WilcoxH: Tests of Zero Correlations Among P Variables
Description
This function computes Wilcox H-test and the Steiger-Hakstian-Test for testing H0: R = I.
Usage
WilcoxH(x, use = "pairwise.complete.obs")
Arguments
x
Data frame or matrix of dimension n*p with survival times (NA's allowed).
use
Treatment of NA's for the computation of the correlation matrix (see cor()). Either "all.obs", "complete.obs", or "pairwise.complete.obs"
Value
Returns an object of class "wilcoxh" with the following values:
Rmat
Correlation matrix
SH.res
Results for Steiger-Hakstian-Test
WH.res
Results for Wilcox H-test
Details
This test is robust against violations of normality. Since phmclust() assumes independence across pages, this test can be used to explore the appropriateness of the data.
References
Wilcox, R. (1997). Tests of independence and zero correlations among P variables. Biometrical Journal, 2, 183-193.