expectation-methods

0th

Percentile

Extraction of the Expectation, Variance and Covariance of the Linear Statistic

Methods for extraction of the expectation, variance and covariance of the linear statistic.

Keywords
methods
Usage
# S4 method for IndependenceLinearStatistic
expectation(object, …)
# S4 method for IndependenceTest
expectation(object, …)

# S4 method for Variance variance(object, …) # S4 method for CovarianceMatrix variance(object, …) # S4 method for IndependenceLinearStatistic variance(object, …) # S4 method for IndependenceTest variance(object, …)

# S4 method for CovarianceMatrix covariance(object, …) # S4 method for IndependenceLinearStatistic covariance(object, …) # S4 method for IndependenceTest covariance(object, …)

Arguments
object

an object from which the expectation, variance or covariance of the linear statistic can be extracted.

further arguments (currently ignored).

Details

The methods expectation, variance and covariance extract the expectation, variance and covariance, respectively, of the linear statistic.

Value

The expectation, variance or covariance of the linear statistic extracted from object. A numeric vector or matrix.

Aliases
  • expectation
  • expectation-methods
  • expectation,IndependenceLinearStatistic-method
  • expectation,IndependenceTest-method
  • variance
  • variance-methods
  • variance,Variance-method
  • variance,CovarianceMatrix-method
  • variance,IndependenceLinearStatistic-method
  • variance,IndependenceTest-method
  • covariance
  • covariance-methods
  • covariance,CovarianceMatrix-method
  • covariance,IndependenceLinearStatistic-method
  • covariance,IndependenceTest-method
Examples
# NOT RUN {
## Example data
dta <- data.frame(
    y = gl(3, 2),
    x = sample(gl(3, 2))
)

## Asymptotic Cochran-Mantel-Haenszel Test
ct <- cmh_test(y ~ x, data = dta)

## The linear statistic, i.e., the contingency table...
(l <- statistic(ct, type = "linear"))

## ...and its expectation...
(El <- expectation(ct))

## ...and covariance
(Vl <- covariance(ct))

## The standardized contingency table...
(l - El) / sqrt(variance(ct))

## ...is identical to the standardized linear statistic
statistic(ct, type = "standardized")
# }
Documentation reproduced from package coin, version 1.3-1, License: GPL-2

Community examples

Looks like there are no examples yet.