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PoweR (version 1.0.6)

Computation of Power and Level Tables for Hypothesis Tests

Description

Functions for the computation of power and level tables for hypothesis tests, in Latex format, functions to build explanatory graphs for studying power of test statistics.

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Install

install.packages('PoweR')

Monthly Downloads

38

Version

1.0.6

License

GPL (>= 2)

Maintainer

P. de Micheaux

Last Published

June 28th, 2017

Functions in PoweR (1.0.6)

Density function

Generate random samples from a law added in the package.

Computation of the quantile values only for one test statistic.

Create a list giving the type of test statistics.

Normality.tests

Goodness-of-fit tests for normality.

Uniformity.tests

Goodness-of-fit tests for uniformity

Empirical distribution function of p-values.

Check proper behaviour of a random generator

Distributions in the PoweR package

Goodness-of-fit tests for the Laplace distribution

law0004.Logistic

The Logistic Distribution

The Gamma Distribution

law0014.AverageUnif

The Average Uniform Distribution

The UUniform Distribution

law0028.GeneralizedExtValue

The Generalized Extreme Value Distribution

law0029.GeneralizedArcsine

The Generalized Arcsine Distribution

Computes several \(p\)-values for many test statistics.

Expectation and variance.

Get indices of laws and statistics functions.

Retrieve the default number of parameters of some laws.

law0010.LogNormal

The Log Normal Distribution

law0011.Weibull

The Weibull Distribution

Gives information about a given law.

law0001.Laplace

The Laplace Distribution

law0012.ShiftedExp

The Shifted Exponential Distribution

law0013.PowerUnif

The Power Uniform Distribution

law0020.JohnsonSB

The Johnson SB Distribution

Monte-Carlo computation of a p-value for one single test statistic.

Gives information about a test statistic.

stat0009.GelGastwirth

The Gel-Gastwirth test for normality

stat0010.Hosking1

The 1st Hosking test for normality

The Tukey Distribution

law0019.LocationCont

The Location Contaminated Distribution

law0032.TruncatedNormal

The Truncated Normal Distribution

The Normal with outliers Distribution

law0038.AsymmetricPowerDistribution

The Asymmetric Power Distribution

law0039.modifiedAsymmetricPowerDistribution

The modified Asymmetric Power Distribution

stat0019.CabanaCabana1

The 1st Cabana-Cabana test for normality

stat0020.CabanaCabana2

The 2nd Cabana-Cabana test for normality

stat0025.Filliben

The Filliben test for normality

stat0026.ChenShapiro

The Chen-Shapiro test for normality

The Normal Distribution

The Cauchy Distribution

The Beta Distribution

law0007.Uniform

The Uniform Distribution

law0022.ScaleCont

The Scale Contaminated Distribution

law0023.GeneralizedPareto

The Generalized Pareto Distribution

The Gumbel Distribution

law0027.Frechet

The Frechet Distribution

law0036.AsymmetricLaplace

The Asymmetric Laplace Distribution

law0037.NormalInvGaussian

The Normal-inverse Gaussian Distribution

print.critvalues

Latex table for critical values

Latex table for power simulations

stat0035.DesgagneLafayeDeMicheauxLeblanc-Rn

The \(R_n\) test for normality

stat0036.DesgagneLafayeDeMicheaux-XAPD

The \(X_{APD}\) test for normality

stat0050.Meintanis2ML

The 2nd Meintanis test with maximum likelihood estimators for the Laplace distribution

stat0051.ChoiKim1

The 1st Choi-Kim test for the Laplace distribution

Get numbers of parameters of test statistics.

p-value plot, p-value discrepancy plot and size-power curves.

law0008.Student

The Student t Distribution

law0009.Chisquared

The Chi-Squared Distribution

law0021.SkewNormal

The Skew Normal Distribution

law0024.GeneralizedError

The Generalized Error Distribution

The Stable Distribution

stat0062.DesgagneMicheauxLeblanc-Lap2

The Desgagne-Micheaux-Leblanc test for the Laplace distribution

stat0063.Kolmogorov

The Kolmogorov test for uniformity

stat0070.Greenwood

The Greenwood test for uniformity

stat0071.QuesenberryMiller

The Quesenberry-Miller test for uniformity

The VUniform Distribution

law0017.JohnsonSU

The Johnson SU Distribution

law0030.FoldedNormal

The Folded Normal Distribution

stat0078.Morales

The Morales test for uniformity

The Pardo test for uniformity

stat0007.JarqueBera

The Jarque-Bera test for normality

stat0008.DoornikHansen

The Doornik-Hansen test for normality

stat0013.Hosking4

The 4th Hosking test for normality

stat0014.BontempsMeddahi1

The 1st Bontemps-Meddahi test for normality

stat0023.ShapiroWilk-RG

The Shapiro-Wilk test for normality modified by Rahman-Govindarajulu

stat0024.DAgostino

The D'Agostino test for normality

law0031.MixtureNormal

The Mixture Normal Distribution

law0040.Log-Pareto-tail-normal

The Log-Pareto-tail-normal Distribution

Computation of critical values for several test statistics

size-power curves.

stat0031.EppsPulley

The Epps-Pulley test for normality

stat0032.MartinezIglewicz

The Martinez-Iglewicz test for normality

stat0048.Meintanis1ML

The 1st Meintanis test with maximum likelihood estimators for the Laplace distribution

stat0049.Meintanis2MO

The 2nd Meintanis test with moment estimators for the Laplace distribution

law0034.GeneralizedExpPower

The Generalized Exponential Power Distribution

law0035.Exponential

The Exponential Distribution

plot.discrepancy

\(p\)-value discrepancy plot.

\(p\)-value plot.

The Gel test for the Laplace distribution

stat0061.DesgagneMicheauxLeblanc-Lap1

The Desgagne-Micheaux-Leblanc test for the Laplace distribution

stat0068.HegazyGreen1

The 1st Hegazy-Green test for uniformity

stat0069.HegazyGreen2

The 2nd Hegazy-Green test for uniformity

stat0080.Marhuenda

The Marhuenda test for uniformity

stat0081.Zhang1

The 1st Zhang test for uniformity

Computation of test statistic values in pure R.

stat0005.GlenLeemisBarr

The Glen-Leemis-Barr test for normality

stat0006.DAgostinoPearson

The D'Agostino-Pearson test for normality

stat0015.BontempsMeddahi2

The 2nd Bontemps-Meddahi test for normality

stat0016.BrysHubertStruyf

The Brys-Hubert-Struyf test for normality

stat0027.ZhangQ

The 1st Zhang test for normality

stat0028.ZhangQQstar

The 3rd Zhang test for normality

stat0042.AndersonDarling

The Anderson-Darling test for the Laplace distribution

Performs a hypothesis test for the given value of statistic.

Computation of power and level tables for hypothesis tests.

stat0003.ZhangWu1

The 1st Zhang-Wu test for normality

stat0004.ZhangWu2

The 2nd Zhang-Wu test for normality

stat0011.Hosking2

The 2nd Hosking test for normality

stat0012.Hosking3

The 3rd Hosking test for normality

stat0021.ShapiroWilk

The Shapiro-Wilk test for normality

stat0022.ShapiroFrancia

The Shapiro-Francia test for normality

stat0037.DesgagneLafayeDeMicheaux-ZEPD

The \(Z_{EPD}\) test for normality

stat0041.Spiegelhalter

The Spiegelhalter test for normality

stat0044.Watson

The Watson test for the Laplace distribution

stat0045.KolmogorovSmirnov

The Kolmogorov-Smirnov test for the Laplace distribution

stat0056.RaynerBest2

The 2nd Rayner-Best test for the Laplace distribution

Computation of power and level tables for hypothesis tests.

stat0001.Lilliefors

The Lilliefors test for normality

stat0002.AndersonDarling

The Anderson-Darling test for normality

stat0043.CramervonMises

The Cramer-von Mises test for the Laplace distribution

stat0052.ChoiKim2

The 2nd Choi-Kim test for the Laplace distribution

stat0053.ChoiKim3

The 3rd Choi-Kim test for the Laplace distribution

The Kundu test for the Laplace distribution

stat0059.Gulati

The Gulati test for the Laplace distribution

stat0066.Durbin

The Durbin test for uniformity

stat0067.Kuiper

The Kuiper test for uniformity

stat0017.BonettSeier

The Bonett-Seier test for normality

stat0018.BrysHubertStruyf-BonettSeier

The Brys-Hubert-Struyf & Bonett-Seier test for normality

stat0029.BarrioCuestaMatranRodriguez

The Barrio-Cuesta-Matran-Rodriguez test for normality

The Coin test for normality

stat0074.Cressie1

The 1st Cressie test for uniformity

stat0075.Cressie2

The 2nd Cressie test for uniformity

stat0057.LangholzKronmal

The Langholz-Kronmal test for the Laplace distribution

stat0064.CramervonMises

The Cramer-von Mises test for uniformity

stat0065.AndersonDarling

The Anderson-Darling test for uniformity

stat0076.Vasicek

The Vasicek test for uniformity

stat0033.GelMiaoGastwirth

The Gel-Miao-Gastwirth test for normality

stat0034.ZhangQstar

The 2nd Zhang test for normality

stat0046.Kuiper

The Kuiper test for the Laplace distribution

stat0047.Meintanis1MO

The 1st Meintanis test with moment estimators for the Laplace distribution

stat0077.Swartz

The Swartz test for uniformity

stat0054.DesgagneMicheauxLeblanc-Gn

The Desgagne-Micheaux-Leblanc test for the Laplace distribution

stat0055.RaynerBest1

The 1st Rayner-Best test for the Laplace distribution

stat0072.ReadCressie

The Read-Cressie test for uniformity

The Moran test for uniformity

stat0082.Zhang2

The 2nd Zhang test for uniformity

stat0085.DesgagneMicheauxLeblanc-Lap3

The Desgagne-Micheaux-Leblanc test for the Laplace distribution