M {MCARtest} | R Documentation |
Computes an inconsistency index for sequences of means.
Description
A function that computes the inconsistency index M(\mu_\mathbb{S})
for a sequence of
means, as defined in Section 5 in Bordino and Berrett (2024).
Usage
M(mu_S, patterns)
Arguments
mu_S |
The sequence of means |
patterns |
A vector with all the patterns in |
Value
The value of M()
, in the interval [0,1]
.
References
Bordino A, Berrett TB (2024). “Tests of Missing Completely At Random based on sample covariance matrices.” arXiv preprint arXiv:2401.05256.
Examples
library(MASS)
d = 3
n = 200
SigmaS=list() #Random 2x2 correlation matrices (necessarily consistent)
for(j in 1:d){
x=runif(2,min=-1,max=1); y=runif(2,min=-1,max=1); SigmaS[[j]]=cov2cor(x%*%t(x) + y%*%t(y))
}
X = data.frame(matrix(nrow = 3*n, ncol = 3))
X[1:n, c(1,2)] = mvrnorm(n, c(0,0), SigmaS[[1]])
X[(n+1):(2*n), c(2, 3)] = mvrnorm(n, c(0,0), SigmaS[[2]])
X[(2*n+1):(3*n), c(1, 3)] = mvrnorm(n, c(0,0), SigmaS[[3]])
X = as.matrix(X)
xxx = get_SigmaS(X)$patterns
M(get_SigmaS(X)$muS, xxx)
[Package MCARtest version 1.2.1 Index]