WilcoxH {mixPHM}

Tests of Zero Correlations Among P Variables

Description

This function computes Wilcox H-test and the Steiger-Hakstian-Test for testing H0: R = I.

Usage

WilcoxH(x, use = "pairwise.complete.obs")

Arguments

x

Data frame or matrix of dimension n*p with survival times (NA's allowed).

use

Treatment of NA's for the computation of the correlation matrix (see cor()). Either "all.obs", "complete.obs", or "pairwise.complete.obs"

Details

This test is robust against violations of normality. Since phmclust() assumes independence across pages, this test can be used to explore the appropriateness of the data.

Value

Returns an object of class "wilcoxh" with the following values:

Rmat

Correlation matrix

SH.res

Results for Steiger-Hakstian-Test

WH.res

Results for Wilcox H-test

References

Wilcox, R. (1997). Tests of independence and zero correlations among P variables. Biometrical Journal, 2, 183-193.

See Also

phmclust

Examples

data(webshop)
res <- WilcoxH(webshop)
res