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