
<dd>the number of digits for rounding the results</dd>

</dl>

pHoeff: Hoeffding's D

Description

Usage

Value

Arguments

Author

See Also

Examples