Modification des messages

This commit is contained in:
François Pelletier 2014-03-15 11:41:07 -04:00
parent 9a9dc346bd
commit 0a2c687323
3 changed files with 16 additions and 24 deletions

View file

@ -1,10 +1,12 @@
# Pearson's Chi-Squared test based on the characteristic function
#
# Author: François Pelletier
#
# LGPL 3.0
###############################################################################
#' Pearson's Chi-Squared test based on the characteristic function
#' @param DATA.hist histogram object of the data
#' @param datahist histogram object of the data
#' @param FUN Characteristic function (integral) or
#' Saddlepoint distribution approximation (saddlepoint)
#' @param ... FUN arguments
@ -15,30 +17,26 @@
#' degree of freedom, hypothesis reject boolean and p.value
#' @export chisquare.test
#' @author François Pelletier
chisquare.test <- function(DATA.hist,FUN,...,alpha=0.05,method="integral")
chisquare.test <- function(datahist,FUN,...,alpha=0.05,method="integral")
{
# Compute expected values for each histogram breaks using the characteristic function
classes <- DATA.hist$breaks
classes <- datahist$breaks
observed <- datahist$counts
if(method=="integral")
{
expected <- diff(cftocdf(classes,FUN,...)*
sum(observed <- DATA.hist$counts))
sum(observed))
}
else if(method=="saddlepoint")
{
expected <- diff(FUN(classes,...)*
sum(observed <- DATA.hist$counts))
sum(observed))
}
# Compute the test statistic using chi-square distribution
p.value <- pchisq(chisquare.stat<-sum((observed-expected)^2/expected),
df<-length(classes)-2,lower.tail=FALSE)
# Print output
cat("Chi-Square Test based on CF\n\nTest statistic: ",chisquare.stat,
"\nDegree of freedom: ",df,
"\nP-value: ",p.value,
"\nReject H0 with confidence level ",1-alpha,"?: ",p.value<alpha)
chisquare.stat<-sum((observed-expected)^2/expected)
df<-length(classes)-2
p.value <- pchisq(chisquare.stat,df,lower.tail=FALSE)
# Create the return list
list(chisquare.stat=chisquare.stat,df=df,reject=p.value<alpha,p.value=p.value)
list(chisquare.stat=chisquare.stat,df=df,p.value=p.value)
}

View file

@ -21,17 +21,11 @@ md.test <- function(param,data,t,FUN,empFUN,alpha=0.05)
Q <- MASS::ginv(outer(t,t,function(j,k) FUN(j+k,param)-FUN(j,param)*FUN(k,param)))
# Vector of differences
v <- sqrt(n) * (empFUN(t,data)-FUN(t,param))
md.stat <- t(v) %*% Q %*% v
md.stat <- Re(as.vector(t(v) %*% Q %*% v))
# Compute the test statistic using chi-square distribution
p.value <- pchisq(md.stat,df<-length(t))
reject <- p.value >= alpha
# Print output
cat("Minimum distance test based on a transform\n\nTest statistic: ",md.stat,
"\nDegree of freedom: ",df,
"\nP-value: ",p.value,
"\nReject H0 with confidence level ",1-alpha,"?: ",reject)
# Create the return list
list(md.stat=md.stat,df=df,reject=reject,p.value=p.value)
list(md.stat=md.stat,df=df,p.value=p.value)
}

View file

@ -2,10 +2,10 @@
\alias{chisquare.test}
\title{Pearson's Chi-Squared test based on the characteristic function}
\usage{
chisquare.test(DATA.hist, FUN, ..., alpha = 0.05, method = "integral")
chisquare.test(datahist, FUN, ..., alpha = 0.05, method = "integral")
}
\arguments{
\item{DATA.hist}{histogram object of the data}
\item{datahist}{histogram object of the data}
\item{FUN}{Characteristic function (integral) or
Saddlepoint distribution approximation (saddlepoint)}