m_est_perm_distribution {robnptests}R Documentation

Permutation distribution for M-statistics

Description

mest_perm_distribution calculates the permutation distribution for the M-statistics from m_test_statistic.

Usage

m_est_perm_distribution(x, y, psi, k, randomization = FALSE, n.rep = 10000)

Arguments

x

a (non-empty) numeric vector of data values.

y

a (non-empty) numeric vector of data values.

psi

kernel used for optimization. Must be one of "bisquare", "hampel" and "huber". The default is "huber".

k

tuning parameter(s) for the respective kernel function, defaults to parameters implemented in .Mpsi.tuning.default(psi) in the package robustbase.

randomization

a logical value indicating whether the p-value should be computed from a permutation (FALSE, default) or a randomization (TRUE) distribution.

n.rep

an integer value specifying the number of random splits used to calculate the randomization distribution if method = "randomization". The default is n.rep = 10000.

Details

Missing values in either x or y are not allowed.

Value

Vector with permutation distribution of the test statistic specified by psi and k.

References

Maechler M, Rousseeuw P, Croux C, Todorov V, Ruckstuhl A, Salibián-Barrera M, Verbeke T, Koller M, Conceicao EL, di Palma MA (2022). robustbase: Basic robust statistics. R package version 0.95-0, https://CRAN.R-project.org/package=robustbase.


[Package robnptests version 1.1.0 Index]