LP.XY {QDComparison}

A function to compute LP comoments, LP coefficients, LPINFOR test statistic, and a p-value of distribution equality

Description

This function computes LP comoments, LP coefficients, LPINFOR test statistic, and the corresponding p-value of for testing equality of two distributions.

Usage

LP.XY(x,y,m=6,smooth="TRUE",method="BIC")

Arguments

x

Indicator variable denoting group membership

y

Response variable with measured values

m

Number of LP comoments and LP coefficients to be calculated, default: 6

smooth

If smoothing should be applied, default: TRUE

method

Smoothing method, default: BIC

Value

A list containing:

LP.comoment.0

LP comoments, conditioned on X=0

LP.coef.0

LP coefficients, conditioned on X=0

LP.comoment.1

LP comoments, conditioned on X=1

LP.coef.1

LP coefficients, conditioned on X=1

LPINFOR

Test statistics value

pval

The p-value for testing equality of two distributions F0=F1

Author(s)

Subhadeep Mukhopadhyay

David Jungreis

References

Jungreis, D., (2019) "Unification of Continuous, Discrete, and Mixed Distribution Two-Sample Testing with Inferences in the Quantile Domain"

Mukhopadhyay, S. and Parzen, E. (2014), "LP Approach to Statistical Modeling", arXiv:1405.2601.

Examples

x <- c(rep(0,200),rep(1,200))
y <- c(rnorm(200,0,1),rnorm(200,1,1))
L <- LP.XY(x,y)
L$pval