pHoeff {NSM3}

Hoeffding's D

Description

Function to approximate the distribution of Hoeffding's D statistic using a Monte Carlo Sample under the null hypothesis. This code follows section 8.6 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e. This calls HoeffD, a small bit of code that produces the value of D without any inference. It is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".

Usage

pHoeff(n=5, reps=10000, r=4)

Arguments

n

the sample size

reps

the number of Monte Carlo runs to produce

r

the number of digits for rounding the results

Value

Returns a matrix containing the Monte Carlo distribution of the D statistic.

Author(s)

Eric Chicken

See Also

Also see the Hmisc package.

Examples

pHoeff(n=5, reps=10000, r=4)
pHoeff(n=10, reps=1000, r=5)