1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256
|
qn.test <-
function (..., data = NULL,
test = c("KW","vdW","NS"),
method=c("asymptotic","simulated","exact"),
dist=FALSE,Nsim=10000)
{
#############################################################################
# This function "qn.test" tests whether k samples (k>1) come from a common
# continuous distribution, using the QN rank test. See Lehmann (2006),
# Nonparametrics, Statistical Methods Based on Ranks, Appendix Corollary 10.
# Ties are handled by using average rank scores.
# While the asymptotic P-value is always returned, there is the option
# to get an estimate based on Nsim simulations or an exact value based
# on the full enumeration distribution, provided method = "exact" is chosen
# and the number of full enumerations is <= the Nsim specified.
# If the latter is not the case, simulation is used with the indicated Nsim.
# These simulated or exact P-values are appropriate under the continuity
# assumption or, when ties are present, they are still appropriate
# conditionally on the tied rank pattern, provided randomization took
# place in allocating subjects to the respective samples, i.e., also
# under random sampling from a common discrete parent population.
#
#
#
# Inputs:
# ...: can either be a sequence of k (>1) sample vectors,
#
# or a list of k (>1) sample vectors,
#
# or y, g, where y contains the concatenated
# samples and g is a factor which by its levels
# identifies the samples in y,
#
# or a formula y ~ g with y and g as in previous case.
#
# test: specifies the ranks scores to be used, averaging the scores
# of tied observations.
# test = "KW" uses scores 1:N ( ==> Kruskal-Wallis test)
# test = "vdW" uses the van der Waerden scores qnorm(1:N/(N+1))
# test = "NS" uses normal scores, expected standard normal order
# statistics, uses function normOrder of package SuppDists.
# Other scores could easily be added to this function.
#
# method: takes values "asymptotic", "simulated", or "exact".
# The value "asymptotic" causes calculation of P-values
# using the asymptotic chi-square approximation, always done.
#
# The value "simulated" causes estimation of P-values
# by randomly splitting the the pooled data into
# samples of sizes ns[1], ..., ns[k], where
# ns[i] is the size of the i-th sample vector,
# and n = ns[1] + ... + ns[k] is the pooled sample size.
# For each such random split the QN statistic is
# computed. This is repeated Nsim times and the proportions
# of simulated values >= the actually observed QN value
# is reported as P-value estimate.
#
# The value "exact" enumerates all n!/(ns[1]! * ... * ns[k])
# splits of the pooled sample and computes the QN statistic.
# The proportion of all enumerated QN statistics
# that are >= the actually observed QN value
# is reported as exact (conditional) P-value.
#
# dist: = FALSE (default) or TRUE, TRUE causes the simulated
# or fully enumerated vector of the QN statstic to be returned
# as null.dist.
#
# Nsim: number of simulations to perform,
# for method = "exact" to take hold, it needs to be at least
# equal the number of all possible splits of the pooled
# data into samples of sizes ns[1], ..., ns[k], where
# ns[i] is the size of the i-th sample vector.
#
# When there are NA's among the sample values they are removed,
# with a warning message indicating the number of NA's.
# It is up to the user to judge whether such removals make sense.
#
# An example:
# z1 <- c(0.824, 0.216, 0.538, 0.685)
# z2 <- c(0.448, 0.348, 0.443, 0.722)
# z3 <- c(0.403, 0.268, 0.440, 0.087)
# qn.test(z1,z2,z3,method="exact",dist=T,Nsim=100000)
# or
# qn.test(list(z1,z2,z3),test="KW",method="exact",dist=T,Nsim=100000)
# which produces the output below.
#############################################################################
#
# Kruskal-Wallis k-sample test.
#
# Number of samples: 3
# Sample sizes: 4 4 4
# Total number of values: 12
# Number of unique values: 12
#
# Null Hypothesis: All samples come from a common population.
#
# QN asympt. P-value exact P-Value
# 3.5769231 0.1672172 0.1729870
#
#
# Warning: At least one sample size is less than 5.
# asymptotic p-values may not be very accurate.
#
#############################################################################
# In order to get the output list, call
# qn.out <- qn.test(list(z1,z2,z3),test="KW",method="exact",dist=T,Nsim=100000)
# then qn.out is of class ksamples and has components
# > names(qn.out)
# [1] "test.name" "k" "ns" "N" "n.ties" "qn"
# [7] "warning" "null.dist" "method" "Nsim"
#
# where
# test.name = "Kruskal-Wallis", "van der Waerden", or "normal scores"
# k = number of samples being compared
# ns = vector of the k sample sizes ns[1],...,ns[k]
# N = ns[1] + ... + ns[k] total sample size
# n.ties = number of ties in the combined set of all n observations
# qn = 2 (or 3) vector containing the QN statistics, its asymptotic P-value,
# (and its exact or simulated P-value).
# warning = logical indicator, warning = TRUE indicates that at least
# one of the sample sizes is < 5.
# null.dist is a vector of simulated values of the QN statistic
# or the full enumeration of such values.
# This vector is given when dist = TRUE is specified,
# otherwise null.dist = NULL is returned.
# method = one of the following values: "asymptotic", "simulated", "exact"
# as it was ultimately used.
# Nsim = number of simulations used, when applicable.
#
# The class ksamples causes qn.out to be printed in a special output
# format when invoked simply as: > qn.out
# An example was shown above.
#
# Fritz Scholz, August 2012
#
#################################################################################
ave.score <- function(z, scores){
# This function takes a data vector z and a vector scores
# of same length and returns a vector av.scores of scores
# using average scores for each group of tied
# observations in z. av.scores and scores have same length.
N <- length(z)
rz <- rank(z)
r.rz <- rank(z,ties.method="random")
rz.u <- unique(rz)
av.scores <- rep(0,N)
for(rz.ui in rz.u){
av.scores[rz==rz.ui] <- mean(scores[r.rz[rz
==rz.ui]])
}
av.scores
}
samples <- io(...,data = data)
test <- match.arg(test)
method <- match.arg(method)
out <- na.remove(samples)
na.t <- out$na.total
if( na.t > 1) print(paste("\n",na.t," NAs were removed!\n\n"))
if( na.t == 1) print(paste("\n",na.t," NA was removed!\n\n"))
samples <- out$x.new
k <- length(samples)
if (k < 2) stop("Must have at least two samples.")
ns <- sapply(samples, length)
n <- sum(ns)
if (any(ns == 0)) stop("One or more samples have no observations.")
x <- unlist(samples)
if(test == "KW"){ scores.vec <- 1:n }
if (test == "NS") {
if (!requireNamespace("SuppDists", quietly = TRUE)){
# if (!exists("normOrder")) library(SuppDists)
stop("SuppDists (>= 1.1-9.4) needed for this function to work. Please install it.",
call. = FALSE)
}
scores.vec <- normOrder(n)
}
if(test == "vdW") {
scores.vec <- qnorm((1:n)/(n + 1))
}
QNobs <- 0
pval <- 0
rx <- ave.score(x,scores.vec)
svar <- var(rx)
smean <- mean(rx)
L <- length(unique(rx))
if(dist == TRUE) Nsim <- min(Nsim,1e8)
ncomb <- 1
if( method == "exact"){
np <- n
for(i in 1:(k-1)){
ncomb <- ncomb * choose(np,ns[i])
np <- np-ns[i]
}
# it is possible that ncomb overflows to Inf
if(!(ncomb < Inf)) stop('ncomb = Inf, method = "exact" not possible\n')
}
if( method == "exact" & Nsim < ncomb) {
method <- "simulated"
}
if( method == "exact" & dist == TRUE ) nrow <- ncomb
if( method == "simulated" & dist == TRUE ) nrow <- Nsim
if( method == "simulated" ) ncomb <- 1 # don't need ncomb anymore
if(method == "asymptotic"){
Nsim <- 1
dist <- FALSE
}
useExact <- FALSE
if(method == "exact") useExact <- TRUE
if(dist==T){
QNvec <- numeric(nrow)
}else{
QNvec <- 0
}
out <- .C("QNtest", pval=as.double(pval),
Nsim=as.integer(Nsim), k=as.integer(k),
rx=as.double(rx), ns=as.integer(ns),
useExact=as.integer(useExact),
getQNdist=as.integer(dist),
ncomb=as.double(ncomb),QNobs=as.double(QNobs),
QNvec = as.double(QNvec), PACKAGE = "kSamples")
QNobs <- (out$QNobs - n*smean^2)/svar
pval <- out$pval
if(dist){
QNvec <- round((out$QNvec- n*smean^2)/svar,8)
}
pval.asympt <- 1-pchisq(QNobs,k-1)
if(method=="asymptotic"){
qn <- c(QNobs,pval.asympt)
}else{
qn <- c(QNobs,pval.asympt,pval)
}
if(method=="asymptotic"){
names(qn) <- c("test statistic"," asympt. P-value")
}
if(method=="exact"){
names(qn) <- c("test statistic"," asympt. P-value","exact P-Value")
}
if(method=="simulated"){
names(qn) <- c("test statistic"," asympt. P-value","sim. P-Value")
}
warning <- FALSE
if(min(ns) < 5) warning <- TRUE
if(dist == FALSE | method == "asymptotic") QNvec <- NULL
if(test == "vdW") test.name <- "van der Waerden scores"
if(test == "NS") test.name <- "normal scores"
if(test == "KW") test.name <- "Kruskal-Wallis"
object <- list(test.name = test.name,
k = k, ns = ns, N = n, n.ties = n - L,
qn = qn, warning = warning, null.dist = QNvec,
method=method, Nsim=Nsim)
class(object) <- "kSamples"
object
}
|