rank.ictest {ICSNP} | R Documentation |
marginal rank test for the location problem in the one sample case when the margins are assumed independent.
rank.ictest(X, ...) ## Default S3 method: rank.ictest(X, mu = NULL, scores = "rank", na.action = na.fail, ...) ## S3 method for class 'ics': rank.ictest(X, index = NULL, na.action = na.fail, ...)
X |
a numeric data frame or matrix or an ics object. |
mu |
a vector indicating the hypothesized value of the location. NULL represents the origin. |
scores |
options are 'rank' for the signed rank test, 'sign' for the sign test and 'normal' for the normal score test. |
index |
an integer vector that gives the columns to choose from invariant coordinates form the 'ics' object. The default uses all columns. |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
... |
further arguments to be passed to or from methods. |
The test is normally used to test for location in the symmetric independent component model.
A list with class 'htest' containing the following components:
statistic |
the value of the Q-statistic. |
parameter |
the degrees of freedom for the Q-statistic. |
p.value |
the p-value for the test. |
null.value |
the specified hypothesized value of the location. |
alternative |
a character string with the value 'two.sided'. |
method |
a character string indicating what type of test was performed. |
data.name |
a character string giving the name of the data. |
Klaus Nordhausen, klaus.nordhausen@uta.fi
Nordhausen, K., Oja, H. and Paindaveine, D. (2007), Rank-based location tests in the independent component model, Manuscript, 1, 1–15.
set.seed(555) X <- cbind(rt(30,4),rnorm (30,0.5), runif(30,-3,3)) mix.matrix <- matrix(c(3,2,1,2,4,-0.5,1,-0.5,2), ncol=3) X.mixed <- X %*% t(mix.matrix) ica.X <- ics(X, covOrigin, cov4, S2args=list(location="Origin")) rank.ictest(ica.X) rm(.Random.seed)