monotonicity_test {SurrogateParadoxTest} | R Documentation |
Monotonicity test
Description
Runs the test of monotonicity for a regression function.
Usage
monotonicity_test(X, Y, h = NA, m = 5, bootstrap_n = 100,
alpha = 0.05, parallelize = FALSE)
Arguments
X |
Vector of X values. |
Y |
Vector of Y values. |
h |
Bandwidth for the kernel smoother. |
m |
Window size to calculate linear regression. |
bootstrap_n |
Desired number of bootstrap samples. |
alpha |
Desired alpha level of the test. |
parallelize |
Whether to parallelize bootstrap samples. |
Value
T_m_value |
Value of the test statistic. |
p_val |
p-value of test |
reject |
whether the test rejects the null |
T_m_samples |
Vector of bootstrapped values of test statistic |
Author(s)
Emily Hsiao
References
Hall, Peter, and Nancy E. Heckman. "Testing for monotonicity of a regression mean by calibrating for linear functions." Annals of Statistics (2000): 20-39.
[Package SurrogateParadoxTest version 1.0 Index]