SymmetryTest {coin}  R Documentation 
Testing the symmetry of set of repeated measurements variables measured on arbitrary scales in a complete block design.
## S3 method for class 'formula' symmetry_test(formula, data, subset = NULL, weights = NULL, ...) ## S3 method for class 'table' symmetry_test(object, ...) ## S3 method for class 'SymmetryProblem' symmetry_test(object, teststat = c("maximum", "quadratic", "scalar"), distribution = c("asymptotic", "approximate", "exact", "none"), alternative = c("two.sided", "less", "greater"), xtrafo = trafo, ytrafo = trafo, scores = NULL, check = NULL, paired = FALSE, ...)
formula 
a formula of the form 
data 
an optional data frame containing the variables in the model formula. 
subset 
an optional vector specifying a subset of observations to be used. Defaults
to 
weights 
an optional formula of the form 
object 
an object inheriting from classes 
teststat 
a character, the type of test statistic to be applied: either a maximum
statistic ( 
distribution 
a character, the conditional null distribution of the test statistic can be
approximated by its asymptotic distribution ( 
alternative 
a character, the alternative hypothesis: either 
xtrafo 
a function of transformations to be applied to the factor 
ytrafo 
a function of transformations to be applied to the variables 
scores 
a named list of scores to be attached to ordered factors; see
‘Details’. Defaults to 
check 
a function to be applied to objects of class

paired 
a logical, indicating that paired data have been transformed in such a way
that the (unstandardized) linear statistic is the sum of the absolute values
of the positive differences between the paired observations. Defaults to

... 
further arguments to be passed to or from other methods (currently ignored). 
symmetry_test
provides a general symmetry test for a set of variables
measured on arbitrary scales. This function is based on the general framework
for conditional inference procedures proposed by Strasser and Weber (1999).
The salient parts of the StrasserWeber framework are elucidated by Hothorn
et al. (2006) and a thorough description of the software implementation
is given by Hothorn et al. (2008).
The null hypothesis of symmetry is tested. The response variables and the
measurement conditions are given by y1
, ..., yq
and x
,
respectively, and block
is a factor where each level corresponds to
exactly one subject with repeated measurements.
A vector of case weights, e.g., observation counts, can be supplied through
the weights
argument and the type of test statistic is specified by
the teststat
argument. Influence and regression functions, i.e.,
transformations of y1
, ..., yq
and x
, are specified by
the ytrafo
and xtrafo
arguments respectively; see
trafo
for the collection of transformation functions currently
available. This allows for implementation of both novel and familiar test
statistics, e.g., the McNemar test, the Cochran Q test, the Wilcoxon
signedrank test and the Friedman test. Furthermore, multivariate extensions
such as the multivariate Friedman test (Gerig, 1969; Puri and Sen, 1971) can
be implemented without much effort (see ‘Examples’).
If, say, y1
and/or x
are ordered factors, the default scores,
1:nlevels(y1)
and 1:nlevels(x)
respectively, can be altered
using the scores
argument; this argument can also be used to coerce
nominal factors to class "ordered"
. For example, when y1
is an
ordered factor with four levels and x
is a nominal factor with three
levels, scores = list(y1 = c(1, 3:5), x = c(1:2, 4))
supplies the
scores to be used. For ordered alternatives the scores must be monotonic, but
nonmontonic scores are also allowed for testing against, e.g., umbrella
alternatives. The length of the score vector must be equal to the number of
factor levels.
The conditional null distribution of the test statistic is used to obtain
pvalues and an asymptotic approximation of the exact distribution is
used by default (distribution = "asymptotic"
). Alternatively, the
distribution can be approximated via Monte Carlo resampling or computed
exactly for univariate twosample problems by setting distribution
to
"approximate"
or "exact"
respectively. See
asymptotic
, approximate
and exact
for details.
An object inheriting from class "IndependenceTest"
.
Starting with coin version 1.10, maximum statistics and quadratic forms
can no longer be specified using teststat = "maxtype"
and
teststat = "quadtype"
respectively (as was used in versions prior to
0.45).
Gerig, T. (1969). A multivariate extension of Friedman's chi^2_rtest. Journal of the American Statistical Association 64(328), 1595–1608. doi: 10.1080/01621459.1969.10501079
Hothorn, T., Hornik, K., van de Wiel, M. A. and Zeileis, A. (2006). A Lego system for conditional inference. The American Statistician 60(3), 257–263. doi: 10.1198/000313006X118430
Hothorn, T., Hornik, K., van de Wiel, M. A. and Zeileis, A. (2008). Implementing a class of permutation tests: The coin package. Journal of Statistical Software 28(8), 1–23. doi: 10.18637/jss.v028.i08
Puri, M. L. and Sen, P. K. (1971). Nonparametric Methods in Multivariate Analysis. New York: John Wiley & Sons.
Strasser, H. and Weber, C. (1999). On the asymptotic theory of permutation statistics. Mathematical Methods of Statistics 8(2), 220–250.
## Onesided exact FisherPitman test for paired observations y1 < c(1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, 1.30) y2 < c(0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29) dta < data.frame( y = c(y1, y2), x = gl(2, length(y1)), block = factor(rep(seq_along(y1), 2)) ) symmetry_test(y ~ x  block, data = dta, distribution = "exact", alternative = "greater") ## Alternatively: transform data and set 'paired = TRUE' delta < y1  y2 y < as.vector(rbind(abs(delta) * (delta >= 0), abs(delta) * (delta < 0))) x < factor(rep(0:1, length(delta)), labels = c("pos", "neg")) block < gl(length(delta), 2) symmetry_test(y ~ x  block, distribution = "exact", alternative = "greater", paired = TRUE) ### Example data ### Gerig (1969, p. 1597) gerig < data.frame( y1 = c( 0.547, 1.811, 2.561, 1.706, 2.509, 1.414, 0.288, 2.524, 3.310, 1.417, 0.703, 0.961, 0.878, 0.094, 1.682, 0.680, 2.077, 3.181, 0.056, 0.542, 2.983, 0.711, 0.269, 1.662, 1.335, 1.545, 2.920, 1.635, 0.200, 2.065), y2 = c(0.575, 1.840, 2.399, 1.252, 1.574, 3.059, 0.310, 1.553, 0.560, 0.932, 1.390, 3.083, 0.819, 0.045, 3.348, 0.497, 1.747, 1.355, 0.285, 0.760, 2.332, 0.089, 1.076, 0.960, 0.349, 1.471, 4.121, 0.845, 1.480, 3.391), x = factor(rep(1:3, 10)), b = factor(rep(1:10, each = 3)) ) ### Asymptotic multivariate Friedman test ### Gerig (1969, p. 1599) symmetry_test(y1 + y2 ~ x  b, data = gerig, teststat = "quadratic", ytrafo = function(data) trafo(data, numeric_trafo = rank_trafo, block = gerig$b)) # L_n = 17.238 ### Asymptotic multivariate Page test (st < symmetry_test(y1 + y2 ~ x  b, data = gerig, ytrafo = function(data) trafo(data, numeric_trafo = rank_trafo, block = gerig$b), scores = list(x = 1:3))) pvalue(st, method = "stepdown")