jonckheere.test {clinfun} | R Documentation |
Exact/permutation version of Jonckheere-Terpstra test
Description
Jonckheere-Terpstra test to test for ordered differences among classes
Usage
jonckheere.test(x, g, alternative = c("two.sided", "increasing",
"decreasing"), nperm=NULL)
Arguments
x , g |
data and group vector |
alternative |
means are monotonic (two.sided), increasing, or decreasing |
nperm |
number of permutations for the reference distribution. The default is null in which case the permutation p-value is not computed. Recommend that the user set nperm to be 1000 or higher if permutation p-value is desired. |
Details
jonckheere.test is the exact (permutation) version of the Jonckheere-Terpstra test. It uses the statistic
\sum_{k<l} \sum_{ij} I(X_{ik} < X_{jl}) + 0.5 I(X_{ik} =
X_{jl}),
where i, j
are observations in groups k
and
l
respectively. The asymptotic version is equivalent to
cor.test(x, g, method="k"). The exact calculation requires that there
be no ties and that the sample size is less than 100. When data are
tied and sample size is at most 100 permutation p-value is returned.
References
Jonckheere, A. R. (1954). A distribution-free k-sample test again ordered alternatives. Biometrika 41:133-145.
Terpstra, T. J. (1952). The asymptotic normality and consistency of Kendall's test against trend, when ties are present in one ranking. Indagationes Mathematicae 14:327-333.
Examples
set.seed(1234)
g <- rep(1:5, rep(10,5))
x <- rnorm(50)
jonckheere.test(x+0.3*g, g)
x[1:2] <- mean(x[1:2]) # tied data
jonckheere.test(x+0.3*g, g)
jonckheere.test(x+0.3*g, g, nperm=5000)