rpf (version 0.22)

ptw2011.gof.test: Compute the P value that the observed and expected tables come from the same distribution

Description

This method dramatically improves upon Pearson's X^2 goodness-of-fit test. In contrast to Pearson's X^2, no ad hoc cell collapsing is needed to avoid an inflated false positive rate. The statistic rapidly converges to the Monte-Carlo estimate as the number of draws increases. In contrast to Pearson's X^2, the order of the matrices doesn't matter. This test is commutative with respect to its arguments.

Usage

ptw2011.gof.test(observed, expected)

Arguments

observed

observed matrix

expected

expected matrix

Value

• The P value indicating whether the two tables come from the same distribution. For example, a significant result (P < alpha level) rejects the hypothesis that the two matrices are from the same distribution.

References

Perkins, W., Tygert, M., & Ward, R. (2011). Computing the confidence levels for a root-mean-square test of goodness-of-fit. Applied Mathematics and Computations, 217(22), 9072-9084.

Examples

draws <- 17
observed <- matrix(c(.294, .176, .118, .411), nrow=2) * draws
expected <- matrix(c(.235, .235, .176, .353), nrow=2) * draws
ptw2011.gof.test(observed, expected)  # not signficiant