coin (version 1.3-1)

expectation-methods: Extraction of the Expectation, Variance and Covariance of the Linear Statistic

Description

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

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).

Value

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

Details

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

Examples

Run this code
# 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")
# }

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