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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# scaleTest Performs scale tests on two samples
# .ansariTest Ansari-Bradley test for differences in scale
# .moodTest Mood test for differences in scale
################################################################################
scaleTest <-
function(x, y, method = c("ansari", "mood"),
title = NULL, description = NULL)
{
# A function implemented by Diethelm Wuertz
# Description:
# Performs Scale Tests
# FUNCTION:
# Test:
method = match.arg(method)
if (method == "ansari") {
ans = .ansariTest(x, y, title = title, description = description)
}
if (method == "mood") {
ans = .moodTest(x, y, title = title, description = description)
}
# Return Value:
ans
}
# ------------------------------------------------------------------------------
.ansariTest <-
function(x, y, title = NULL, description = NULL)
{
# A function implemented by Diethelm Wuertz
# Description:
# Ansari-Bradley's test for differences in scale
# Arguments:
# x - a numeric vector of data values.
# description - a brief description of the project of type
# character.
# title - a character string which allows for a project title.
# FUNCTION:
# Call:
call = match.call()
# Test:
test = list()
# Data Set Name:
DNAME = paste(deparse(substitute(x)), "and", deparse(substitute(y)))
test$data.name = DNAME
# Convert Type:
x = as.vector(x)
y = as.vector(y)
# Test:
two.sided = .ansari2Test(x = x, y = y, alternative = "two.sided",
exact = FALSE, conf.int = TRUE, conf.level = 0.95)
less = .ansari2Test(x = x, y = y, alternative = "less",
exact = FALSE, conf.int = TRUE, conf.level = 0.95)
greater = .ansari2Test(x = x, y = y, alternative = "greater",
exact = FALSE, conf.int = TRUE, conf.level = 0.95)
two.sided.exact = .ansari2Test(x = x, y = y, alternative = "two.sided",
exact = TRUE, conf.int = TRUE, conf.level = 0.95)
less.exact = .ansari2Test(x = x, y = y, alternative = "less",
exact = TRUE, conf.int = TRUE, conf.level = 0.95)
greater.exact = .ansari2Test(x = x, y = y, alternative = "greater",
exact = TRUE, conf.int = TRUE, conf.level = 0.95)
# Statistic:
STATISTIC = c(two.sided$statistic)
names(STATISTIC) = "AB"
test$statistic = STATISTIC
# P Values:
PVAL = c(
two.sided$p.value,
two.sided.exact$p.value,
less$p.value,
less.exact$p.value,
greater$p.value,
greater.exact$p.value)
names(PVAL) = c(
"Alternative Two-Sided ",
"Alternative Two-Sided | Exact",
"Alternative Less ",
"Alternative Less | Exact",
"Alternative Greater ",
"Alternative Greater | Exact")
test$p.values = PVAL
# Confidence Levels:
CONF.INT = cbind(
a = two.sided$conf.int,
b = two.sided.exact$conf.int,
c = less$conf.int,
d = less.exact$conf.int,
e = greater$conf.int,
f = greater.exact$conf.int)
# For Splus compatibility use named a CONF.INT
# and dimnames instead of colnames!
dimnames(CONF.INT)[[2]] = c(
"Two-Sided | Asymptotic ",
"Two-Sided | Exact ",
"Less | Asymptotic ",
"Less | Exact ",
"Greater | Asymptotic ",
"Greater | Exact ")
test$conf.int = CONF.INT
# Add:
if(is.null(title)) title = "Ansari-Bradley Test for Scale"
if(is.null(description)) description = ""
# Return Value:
new("fHTEST",
call = call,
data = list(x = x, y = y),
test = test,
title = as.character(title),
description = as.character(description) )
}
# ------------------------------------------------------------------------------
.ansari2Test <-
function(x, y, alternative = c("two.sided", "less", "greater"),
exact = TRUE, conf.int = FALSE, conf.level = 0.95, ...)
{
# A function implemented by Diethelm Wuertz
# Arguments:
# x - numeric vector of data values.
# y - numeric vector of data values.
# alternative - indicates the alternative hypothesis and must
# be one of "two.sided", "greater" or "less". You can specify
# just the initial letter.
# exact - a logical indicating whether an exact p-value should
# be computed.
# conf.int - a logical,indicating whether a confidence interval
# should be computed.
# conf.level - confidence level of the interval.
# FUNCTION:
# Return Value:
ansari.test(x, y, alternative, exact, conf.int, conf.level, ...)
}
# ------------------------------------------------------------------------------
.moodTest <-
function(x, y, title = NULL, description = NULL)
{
# A function implemented by Diethelm Wuertz
# Description:
# Performs Mood's two-sample test for a difference in
# scale parameters.
# Arguments:
# x, y - a numeric vector of data values.
# description - a brief description of the project of type
# character.
# title - a character string which allows for a project title.
# Notes:
# A modified copy originally from R's ctest package Version 1.8.1
# FUNCTION:
# Call:
call = match.call()
# Test:
test = list()
# Data Set Name:
DNAME = paste(deparse(substitute(x)), "and", deparse(substitute(y)))
test$data.name = DNAME
# Convert Type:
x = as.vector(x)
y = as.vector(y)
# Check Data:
m = length(x)
n = length(y)
s = m + n
if (s < 3) stop("not enough observations")
# Statistic:
r = rank(c(x, y))
# From R:
# z = ((sum((r[1:length(x)] - (s + 1) / 2)^2) - m * (s^2 - 1) / 12)
# / sqrt(m * n * (s + 1) * (s + 2) * (s - 2) / 180) )
# To run also under S-Plus use ...
a = sum( (r[1:length(x)]-0.5*(s+1))^2 ) - m*(s*s-1)/12
b = sqrt(as.numeric(m) * n * (s + 1) * (s + 2) * (s - 2) / 180)
STATISTIC = a/b
names(STATISTIC) = "Z"
test$statistic = STATISTIC
# P Values:
p = pnorm(STATISTIC)
PVAL = c(2 * min(p, 1 - p), p, 1 - p)
names(PVAL) = c(
"Alternative Two-Sided",
"Alternative Less",
"Alternative Greater")
test$p.value = PVAL
# Add:
if(is.null(title)) title = "Mood Two-Sample Test of Scale"
if(is.null(description)) description = ""
# Return Value:
new("fHTEST",
call = call,
data = list(x = x, y = y),
test = test,
title = as.character(title),
description = as.character(description) )
}
################################################################################
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