Learn R Programming

A3 (version 1.0.0)

a3.gen.default: Stochastic Data Generators

Description

The stochastic data generators generate stochastic noise with (if specified correctly) the same properties as the observed data. By replicating the stochastic properties of the original data, we are able to obtain the exact calculation of p values.

Usage

a3.gen.default(x, n.reps)

Arguments

x
the original (observed) data series.
n.reps
the number of stochastic repetitions to generate.

Value

A list of of length n.reps of vectors of stochastic noise. There are a number of different methods of generating noise:
a3.gen.default
The default data generator. Uses a3.gen.bootstrap.
a3.gen.resample
Reorders the original data series.
a3.gen.bootstrap
Resamples the original data series with replacement.
a3.gen.normal
Calculates the mean and standard deviation of the original series and generates a new series with that distribution.
a3.gen.autocor
Assumesa first order autocorrelation of the original series and generates a new series with the same properties.

Details

Generally these will not be called directly but will instead be passed to the data.generating.fn argument of a3.base.

Examples

Run this code

 # Calculate the A3 results assuming an auto-correlated set of observations.
 # In usage p.acc should be <=0.01 in order to obtain more accurate p values.

 a3.lm(rating ~ ., attitude, p.acc = 0.1,
   data.generating.fn = replicate(ncol(attitude), a3.gen.autocor))
 

 ## A general illustration:

 # Take x as a sample set of observations for a feature
 x <- c(0.349, 1.845, 2.287, 1.921, 0.803, 0.855, 2.368, 3.023, 2.102, 4.648)

 # Generate three stochastic data series with the same autocorrelation properties as x
 rand.x <- a3.gen.autocor(x, 3)

 plot(x, type="l")
 for(i in 1:3) lines(rand.x[[i]], lwd = 0.2)

Run the code above in your browser using DataLab