eqdist.2014BG {SHT} | R Documentation |
Test for Equality of Two Distributions by Biswas and Ghosh (2014)
Description
Given two samples (either univariate or multivariate) X
and Y
of same dimension, it tests
H_0 : F_X = F_Y\quad vs\quad H_1 : F_X \neq F_Y
using the procedure by Biswas and Ghosh (2014) in a nonparametric way based on
pairwise distance measures. Both asymptotic and permutation-based determination of
p
-values are supported.
Usage
eqdist.2014BG(X, Y, method = c("permutation", "asymptotic"), nreps = 999)
Arguments
X |
a vector/matrix of 1st sample. |
Y |
a vector/matrix of 2nd sample. |
method |
method to compute |
nreps |
the number of permutations to be run when |
Value
a (list) object of S3
class htest
containing:
- statistic
a test statistic.
- p.value
p
-value underH_0
.- alternative
alternative hypothesis.
- method
name of the test.
- data.name
name(s) of provided sample data.
References
Biswas M, Ghosh AK (2014). “A nonparametric two-sample test applicable to high dimensional data.” Journal of Multivariate Analysis, 123, 160–171. ISSN 0047259X.
Examples
## CRAN-purpose small example
smallX = matrix(rnorm(10*3),ncol=3)
smallY = matrix(rnorm(10*3),ncol=3)
eqdist.2014BG(smallX, smallY) # run the test
## Not run:
## compare asymptotic and permutation-based powers
set.seed(777)
ntest = 1000
pval.a = rep(0,ntest)
pval.p = rep(0,ntest)
for (i in 1:ntest){
x = matrix(rnorm(100), nrow=5)
y = matrix(rnorm(100), nrow=5)
pval.a[i] = ifelse(eqdist.2014BG(x,y,method="a")$p.value<0.05,1,0)
pval.p[i] = ifelse(eqdist.2014BG(x,y,method="p",nreps=100)$p.value <0.05,1,0)
}
## print the result
cat(paste("\n* EMPIRICAL TYPE 1 ERROR COMPARISON \n","*\n",
"* Asymptotics : ", round(sum(pval.a/ntest),5),"\n",
"* Permutation : ", round(sum(pval.p/ntest),5),"\n",sep=""))
## End(Not run)