a3.gen.default {A3} | R Documentation |
The stochastic data generators generate stochastic noise with (if specified correctly) the same properties as the observed data. By replicating the stochastic properties of the original data, we are able to obtain the exact calculation of p values.
a3.gen.default(x, n.reps)
x |
the original (observed) data series. |
n.reps |
the number of stochastic repetitions to generate. |
Generally these will not be called directly but will instead be passed to the data.generating.fn
argument of a3.base
.
A list of of length n.reps
of vectors of stochastic noise. There are a number of different methods of generating noise:
a3.gen.default |
The default data generator. Uses |
a3.gen.resample |
Reorders the original data series. |
a3.gen.bootstrap |
Resamples the original data series with replacement. |
a3.gen.normal |
Calculates the mean and standard deviation of the original series and generates a new series with that distribution. |
a3.gen.autocor |
Assumesa first order autocorrelation of the original series and generates a new series with the same properties. |
# Calculate the A3 results assuming an auto-correlated set of observations.
# In usage p.acc should be <=0.01 in order to obtain more accurate p values.
a3.lm(rating ~ ., attitude, p.acc = 0.1,
data.generating.fn = replicate(ncol(attitude), a3.gen.autocor))
## A general illustration:
# Take x as a sample set of observations for a feature
x <- c(0.349, 1.845, 2.287, 1.921, 0.803, 0.855, 2.368, 3.023, 2.102, 4.648)
# Generate three stochastic data series with the same autocorrelation properties as x
rand.x <- a3.gen.autocor(x, 3)
plot(x, type="l")
for(i in 1:3) lines(rand.x[[i]], lwd = 0.2)