MNM (version 0.95-0)

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.

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.

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")