Mandel-h: Mandel's h statistic.
Description
Density, distribution function, quantile function and random
generation for Mandel's h statistic, a measure of relative
deviation from a common mean.Usage
dmandelh(x, g, log = FALSE)
pmandelh(q, g, lower.tail = TRUE, log.p = FALSE)
qmandelh(p, g, lower.tail = TRUE, log.p = FALSE)
rmandelh(B, g)
Arguments
p
vector of probabilities.
g
number of means for which h is calculated.
B
Number of observations. If 'length(B) > 1', the length is
taken to be the number required.
lower.tail
logical; if TRUE (default), probabilities are P[X <= x];="" otherwise,="" p[x=""> x].=>
log, log.p
logical; if TRUE, probabilities p are given as log(p).
Value
- dmandelh returns the density at
x
, pmandelh the cumulative probability,
qmandelh the quantiles for probability p
and rmandelh returns B
random values drawn from the distribution.
Vector values of x, p, q and g are permitted, in which case the functions return vectors.
Warning
Note that rmandelh
uses B
and not n
(as do most R random
number functions) for number of random draws; this is for compatibility with
the relevant functions for Mandel's k, for which n
is conventionally
used for the number of replicates per group. Be careful when using named parameters!Details
Mandel's h is calculated for a particular mean value y[i]
in a set of
mean values y
as
h[i] = ( y[i] - mean(y) )/sd(y) )
The density, probabilities and quantiles can be derived from the beta distribution:
(1+h*sqrt(g)/(g-1))/2 is distributed as Beta((g-2)/2, (g-2)/2).Examples
Run this code#Generate the 95% and 99% quantiles for comparison with tables in
#ISO 5725:1996 Part 2:
n <- 3:30
round(qmandelh(0.975, n), 2) #95% 2-tailed
round(qmandelh(0.995, n), 2) #99% 2-tailed
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