flintyR-package {flintyR}

Simple and Flexible Tests of Sample Exchangeability

Description

Given a multivariate dataset and some knowledge about the dependencies between its features, it is customary to fit a statistical model to the features to infer parameters of interest. Such a procedure implicitly assumes that the sample is exchangeable. This package provides a flexible non-parametric test of this exchangeability assumption, allowing the user to specify the feature dependencies by hand as long as features can be grouped into disjoint independent sets. This package also allows users to test a dual hypothesis, which is, given that the sample is exchangeable, does a proposed grouping of the features into disjoint sets also produce statistically independent sets of features? See Aw, Spence and Song (2023) for the accompanying paper.

Package Content

Index of help topics:

blockGaussian           Approximate p-value for Test of Exchangeability
                        (Assuming Large N and P with Block
                        Dependencies)
blockLargeP             Approximate p-value for Test of Exchangeability
                        (Assuming Large P with Block Dependencies)
blockPermute            p-value Computation for Test of Exchangeability
                        with Block Dependencies
buildForward            Map from Indices to Label Pairs
buildReverse            Map from Label Pairs to Indices
cacheBlockPermute1      Resampling Many V Statistics (Version 1)
cacheBlockPermute2      Resampling Many V Statistics (Version 2)
cachePermute            Permutation by Caching Distances
distDataLargeP          Asymptotic p-value of Exchangeability Using
                        Distance Data
distDataPValue          A Non-parametric Test of Sample Exchangeability
                        and Feature Independence (Distance List
                        Version)
distDataPermute         p-value Computation for Test of Exchangeability
                        Using Distance Data
flintyR-package         Simple and Flexible Tests of Sample
                        Exchangeability
getBinVStat             V Statistic for Binary Matrices
getBlockCov             Covariance Computations Between Pairs of
                        Distances (Block Dependencies Case)
getChi2Weights          Get Chi Square Weights
getCov                  Covariance Computations Between Pairs of
                        Distances (Independent Case)
getHammingDistance      A Hamming Distance Vector Calculator
getLpDistance           A l_p^p Distance Vector Calculator
getPValue               A Non-parametric Test of Sample Exchangeability
                        and Feature Independence
getRealVStat            V Statistic for Real Matrices
hamming_bitwise         Fast Bitwise Hamming Distance Vector
                        Computation
indGaussian             Approximate p-value for Test of Exchangeability
                        (Assuming Large N and P)
indLargeP               Approximate p-value for Test of Exchangeability
                        (Assuming Large P)
lp_distance             Fast l_p^p Distance Vector Computation
naiveBlockPermute1      Resampling V Statistic (Version 1)
naiveBlockPermute2      Resampling V Statistic (Version 2)
weightedChi2P           Tail Probability for Chi Square Convolution
                        Random Variable

Maintainer

Alan Aw <[e-mail]>

Author(s)

NA