cugtest tests an arbitrary GLI (computed on dat by FUN) against a conditional uniform graph null hypothesis, via Monte Carlo simulation of likelihood quantiles. Some variation in the nature of the conditioning is available; currently, conditioning only on size, conditioning jointly on size and estimated tie probability (via density), and conditioning jointly on size and (bootstrapped) edge value distributions are implemented. Note that fair amount of flexibility is possible regarding CUG tests on functions of GLIs (Anderson et al., 1999). See below for more details.cugtest(dat, FUN, reps=1000, gmode="digraph", cmode="density",
diag=FALSE, g1=1, g2=2, ...)FUN is well-behaved, this can be an n x n matrix if only one graph is involved.FUN must accept dat and the specified g arguments, and should return a real number.reps==1000.gmode is set to "digraph" by default.cmode is set to "density", then the density of the graph in question is used to determine the tie probabilities of the Bernoulli graph draws (which are also conditdiag is FALSE by default.g1==1.FUN can ignore this, if one wishes to test the GLI value of a single graph, but it should recognize the argument.) By default, g2==2.FUN.cugtest, containingcugtest, which takes appropriately conditioned draws from the set of graphs and computes on them the GLI specified in FUN, thereby accumulating an approximation to the true likelihood.The cugtest procedure returns a cugtest object containing the estimated likelihood (distribution of the test GLI under the null hypothesis), the observed GLI value of the data, and the one-tailed p-values (estimated quantiles) associated with said observation. As usual, the (upper tail) null hypothesis is rejected for significance level alpha if p>=observation is less than alpha (or p<=observation, for="" the="" lower="" tail);="" if="" hypothesis="" is="" undirected,="" then="" one="" rejects="" either="" p<="observation" or="" p="">=observation is less then alpha/2. Standard caveats regarding the use of null hypothesis testing procedures are relevant here: in particular, bear in mind that a significant result does not necessarily imply that the likelihood ratio of the null model and the alternative hypothesis favors the latter.=observation,>
Informative and aesthetically pleasing portrayals of cugtest objects are available via the print.cugtest and summary.cugtest methods. The plot.cugtest method displays the estimated distribution, with a reference line signifying the observed value.
qaptest, gliop#Draw two random graphs, with different tie probabilities
dat<-rgraph(20,2,tprob=c(0.2,0.8))
#Is their correlation higher than would be expected, conditioning
#only on size?
cug<-cugtest(dat,gcor,cmode="order")
summary(cug)
#Now, let's try conditioning on density as well.
cug<-cugtest(dat,gcor)
summary(cug)Run the code above in your browser using DataLab