Rallfun v37

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# Last update:
# Aug, 2019
madsq<-function(x)mad(x)^2
listv2mat<-function(x){
#
# Each x[[]] has a vector of same length, p
# store in a matrix with p columns
#
p=length(x[[1]])
n=length(x)
m=matrix(NA,nrow=n,ncol=p)
for(i in 1:n)m[i,]=x[[i]]
m
}
DqdifMC<-function(x,y=NULL,q=.25,nboot=1000,plotit=TRUE,xlab='Group 1 - Group
2',SEED=TRUE,alpha=.05){
#
# Compare two dependent groups by comparing the
# q and 1-q quantiles of the difference scores
#
# q should be < .5
# if the groups do not differ, then the difference scores should be symmetric
# about zero.
# In particular, the sum of q and 1-q quantiles should be zero.
#
# q indicates the quantiles to be compared. By default, the .25 and .75 quantiles
are used.
#
library(parallel)
if(SEED)set.seed(2)
if(q>=.5)stop('q should be less than .5')
if(!is.null(y)){
xy=elimna(cbind(x,y))
dif=xy[,1]-xy[,2]
}
if(is.null(y))dif=elimna(x)
x=as.matrix(x)
n=length(dif)
if(plotit)akerd(dif,xlab=xlab)
bvec=NA
data<-matrix(sample(n,size=n*nboot,replace=TRUE),nrow=nboot)
data=listm(t(data))
bvec<-mclapply(data,difQMC_sub,dif,q,mc.preschedule=TRUE)
bvec=matl(bvec)
est1=hd(dif,q=q)
est2=hd(dif,q=1-q)
pv=mean(bvec<0)+.5*mean(bvec==0)
p=2*min(c(pv,1-pv))
low<-round((alpha/2)*nboot)+1
up<-nboot-low
sbvec=sort(bvec)
ci=sbvec[low]
ci[2]=sbvec[up]
list(est.q=est1,est.1.minus.q=est2,conf.interval=ci,p.value=p)
}
winsd<-function(x,tr=.2,na.rm=FALSE){
val=sqrt(winvar(x,tr=tr,na.rm=na.rm))
val
}
winsd05<-function(x,tr=.2,na.rm=FALSE){
val=sqrt(winvar(x,tr=tr,na.rm=na.rm))
val
}
difQMC_sub<-function(data,dif,q){
es=hd(dif[data],q)+hd(dif[data],1-q)
es
}
ancGparMC<-
function(x1,y1,x2,y2,regfun=tsreg,nboot=100,SEED=TRUE,xout=FALSE,eout=FALSE,outfun=
outpro,
STAND=TRUE,plotit=TRUE,xlab="X",ylab="Y",ISO=FALSE,...){
#
# Test hypothesis that for two independent groups, all regression parameters are
equal
# By default the Theil--Sen estimator is used
#
# Strategy: Use bootstrap estimate of standard errors followed by
# Johansen type test statistic.
#
# ISO=TRUE, ignore intercept, test only the slope parameters.
#
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
xy=elimna(cbind(x1,y1))
x1=xy[,1:p]
y1=xy[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=xy[,1:p]
y2=xy[,p1]
if(plotit){
xx1=x1
yy1=y1
xx2=x2
yy2=y2
if(ncol(as.matrix(x1))==1){
if(eout){
flag=outfun(cbind(x1,y1),plotit=FALSE,...)$keep
xx1=x1[flag]
yy1=y1[flag]
xx2=x2[flag]
yy2=y2[flag]
}
if(xout){
flag=outfun(xx1,plotit=FALSE,...)$keep
xx1=x1[flag]
yy1=y1[flag]
xx2=x2[flag]
yy2=y2[flag]
}
plot(c(xx1,xx2),c(yy1,yy2),type="n",xlab=xlab,ylab=ylab)
points(xx1,yy1)
points(xx2,yy2,pch="+")
abline(regfun(xx1,yy1,...)$coef)
abline(regfun(xx2,yy2,...)$coef,lty=2)
}}
x=list()
y=list()
x[[1]]=x1
x[[2]]=x2
y[[1]]=y1
y[[2]]=y2
if(!ISO)output=reg1wayMC(x,y,regfun=regfun,nboot=nboot,xout=xout,outfun=outfun,
SEED=SEED,STAND=STAND,...)
if(ISO)output=reg1wayISOMC(x,y,regfun=regfun,nboot=nboot,xout=xout,outfun=outfun,
SEED=SEED,STAND=STAND,...)
output
}
qcomhdMC<-
function(x,y,q=c(.1,.25,.5,.75,.9),nboot=2000,plotit=TRUE,SEED=TRUE,xlab="Group
1",ylab="Est.1-Est.2",alpha=.05,ADJ.CI=TRUE){
#
# Compare quantiles using pb2gen
# via hd estimator. Tied values are allowed.
#
# ADJ.CI=TRUE means that the confidence intervals are adjusted based on the level
used by the corresponding
# test statistic. If a test is performed with at the .05/3 level, for example, the
confidence returned has
# 1-.05/3 probability coverage.
#
# When comparing lower or upper quartiles, both power and the probability of Type I
error
# compare well to other methods that have been derived.
# q: can be used to specify the quantiles to be compared
# q defaults to comparing the .1,.25,.5,.75, and .9 quantiles
#
# Function returns p-values and critical p-values based on Hochberg's method.
#
library(parallel)
if(SEED)set.seed(2)
pv=NULL
output=matrix(NA,nrow=length(q),ncol=10)
dimnames(output)<-
list(NULL,c("q","n1","n2","est.1","est.2","est.1_minus_est.2","ci.low","ci.up","p_c
rit","p-value"))
for(i in 1:length(q)){
output[i,1]=q[i]
output[i,2]=length(elimna(x))
output[i,3]=length(elimna(y))
output[i,4]=hd(x,q=q[i])
output[i,5]=hd(y,q=q[i])
output[i,6]=output[i,4]-output[i,5]
temp=qcom.sub(x,y,nboot=nboot,q=q[i],SEED=FALSE,alpha=alpha)
output[i,7]=temp$ci[1]
output[i,10]=temp$p.value
}
temp=order(output[,10],decreasing=TRUE)
zvec=alpha/c(1:length(q))
output[temp,9]=zvec
if(ADJ.CI){
temp=pb2gen(x,y,nboot=nboot,est=hd,q=q[i],SEED=FALSE,alpha=output[i,9],pr=FALSE)
}
}
output <- data.frame(output)
output$signif=rep("YES",nrow(output))
for(i in 1:nrow(output)){
if(output[temp[i],10]>output[temp[i],9])output$signif[temp[i]]="NO"
#if(output[temp[i],10]<=output[temp[i],9])break
}
if(plotit){
xax=rep(output[,4],3)
yax=c(output[,6],output[,7],output[,8])
plot(xax,yax,xlab=xlab,ylab=ylab,type="n")
points(output[,4],output[,6],pch="*")
lines(output[,4],output[,6])
points(output[,4],output[,7],pch="+")
}
output
}
qcom.sub<-function(x,y,q,alpha=.05,nboot=2000,SEED=TRUE){
#
x<-x[!is.na(x)] # Remove any missing values in x
y<-y[!is.na(y)] # Remove any missing values in y
if(SEED)set.seed(2) # set seed of random number generator so that
# results can be duplicated.
datax<-matrix(sample(x,size=length(x)*nboot,replace=TRUE),nrow=nboot)
datay<-matrix(sample(y,size=length(y)*nboot,replace=TRUE),nrow=nboot)
datax=listm(t(datax))
datay=listm(t(datay))
bvecx<-mclapply(datax,hd,q,mc.preschedule=TRUE)
bvecy<-mclapply(datay,hd,q,mc.preschedule=TRUE)
bvecx=as.vector(matl(bvecx))
bvecy=as.vector(matl(bvecy))
bvec<-sort(bvecx-bvecy)
up<-nboot-low
temp<-sum(bvec<0)/nboot+sum(bvec==0)/(2*nboot)
sig.level<-2*(min(temp,1-temp))
se<-var(bvec)
list(est.1=hd(x,q),est.2=hd(y,q),ci=c(bvec[low],bvec[up]),p.value=sig.level,sq.se=s
e,n1=length(x),n2=length(y))
}
smeanMC<-function(m,cop=6,MM=FALSE,op=1,outfun=outogk,cov.fun=rmba,...){
#
# m is an n by p matrix
#
# Compute a multivariate skipped measure of location
#
# op=1:
# Eliminate outliers using a projection method
# That is, first determine center of data using:
# if op=1, a multi-core processor is used via the
# package multicore
#
# cop=1 Donoho-Gasko median,
# cop=2 MCD,
# cop=3 marginal medians.
# cop=4 uses MVE center
# cop=5 uses TBS
# cop=6 uses rmba (Olive's median ball algorithm)
#
# For each point
# consider the line between it and the center,
# project all points onto this line, and
# check for outliers using
#
# MM=F, a boxplot rule.
# MM=T, rule based on MAD and median
#
# Repeat this for all points. A point is declared
# an outlier if for any projection it is an outlier
# using a modification of the usual boxplot rule.
#
# op=2 use mgv (function outmgv) method to eliminate outliers
#
# op=3 use outlier method indicated by outfun
#
# Eliminate any outliers and compute means
# using remaining data.
#
m<-elimna(m)
if(op==1){
temp<-outproMC(m,plotit=FALSE,cop=cop,MM=MM)$keep
}
if(op==2)temp<-outmgv(m,plotit=FALSE,cov.fun=cov.fun)$keep
if(op==3)temp<-outfun(m,plotit=FALSE,...)$keep
val<-apply(m[temp,],2,mean)
val
}
pb2genMC<-function(x,y,alpha=.05,nboot=2000,est=onestep,SEED=TRUE,pr=FALSE,...){
#
# Compute a bootstrap confidence interval for the
# the difference between any two parameters corresponding to
# independent groups.
# By default, M-estimators are compared.
# Setting est=mean, for example, will result in a percentile
# bootstrap confidence interval for the difference between means.
# Setting est=onestep will compare M-estimators of location.
# The default number of bootstrap samples is nboot=2000
#
library(parallel)
if(pr)print("Taking bootstrap samples. Please wait.")
#
datax=t(datax)
datay=t(datay)
datax=listm(datax)
datay=listm(datay)
bvecx<-mclapply(datax,est,mc.preschedule=TRUE,...)
bvecy<-mclapply(datay,est,mc.preschedule=TRUE,...)
bvec=sort(matl(bvecx)-matl(bvecy))
up<-nboot-low
se<-var(bvec)
list(est.1=est(x,...),est.2=est(y,...),ci=c(bvec[low],bvec[up]),p.value=sig.level,s
q.se=se,n1=length(x),n2=length(y))
}
cbmhdMC<-
function(x,y,alpha=.05,q=.25,plotit=FALSE,pop=0,fr=.8,rval=15,xlab="",ylab="",nboot
=600,SEED=TRUE){
#
# Compute a confidence interval for the sum of the qth and (1-q)th quantiles
# of the distribution of D=X-Y, where X and Y are two independent random
variables.
# The Harrell-Davis estimator is used
# If the distribution of X and Y are identical, then in particular the
# distribution of D=X-Y is symmetric about zero.
#
# plotit=TRUE causes a plot of the difference scores to be created
# pop=0 adaptive kernel density estimate
# pop=1 results in the expected frequency curve.
# pop=2 kernel density estimate (Rosenblatt's shifted histogram)
# pop=3 boxplot
# pop=4 stem-and-leaf
# pop=5 histogram
#
library(parallel)
if(SEED)set.seed(2)
if(q>=.5)stop("q should be less than .5")
if(q<=0)stop("q should be greater than 0")
x<-x[!is.na(x)]
y<-y[!is.na(y)]
n1=length(x)
n2=length(y)
m<-outer(x,y,FUN="-")
q2=1-q
est1=hd(m,q)
est2=hd(m,q2)
data1<-matrix(sample(n1,size=n1*nboot,replace=TRUE),nrow=nboot)
data=cbind(data1,data2)
data=listm(t(data))
bvec=NA
bvec<-mclapply(data,cbmhd_subMC,x=x,y=y,q=q,q2=q2,n1=n1,n2=n2,mc.preschedule=TRUE)
bvec=list2vec(bvec)
p=mean(bvec>0)+.5*mean(bvec==0)
p=2*min(c(p,1-p))
sbv=sort(bvec)
ilow<-round((alpha/2) * nboot)
ihi<-nboot - ilow
ilow<-ilow+1
ci=sbv[ilow]
ci[2]=sbv[ihi]
if(plotit){
if(pop==1 || pop==0){
if(length(x)*length(y)>2500){
print("Product of sample sizes exceeds 2500.")
print("Execution time might be high when using pop=0 or 1")
print("If this is case, might consider changing the argument pop")
print("pop=2 might be better")
}}
MM=as.vector(m)
if(pop==0)akerd(MM,xlab=xlab,ylab=ylab)
if(pop==1)rdplot(MM,fr=fr,xlab=xlab,ylab=ylab)
if(pop==2)kdplot(MM,rval=rval,xlab=xlab,ylab=ylab)
if(pop==3)boxplot(MM)
if(pop==4)stem(MM)
if(pop==5)hist(MM,xlab=xlab)
if(pop==6)skerd(MM)
}
list(q=q,Est1=est1,Est2=est2,sum=est1+est2,ci=ci,p.value=p)
}
cbmhd_subMC<-function(data,cbmhd_subMC,x,y,q,q2,n1,n2){
np1=n1+1
nall=n1+n2
mb=outer(x[data[1:n1]],y[data[np1:nall]],"-")
est=hd(mb,q)+hd(mb,q2)
est
}
lintestMC<-function(x,y,regfun=tsreg,nboot=500,alpha=.05,xout=FALSE,outfun=out,...)
{
#
# Test the hypothesis that the regression surface is a plane.
# Stute et al. (1998, JASA, 93, 141-149).
#
library(parallel)
set.seed(2)
if(identical(regfun,tshdreg))print('When using tshdreg, be sure to include
RES=TRUE')
#if(identical(regfun,Qreg))print('When using Qreg, be sure to include
res.vals=TRUE')
x<-as.matrix(x)
d<-ncol(x)
temp<-elimna(cbind(x,y))
x<-temp[,1:d]
x<-as.matrix(x)
y<-temp[,d+1]
if(xout){
flag<-outfun(x)$keep
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
}
mflag<-matrix(NA,nrow=length(y),ncol=length(y))
for (j in 1:length(y)){
for (k in 1:length(y)){
mflag[j,k]<-(sum(x[j,]<=x[k,])==ncol(x))
}
}
reg<-regfun(x,y,...)
yhat<-y-reg$residuals
print("Taking bootstrap samples, please wait.")
data<-matrix(runif(length(y)*nboot),nrow=nboot)
data<-sqrt(12)*(data-.5) # standardize the random numbers.
data=listm(t(data))
rvalb<-
mclapply(data,lintests1,yhat,reg$residuals,mflag,x,regfun,mc.preschedule=TRUE,...)
# An n x nboot matrix of R values
rvalb=matl(rvalb)
rvalb<-rvalb/sqrt(length(y))
dstatb<-apply(abs(rvalb),2,max)
wstatb<-apply(rvalb^2,2,mean)
# compute test statistic
v<-c(rep(1,length(y)))
rval<-lintests1(v,yhat,reg$residuals,mflag,x,regfun,...)
rval<-rval/sqrt(length(y))
dstat<-max(abs(rval))
wstat<-mean(rval^2)
ib<-round(nboot*(1-alpha))
p.value.d<-1-sum(dstat>=dstatb)/nboot
p.value.w<-1-sum(wstat>=wstatb)/nboot
list(dstat=dstat,wstat=wstat,p.value.d=p.value.d,p.value.w=p.value.w)
}
lloc<-function(x,est=tmean,...){
if(is.data.frame(x)){
x=as.matrix(x)
x=apply(x,2,as.numeric) # earlier versions of R require this command
}
if(!is.list(x))val<-est(x,...)
if(is.list(x))val=lapply(x,est,...)
if(is.matrix(x))val<-apply(x,2,est,...)
val
}
reg2g.p2plot<-function(x1,y1,x2,y2,xout=FALSE,outfun=outpro,xlab="Var 1",ylab="Var
2",zlab="Var 3",regfun=tsreg,COLOR=TRUE,STAND=TRUE,
tick.marks=TRUE,type="p",pr=TRUE,...){
#
# Create a 3D plot of points and plot regression surface for two groups.
#
# Assumes that the package scatterplot3d has been installed.
# If not, use the command install.packages("scatterplot3d")
# assuming you are connected to the web.
#
# The regression method used is specified with the argument
# regfun.
#
# type="p", points will be plotted. Use type="n" to get only regression planes
plotted
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(ncol(x1)!=2)stop("Argument x1 must be stored in a matrix with 2 columns.")
if(ncol(x2)!=2)stop("Argument x2 must be stored in a matrix with 2 columns.")
xy1<-elimna(cbind(x1,y1))
xy2<-elimna(cbind(x2,y2))
if(xout){
if(!STAND)flag1=outfun(xy1[,1:2],plotit=FALSE,...)$keep
if(STAND)flag1=outpro(xy1[,1:2],plotit=FALSE,STAND=TRUE,...)$keep
if(!STAND)flag2=outfun(xy2[,1:2],plotit=FALSE,...)$keep
if(STAND)flag2=outpro(xy2[,1:2],plotit=FALSE,STAND=TRUE,...)$keep
xy1=xy1[flag1,]
xy2=xy2[flag2,]
}
x1=xy1[,1:2]
x2=xy2[,1:2]
y1=xy1[,3]
y2=xy2[,3]
library(scatterplot3d)
temp<-
scatterplot3d(rbind(xy1,xy2),xlab=xlab,ylab=ylab,zlab=zlab,tick.marks=tick.marks,ty
pe=type)
vals1<-regfun(x1,y1,...)$coef
vals2<-regfun(x2,y2,...)$coef
if(COLOR){
if(pr)print("First group is blue")
temp$plane(vals1,col="blue")
temp$plane(vals2,col="red")
}
if(!COLOR){
temp$plane(vals1)
temp$plane(vals2)
}
list(coef.group.1=vals1,coef.group.2=vals2)
}
regp2plot<-function(x,y,xout=FALSE,outfun=out,xlab="Var 1",ylab="Var 2",zlab="Var

3",regfun=tsreg,COLOR=FALSE,tick.marks=TRUE,...){
#
# Create a 3D plot of points and plot regression surface.
#
#
# The regression method used is specified with the argument
# regfun.
#
# Package scatterplot3d is required. To install it, use the command
# install.packages("scatterplot3d")
# while connected to the web
#
x=as.matrix(x)
if(ncol(x)!=2)stop("Argument x must be stored in a matrix with 2 columns.")
xy<-elimna(cbind(x,y))
if(xout){
flag=outfun(xy[,1:2])$keep
xy=xy[flag,]
}
x=xy[,1:2]
y=xy[,3]
temp<-scatterplot3d(xy,xlab=xlab,ylab=ylab,zlab=zlab,tick.marks=tick.marks)
vals<-regfun(x,y,...)$coef
if(COLOR)temp$plane(vals,col="blue")
if(!COLOR)temp$plane(vals)
}
reg2plot<-
function(x1,y1,x2,y2,regfun=tsreg,xlab="X",ylab="Y",xout=FALSE,outfun=outpro,
STAND=TRUE,...){
#
# For convenience
# plot two regression lines
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
if(xout){
flago=identical(outfun,out)
if(!flago)flag=outfun(x1,plotit=FALSE)$keep
if(flago)flag=outpro(x1,STAND=STAND,plotit=FALSE)$keep
x1=x1[flag]
y1=y1[flag]
if(!flago)flag=outfun(x2,plotit=FALSE)$keep
if(flago)flag=outpro(x2,STAND=STAND,plotit=FALSE)$keep
#flag=outfun(cbind(x2,y2))$keep
x2=x2[flag]
y2=y2[flag]
}
plot(c(x1,x2),c(y1,y2),type="n",xlab=xlab,ylab=ylab)
points(x1,y1)
points(x2,y2,pch="+")
abline(regfun(x1,y1,...)$coef)
abline(regfun(x2,y2,...)$coef,lty=2)
}
ghdist<-function(n,g=0,h=0){
#
# generate n observations from a g-and-h dist.
#
x<-rnorm(n)
if (g>0){
ghdist<-(exp(g*x)-1)*exp(h*x^2/2)/g
}
if(g==0)ghdist<-x*exp(h*x^2/2)
ghdist
}
wincor<-function(x,y=NULL,tr=.2){
# Compute the Winsorized correlation between x and y.
#
# tr is the amount of Winsorization
# This function also returns the Winsorized covariance
#
# Pairwise deletion of missing values is performed.
#
# x is a vector, or it can be a matrix with two columns when y=NULL
#
if(is.null(y[1])){
if(ncol(x)>2)stop('Two variables only; for more than two use winall')
y=x[,2]
x=x[,1]
}
sig<-NA
if(length(x)!=length(y))stop("Lengths of vectors are not equal")
m1=cbind(x,y)
m1<-elimna(m1)
nval=nrow(m1)
x<-m1[,1]
y<-m1[,2]
g<-floor(tr*length(x))
xvec<-winval(x,tr)
yvec<-winval(y,tr)
wcor<-cor(xvec,yvec)
wcov<-var(xvec,yvec)
if(sum(x==y)!=length(x)){
test<-wcor*sqrt((length(x)-2)/(1.-wcor^2))
sig<-2*(1-pt(abs(test),length(x)-2*g-2))
}
list(cor=wcor,cov=wcov,p.value=sig,n=nval)
}
bivar<-function(x){
# compute biweight midvariance of x
m<-median(x)
u<-abs((x-m)/(9*qnorm(.75)*mad(x)))
av<-ifelse(u<1,1,0)
top<-length(x)*sum(av*(x-m)^2*(1-u^2)^4)
bot<-sum(av*(1-u^2)*(1-5*u^2))
bi<-top/bot^2
bi
}
mjse<-function(x,q=.5,na.rm=FALSE){
#
# Compute the Maritz-Jarrett estimate of the standard error of
# X sub m, m=[qn+.5]
# The default value for q is .5
#
if(na.rm)x=elimna(x)
n<-length(x)
m<-floor(q*n+.5)
vec<-seq(along=x)
w<-pbeta(vec/n,m-1,n-m)-pbeta((vec-1)/n,m-1,n-m) # W sub i values
y<-sort(x)
c1<-sum(w*y)
c2<-sum(w*y*y)
mjse<-sqrt(c2-c1^2)
mjse
}
pbvar<-function(x,beta=.2){
# Compute the percentage bend midvariance
#
# beta is the bending constant for omega sub N.
#
pbvar=0
x=elimna(x)
w<-abs(x-median(x))
w<-sort(w)
m<-floor((1-beta)*length(x)+.5)
omega<-w[m]
if(omega>0){
y<-(x-median(x))/omega
z<-ifelse(y>1,1,y)
z<-ifelse(z<(-1),-1,z)
pbvar<-length(x)*omega^2*sum(z^2)/(length(x[abs(y)<1]))^2
}
pbvar
}
win<-function(x,tr=.2){
#
# Compute the gamma Winsorized mean for the data in the vector x.
#
# tr is the amount of Winsorization
#
y<-sort(x)
n<-length(x)
ibot<-floor(tr*n)+1
itop<-length(x)-ibot+1
xbot<-y[ibot]
xtop<-y[itop]
y<-ifelse(y<=xbot,xbot,y)
y<-ifelse(y>=xtop,xtop,y)
win<-mean(y)
win
}
hd<-function(x,q=.5,na.rm=TRUE,STAND=NULL){
#
# Compute the Harrell-Davis estimate of the qth quantile
#
# The vector x contains the data,
# and the desired quantile is q
# The default value for q is .5.
#
n<-length(x)
m1<-(n+1)*q
m2<-(n+1)*(1-q)
vec<-seq(along=x)
w<-pbeta(vec/n,m1,m2)-pbeta((vec-1)/n,m1,m2) # W sub i values
y<-sort(x)
hd<-sum(w*y)
hd
}
mestse<-function(x,bend=1.28,op=2){
#
# Estimate the standard error of M-estimator using Huber's Psi
# using estimate of influence function
#
n<-length(x)
mestse<-sqrt(sum((ifmest(x,bend,op=2)^2))/(n*(n-1)))
mestse
}
omega<-function(x,beta=.1){
# Compute the estimate of the measure omega as described in
# chapter 3.
# The default value is beta=.1 because this function is used to
# compute the percentage bend midvariance.
#
y<-abs(x-median(x))
y<-sort(y)
m<-floor((1-beta)*length(x)+.5)
omega<-y[m]/qnorm(1-beta/2) # omega is rescaled to equal sigma
# under normality
omega
}
qse<-function(x,q=.5,op=3){
#
# Compute the standard error of qth sample quantile estimator
# based on the single order statistic, x sub ([qn+.5]) (See Ch 3)
#
# Store the data in vector
# x, and the desired quantile in q
# The default value for q is .5
#
# op=1 Use Rosenblatt's shifted histogram
# op=2 Use expected frequency curve
# op=3 Use adaptive kernel density estimator
#
y <- sort(x)
n <- length(x)
iq <- floor(q * n + 0.5)
qest <- y[iq]
fhat<-NA
if(op==1)fhat<-kerden(x,q)
if(op==2)fhat<-rdplot(x,pts=qest,pyhat=TRUE,plotit=FALSE)
if(op==3)fhat<-akerd(x,pts=qest,pyhat=TRUE,plotit=FALSE)
if(is.na(fhat[1]))stop("Something wrong, op should be 1 or 2 or 3")
qse<-1/(2*sqrt(length(x))*fhat)
qse
}
winval<-function(x,tr=.2){
#
# Winsorize the data in the vector x.
# tr is the amount of Winsorization which defaults to .2.
#
# This function is used by several other functions that come with this book.
#
y<-sort(x)
n<-length(x)
ibot<-floor(tr*n)+1
xbot<-y[ibot]
xtop<-y[itop]
winval<-ifelse(x<=xbot,xbot,x)
winval<-ifelse(winval>=xtop,xtop,winval)
winval
}
hdseb<-function(x,q=.5,nboot=100,SEED=TRUE){
#
# Compute bootstrap estimate of the standard error of the
# Harrell-Davis estimator of the qth quantile.
# The default quantile is the median, q=.5
#
data<-matrix(sample(x,size=length(x)*nboot,replace=TRUE),nrow=nboot)
bvec<-apply(data,1,hd,q)
hdseb<-sqrt(var(bvec))
hdseb
}
mestseb<-function(x,nboot=1000,bend=1.28,SEED=TRUE){
#
# M-estimators with Huber's Psi.
# The default percentage bend is bend=1.28
#
bvec<-apply(data,1,mest,bend=bend)
mestseb<-sqrt(var(bvec))
mestseb
}
onestep<-function(x,bend=1.28,na.rm=FALSE,MED=TRUE){
#
# Compute one-step M-estimator of location using Huber's Psi.
# The default bending constant is 1.28
#
# MED=TRUE: initial estimate is the median
# Otherwise use modified one-step M-estimator
#
if(na.rm)x<-x[!is.na(x)]
if(MED)init.loc=median(x)
if(!MED)init.loc=mom(x,bend=bend)
y<-(x-init.loc)/mad(x) #mad in splus is madn in the book.
A<-sum(hpsi(y,bend))
B<-length(x[abs(y)<=bend])
onestep<-median(x)+mad(x)*A/B
onestep
}
trimse<-function(x,tr=.2,na.rm=FALSE){
#
# Estimate the standard error of the gamma trimmed mean
# The default amount of trimming is tr=.2.
#
trimse<-sqrt(winvar(x,tr))/((1-2*tr)*sqrt(length(x)))
trimse
}
winvar<-function(x,tr=.2,na.rm=FALSE,STAND=NULL){
#
# Compute the gamma Winsorized variance for the data in the vector x.
# tr is the amount of Winsorization which defaults to .2.
#
remx=x
x<-x[!is.na(x)]
y<-sort(x)
n<-length(x)
ibot<-floor(tr*n)+1
xbot<-y[ibot]
xtop<-y[itop]
y<-ifelse(y<=xbot,xbot,y)
y<-ifelse(y>=xtop,xtop,y)
wv<-var(y)
if(!na.rm)if(sum(is.na(remx)>0))wv=NA
wv
}
mest<-function(x,bend=1.28,na.rm=FALSE){
#
# Compute M-estimator of location using Huber's Psi.
#
if(mad(x)==0)stop("MAD=0. The M-estimator cannot be computed.")
y<-(x-median(x))/mad(x) #mad in splus is madn in the book.
mest<-median(x)+mad(x)*A/B
repeat{
y<-(x-mest)/mad(x)
newmest<-mest+mad(x)*A/B
if(abs(newmest-mest) <.0001)break
mest<-newmest
}
mest
}
hpsi<-function(x,bend=1.28){
#
# Evaluate Huber`s Psi function for each value in the vector x
# The bending constant defaults to 1.28.
#
hpsi<-ifelse(abs(x)<=bend,x,bend*sign(x))
hpsi
}
hdci<-function(x,q=.5,alpha=.05,nboot=100,SEED=TRUE,pr=TRUE){
#
# Compute a 1-alpha confidence for qth quantile using the
# Harrell-Davis estimator in conjunction with the
# bootstrap estimate of the standard error.
#
# The default quantile is .5.
# The default value for alpha is .05.
#
if(alpha!=.05)stop("Use the function qcipb. Generally works well even when alpha is
not equal to .05")
x=elimna(x)
if(pr){
if(sum(duplicated(x)>0))print("Duplicate values detected; use hdpb")
}
se<-hdseb(x,q,nboot,SEED=SEED)
crit<-.5064/(length(x)^(.25))+1.96
if(q<=.2 || q>=.8){
if(length(x) <=20)crit<-(-6.23)/length(x)+5.01
}
if(q<=.1 || q>=.9){
if(length(x) <=40)crit<-36.2/length(x)+1.31
}
if(length(x)<=10){
print("The number of observations is less than 11.")
print("Accurate critical values have not been determined for this case.")
}
low<-hd(x,q)-crit*se
hi<-hd(x,q)+crit*se
list(ci=c(low,hi),crit=crit,se=se)
}
mestci<-function(x,alpha=.05,nboot=399,bend=1.28,os=FALSE){
#
# Compute a bootstrap, .95 confidence interval for the
# M-estimator of location based on Huber's Psi.
#
# By default, the fully iterated M-estimator is used. To use the
# one-step M-estimator instead, set os=T
#
os<-as.logical(os)
if(length(x) <=19)
print("The number of observations is less than 20.")
print("This function might fail due to division by zero,")
print("which in turn causes an error in function hpsi")
print("having to do with a missing value.")
set.seed(1) # set seed of random number generator so that
print("Taking bootstrap samples. Please wait.")
if(!os)bvec<-apply(data,1,mest,bend)
if(os)bvec<-apply(data,1,onestep,bend)
bvec<-sort(bvec)
low<-round((alpha/2)*nboot)
up<-nboot-low
low<-low+1
list(ci=c(bvec[low],bvec[up]))
}
sint<-function(x,alpha=.05,pr=FALSE){
#
# Compute a 1-alpha confidence interval for the median using
# the Hettmansperger-Sheather interpolation method.
#
#
x=elimna(x)
if(pr){
if(sum(duplicated(x)>0))print("Duplicate values detected; hdpb might have more
power")
}
k<-qbinom(alpha/2,length(x),.5)
gk<-pbinom(length(x)-k,length(x),.5)-pbinom(k-1,length(x),.5)
if(gk >= 1-alpha){
gkp1<-pbinom(length(x)-k-1,length(x),.5)-pbinom(k,length(x),.5)
kp<-k+1
}
if(gk < 1-alpha){
k<-k-1
gk<-pbinom(length(x)-k,length(x),.5)-pbinom(k-1,length(x),.5)
gkp1<-pbinom(length(x)-k-1,length(x),.5)-pbinom(k,length(x),.5)
kp<-k+1
}
xsort<-sort(x)
nmk<-length(x)-k
nmkp<-nmk+1
ival<-(gk-1+alpha)/(gk-gkp1)
lam<-((length(x)-k)*ival)/(k+(length(x)-2*k)*ival)
low<-lam*xsort[kp]+(1-lam)*xsort[k]
hi<-lam*xsort[nmk]+(1-lam)*xsort[nmkp]
sint<-c(low,hi)
sint
}
b2ci<-function(x,y,alpha=.05,nboot=2000,est=bivar,...){
#
# By default, biweight midvariances are compared.
#
e1=est(x)
e2=est(y)
bvecx<-apply(datax,1,est,...)
bvecy<-apply(datay,1,est,...)
low <- round((alpha/2) * nboot) + 1
up <- nboot - low
temp <- sum(bvec < 0)/nboot + sum(bvec == 0)/(2 * nboot)
sig.level <- 2 * (min(temp, 1 - temp))
list(est1=e1,est2=e2,ratio=e1/e2,ci = c(bvec[low], bvec[up]), p.value = sig.level)
}
ecdf<-function(x,val){
# compute empirical cdf for data in x evaluated at val
# That is, estimate P(X <= val)
#
ecdf<-length(x[x<=val])/length(x)
ecdf
}
kswsig<-function(m,n,val){
#
# Compute significance level of the weighted
# Kolmogorov-Smirnov test statistic
#
# m=sample size of first group
# n=sample size of second group
# val=observed value of test statistic
#
mpn<-m+n
cmat<-matrix(0,m+1,n+1)
umat<-matrix(0,m+1,n+1)
for (i in 1:m-1){
for (j in 1:n-1)cmat[i+1,j+1]<-abs(i/m-j/n)*sqrt(m*n/((i+j)*(1-(i+j)/mpn)))
}
cmat<-ifelse(cmat<=val,1,0)
for (i in 0:m){
for (j in 0:n)if(i*j==0)umat[i+1,j+1]<-cmat[i+1,j+1]
else umat[i+1,j+1]<-cmat[i+1,j+1]*(umat[i+1,j]+umat[i,j+1])
}
term<-lgamma(m+n+1)-lgamma(m+1)-lgamma(n+1)
kswsig<-1.-umat[m+1,n+1]/exp(term)
kswsig
}
binomci<-function(x=sum(y),nn=length(y),y=NULL,n=NA,alpha=.05){
# Compute a 1-alpha confidence interval for p, the probability of
# success for a binomial distribution, using Pratt's method
#
# y is a vector of 1s and 0s.
# x is the number of successes observed among n trials
#
if(!is.null(y)){
y=elimna(y)
nn=length(y)
}
if(nn==1)stop("Something is wrong: number of observations is only 1")
n<-nn
if(x!=n && x!=0){
z<-qnorm(1-alpha/2)
A<-((x+1)/(n-x))^2
B<-81*(x+1)*(n-x)-9*n-8
C<-(0-3)*z*sqrt(9*(x+1)*(n-x)*(9*n+5-z^2)+n+1)
D<-81*(x+1)^2-9*(x+1)*(2+z^2)+1
E<-1+A*((B+C)/D)^3
upper<-1/E
A<-(x/(n-x-1))^2
B<-81*x*(n-x-1)-9*n-8
C<-3*z*sqrt(9*x*(n-x-1)*(9*n+5-z^2)+n+1)
D<-81*x^2-9*x*(2+z^2)+1
E<-1+A*((B+C)/D)^3
lower<-1/E
}
if(x==0){
lower<-0
upper<-1-alpha^(1/n)
}
if(x==1){
upper<-1-(alpha/2)^(1/n)
lower<-1-(1-alpha/2)^(1/n)
}
if(x==n-1){
lower<-(alpha/2)^(1/n)
upper<-(1-alpha/2)^(1/n)
}
if(x==n){
lower<-alpha^(1/n)
upper<-1
}
phat<-x/n
list(phat=phat,ci=c(lower,upper),n=n)
}
kssig<-function(m,n,val){
#
# Compute significance level of the Kolmogorov-Smirnov test statistic
# m=sample size of first group
# n=sample size of second group
#
for (i in 0:m){
for (j in 0:n)cmat[i+1,j+1]<-abs(i/m-j/n)
}
cmat<-ifelse(cmat<=val,1e0,0e0)
for (i in 0:m){
}
kssig<-1.-umat[m+1,n+1]/exp(term)
kssig
}
meemul<-function(x,alpha=.05){
#
# Perform Mee's method for all pairs of J independent groups.
# The familywise type I error probability is controlled by using
# a critical value from the Studentized maximum modulus distribution.
#
# The data are assumed to be stored in $x$ in list mode.
# Length(x) is assumed to correspond to the total number of groups, J
# It is assumed all groups are independent.
#
# Missing values are automatically removed.
#
# The default value for alpha is .05. Any other value results in using
# alpha=.01.
#
if(!is.list(x))stop("Data must be stored in list mode.")
J<-length(x)
CC<-(J^2-J)/2
test<-matrix(NA,CC,5)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
x[[j]]<-val[xx] # Remove missing values
}
dimnames(test)<-list(NULL,c("Group","Group","phat","ci.lower","ci.upper"))
jcom<-0
crit<-smmcrit(200,CC)
if(alpha!=.05)crit<-smmcrit01(200,CC)
alpha<-1-pnorm(crit)
for (j in 1:J){
for (k in 1:J){
if (j < k){
temp<-mee(x[[j]],x[[k]],alpha)
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-k
test[jcom,3]<-temp$phat
test[jcom,4]<-temp$ci[1]
test[jcom,5]<-temp$ci[2]
}}}
list(test=test)
}
tsub<-function(isub,x,y,tr){
#
# Compute test statistic for trimmed means
# when comparing dependent groups.
# By default, 20% trimmed means are used.
# isub is a vector of length n,
# a bootstrap sample from the sequence of integers
# 1, 2, 3, ..., n
#
# This function is used by ydbt
#
tsub<-yuend(x[isub],y[isub],tr=tr)$teststat
tsub
}
deciles<-function(x,HD=TRUE,type=7){
#
# Estimate the deciles for the data in vector x
# HD=TRUE: use the Harrell-Davis estimate of the qth quantile
# HD=FALSE:use R function quantile
#
x=elimna(x)
if(HD){
xs<-sort(x)
n<-length(x)
vecx<-seq(along=x)
xq<-0
for (i in 1:9){
q<-i/10
m1<-(n+1)*q
m2<-(n+1)*(1-q)
wx<-pbeta(vecx/n,m1,m2)-pbeta((vecx-1)/n,m1,m2) # W sub i values
xq[i]<-sum(wx*xs)
}}
if(!HD){
pts=seq(.1,.9,.1)
xq=quantile(x,probs=pts,type=type)
}
xq
}
kstiesig<-function(x,y,val){
#
# Compute significance level of the Kolmogorov-Smirnov test statistic
# for the data in x and y.
# This function allows ties among the values.
#
m<-length(x)
n<-length(y)
z<-c(x,y)
z<-sort(z)
for (i in 0:m){
for (j in 0:n){
if(abs(i/m-j/n)<=val)cmat[i+1,j+1]<-1e0
k<-i+j
if(k > 0 && k<length(z) && z[k]==z[k+1])cmat[i+1,j+1]<-1
}
}
for (i in 0:m){
}
kstiesig<-1.-umat[m+1,n+1]/exp(term)
kstiesig
}
yuen<-function(x,y=NULL,tr=.2,alpha=.05){
#
# Perform Yuen's test for trimmed means on the data in x and y.
# The default amount of trimming is 20%
# Missing values (values stored as NA) are automatically removed.
#
# A confidence interval for the trimmed mean of x minus the
# the trimmed mean of y is computed and returned in yuen$ci.
# The p-value is returned in yuen$p.value
#
# x, y: The data for the two groups are stored in x and y
# tr=.2: indicates that the default amount of trimming is .2
# tr=0 results in using the sample mean
#
# The function returns both a confidence interval and a p-value.
#
# For an omnibus test with more than two independent groups,
# use t1way.
# This function uses winvar from chapter 2.
#
if(is.null(y)){
if(is.matrix(x) || is.data.frame(x)){
y=x[,2]
x=x[,1]
}
if(is.list(x)){
y=x[[2]]
x=x[[1]]
}
}
if(tr==.5)stop("Using tr=.5 is not allowed; use a method designed for medians")
if(tr>.25)print("Warning: with tr>.25 type I error control might be poor")
h1<-length(x)-2*floor(tr*length(x))
h2<-length(y)-2*floor(tr*length(y))
q1<-(length(x)-1)*winvar(x,tr)/(h1*(h1-1))
q2<-(length(y)-1)*winvar(y,tr)/(h2*(h2-1))
df<-(q1+q2)^2/((q1^2/(h1-1))+(q2^2/(h2-1)))
crit<-qt(1-alpha/2,df)
dif<-mean(x,tr)-mean(y,tr)
low<-dif-crit*sqrt(q1+q2)
up<-dif+crit*sqrt(q1+q2)
test<-abs(dif/sqrt(q1+q2))
yuen<-2*(1-pt(test,df))
list(n1=length(x),n2=length(y),est.1=mean(x,tr),est.2=mean(y,tr),ci=c(low,up),p.val
ue=yuen,dif=dif,se=sqrt(q1+q2),teststat=test,crit=crit,df=df)
}
shifthd<-function(x,y,nboot=200,plotit=TRUE,plotop=FALSE,SEED=TRUE){
#
# Compute confidence intervals for the difference between deciles
# of two independent groups. The simultaneous probability coverage is .95.
# The Harrell-Davis estimate of the qth quantile is used.
#
# The results are stored and returned in a 9 by 3 matrix,
# the ith row corresponding to the i/10 quantile.
# The first column is the lower end of the confidence interval.
# The second column is the upper end.
# The third column is the estimated difference between the deciles
# (second group minus first).
#
plotit<-as.logical(plotit)
x<-x[!is.na(x)]
y<-y[!is.na(y)]
crit<-80.1/(min(length(x),length(y)))^2+2.73
m<-matrix(0,9,3)
for (i in 1:9){
q<-i/10
sex<-var(bvec)
data<-matrix(sample(y,size=length(y)*nboot,replace=TRUE),nrow=nboot)
sey<-var(bvec)
dif<-hd(y,q)-hd(x,q)
m[i,3]<-dif
m[i,1]<-dif-crit*sqrt(sex+sey)
m[i,2]<-dif+crit*sqrt(sex+sey)
}
dimnames(m)<-list(NULL,c("ci.lower","ci.upper","Delta.hat"))
if(plotit){
if(plotop){
xaxis<-c(1:9)/10
xaxis<-c(xaxis,xaxis)
}
if(!plotop)xaxis<-c(deciles(x),deciles(x))
par(pch="+")
yaxis<-c(m[,1],m[,2])
if(!plotop)plot(xaxis,yaxis,ylab="delta",xlab="x (first group)")
if(plotop)plot(xaxis,yaxis,ylab="delta",xlab="Deciles")
par(pch="*")
if(!plotop)points(deciles(x),m[,3])
if(plotop)points(c(1:9)/10,m[,3])
}
m
}
shiftdhd<-function(x,y,nboot=200,plotit=TRUE,plotop=FALSE,SEED=TRUE,pr=TRUE,xlab='x
(first group)',
ylab='Delta'){
#
# Compute confidence intervals for the difference between deciles
# of two dependent groups. The simultaneous probability coverage is .95.
# The Harrell-Davis estimate of the qth quantile is used.
#
# The results are stored and returned in a 9 by 4 matrix,
# the ith row corresponding to the i/10 quantile.
# The first column is the lower end of the confidence interval.
# The second column is the upper end.
# The third column is the estimated difference between the deciles
# (second group minus first).
# The fourth column contains the estimated standard error.
#
# No missing values are allowed.
#
if(pr){
print("NOTE: if the goal is to use an alpha value different from .05")
print("use the function qcomdhd or qdec2ci")
}
x=xy[,1]
y=xy[,2]
crit<-37/length(x)^(1.4)+2.75
if(pr)print("The approximate .05 critical value is")
if(pr)print(crit)
m<-matrix(0,9,6)
if(pr)print("Taking Bootstrap Samples. Please wait.")
data<-matrix(sample(length(x),size=length(x)*nboot,replace=TRUE),nrow=nboot)
xmat<-matrix(x[data],nrow=nboot,ncol=length(x))
ymat<-matrix(y[data],nrow=nboot,ncol=length(x))
for (i in 1:9){
q<-i/10
bvec<-apply(xmat,1,hd,q)-apply(ymat,1,hd,q)
se<-sqrt(var(bvec))
dif<-hd(x,q)-hd(y,q)
m[i,1]=hd(x,q)
m[i,2]=hd(y,q)
m[i,3]<-dif
m[i,4]<-dif-crit*se
m[i,5]<-dif+crit*se
m[i,6]<-se
}
dimnames(m)<-list(NULL,c('est.1','est.2','est.dif','ci.lower','ci.upper','se'))
if(plotit){
if(plotop){
xaxis<-c(1:9)/10
xaxis<-c(xaxis,xaxis)
}
if(!plotop)xaxis<-c(deciles(x),deciles(x))
par(pch="+")
#yaxis<-c(m[,1],m[,2])
yaxis<-c(m[,4],m[,5])
if(!plotop)plot(xaxis,yaxis,ylab=ylab,xlab=xlab)
if(plotop)plot(xaxis,yaxis,ylab="delta",xlab="Deciles")
par(pch="*")
if(!plotop)points(deciles(x),m[,3])
if(plotop)points(c(1:9)/10,m[,3])
}
m
}
smmcrit<-function(nuhat,C){
#
# Determine the .95 quantile of the C-variate Studentized maximum
# modulus distribution using linear interpolation on inverse
# degrees of freedom
# If C=1, this function returns the .975 quantile of Student's t
# distribution.
#
if(C-round(C)!=0)stop("The number of contrasts, C, must be an integer")
if(C>=29)stop("C must be less than or equal to 28")
if(C<=0)stop("C must be greater than or equal to 1")
if(nuhat<2)stop("The degrees of freedom must be greater than or equal to 2")
if(C==1)smmcrit<-qt(.975,nuhat)
if(C>=2){
C<-C-1
m1<-matrix(0,20,27)
m1[1,]<-c(5.57,6.34,6.89,7.31,7.65,7.93,8.17,8.83,8.57,
8.74,8.89,9.03,9.16,9.28,9.39,9.49,9.59, 9.68,
9.77,9.85,9.92,10.00,10.07,10.13,10.20,10.26,10.32)
m1[2,]<-c(3.96,4.43,4.76,5.02,5.23,5.41,5.56,5.69,5.81,
5.92,6.01,6.10,6.18,6.26,6.33,6.39,6.45,6.51,
6.57,6.62,6.67,6.71,6.76,6.80,6.84,6.88, 6.92)
m1[3,]<-c(3.38,3.74,4.01,4.20,4.37,4.50,4.62,4.72,4.82,
4.89,4.97,5.04,5.11,5.17,5.22,5.27,5.32, 5.37,
5.41,5.45,5.49,5.52,5.56,5.59,5.63,5.66,5.69)
m1[4,]<-c(3.09,3.39,3.62,3.79,3.93,4.04,4.14,4.23,4.31,
4.38,4.45,4.51,4.56,4.61,4.66,4.70,4.74,4.78,
4.82,4.85,4.89,4.92,4.95,4.98,5.00,5.03,5.06)
m1[5,]<-c(2.92,3.19,3.39,3.54,3.66,3.77,3.86,3.94,4.01,
4.07,4.13,4.18,4.23,4.28,4.32,4.36,4.39,4.43,
4.46,4.49,4.52,4.55,4.58,4.60,4.63,4.65,4.68)
m1[6,]<-c(2.80,3.06,3.24,3.38,3.49,3.59,3.67,3.74,3.80,
3.86,3.92,3.96,4.01,4.05,4.09,4.13,4.16,4.19,
4.22,4.25,4.28,4.31,4.33,4.35,4.38,4.39,4.42)
m1[7,]<-c(2.72,2.96,3.13,3.26,3.36,3.45,3.53,3.60,3.66,
3.71,3.76,3.81,3.85,3.89,3.93,3.96,3.99, 4.02,
4.05,4.08,4.10,4.13,4.15,4.18,4.19,4.22,4.24)
m1[8,]<-c(2.66,2.89,3.05,3.17,3.27,3.36,3.43,3.49,3.55,
3.60,3.65,3.69,3.73,3.77,3.80,3.84,3.87,3.89,
3.92,3.95,3.97,3.99,4.02,4.04,4.06,4.08,4.09)
m1[9,]<-c(2.61,2.83,2.98,3.10,3.19,3.28,3.35,3.41,3.47,
3.52,3.56,3.60,3.64,3.68,3.71,3.74,3.77,3.79,
3.82,3.85,3.87,3.89,3.91,3.94,3.95, 3.97,3.99)
m1[10,]<-c(2.57,2.78,2.93,3.05,3.14,3.22,3.29,3.35,3.40,
3.45,3.49,3.53,3.57,3.60,3.63,3.66,3.69,3.72,
3.74,3.77,3.79,3.81,3.83,3.85,3.87,3.89,3.91)
m1[11,]<-c(2.54,2.75,2.89,3.01,3.09,3.17,3.24,3.29,3.35,
3.39,3.43,3.47,3.51,3.54,3.57,3.60,3.63,3.65,
3.68,3.70,3.72,3.74,3.76,3.78,3.80,3.82,3.83)
m1[12,]<-c(2.49,2.69,2.83,2.94,3.02,3.09,3.16,3.21,3.26,
3.30,3.34,3.38,3.41,3.45,3.48,3.50,3.53,3.55,
3.58,3.59,3.62,3.64,3.66,3.68,3.69,3.71,3.73)
m1[13,]<-c(2.46,2.65,2.78,2.89,2.97,3.04,3.09,3.15,3.19,
3.24,3.28,3.31,3.35,3.38,3.40,3.43,3.46,3.48,
3.50,3.52,3.54,3.56,3.58,3.59,3.61,3.63,3.64)
m1[14,]<-c(2.43,2.62,2.75,2.85,2.93,2.99,3.05,3.11,3.15,
3.19,3.23,3.26,3.29,3.32,3.35,3.38,3.40,3.42,
3.44,3.46,3.48,3.50,3.52,3.54,3.55,3.57,3.58)
m1[15,]<-c(2.41,2.59,2.72,2.82,2.89,2.96,3.02,3.07,3.11,
3.15,3.19,3.22,3.25,3.28,3.31,3.33,3.36,3.38,
3.39,3.42,3.44,3.46,3.47,3.49,3.50,3.52,3.53)
m1[16,]<-c(2.38,2.56,2.68,2.77,2.85,2.91,2.97,3.02,3.06,
3.09,3.13,3.16,3.19,3.22,3.25,3.27,3.29,3.31,
3.33,3.35,3.37,3.39,3.40,3.42,3.43,3.45,3.46)
m1[17,]<-c(2.35,2.52,2.64,2.73,2.80,2.87,2.92,2.96,3.01,
3.04,3.07,3.11,3.13,3.16,3.18,3.21,3.23,3.25,
3.27,3.29,3.30,3.32,3.33,3.35,3.36,3.37,3.39)
m1[18,]<-c(2.32,2.49,2.60,2.69,2.76,2.82,2.87,2.91,2.95,
2.99,3.02,3.05,3.08,3.09,3.12,3.14,3.17, 3.18,
3.20,3.22,3.24,3.25,3.27,3.28,3.29,3.31,3.32)
m1[19,]<-c(2.29,2.45,2.56,2.65,2.72,2.77,2.82,2.86,2.90,
2.93,2.96,2.99,3.02,3.04,3.06,3.08,3.10, 3.12,
3.14,3.16,3.17,3.19,3.20,3.21,3.23,3.24,3.25)
m1[20,]<-c(2.24,2.39,2.49,2.57,2.63,2.68,2.73,2.77,2.79,
2.83,2.86,2.88,2.91,2.93,2.95,2.97,2.98, 3.01,
3.02,3.03,3.04,3.06,3.07,3.08,3.09,3.11,3.12)
if(nuhat>=200)smmcrit<-m1[20,C]
if(nuhat<200){
nu<-c(2,3,4,5,6,7,8,9,10,11,12,14,16,18,20,24,30,40,60,200)
temp<-abs(nu-nuhat)
find<-order(temp)
if(temp[find[1]]==0)smmcrit<-m1[find[1],C]
if(temp[find[1]]!=0){
if(nuhat>nu[find[1]]){
smmcrit<-m1[find[1],C]-
(1/nu[find[1]]-1/nuhat)*(m1[find[1],C]-m1[find[1]+1,C])/
(1/nu[find[1]]-1/nu[find[1]+1])
}
if(nuhat<nu[find[1]]){
smmcrit<-m1[find[1]-1,C]-
(1/nu[find[1]-1]-1/nuhat)*(m1[find[1]-1,C]-m1[find[1],C])/
(1/nu[find[1]-1]-1/nu[find[1]])
}
}}
}
smmcrit
}
trimparts<-function(x,tr=.2){
#
# Compute the trimmed mean, effective sample size, and squared standard error.
# The default amount of trimming is tr=.2.
#
# This function is used by other functions described in chapter 6.
#
tm<-mean(x,tr)
sqse<-(length(x)-1)*winvar(x,tr)/(h1*(h1-1))
trimparts<-c(tm,sqse)
trimparts
}
wsumsq<-function(x,nval){
#
# Compute the weighted sum of squared differences from the mean.
# This function is used by b1way
#
wsumsq<-sum(nval*(x-mean(x))^2)/sum(nval)
wsumsq
}
rfanova<-function(x,grp=0){
#
# Perform Rust-Fligner anova using ranks.
# x is assumed to have list mode. x[[j]] contains data for jth group.
# or x is a matrix with columns corresponding to groups.
#
# missing values are automatically removed.
# Tied values are a ssumed to occur with probability zero.
#
library(MASS) # Needed for the function ginv
if(!is.list(x))x<-listm(x)
chk=tlist(x)
if(chk!=0)print("Warning: tied values detected")
xall<-NA
if(sum(grp)==0){
J<-length(x)
grp<-c(1:J)
}
if(sum(grp)>0)J<-length(grp)
nval<-1
nrat<-1
nmax<-0
rbar<-1
mrbar<-0
for (j in grp){
temp<-x[[j]]
temp<-temp[!is.na(temp)] #Missing values are removed.
nrat[j]<-(length(temp)-1)/length(temp)
nval[j]<-length(temp)
if(j==grp[1])xall<-temp
if(j!=grp[1])xall<-c(xall,temp)
if(length(temp)>nmax)nmax<-length(temp)
}
pv<-array(NA,c(J,nmax,J))
tv<-matrix(NA,J,nmax)
rv<-matrix(0,J,nmax)
for (i in 1:J){
data<-x[[i]]
data<-data[!is.na(data)]
for (j in 1:length(data)){
tempr<-data[j]-xall
rv[i,j]<-length(tempr[tempr>=0])
for (l in 1:J){
templ<-x[[l]]
templ<-templ[!is.na(templ)]
temp<-data[j]-templ
pv[i,j,l]<-length(temp[temp>=0])
}
tv[i,j]<-sum(pv[i,j,])-pv[i,j,i]
}
rbar[i]<-sum(rv[i,])/nval[i]
mrbar<-mrbar+sum(rv[i,])
}
amat<-matrix(0,J,J)
for(i in 1:J){
temptv<-tv[i,]
temptv<-temptv[!is.na(temptv)]
amat[i,i]<-(length(temptv)-1)*var(temptv)
for (l in 1:J){
tempp<-pv[l,,i]
tempp<-tempp[!is.na(tempp)]
if(l!=i){
amat[i,i]<-amat[i,i]+(length(tempp)-1)*var(tempp)
}}
for (j in 1:J){
if(j>i){
for (l in 1:J){
temp1<-pv[l,,i]
temp2<-pv[l,,j]
temp1<-temp1[!is.na(temp1)]
#if(i!=l && l!=j)amat[i,j]<-(length(temp1)-1)*var(temp1,temp2)
if(i!=l && l!=j)amat[i,j]<-amat[i,j]+(length(temp1)-1)*var(temp1,temp2)
}
temp1<-pv[i,,j]
temp2<-tv[i,]
amat[i,j]<-amat[i,j]-(length(temp1)-1)*var(temp1,temp2)
temp1<-pv[j,,i]
temp2<-tv[j,]
amat[i,j]<-amat[i,j]-(length(temp1)-1)*var(temp1,temp2)
}
amat[j,i]<-amat[i,j]
}}
N<-sum(nval)
amat<-amat/N^3
amati<-ginv(amat)
uvec<-1
mrbar<-mrbar/N
for (i in 1:J)uvec[i]<-nval[i]*(rbar[i]-mrbar)/(N*(N+1))
testv<-N*prod(nrat)*uvec%*%amati%*%uvec
test<-testv[1,1]
df<-J-1
siglevel<-1-pchisq(test,df)
list(test=test,p.value=siglevel,df=df)
}
apanova<-function(data,grp=0){
#
# Perform Agresti-Pendergast rank test for J dependent groups
# The data are assumed to be stored in an n by J matrix or
# in list mode. In the latter case, length(data)=J.
#
if(is.list(data)){
x<-matrix(0,length(data[[1]]),length(data))
for (j in 1:length(data))x[,j]<-data[[j]]
}
if(is.matrix(data))x<-data
if(sum(grp==0))grp<-c(1:ncol(x))
x<-x[,grp]
J<-ncol(x)
n<-nrow(x)
if(n<=20)print("With n<=20, suggest using bprm")
rm<-matrix(rank(x),n,J)
rv<-apply(rm,2,mean)
sm<-(n-1)*winall(rm,tr=0)$cov/(n-J+1)
jm1<-J-1
cv<-diag(1,jm1,J)
for (i in 2:J){
k<-i-1
cv[k,i]<--1
}
cr<-cv%*%rv
ftest<-n*t(cr)%*%solve(cv%*%sm%*%t(cv))%*%cr/(J-1)
df1<-J-1
df2<-(J-1)*(n-1)
siglevel<-1-pf(ftest,df1,df2)
list(FTEST=ftest,df1=df1,df2=df2,p.value=siglevel)
}
box1way<-function(x,tr=.2,grp=c(1:length(x))){
#
# A heteroscedastic one-way ANOVA for trimmed means
# using a generalization of Box's method.
#
# Length(x) is assumed to correspond to the total number of groups.
# By default, the null hypothesis is that all groups have a common mean.
# To compare a subset of the groups, use grp to indicate which
# groups are to be compared. For example, if you type the
# command grp<-c(1,3,4), and then execute this function, groups
# 1, 3, and 4 will be compared with the remaining groups ignored.
#
#
J<-length(grp) # The number of groups to be compared
print("The number of groups to be compared is")
print(J)
h<-vector("numeric",J)
w<-vector("numeric",J)
xbar<-vector("numeric",J)
svec<-vector("numeric",J)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
h[j]<-length(x[[grp[j]]])-2*floor(tr*length(x[[grp[j]]]))
# h is the number of observations in the jth group after trimming.
svec[j]<-((length(x[[grp[j]]])-1)*winvar(x[[grp[j]]],tr))/(h[j]-1)
xbar[j]<-mean(x[[grp[j]]],tr)
}
xtil<-sum(h*xbar)/sum(h)
fval<-h/sum(h)
TEST<-sum(h*(xbar-xtil)^2)/sum((1-fval)*svec)
nu1<-sum((1-fval)*svec)
nu1<-nu1^2/((sum(svec*fval))^2+sum(svec^2*(1-2*fval)))
nu2<-(sum((1-fval)*svec))^2/sum(svec^2*(1-fval)^2/(h-1))
sig<-1-pf(TEST,nu1,nu2)
list(TEST=TEST,nu1=nu1,nu2=nu2,p.value=sig)
}
pairdepb<-function(x,tr=.2,alpha=.05,grp=0,nboot=599){
#
# Using the percentile t bootstrap method,
# compute a .95 confidence interval for all pairwise differences between
# the trimmed means of dependent groups.
# By default, 20% trimming is used with B=599 bootstrap samples.
#
# x can be an n by J matrix or it can have list mode
#
if(is.data.frame(x)) x <- as.matrix(x)
if(!is.list(x) && !is.matrix(x))stop("Data must be stored in a matrix or in list
mode.")
if(is.list(x)){
if(sum(grp)==0)grp<-c(1:length(x))
# put the data in an n by J matrix
mat<-matrix(0,length(x[[1]]),length(grp))
for (j in 1:length(grp))mat[,j]<-x[[grp[j]]]
}
if(is.matrix(x)){
if(sum(grp)==0)grp<-c(1:ncol(x))
mat<-x[,grp]
}
if(sum(is.na(mat)>=1))stop("Missing values are not allowed.")
J<-ncol(mat)
connum<-(J^2-J)/2
bvec<-matrix(0,connum,nboot)
data<-matrix(sample(nrow(mat),size=nrow(mat)*nboot,replace=TRUE),nrow=nboot)
xcen<-matrix(0,nrow(mat),ncol(mat))
for (j in 1:J)xcen[,j]<-mat[,j]-mean(mat[,j],tr) #Center data
it<-0
for (j in 1:J){
for (k in 1:J){
if(j<k){
it<-it+1
bvec[it,]<-apply(data,1,tsub,xcen[,j],xcen[,k],tr)
# bvec is a connum by nboot matrix containing the bootstrap test statistics.
}}}
bvec<-abs(bvec) #Doing two-sided confidence intervals
icrit<-round((1-alpha)*nboot)
critvec<-apply(bvec,2,max)
critvec<-sort(critvec)
crit<-critvec[icrit]
psihat<-matrix(0,connum,5)
dimnames(psihat)<-list(NULL,c("Group","Group","psihat","ci.lower","ci.upper"))
test<-matrix(NA,connum,4)
dimnames(test)<-list(NULL,c("Group","Group","test","se"))
it<-0
for (j in 1:J){
for (k in 1:J){
if(j<k){
it<-it+1
estse<-yuend(mat[,j],mat[,k])$se
dif<-mean(mat[,j],tr)-mean(mat[,k],tr)
psihat[it,1]<-grp[j]
psihat[it,2]<-grp[k]
psihat[it,3]<-dif
psihat[it,4]<-dif-crit*estse
psihat[it,5]<-dif+crit*estse
test[it,1]<-grp[j]
test[it,2]<-grp[k]
test[it,3]<-yuend(mat[,j],mat[,k])$teststat
test[it,4]<-estse
}}}
list(test=test,psihat=psihat,crit=crit)
}
johan<-function(cmat,vmean,vsqse,h,alpha=.05){
#
# This function is used by other functions that come with this book,
# and it can be used to test hypotheses not covered in the text.
#
# The function performs Johansen's test of C mu = 0 for p independent groups,
# where C is a k by p matrix of rank k and mu is a p by 1 matrix of
# of unknown trimmed means.
# The argument cmat contains the matrix C.
# vmean is a vector of length p containing the p trimmed means
# vsqe is a diagonal matrix containing the squared standard errors of the
# the trimmed means in vmean.
# h is a vector containing the effective sample sizes
#
yvec<-matrix(vmean,length(vmean),1)
if(!is.matrix(vsqse))vsqse<-diag(vsqse)
test<-cmat%*%vsqse%*%t(cmat)
invc<-solve(test)
test<-t(yvec)%*%t(cmat)%*%invc%*%cmat%*%yvec
R<-vsqse%*%t(cmat)%*%invc%*%cmat
A<-sum(diag((diag(R))^2/diag(h-1)))
df<-nrow(cmat)
crit<-qchisq(1-alpha,df)
crit<-crit+(crit/(2*df))*A*(1+3*crit/(df+2))
list(teststat=test[1],crit=crit[1],df=df)
}
t1waysub<-function(tm,sqse,hval){
#
# Used by t1waybt to compute Welch test statistic based on trimmed means
# and squared standard errors stored in tm and sqse
#
w<-1/sqse
uval<-sum(w)
xtil<-sum(w*tm)/uval
A<-sum(w*(tm-xtil)^2)/(length(tm)-1)
B<-sum((1-w/uval)^2/(hval-1))
t1waysub<-A/(B+1)
t1waysub
}
winall<-function(m,tr=.2){
#
# Compute the Winsorized correlation and covariance matrix for the
# data in the n by p matrix m.
#
# This function also returns the two-sided significance level
#
if(is.data.frame(m))m=as.matrix(m)
if(!is.matrix(m))stop("The data must be stored in a n by p matrix")
wcor<-matrix(1,ncol(m),ncol(m))
wcov<-matrix(0,ncol(m),ncol(m))
siglevel<-matrix(NA,ncol(m),ncol(m))
for (i in 1:ncol(m)){
ip<-i
for (j in ip:ncol(m)){
val<-wincor(m[,i],m[,j],tr)
wcor[i,j]<-val$cor
wcor[j,i]<-wcor[i,j]
if(i==j)wcor[i,j]<-1
wcov[i,j]<-val$cov
wcov[j,i]<-wcov[i,j]
if(i!=j){
siglevel[i,j]<-val$p.value
siglevel[j,i]<-siglevel[i,j]
}
}
}
cent=apply(m,2,mean,tr)
list(cor=wcor,cov=wcov,center=cent,p.values=siglevel)
}
johansp<-function(cmat,vmean,vsqse,h,J,K){
#
# This function is used by other functions that come with this book,
# and it can be used to test hypotheses not covered in the text.
#
# The function performs Johansen's test of C mu = 0 for
# a split-plot design where the first factor has independent groups,
# while the second factor is within subjects,
# C is a k by p matrix of rank k and mu is a p by 1 matrix of
# vsqe is a block diagonal matrix, the jth block being the
# estimated covariances among the trimmed means
# in the jth level of factor A,
# the trimmed means are in vmean,
# h is a vector of length J containing the effective sample sizes for
# the jth level of factor A.
#
p<-J*K
invc<-solve(test)
temp<-0
klim<-1-K
kup<-0
for (j in 1:J){
klim<-klim+K
kup<-kup+K
Q<-matrix(0,p,p) # create Q sub j
for (k in klim:kup)Q[k,k]<-1
mtem<-vsqse%*%t(cmat)%*%invc%*%cmat%*%Q
temp[j]<-(sum(diag(mtem%*%mtem))+(sum(diag(mtem)))^2)/(h[j]-1)
}
A<-.5*sum(temp)
df1<-nrow(cmat)
df2<-nrow(cmat)*(nrow(cmat)+2)/(3*A)
cval<-nrow(cmat)+2*A-6*A/(nrow(cmat)+2)
test<-test/cval
sig<-1-pf(test,df1,df2)
list(teststat=test[1],p.value=sig)
}
kron<-function(m1,m2){
# compute the Kronecker product of the two matrices m1 and m2.
#
m1<-as.matrix(m1) # Vectors of length p are converted to a p by 1 matrix
m2<-as.matrix(m2)
kron<-vector(mode="numeric",length=0)
for(i in 1:nrow(m1)){
m3<-m1[i,1]*m2
for(j in 2:ncol(m1))m3<-cbind(m3,m1[i,j]*m2)
if(i==1)kron<-m3
if(i>=2)kron<-rbind(kron,m3)
}
kron
}
rmanova<-function(x,tr=.2,grp=c(1:length(x))){
#
# A heteroscedastic one-way repeated measures ANOVA for trimmed means.
#
# The data are assumed to be stored in $x$ which can
# be either an n by J matrix, or an R variable having list mode.
# If the data are stored in list mode,
# length(x) is assumed to correspond to the total number of groups.
# By default, the null hypothesis is that all group have a common mean.
#
mode.")
if(is.list(x)){
print(J)
m1<-matrix(x[[grp[1]]],length(x[[grp[1]]]),1)
for(i in 2:J){ # Put the data into an n by J matrix
m2<-matrix(x[[grp[i]]],length(x[[i]]),1)
m1<-cbind(m1,m2)
}
}
if(is.matrix(x)){
if(length(grp)<ncol(x))m1<-as.matrix(x[,grp])
if(length(grp)>=ncol(x))m1<-as.matrix(x)
J<-ncol(x)
print(J)
}
#
# Raw data are now in the matrix m1
#
m2<-matrix(0,nrow(m1),ncol(m1))
xvec<-1
g<-floor(tr*nrow(m1)) #2g is the number of observations trimmed.
for(j in 1:ncol(m1)){ # Putting Winsorized values in m2
m2[,j]<-winval(m1[,j],tr)
xvec[j]<-mean(m1[,j],tr)
}
xbar<-mean(xvec)
qc<-(nrow(m1)-2*g)*sum((xvec-xbar)^2)
m3<-sweep(m2,1,apply(m2,1,mean)) # Sweep out rows
m3<-sweep(m3,2,apply(m2,2,mean)) # Sweep out columns
m3<-m3+mean(m2) # Grand Winsorized mean swept in
qe<-sum(m3^2)
test<-(qc/(qe/(nrow(m1)-2*g-1)))
#
# Next, estimate the adjusted degrees of freedom
#
v<-winall(m1,tr=tr)$cov
vbar<-mean(v)
vbard<-mean(diag(v))
vbarj<-1
for(j in 1:J){
vbarj[j]<-mean(v[j,])
}
A<-J*J*(vbard-vbar)^2/(J-1)
B<-sum(v*v)-2*J*sum(vbarj^2)+J*J*vbar^2
ehat<-A/B
etil<-(nrow(m2)*(J-1)*ehat-2)/((J-1)*(nrow(m2)-1-(J-1)*ehat))
etil<-min(1.,etil)
df1<-(J-1)*etil
df2<-(J-1)*etil*(nrow(m2)-2*g-1)
siglevel<-1-pf(test,df1,df2)
list(test=test,df=c(df1,df2),p.value=siglevel,tmeans=xvec,ehat=ehat,etil=etil)
}
trimpartt<-function(x,con){
#
# This function is used by other functions described in chapter 6.
#
trimpartt<-sum(con*x)
trimpartt
}
bptdmean<-function(isub,x,tr){
#
# Compute trimmed means
# 1, 2, 3, ..., n
#
# This function is used by bptd.
#
bptdmean<-mean(x[isub],tr)
bptdmean
}
bptdpsi<-function(x,con){
# Used by bptd to compute bootstrap psihat values
#
bptdpsi<-sum(con*x)
bptdpsi
}
bptdsub<-function(isub,x,tr,con){
#
# 1, 2, 3, ..., n
# con is a J by c matrix. The cth column contains
# a vector of contrast coefficients.
#
# This function is used by bptd.
#
h1 <- nrow(x) - 2 * floor(tr * nrow(x))
se<-0
for(j in 1:ncol(x)){
for(k in 1:ncol(x)){
djk<-(nrow(x) - 1) * wincor(x[isub,j],x[isub,k], tr)$cov
se<-se+con[j]*con[k]*djk
}
}
se/(h1*(h1-1))
}
selby2<-function(m,grpc,coln=NA){
# Create categories according to the grpc[1] and grpc[2] columns
# of the matrix m. The function puts the values in column coln into
# a vector having list mode.
#
if(is.na(coln))stop("The argument coln is not specified")
if(length(grpc)>4)stop("The argument grpc must have length less than or equal to
4")
x<-vector("list")
ic<-0
if(length(grpc)==2){
cat1<-selby(m,grpc[1],coln)$grpn
for (i1 in 1:length(cat1)){
temp<-NA
it<-0
for (i in 1:nrow(m)){
if(sum(m[i,c(grpc[1],grpc[2])]==c(cat1[i1],cat2[i2]))==2){
it<-it+1
temp[it]<-m[i,coln]
}
}
if(!is.na(temp[1])){
ic<-ic+1
x[[ic]]<-temp
if(ic==1)grpn<-matrix(c(cat1[i1],cat2[i2]),1,2)
if(ic>1)grpn<-rbind(grpn,c(cat1[i1],cat2[i2]))
}
}}
}
x<-vector("list")
ic<-0
temp<-NA
it<-0
if(sum(m[i,c(grpc[1],grpc[2],grpc[3])]==c(cat1[i1],cat2[i2],cat3[i3]))==3){
it<-it+1
temp[it]<-m[i,coln]
}}
ic<-ic+1
x[[ic]]<-temp
if(ic==1)grpn<-matrix(c(cat1[i1],cat2[i2],cat3[i3]),1,3)
if(ic>1)grpn<-rbind(grpn,c(cat1[i1],cat2[i2],cat3[i3]))
}}}}
}
x<-vector("list")
ic<-0
temp<-NA
it<-0
if(sum(m[i,c(grpc[1],grpc[2],grpc[3],grpc[4])]==c(cat1[i1],cat2[i2],cat3[i3],cat4[i
4]))==4){
it<-it+1
temp[it]<-m[i,coln]
}}
ic<-ic+1
x[[ic]]<-temp
if(ic==1)grpn<-matrix(c(cat1[i1],cat2[i2],cat3[i3],cat4[i4]),1,4)
if(ic>1)grpn<-rbind(grpn,c(cat1[i1],cat2[i2],cat3[i3],cat4[i4]))
}}}}}
}
list(x=x,grpn=grpn)
}
lindmsub<-function(isub,x,est,...){
#
# isub is a vector of length n containing integers between
# randomly sampled with replacement from 1,...,n.
#
# Used by lindm to convert an n by B matrix of bootstrap values,
# randomly sampled from 1, ..., n, with replacement, to a
# J by B matrix of measures of location.
#
#
lindmsub<-est(x[isub],...)
lindmsub
}
lindm<-function(x,con=0,est=onestep,grp=0,alpha=.05,nboot=399,...){
#
# Compute a 1-alpha confidence interval for a set of d linear contrasts
# involving M-estimators associated with the marginal distributions
# using a bootstrap method.
# Dependent groups are assumed.
#
# The data are assumed to be stored in x in list mode. Thus,
# x[[1]] contains the data for the first group, x[[2]] the data
# for the second group, etc. Length(x)=the number of groups = J, say.
#
# con is a J by d matrix containing the contrast coefficents of interest.
# If unspecified, all pairwise comparisons are performed.
# For example, con[,1]=c(1,1,-1,-1,0,0) and con[,2]=c(,1,-1,0,0,1,-1)
# will test two contrasts: (1) the sum of the first two trimmed means is
# equal to the sum of the second two, and (2) the difference between
# the first two is equal to the difference between the trimmed means of
# groups 5 and 6.
#
#
# This function uses the function trimpartt written for this
# book.
#
#
#
mode.")
if(is.list(x)){
if(sum(grp)==0)grp<-c(1:length(x))
mat<-matrix(0,length(x[[1]]),length(grp))
for (j in 1:length(grp))mat[,j]<-x[[grp[j]]]
}
if(is.matrix(x)){
mat<-x[,grp]
}
mat<-elimna(mat)
J<-ncol(mat)
Jm<-J-1
d<-(J^2-J)/2
if(sum(con^2)==0){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
if(nrow(con)!=ncol(mat))stop("The number of groups does not match the number of
contrast coefficients.")
m1<-matrix(0,J,nboot)
m2<-1 # Initialize m2
mval<-1
# data is B by n matrix
xcen<-matrix(0,nrow(mat),ncol(mat)) #An n by J matrix
for (j in 1:J){xcen[,j]<-mat[,j]-est(mat[,j],...) #Center data
mval[j]<-est(mat[,j],...)
}
for (j in 1:J)m1[j,]<-apply(data,1,lindmsub,xcen[,j],est,...) # A J by nboot
matrix.
m2<-var(t(m1)) # A J by J covariance matrix corresponding to the nboot values.
boot<-matrix(0,ncol(con),nboot)
bot<-1
for (d in 1:ncol(con)){
top<-apply(m1,2,trimpartt,con[,d])
# A vector of length nboot containing psi hat values
consq<-con[,d]^2
bot[d]<-trimpartt(diag(m2),consq)
for (j1 in 1:J){
for (j2 in 1:J){
if(j1<j2)bot[d]<-bot[d]+2*con[j1,d]*con[j2,d]*m2[j1,j2]
}}
boot[d,]<-abs(top)/sqrt(bot[d])
}
testb<-apply(boot,2,max)
ic<-round((1-alpha)*nboot)
testb<-sort(testb)
psihat<-matrix(0,ncol(con),5)
dimnames(psihat)<-list(NULL,c("con.num","psihat","ci.lower","ci.upper","se"))
psihat[d,1]<-d
psihat[d,2]<-trimpartt(mval,con[,d])
psihat[d,3]<-psihat[d,2]-testb[ic]*sqrt(bot[d])
psihat[d,4]<-psihat[d,2]+testb[ic]*sqrt(bot[d])
psihat[d,5]<-sqrt(bot[d])
}
list(psihat=psihat,crit=testb[ic],con=con)
}
smmcrit01<-function(nuhat,C){
#
# Determine the .99 quantile of the C-variate Studentized maximum
# modulus distribution using linear interpolation on inverse
# degrees of freedom
# If C=1, this function returns the .995 quantile of Student's t
# distribution.
#
if(C-round(C)!=0)stop("The number of contrasts, C, must be an integer")
if(C>=29)stop("C must be less than or equal to 28")
if(C<=0)stop("C must be greater than or equal to 1")
if(nuhat<2)stop("The degrees of freedom must be greater than or equal to 2")
if(C==1)smmcrit01<-qt(.995,nuhat)
if(C>=2){
C<-C-1
m1<-matrix(0,20,27)
m1[1,]<-c(12.73,14.44,15.65,16.59,17.35,17.99,18.53,19.01,19.43,
19.81,20.15,20.46,20.75,20.99,20.99,20.99,20.99,20.99,
22.11,22.29,22.46,22.63,22.78,22.93,23.08,23.21,23.35)
m1[2,]<-c(7.13,7.91,8.48,8.92,9.28,9.58,9.84,10.06,10.27,
10.45,10.61,10.76,10.90,11.03,11.15,11.26,11.37,11.47,
11.56,11.65,11.74,11.82,11.89,11.97,12.07,12.11,12.17)
m1[3,]<-c(5.46,5.99,6.36,6.66,6.89,7.09,7.27,7.43,7.57,
7.69,7.80,7.91,8.01,8.09,8.17,8.25,8.32,8.39,
8.45,8.51,8.57,8.63,8.68,8.73,8.78,8.83,8.87)
m1[4,]<-c(4.70,5.11,5.39,5.63,5.81,5.97,6.11,6.23,6.33,
6.43,6.52,6.59,6.67,6.74,6.81,6.87,6.93,6.98,
7.03,7.08,7.13,7.17,7.21,7.25,7.29,7.33,7.36)
m1[5,]<-c(4.27,4.61,4.85,5.05,5.20,5.33,5.45,5.55,5.64,
5.72,5.79,5.86,5.93,5.99,6.04,6.09,6.14,6.18,
6.23,6.27,6.31,6.34,6.38,6.41,6.45,6.48,6.51)
m1[6,]<-c(3.99,4.29,4.51,4.68,4.81,4.93,5.03,5.12,5.19,
5.27,5.33,5.39,5.45,5.50,5.55,5.59,5.64,5.68,
5.72,5.75,5.79,5.82,5.85,5.88,5.91,5.94,5.96)
m1[7,]<-c(3.81,4.08,4.27,4.42,4.55,4.65,4.74,4.82,4.89,
4.96,5.02,5.07,5.12,5.17,5.21,5.25,5.29, 5.33,
5.36,5.39,5.43,5.45,5.48,5.51,5.54,5.56,5.59)
m1[8,]<-c(3.67,3.92,4.10,4.24,4.35,4.45,4.53,4.61,4.67,
4.73,4.79,4.84,4.88,4.92,4.96,5.01,5.04,5.07,
5.10,5.13,5.16,5.19,5.21,5.24,5.26,5.29,5.31)
m1[9,]<-c(3.57,3.80,3.97,4.09,4.20,4.29,4.37,4.44,4.50,
4.56,4.61,4.66,4.69,4.74,4.78,4.81,4.84,4.88,
4.91,4.93,4.96,4.99,5.01,5.03,5.06,5.08,5.09)
m1[10,]<-c(3.48,3.71,3.87,3.99,4.09,4.17,4.25,4.31,4.37,
4.42,4.47,4.51,4.55,4.59,4.63,4.66,4.69,4.72,
4.75,4.78,4.80,4.83,4.85,4.87,4.89,4.91,4.93)
m1[11,]<-c(3.42,3.63,3.78,3.89,.99,4.08,4.15,4.21,4.26,
4.31,4.36,4.40,4.44,4.48,4.51,4.54,4.57,4.59,
4.62,4.65,4.67,4.69,4.72,4.74,4.76,4.78,4.79)
m1[12,]<-c(3.32,3.52,3.66,3.77,3.85,3.93,3.99,.05,4.10,
4.15,4.19,4.23,4.26,4.29,4.33,4.36,4.39,4.41,
4.44,4.46,4.48,4.50,4.52,4.54,4.56,4.58,4.59)
m1[13,]<-c(3.25,3.43,3.57,3.67,3.75,3.82,3.88,3.94,3.99,
4.03,4.07,4.11,4.14,4.17,4.19,4.23,4.25,4.28,
4.29,4.32,4.34,4.36,4.38,4.39,4.42,4.43,4.45)
m1[14,]<-c(3.19,3.37,3.49,3.59,3.68,3.74,3.80,3.85,3.89,
3.94,3.98,4.01,4.04,4.07,4.10,4.13,4.15,4.18,
4.19,4.22,4.24,4.26,4.28,4.29,4.31,4.33,4.34)
m1[15,]<-c(3.15,3.32,3.45,3.54,3.62,3.68,3.74,3.79,3.83,
3.87,3.91,3.94,3.97,3.99,4.03,4.05,4.07,4.09,
4.12,4.14,4.16,4.17,4.19,4.21,4.22,4.24,4.25)
m1[16,]<-c(3.09,3.25,3.37,3.46,3.53,3.59,3.64,3.69,3.73,
3.77,3.80,3.83,3.86,3.89,3.91,3.94,3.96,3.98,
4.00,4.02,4.04,4.05,4.07,4.09,4.10,4.12,4.13)
m1[17,]<-c(3.03,3.18,3.29,3.38,3.45,3.50,3.55,3.59,3.64,
3.67,3.70,3.73,3.76,3.78,3.81,3.83,3.85,3.87,
3.89,3.91,3.92,3.94,3.95,3.97,3.98,4.00,4.01)
m1[18,]<-c(2.97,3.12,3.22,3.30,3.37,3.42,3.47,3.51,3.55,
3.58,3.61,3.64,3.66,3.68,3.71,3.73,3.75,3.76,
3.78,3.80,3.81,3.83,3.84,3.85,3.87,3.88,3.89)
m1[19,]<-c(2.91,3.06,3.15,3.23,3.29,3.34,3.38,3.42,3.46,
3.49,3.51,3.54,3.56,3.59,3.61,3.63,3.64,3.66,
3.68,3.69,3.71,3.72,3.73,3.75,3.76,3.77,3.78)
m1[20,]<-c(2.81,2.93,3.02,3.09,3.14,3.19,3.23,3.26,3.29,
3.32,3.34,3.36,3.38,3.40,.42,.44,3.45,3.47,
3.48,3.49,3.50,3.52,3.53,3.54,3.55,3.56,3.57)
if(nuhat>=200)smmcrit01<-m1[20,C]
if(nuhat<200){
nu<-c(2,3,4,5,6,7,8,9,10,11,12,14,16,18,20,24,30,40,60,200)
temp<-abs(nu-nuhat)
find<-order(temp)
if(temp[find[1]]==0)smmcrit01<-m1[find[1],C]
if(temp[find[1]]!=0){
if(nuhat>nu[find[1]]){
smmcrit01<-m1[find[1],C]-
(1/nu[find[1]]-1/nuhat)*(m1[find[1],C]-m1[find[1]+1,C])/
(1/nu[find[1]]-1/nu[find[1]+1])
}
if(nuhat<nu[find[1]]){
smmcrit01<-m1[find[1]-1,C]-
(1/nu[find[1]-1]-1/nuhat)*(m1[find[1]-1,C]-m1[find[1],C])/
(1/nu[find[1]-1]-1/nu[find[1]])
}
}}
}
smmcrit01
}
pbtest<-function(m,beta=.1){
#
# Test H0: R(pb)=I, the hypothesis that the percentage
# bend correlation matrix equal the identity matrix
# for the data stored in the n by p matrix m
#
#
n<-nrow(m)
nu<-n-2
a<-nu-.5
b<-48*a^2
nmm<-ncol(m)-1
c<-matrix(0,ncol(m),ncol(m))
for (i in 1:nmm){
ip1<-i+1
for (j in ip1:ncol(m)){
tjk<-tjk*sqrt(nu/(1.-tjk^2))
c[i,j]<-sqrt(a*log(1+tjk^2/nu))
c[i,j]<-c[i,j]+(c[i,j]^3+3*c[i,j])/b
c[i,j]<-c[i,j]-(4*c[i,j]^7+33*c[i,j]^5+240*c[i,j]^3+855*c[i,j])/
(10*b^2+8*b*c[i,j]^4+1000*b)
}
}
h<-sum(c)
sig<-1-pchisq(h,ncol(m)*(ncol(m)-1)/2)
list(teststat=h,p.value=sig)
}
tau<-function(x,y=NULL,alpha=.05){
#
# Compute Kendall's tau plus a 1-alpha confidence interval
# using the method recommended by Long and Cliff (1997).
#
# tau-b provides an adjustment for ties. However, no adjustment for tied
# values is made here due to arguments made by N. Cliff (1996) Ordinal Methods for
# Behavioral Data Analysis. Mahwah, NJ: Erlbaum. pp. 36-37.
#
# y=NULL, assume x is a matrix with two columsn
#
if(is.null(y))m=elimna(x)
if(!is.null(y))m=elimna(cbind(x,y)) # casewise deletion of missing values.
x=m[,1]
y=m[,2]
xdif<-outer(x,x,FUN="-")
ydif<-outer(y,y,FUN="-")
tv<-sign(xdif)*sign(ydif)
dbar<-apply(tv,1,mean)
n<-length(x)
tau<-sum(tv)/(n*(n-1))
A<-sum((dbar-tau)^2)/(n-1)
B<-(n*(n-1)*(-1)*tau^2+sum(tv^2))/(n^2-n-1)
C<-(4*(n-2)*A+2*B)/(n*(n-1))
crit<-qnorm(alpha/2)
cilow<-tau+crit*sqrt(C)
cihi<-tau-crit*sqrt(C)
test<-tau/sqrt((2*(2*n+5))/(9*n*(n-1)))
siglevel<-2*(1-pnorm(abs(test)))
list(cor=tau,ci=c(cilow,cihi),p.value=siglevel)
}
elimna<-function(m){
#
# remove any rows of data having missing values
#
DONE=FALSE
if(is.list(m) && is.matrix(m)){
z=pool.a.list(m)
m=matrix(z,ncol=ncol(m))
DONE=TRUE
}
if(!DONE){
if(is.list(m) && is.matrix(m[[1]])){
for(j in 1:length(m))m[[j]]=na.omit(m[[j]])
e=m
DONE=TRUE
}}
if(!DONE){
if(is.list(m) && is.null(dim(m))){ #!is.matrix(m))
for(j in 1:length(m))m[[j]]=as.vector(na.omit(m[[j]]))
e=m
DONE=TRUE
}}
if(!DONE){
#if(!is.list(m)){
#if(is.null(dim(m)))
m<-as.matrix(m)
ikeep<-c(1:nrow(m))
for(i in 1:nrow(m))if(sum(is.na(m[i,])>=1))ikeep[i]<-0
e<-m[ikeep[ikeep>=1],]
#}
}
e
}
pball<-function(m,beta=.2){
#
# Compute the percentage bend correlation matrix for the
# data in the n by p matrix m.
#
# for all pairs of variables, plus a test of zero correlations
# among all pairs. (See chapter 6 for details.)
#
if(!is.matrix(m))stop("Data must be stored in an n by p matrix")
pbcorm<-matrix(0,ncol(m),ncol(m))
temp<-matrix(1,ncol(m),ncol(m))
cmat<-matrix(0,ncol(m),ncol(m))
ip1<-i
if(i<j){
pbc<-pbcor(m[,i],m[,j],beta)
pbcorm[i,j]<-pbc$cor
temp[i,j]<-pbcorm[i,j]
temp[j,i]<-pbcorm[i,j]
siglevel[i,j]<-pbc$p.value
}
}
}
tstat<-pbcorm*sqrt((nrow(m)-2)/(1-pbcorm^2))
cmat<-sqrt((nrow(m)-2.5)*log(1+tstat^2/(nrow(m)-2)))
bv<-48*(nrow(m)-2.5)^2
cmat<-cmat+(cmat^3+3*cmat)/bv-(4*cmat^7+33*cmat^5+240^cmat^3+855*cmat)/
(10*bv^2+8*bv*cmat^4+1000*bv)
H<-sum(cmat^2)
df<-ncol(m)*(ncol(m)-1)/2
h.siglevel<-1-pchisq(H,df)
list(pbcorm=temp,p.value=siglevel,H=H,H.p.value=h.siglevel)
}
pbos<-function(x,beta=.2){
#
# Compute the one-step percentage bend measure of location
#
#
temp<-sort(abs(x-median(x)))
omhatx<-temp[floor((1-beta)*length(x))]
psi<-(x-median(x))/omhatx
i1<-length(psi[psi<(-1)])
i2<-length(psi[psi>1])
sx<-ifelse(psi<(-1),0,x)
sx<-ifelse(psi>1,0,sx)
pbos<-(sum(sx)+omhatx*(i2-i1))/(length(x)-i1-i2)
pbos
}
tauall<-function(m){
#
# Compute Kendall's tau for the
# data in the n-by-p matrix m.
#
# among all pairs. (See chapter 6 for details.)
#
if(!is.matrix(m))stop("Data must be stored in an n by p matrix")
taum<-matrix(0,ncol(m),ncol(m))
ip1<-i
if(i<j){
pbc<-tau(m[,i],m[,j])
taum[i,j]<-pbc$cor
taum[j,i]<-pbc$cor
siglevel[i,j]<-pbc$p.value
}
}
}
list(taum=taum,p.value=siglevel)
}
biloc<-function(x){
#
# compute biweight measure of location
# This function is used by relplot
#
m<-median(x)
u<-abs((x-m)/(9*mad(x)*qnorm(.75)))
top<-sum((x[u<=1]-m)*(1-u[u<=1]^2)^2)
bot<-sum((1-u[u<=1]^2)**2)
bi<-m+top/bot^2
bi
}
relfun<-function(xv,yv,C=36,epsilon=.0001,plotit=TRUE,xlab="X",ylab="Y"){
# Compute the measures of location, scale and correlation used in the
# bivariate boxplot of Goldberg and Iglewicz,
# Technometrics, 1992, 34, 307-320.
#
# The code in relplot plots the boxplot.
#
# This code assumes the data are in xv and yv
#
# This code uses the function biloc and
# bivar
#
tx<-biloc(xv)
ty<-biloc(yv)
sx<-sqrt(bivar(xv))
sy<-sqrt(bivar(yv))
z1<-(xv-tx)/sx+(yv-ty)/sy
z2<-(xv-tx)/sx-(yv-ty)/sy
ee<-((z1-biloc(z1))/sqrt(bivar(z1)))^2+
((z2-biloc(z2))/sqrt(bivar(z2)))^2
w<-(1-ee/C)^2
if(length(w[w==0])>=length(xv)/2)warning("More than half of the w values equal
zero")
sumw<-sum(w[ee<C])
tempx<-w*xv
txb<-sum(tempx[ee<C])/sumw
tempy<-w*yv
tyb<-sum(tempy[ee<C])/sumw
tempxy<-w*(xv-txb)*(yv-tyb)
tempx<-w*(xv-txb)^2
tempy<-w*(yv-tyb)^2
sxb<-sum((tempx[ee<C]))/sumw
syb<-sum((tempy[ee<C]))/sumw
rb<-sum(tempxy[ee<C])/(sqrt(sxb*syb)*sumw)
z1<-((xv-txb)/sqrt(sxb)+(yv-tyb)/sqrt(syb))/sqrt(2*(1+rb))
z2<-((xv-txb)/sqrt(sxb)-(yv-tyb)/sqrt(syb))/sqrt(2*(1-rb))
wo<-w
ee<-z1^2+z2^2
w<-(1-ee/C)^2
sumw<-sum(w[ee<C])
tempx<-w*xv
tempy<-w*yv
tempx<-w*(xv-txb)^2
tempy<-w*(yv-tyb)^2
iter<-0
while(iter<=10){
iter<=iter+1
ee<-z1^2+z2^2
w<-(1-ee/C)^2
sumw<-sum(w[ee<C])
tempx<-w*xv
tempy<-w*yv
tempx<-w*(xv-txb)^2
tempy<-w*(yv-tyb)^2
wo<-w
ee<-z1^2+z2^2
w<-(1-ee/C)^2
dif<-w-wo
crit<-sum(dif^2)/(mean(w))^2
if(crit <=epsilon)break
}
if(plotit){
em<-median(sqrt(ee))
r1<-em*sqrt((1+rb)/2)
r2<-em*sqrt((1-rb)/2)
temp<-c(0:179)
thet<-2*3.141593*temp/180
theta1<-r1*cos(thet)
theta2<-r2*sin(thet)
xplot1<-txb+(theta1+theta2)*sqrt(sxb)
yplot1<-tyb+(theta1-theta2)*sqrt(syb)
emax<-max(sqrt(ee[ee<7*em^2]))
r1<-emax*sqrt((1+rb)/2)
r2<-emax*sqrt((1-rb)/2)
xplot<-txb+(theta1+theta2)*sqrt(sxb)
yplot<-tyb+(theta1-theta2)*sqrt(syb)
totx<-c(xv,xplot,xplot1)
toty<-c(yv,yplot,yplot1)
plot(totx,toty,type="n",xlab=xlab,ylab=ylab)
points(xv,yv)
points(xplot,yplot,pch=".")
points(xplot1,yplot1,pch=".")
}
list(mest=c(txb,tyb),mvar=c(sxb,syb),mrho=rb)
}
bicov<-function(x,y){
#
# compute biweight midcovariance of x and y
#
mx<-median(x)
my<-median(y)
ux<-abs((x-mx)/(9*qnorm(.75)*mad(x)))
uy<-abs((y-my)/(9*qnorm(.75)*mad(y)))
aval<-ifelse(ux<=1,1,0)
bval<-ifelse(uy<=1,1,0)
top<-sum(aval*(x-mx)*(1-ux^2)^2*bval*(y-my)*(1-uy^2)^2)
top<-length(x)*top
botx<-sum(aval*(1-ux^2)*(1-5*ux^2))
boty<-sum(bval*(1-uy^2)*(1-5*uy^2))
bi<-top/(botx*boty)
bi
}
bireg<-function(x,y,iter=20,bend=1.28){
#
# Compute a biweight midregression equation
# The predictors are assumed to be stored in the n by p matrix x.
#
x<-as.matrix(x)
ma<-matrix(0,ncol(x),1)
m<-matrix(0,ncol(x),ncol(x))
mvals<-apply(x,2,mest,bend)
for (i in 1:ncol(x)){
ma[i,1]<-bicov(x[,i],y)
for (j in 1:ncol(x))m[i,j]<-bicov(x[,i],x[,j])
}
slope<-solve(m,ma)
b0<-mest(y,bend)-sum(slope%*%mvals)
for(it in 1:iter){
res<-y-x%*%slope-b0
for (i in 1:ncol(x))ma[i,1]<-bicov(x[,i],res)
slopeadd<-solve(m,ma)
b0add<-mest(res,bend)-sum(slopeadd%*%mvals)
if(max(abs(slopeadd),abs(b0add)) <.0001)break
slope<-slope+slopeadd
b0<-b0+b0add
}
if(max(abs(slopeadd),abs(b0add)) >=.0001)
paste("failed to converge in",iter,"iterations")
list(coef=c(b0,slope),residuals=res)
}
chreg<-function(x,y,bend=1.345,SEED=TRUE,xout=FALSE,outfun=outpro,pr=TRUE,...){
#
# Compute Coakley Hettmansperger robust regression estimators
# JASA, 1993, 88, 872-880
#
# x is a n by p matrix containing the predictor values.
#
# No missing values are allowed
#
# Comments in this function follow the notation used
# by Coakley and Hettmansperger
#
library(MASS)
# with old version of R, need library(lqs) when using ltsreg
# as the initial estimate.
#
if(pr)print('If using chreg with a bootstrap method, use chregF instead')
if(SEED)set.seed(12) # Set seed so that results are always duplicated.
x<-as.matrix(x)
p<-ncol(x)
m<-elimna(cbind(x,y))
x<-m[,1:p]
p1<-p+1
y<-m[,p1]
if(xout){
x<-as.matrix(x)
flag<-outfun(x,plotit=plotit,...)$keep
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
x<-as.matrix(x)
cutoff<-bend
mve<-vector("list")
if(ncol(x)==1){
mve$center<-median(x)
mve$cov<-mad(x)^2
}
if(ncol(x)>=2)mve<-cov.mve(x) # compute minimum volume ellipsoid measures of
# location and scale and store in mve.
reg0<-ltsgreg(x,y) # compute initial regression est using least trimmed
# squares.
# Next, compute the rob-md2(i) values and store in rob
rob<-1 # Initialize vector rob
mx<-mve$center
rob<-mahalanobis(x,mx,mve$cov)
k21<-qchisq(.95,p)
c62<-k21/rob
vecone<-c(rep(1,length(y))) # Initialize vector vecone to 1
c30<-pmin(vecone,c62) # mallows weights put in c30
k81<-median(abs(reg0$residuals)) # median of absolute residuals
k72<-1.4826*(1+(5/(length(y)-p-1)))*k81 # lms scale
c60<-reg0$residuals/(k72*c30) # standardized residuals
# compute psi and store in c27
cvec<-c(rep(cutoff,length(y))) # Initialize vector cvec to cutoff
c27<-pmin(cvec,c60)
c27<-pmax(-1*cutoff,c27) #c27 contains psi values
#
# compute B matrix and put in c66.
# Also, transform B so that i th diag elem = 0 if c27[i] is
# between -cutoff and cutoff, 1 otherwise.
#
c66<-ifelse(abs(c27)<=bend,1,0) # Have derivative of psi in c66
m1<-cbind(1,x) # X matrix with col of 1's added
m2<-t(m1) #X transpose
m5<-diag(c30) # matrix W, diagonal contains weights
m4<-diag(c66) # B matrix
m6<-m4%*%m1 # BX
m7<-m2%*%m6 # X'BX (nD=X'BX)
m8<-solve(m7) #m8 = (X'-B-X)inverse
m9<-m8%*%m2 #m9=X prime-B-X inverse X'
m9<-m9%*%m5 # m9=X prime-B-X inverse X'W
m10<-m9%*%c27
c20<-m10*k72
c21<-reg0$coef+c20 #update initial estimate of parameters.
res<-y-m1%*%c21
list(coef=t(c21),residuals=res)
}
regboot<-function(isub,x,y,regfun,...){
#
# Perform regression using x[isub] to predict y[isub]
# 1, 2, 3, ..., n
#
# This function is used by other functions when computing
# bootstrap estimates.
#
# regfun is some regression method already stored in R
# It is assumed that regfun$coef contains the intercept and slope
# estimates produced by regfun. The regression methods written for
# this book, plus regression functions in R, have this property.
#
# x is assumed to be a matrix containing values of the predictors.
#
xmat<-matrix(x[isub,],nrow(x),ncol(x))
vals<-regfun(xmat,y[isub],...)$coef
vals
}
bmreg<-function(x,y,iter=20,bend=2*sqrt((ncol(x)
+1)/nrow(x)),xout=FALSE,outfun=outpro,...){
# compute a bounded M regression using Huber Psi and Schweppe weights.
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
flag<-outfun(x,plotit=FALSE,...)$keep
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x<-as.matrix(x)
init<-lsfit(x,y)
resid<-init$residuals
x1<-cbind(1,x)
nu<-sqrt(1-hat(x1))
low<-ncol(x)+1
for(it in 1:iter){
ev<-sort(abs(resid))
scale<-median(ev[c(low:length(y))])/qnorm(.75)
rov<-(resid/scale)/nu
psi<-ifelse(abs(rov)<=bend,rov,bend*sign(rov)) # Huber Psi
wt<-nu*psi/(resid/scale)
new<-lsfit(x,y,wt)
if(max(abs(new$coef-init$coef))<.0001)break
init$coef<-new$coef
resid<-new$residuals
}
resid<-y-x1%*%new$coef
if(max(abs(new$coef-init$coef))>=.0001)
paste("failed to converge in",iter,"steps")
list(coef=new$coef,residuals=resid,w=wt)
}
reglev<-function(x,y,plotit=TRUE,SEED=TRUE){
#
# Search for good and bad leverage points using the
# Rousseuw and van Zomeren method.
#
# x is an n by p matrix
#
# The function returns the number of the rows in x that are identified
# as outliers. (The row numbers are stored in outliers.)
# It also returns the distance of the points identified as outliers
# in the variable dis.
#
library(MASS)
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
if(SEED)set.seed(12)
x<-as.matrix(x)
res<-lmsreg(x,y)$resid
sighat<-sqrt(median(res^2))
sighat<-1.4826*(1+(5/(length(y)-ncol(x)-1)))*sighat
stanres<-res/sighat
set.seed(12)
if(ncol(x)>=2)mve<-cov.mve(x)
if(ncol(x)==1){
mve<-vector("list")
mve$cov<-mad(x)^2
}
dis<-mahalanobis(x,mve$center,mve$cov)
dis<-sqrt(dis)
crit<-sqrt(qchisq(.975,ncol(x)))
chk<-ifelse(dis>crit,1,0)
vec<-c(1:nrow(x))
id<-vec[chk==1]
chkreg<-ifelse(abs(stanres)>2.5,1,0)
idreg<-vec[chkreg==1]
if(plotit){
plot(dis,stanres,xlab="Robust distances",ylab="standardized residuals")
abline(-2.5,0)
abline(2.5,0)
abline(v=crit)
}
list(levpoints=id,regout=idreg,dis=dis,stanres=stanres,crit=crit)
}
winreg<-function(x,y,iter=20,tr=.2,xout=FALSE,outfun=outpro,...){
#
# Compute a Winsorized regression estimator
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x=as.matrix(x)
ma<-matrix(0,ncol(x),1)
m<-matrix(0,ncol(x),ncol(x))
mvals<-apply(x,2,win,tr)
ma[i,1]<-wincor(x[,i],y,tr=tr)$cov
for (j in 1:ncol(x))m[i,j]<-wincor(x[,i],x[,j],tr=tr)$cov
}
slope<-solve(m,ma)
b0<-win(y,tr)-sum(slope%*%mvals)
for(it in 1:iter){
res<-y-x%*%slope-b0
for (i in 1:ncol(x))ma[i,1]<-wincor(x[,i],res,tr=tr)$cov
slopeadd<-solve(m,ma)
b0add<-win(res,tr)-sum(slopeadd%*%mvals)
if(max(abs(slopeadd),abs(b0add)) <.0001)break
slope<-slope+slopeadd
b0<-b0+b0add
}
if(max(abs(slopeadd),abs(b0add)) >=.0001)
paste("failed to converge in",iter,"iterations")
list(coef=c(b0,slope),resid=res)
}
anctgen<-function(x1,y1,x2,y2,pts,fr1=1,fr2=1,tr=.2){
#
# Compare two independent groups using the ancova method
# in chapter 9. No assumption is made about the form of the regression
# lines--a running interval smoother is used.
#
# Assume data are in x1 y1 x2 and y2
# Comparisons are made at the design points contained in the vector
# pts
#
# Comparisons can be made using at most 28 design points, otherwise
# a critical value for controlling the experimentwise type I error cannot
# be computed.
#
if(length(pts)>=29)stop("At most 28 points can be compared")
n1<-1
n2<-1
vecn<-1
for(i in 1:length(pts)){
n1[i]<-length(y1[near(x1,pts[i],fr1)])
}
mat<-matrix(NA,length(pts),8)
dimnames(mat)<-list(NULL,c("X","n1","n2","DIF","TEST","se","ci.low","ci.hi"))
for (i in 1:length(pts)){
g1<-y1[near(x1,pts[i],fr1)]
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
test<-yuen(g1,g2,tr=tr)
mat[i,1]<-pts[i]
mat[i,2]<-length(g1)
mat[i,4]<-test$dif
mat[i,5]<-test$teststat
mat[i,6]<-test$se
if(length(pts)>=2)critv<-smmcrit(test$df,length(pts))
if(length(pts)==1)critv<-qt(.975,test$df)
cilow<-test$dif-critv*test$se
cihi<-test$dif+critv*test$se
mat[i,7]<-cilow
mat[i,8]<-cihi
}
list(output=mat,crit=critv)
}
near<-function(x,pt,fr=1){
# determine which values in x are near pt
# based on fr * mad
if(!is.vector(x))stop('x should be a vector')
m<-mad(x)
if(m==0){
temp<-idealf(x)
m<-(temp$qu-temp$ql)/(qnorm(.75)-qnorm(.25))
}
if(m==0)m<-sqrt(winvar(x)/.4129)
if(m==0)stop("All measures of dispersion are equal to 0")
dis<-abs(x-pt)
dflag<-dis <= fr*m
dflag
}
regpres1<-function(isub,x,y,regfun,mval){
#
# 1, 2, 3, ..., n
#
#
#
#
xmat<-matrix(x[isub,],mval,ncol(x))
regboot<-regfun(xmat,y[isub])
regboot<-regboot$coef
regboot
}
runhat<-function(x,y,pts=x,est=tmean,fr=1,nmin=1,...){
#
# running interval smoother that can be used with any measure
# of location or scale. By default, a 20% trimmed mean is used.
# This function computes an estimate of y for each x value stored in pts
#
# fr controls amount of smoothing
rmd<-rep(NA,length(pts))
val<-y[near(x,pts[i],fr)]
if(length(val)>=nmin)rmd[i]<-est(val,...)
}
rmd
}
sqfun<-function(y,na.rm=FALSE){
#
sqfun<-sum(y^2,na.rm=na.rm)
sqfun
}
absfun<-function(y,na.rm=FALSE){
absfun<-sum(abs(y),na.rm=na.rm)
absfun
}
ancbootg<-function(x1,y1,x2,y2,pts,fr1=1,fr2=1,tr=.2,nboot=599){
#
# in chapter 9. No assumption is made about the form of the regression
#
# pts
#
m1=elimna(cbind(x1,y1))
x1=m1[,1]
y1=m1[,2]
x2=m1[,1]
y2=m1[,2]
n1<-1
n2<-1
vecn<-1
}
dimnames(mat)<-list(NULL,c("X","n1","n2","DIF","TEST","se","ci.low","ci.hi"))
gv<-vector("list",2*length(pts))
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
j<-i+length(pts)
gv[[i]]<-g1
gv[[j]]<-g2
}
I1<-diag(length(pts))
I2<-0-I1
con<-rbind(I1,I2)
test<-linconb(gv,con=con,tr=tr,nboot=nboot)
mat[,1]<-pts
mat[,2]<-n1
mat[,3]<-n2
mat[,4]<-test$psihat[,2]
mat[,5]<-test$test[,2]
list(output=mat,crit=test$crit)
}
errfun<-function(yhat,y,error=sqfun){
#
# Compute error terms for regpre
#
# yhat is an n by nboot matrix
# y is n by 1.
#
ymat<-matrix(y,nrow(yhat),ncol(yhat))
blob<-yhat-ymat
errfun<-error(blob)
errfun
}
near3d<-function(x,pt,fr=.8,m){
# determine which values in x are near pt
# based on fr * cov.mve
#
# x is assumed to be an n by p matrix
# pt is a vector of length p (a point in p-space).
# m is cov.mve(x) computed by runm3d
#
library(MASS)
if(!is.matrix(x))stop("Data are not stored in a matrix.")
dis<-sqrt(mahalanobis(x,pt,m$cov))
dflag<-dis < fr
dflag
}
run3hat<-function(x,y,pts,fr=.8,tr=.2){
#
# Compute y hat for each row of data in the matrix pts
# using a running interval method
#
# tr is the amount of trimming
# x is an n by p matrix of predictors.
# pts is an m by p matrix, m>=1.
#
library(MASS)
set.seed(12)
if(!is.matrix(x))stop("Predictors are not stored in a matrix.")
if(!is.matrix(pts))stop("The third argument, pts, must be a matrix.")
m<-cov.mcd(x)
rmd<-1 # Initialize rmd
nval<-1
for(i in 1:nrow(pts)){
rmd[i]<-mean(y[near3d(x,pts[i,],fr,m)],tr)
nval[i]<-length(y[near3d(x,pts[i,],fr,m)])
}
list(rmd=rmd,nval=nval)
}
idb<-function(x,n){
#
# Determine whether a sequence of integers contains a 1, 2, ..., n.
# Return idb[i]=1 if the value i is in x; 0 otherwise.
# This function is used by regpre
#
m1<-matrix(0,n,n)
m1<-outer(c(1:n),x,"-")
m1<-ifelse(m1==0,1,0)
idb<-apply(m1,1,sum)
idb<-ifelse(idb>=1,0,1)
idb
}
hratio<-function(x,y,regfun=bmreg){
#
# Compute a p by p matrix of half-slope ratios
#
# regfun can be any R function that returns the coefficients in
# the vector regfun$coef, the first element of which contains the
# estimated intercept, the second element contains the estimate of
# the first predictor, etc.
#
# OUTPUT:
#The first row reports the half-slope
#ratios when the data are divided into two groups using the first predictor.
#The first column is the half-slope ratio for the first predictor, the
#second column is the half-slope ratio for the second predictor, and so forth.
#The second row contains the half-slope ratios when the data are divided
#into two groups using the second predictor, and so on.
#
x<-as.matrix(x)
xmat<-matrix(0,nrow(x),ncol(x))
mval<-floor(length(y)/2)
mr<-length(y)-mval
xmatl<-matrix(0,mval,ncol(x))
xmatr<-matrix(0,mr,ncol(x))
hmat<-matrix(NA,ncol(x),ncol(x))
isub<-c(1:length(y))
ksub<-c(1:ncol(x))+1
for (k in 1:ncol(x)){
xord<-order(x[,k])
yord<-y[xord]
yl<-yord[isub<=mval]
yr<-yord[isub>mval]
for (j in 1:ncol(x)){
xmat[,j]<-x[xord,j]
xmatl[,j]<-xmat[isub<=mval,j]
xmatr[,j]<-xmat[isub>mval,j]
}
coefl<-regfun(xmatl,yl)$coef
coefr<-regfun(xmatr,yr)$coef
hmat[k,]<-coefr[ksub[ksub>=2]]/coefl[ksub[ksub>=2]]
}
hmat
}
rung3d<-
function(x,y,est=onestep,fr=1,plotit=TRUE,theta=50,phi=25,pyhat=FALSE,LP=FALSE,
expand=.5,scale=FALSE,zscale=TRUE,
nmin=0,xout=FALSE,eout=FALSE,outfun=out,SEED=TRUE,STAND=TRUE,
xlab="X",ylab="Y",zlab="",pr=TRUE,duplicate="error",ticktype="simple",...){
#
# running mean using interval method
#
# fr (the span) controls amount of smoothing

# est is the measure of location.
# (Goal is to determine est(y) given x.)
#
# pyhat=T, predicted values are returned.
#
library(MASS)
library(akima)
if(SEED)set.seed(12) # set seed for cov.mve
if(eout && xout)stop("Not allowed to have eout=xout=TRUE")
if(nrow(x) != length(y))stop("Number of rows in x does not match length of y")
temp<-cbind(x,y)
p<-ncol(x)
p1<-p+1
temp<-elimna(temp) # Eliminate any rows with missing values.
if(eout){
keepit<-outfun(temp,plotit=FALSE)$keep
x<-x[keepit,]
y<-y[keepit]
}
if(xout){
keepit<-outfun(x,plotit=FALSE,STAND=STAND,...)$keep
x<-x[keepit,]
y<-y[keepit]
}
if(zscale){
for(j in 1:p1){
temp[,j]<-(temp[,j]-median(temp[,j]))/mad(temp[,j])
}}
x<-temp[,1:p]
y<-temp[,p1]
m<-cov.mve(x)
iout<-c(1:nrow(x))
nval<-1
for(i in 1:nrow(x))rmd[i]<-est(y[near3d(x,x[i,],fr,m)],...)
for(i in 1:nrow(x))nval[i]<-length(y[near3d(x,x[i,],fr,m)])
if(ncol(x)==2){
if(plotit){
if(pr){
if(!scale)print("With dependence, suggest using scale=TRUE")
}
fitr<-rmd[nval>nmin]
y<-y[nval>nmin]
x<-x[nval>nmin,]
iout<-c(1:length(fitr))
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
for(k in ip1:length(fitr))if(sum(x[i,]==x[k,])==2)iout[k]<-0
}
fitr<-fitr[iout>=1] # Eliminate duplicate points in the x-y plane
# This is necessary when doing three dimensional plots
# with the R function interp
if(LP)fitr=lplot(x[iout>=1,],fitr,pyhat=TRUE,pr=FALSE,plotit=FALSE)$yhat
mkeep<-x[iout>=1,]
fit<-interp(mkeep[,1],mkeep[,2],fitr,duplicate=duplicate)
persp(fit,theta=theta,phi=phi,expand=expand,
scale=scale,xlab=xlab,ylab=ylab,zlab=zlab,ticktype=ticktype)
}}
if(pyhat)last<-rmd
if(!pyhat)last <- "Done"
last
}
mbmreg<-function(x,y,iter=20,bend=2*sqrt(ncol(x)
+1)/nrow(x),xout=FALSE,outfun=outpro,...){
#
# Compute a bounded M regression estimator using
# Huber Psi and Schweppe weights with
# regression outliers getting a weight of zero.
#
# This is the modified M-regression estimator in Chapter 8
#
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x<-as.matrix(x)
if(is.matrix(y)){
if(ncol(y)==1)y=as.vector(y)
}
x1<-cbind(1,x)
library(MASS)
reslms<-lmsreg(x,y)$resid
sighat<-sqrt(median(reslms^2))
if(sighat==0)warning("The estimated measure of scale, based on the residuals using
lms regression, is zero")
temp<-ifelse(sighat*reslms>0,abs(reslms)/sighat,0*reslms)
wt<-ifelse(temp<=2.5,1,0)
init<-lsfit(x,y,wt)
resid<-init$residuals
nu<-sqrt(1-hat(x1))
low<-ncol(x)+1
for(it in 1:iter){
ev<-sort(abs(resid))
scale<-median(ev[c(low:length(y))])/qnorm(.75)
rov<-(resid/scale)/nu
psi<-ifelse(abs(rov)<=bend,rov,bend*sign(rov)) # Huber Psi
wt<-nu*psi/(resid/scale)
wt<-ifelse(temp<=2.5,wt,0)
new<-lsfit(x,y,wt)
if(abs(max(new$coef-init$coef)<.0001))break
init$coef<-new$coef
resid<-new$residuals
}
resid<-y-x1%*%new$coef
if(abs(max(new$coef-init$coef)>=.0001))
paste("failed to converge in",iter,"steps")
list(coef=new$coef,residuals=resid,w=wt)
}
rankisub<-function(x,y){
#
# compute phat and an estimate of its variance
#
x<-x[!is.na(x)] # Remove missing values from x
y<-y[!is.na(y)] # Remove missing values from y
u<-outer(x,y,FUN="<")
p1<-0
p2<-0
temp<-outer(u[,j],u[,j])
p1<-p1+sum(temp)-sum(u[,j]*u[,j])
}
for (i in 1: length(x)){
temp<-outer(u[i,],u[i,])
p2<-p2+sum(temp)-sum(u[i,]*u[i,])
}
p<-sum(u)/(length(x)*length(y))
pad<-p
if(p==0)pad<-.5/(length(x)*length(y))
if(p==1)pad<-(1-.5)/(length(x)*length(y))
p1<-p1/(length(x)*length(y)*(length(x)-1))
p2<-p2/(length(x)*length(y)*(length(y)-1))
var<-pad*(1.-pad)*(((length(x)-1)*(p1-p^2)/(pad*(1-pad))+1)/(1-1/length(y))+
((length(y)-1)*(p2-p^2)/(pad*(1-pad))+1)/(1-1/length(x)))
var<-var/(length(x)*length(y))
list(phat=p,sqse=var)
}
pbcor<-function(x,y,beta=.2){
# Compute the percentage bend correlation between x and y.
#
# beta is the bending constant for omega sub N.
#
if(length(x)!=length(y))stop("The vectors do not have equal lengths")
m1=cbind(x,y)
m1<-elimna(m1)
nval=nrow(m1)
x<-m1[,1]
y<-m1[,2]
# Have eliminated missing values
temp<-sort(abs(x-median(x)))
omhatx<-temp[floor((1-beta)*length(x))]
temp<-sort(abs(y-median(y)))
omhaty<-temp[floor((1-beta)*length(y))]
a<-(x-pbos(x,beta))/omhatx
b<-(y-pbos(y,beta))/omhaty
a<-ifelse(a<=-1,-1,a)
a<-ifelse(a>=1,1,a)
b<-ifelse(b<=-1,-1,b)
b<-ifelse(b>=1,1,b)
pbcor<-sum(a*b)/sqrt(sum(a^2)*sum(b^2))
test<-pbcor*sqrt((length(x) - 2)/(1 - pbcor^2))
sig<-2*(1 - pt(abs(test),length(x)-2))
list(cor=pbcor,test=test,p.value=sig,n=nval)
}
rmanovab<-function(x,tr=.2,alpha=.05,grp=0,nboot=599){
#
# A bootstrap-t for comparing the trimmed means of dependent groups.
#
# The optional argument grp is used to select a subset of the groups
# and exclude the rest.
#
#
if(is.data.frame(x))x=as.matrix(x)
mode.")
if(is.list(x))x=matl(x)
#{
#if(sum(grp)==0)grp<-c(1:length(x))
#mat<-matrix(0,length(x[[1]]),length(grp))
#for (j in 1:length(grp))mat[,j]<-x[[grp[j]]]
#}
if(is.matrix(x)){
mat<-x[,grp]
}
mat=elimna(mat)
#if(sum(is.na(mat)>=1))stop("Missing values are not allowed.")
J<-ncol(mat)
connum<-(J^2-J)/2
xcen<-matrix(0,nrow(mat),ncol(mat))
for (j in 1:J)xcen[,j]<-mat[,j]-mean(mat[,j],tr) #Center data
bvec<-apply(data,1,tsubrmanovab,xcen,tr)
# bvec is vector of nboot bootstrap test statistics.
bvec<-sort(bvec)
crit<-bvec[icrit]
test<-rmanova(mat,tr,grp)$test
list(teststat=test,crit=crit)
}
tsubrmanovab<-function(isub,x,tr){
#
# 1, 2, 3, ..., n
#
# This function is used by rmanovab
#
tsub<-rmanovab1(x[isub,],tr=tr)$test
tsub
}
rmanovab1<-function(x,tr=.2,grp=c(1:length(x))){
#
# A heteroscedastic one-way repeated measures ANOVA for trimmed means.
#
# The data are assumed to be stored in $x$ which can
# be either an n by J matrix, or an R variable having list mode.
# If the data are stored in list mode,
#
mode.")
if(is.list(x)){
m1<-matrix(x[[grp[1]]],length(x[[grp[1]]]),1)
for(i in 2:J){ # Put the data into an n by J matrix
m2<-matrix(x[[grp[i]]],length(x[[i]]),1)
m1<-cbind(m1,m2)
}
}
if(is.matrix(x)){
if(length(grp)<ncol(x))m1<-as.matrix(x[,grp])
if(length(grp)>=ncol(x))m1<-as.matrix(x)
J<-ncol(x)
}
#
# Raw data are now in the matrix m1
#
xvec<-1
g<-floor(tr*nrow(m1)) #2g is the number of observations trimmed.
for(j in 1:ncol(m1)){ # Putting Winsorized values in m2
m2[,j]<-winval(m1[,j],tr)
xvec[j]<-mean(m1[,j],tr)
}
xbar<-mean(xvec)
qc<-(nrow(m1)-2*g)*sum((xvec-xbar)^2)
m3<-sweep(m2,1,apply(m2,1,mean)) # Sweep out rows
m3<-sweep(m3,2,apply(m2,2,mean)) # Sweep out columns
m3<-m3+mean(m2) # Grand Winsorized mean swept in
qe<-sum(m3^2)
test<-(qc/(qe/(nrow(m1)-2*g-1)))
#
# Next, estimate the adjusted degrees of freedom
#
v<-winall(m1)$cov
vbar<-mean(v)
vbard<-mean(diag(v))
vbarj<-1
for(j in 1:J){
vbarj[j]<-mean(v[j,])
}
A<-J*J*(vbard-vbar)^2/(J-1)
B<-sum(v*v)-2*J*sum(vbarj^2)+J*J*vbar^2
ehat<-A/B
etil<-(nrow(m2)*(J-1)*ehat-2)/((J-1)*(nrow(m2)-1-(J-1)*ehat))
etil<-min(1.,etil)
df1<-(J-1)*etil
df2<-(J-1)*etil*(nrow(m2)-2*g-1)
siglevel<-1-pf(test,df1,df2)
list(test=test,df=c(df1,df2),p.value=siglevel,tmeans=xvec,ehat=ehat,etil=etil)
}
mee<-function(x,y,alpha=.05){
#
# For two independent groups, compute a 1-\alpha confidence interval
# for p=P(X<Y) using Mee's method, which assumes there are no ties.
# If ties are detected among the pooled observations, a warning message is
# printed. The type I error probability might exceed the nominal level by
# an unacceptable amount. Also, mee(x,y) might give different results than
# mee(y,x). (One might reject and the other might not.)
#
x<-x[!is.na(x)] # Remove missing values from x
y<-y[!is.na(y)] # Remove missing values from y
xy<-c(x,y)
tiexy<-sum(abs(c(1:length(xy))-sort(rank(xy))))
if(tiexy > 0){print("Warning: Tied values detected")
print("so even if distributions are identical,")
print("P(X<Y) is not necessarily equal to .5")
}
u<-outer(x,y,FUN="<")
p1<-0
p2<-0
temp<-outer(u[,j],u[,j])
p1<-p1+sum(temp)-sum(u[,j]*u[,j])
}
for (i in 1: length(x)){
temp<-outer(u[i,],u[i,])
p2<-p2+sum(temp)-sum(u[i,]*u[i,])
}
p<-sum(u)/(length(x)*length(y))
p1<-p1/(length(x)*length(y)*(length(x)-1))
p2<-p2/(length(x)*length(y)*(length(y)-1))
b1<-(p1-p^2)/(p-p^2)
b2<-(p2-p^2)/(p-p^2)
A<-((length(x)-1)*b1+1)/(1-1/length(y))+((length(y)-1)*b2+1)/(1-1/length(x))
nhat<-length(x)*length(y)/A
crit<-(qnorm(1-alpha/2))^2/nhat
D<-sqrt(crit*(p*(1-p)+.25*crit))
low<-(p+.5*crit-D)/(1+crit)
hi<-(p+.5*crit+D)/(1+crit)
list(phat=p,ci=c(low,hi))
}
ranki<-function(J,K,x,grp=c(1:p),alpha=.05,p=J*K){
#
# Compute a confidence interval for all interaction terms
# in J by K (two-way) anova using the modified Patel-Hoel method.
#
# This method is not recommended if there are tied observations among the
# pooled data.
#
# All JK groups are independent.
#
# The R variable x is assumed to contain the raw
# data stored in list mode.
# If grp is unspecified, it is assumed x[[1]] contains the data
# for the first level of both factors: level 1,1.
# x[[2]] is assumed to contain the data for level 1 of the
# first factor and level 2 of the second factor: level 1,2
# x[[j+1]] is the data for level 2,1, etc.
# If the data are in wrong order, grp can be used to rearrange the
# groups. For example, for a two by two design, grp<-c(2,4,3,1)
# indicates that the second group corresponds to level 1,1;
# group 4 corresponds to level 1,2; group 3 is level 2,1;
# and group 1 is level 2,2.
#
# It is assumed that the input variable x has length JK, the total number of
# groups being tested. If not, a warning message is printed.
#
# The estimated standard error is based on Sen's Jackknife as used by
# Mee (1990).
#
if(!is.list(x))stop("Data are not stored in list mode")
if(p!=length(x)){
print("Warning: The number of groups in your data is not equal to JK")
}
jtk<-J*K
tl<-0
com<-x[[1]]
for(i in 1:jtk)tl<-tl+length(x[[i]])
for(i in 2:jtk)com<-c(com,x[[i]])
tiex<-sum(abs(c(1:tl)-sort(rank(com))))
if(tiex > 0)
print("Tied values detected. Interchanging columns might give different results.
That is, comparing rows based on P(X<Y) is not necessarily the same as comparing
rows based on P(X>Y)")
ck<-(K^2-K)/2
cj<-(J^2-J)/2
tc<-ck*cj
if(tc>28){
print("Warning: The number of contrasts exceeds 28.")
print("The critical value being used is based on 28 contrasts")
tc<-28
}
idmat<-matrix(NA,nrow=tc,ncol=8)
dimnames(idmat)<-
list(NULL,c("row","row","col","col","ci.lower","ci.upper","estimate","test.stat"))
crit<-smmcrit(300,tc)
if(alpha != .05){
crit<-smmcrit01(300,tc)
if(alpha != .01){print("Warning: Only alpha = .05 and .01 are allowed,")
print("alpha = .01 is being assumed.")
}
}
phatsqse<-0
phat<-0
allit<-0
jcount<-0-K
it<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
for(k in 1:K){
for(kk in 1:K){
if(k < kk){
it<-it+1
idmat[it,1:4]<-c(j,jj,k,kk)
}}}}}
jcount<-jcount+K
for(k in 1:K){
for(kk in 1:K){
if(k < kk){
allit<-allit+1
xx<-x[[grp[k+jcount]]]
yy<-x[[grp[kk+jcount]]]
temp<-rankisub(xx,yy)
phat[allit]<-temp$phat
phatsqse[allit]<-temp$sqse
}}}}
#
# Compute the contrast matrix. Each row contains a 1, -1 and the rest 0
# That is, all pairwise comparisons among K groups.
#
con<-matrix(0,cj,J)
id<-0
Jm<-J-1
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[id,j]<-1
con[id,k]<-0-1
}}
IK<-diag(ck)
B<-kron(con,IK)
ntest<-ck*(J^2-J)/2
test<-0
civecl<-0
civecu<-0
for (itest in 1:ntest){
temp1<-sum(B[itest,]*phat)
idmat[itest,7]<-temp1
idmat[itest,8]<-temp1/sqrt(sum(B[itest,]^2*phatsqse))
idmat[itest,5]<-temp1-crit*sqrt(sum(B[itest,]^2*phatsqse))
idmat[itest,6]<-temp1+crit*sqrt(sum(B[itest,]^2*phatsqse))
}
nsig<-sum((abs(idmat[,8])>crit))
list(phat=phat,ci=idmat,crit=crit,nsig=nsig)
}
regts1<-function(vstar,yhat,res,mflag,x,tr){
ystar<-yhat+res*vstar
bres<-ystar-mean(ystar,tr)
rval<-0
for (i in 1:nrow(x)){
rval[i]<-sum(bres[mflag[,i]])
}
rval
}
bptd<-function(x,tr=.2,alpha=.05,con=0,nboot=599){
#
# Using the percentile t bootstrap method,
# compute a .95 confidence interval for all linear contasts
# specified by con, a J by C matrix, where C is the number of
# contrasts to be tested, and the columns of con are the
# contrast coefficients.
#
# If con is not specified, all pairwise comparisons are performed.
#
# The trimmed means of dependent groups are being compared.
#
#
mode.")
if(is.list(x)){
if(is.matrix(con)){
if(length(x)!=nrow(con))stop("The number of rows in con is not equal to the number
of groups.")
}}
if(is.list(x)){
mat<-matrix(0,length(x[[1]]),length(x))
for (j in 1:length(x))mat[,j]<-x[[j]]
}
if(is.matrix(x))mat=x
J<-ncol(mat)
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
if(is.matrix(x)){
if(ncol(x)!=nrow(con))stop("The number of rows in con is not equal to the number of
groups.")
mat<-x
}
J<-ncol(mat)
connum<-ncol(con)
# data is an nboot by n matrix
xcen<-matrix(0,nrow(mat),ncol(mat)) #An n by J matrix
xbars<-matrix(0,nboot,ncol(mat))
psihat<-matrix(0,connum,nboot)
data<-matrix(sample(nrow(xcen),size=nrow(mat)*nboot,replace=TRUE),nrow=nboot)
for (j in 1:J){
xcen[,j]<-mat[,j]-mean(mat[,j],tr) #Center data
xbars[,j]<-apply(data,1,bptdmean,xcen[,j],tr)
}
for (ic in 1:connum){
paste("Working on contrast number",ic)
bvec[ic,]<-apply(data,1,bptdsub,xcen,tr,con[,ic])
# bvec is a connum by nboot matrix containing the bootstrap sq standard error
psihat[ic,]<-apply(xbars,1,bptdpsi,con[,ic])
}
bvec<-psihat/sqrt(bvec) #bvec now contains bootstrap test statistics
bvec<-abs(bvec) #Doing two-sided confidence intervals
critvec<-apply(bvec,2,max)
critvec<-sort(critvec)
crit<-critvec[icrit]
psihat<-matrix(0,connum,4)
dimnames(psihat)<-list(NULL,c("con.num","psihat","ci.lower","ci.upper"))
test<-matrix(NA,connum,3)
dimnames(test)<-list(NULL,c("con.num","test","se"))
isub<-c(1:nrow(mat))
tmeans<-apply(mat,2,mean,trim=tr)
sqse<-1
psi<-1
for (ic in 1:ncol(con)){
sqse[ic]<-bptdsub(isub,mat,tr,con[,ic])
psi[ic]<-sum(con[,ic]*tmeans)
psihat[ic,1]<-ic
psihat[ic,2]<-psi[ic]
psihat[ic,3]<-psi[ic]-crit*sqrt(sqse[ic])
psihat[ic,4]<-psi[ic]+crit*sqrt(sqse[ic])
test[ic,1]<-ic
test[ic,2]<-psi[ic]/sqrt(sqse[ic])
test[ic,3]<-sqrt(sqse[ic])
}
list(test=test,psihat=psihat,crit=crit,con=con)
}
twomanbt<-function(x,y,tr=.2,alpha=.05,nboot=599){
#
# Two-sample Behrens-Fisher problem.
#
# For each of two independent groups,
# have p measures for each subject. The goal is to compare the
# trimmed means of the first measure, the trimmed means for the second
# and so on. So there are a total of p comparisons between the two
# groups, one for each measure.
#
# The percentile t bootstrap method is used to
# compute a .95 confidence interval.
#
#
# x contains the data for the first group; it
# can be an n by J matrix or it can have list mode.
# y contains the data for the second group.
#
mode.")
if(!is.list(y) && !is.matrix(y))stop("Data must be stored in a matrix or in list
mode.")
if(is.list(x)){
# put the data in an n by p matrix
matx<-matrix(0,length(x[[1]]),length(x))
for (j in 1:length(x))matx[,j]<-x[[j]]
}
if(is.list(y)){
maty<-matrix(0,length(y[[1]]),length(y))
for (j in 1:length(y))maty[,j]<-y[[j]]
}
if(is.matrix(x)){
matx<-x
}
if(is.matrix(y)){
maty<-y
}
if(ncol(matx)!=ncol(maty))stop("The number of variables for group one is not equal
to the number for group 2")
J<-ncol(mat)
connum<-ncol(matx)
xcen<-matrix(0,nrow(matx),ncol(matx))
ycen<-matrix(0,nrow(maty),ncol(maty))
for (j in 1:connum)xcen[,j]<-matx[,j]-mean(matx[,j],tr) #Center data
for (j in 1:connum)ycen[,j]<-maty[,j]-mean(maty[,j],tr) #Center data
bootx<-sample(nrow(matx),size=nrow(matx)*nboot,replace=TRUE)
booty<-sample(nrow(maty),size=nrow(maty)*nboot,replace=TRUE)
matval<-matrix(0,nrow=nboot,ncol=connum)
for (j in 1:connum){
datax<-matrix(xcen[bootx,j],ncol=nrow(matx))
datay<-matrix(ycen[booty,j],ncol=nrow(maty))
paste("Working on variable", j)
top<- apply(datax, 1., mean, tr) - apply(datay, 1., mean, tr)
botx <- apply(datax, 1., trimse, tr)
boty <- apply(datay, 1., trimse, tr)
matval[,j]<-abs(top)/sqrt(botx^2. + boty^2.)
}
bvec<-apply(matval,1,max)
bvec<-sort(bvec)
crit<-bvec[icrit]
psihat<-matrix(0,ncol=4,nrow=connum)
test<-matrix(0,ncol=3,nrow=connum)
dimnames(test)<-list(NULL,c("con.num","test","se"))
for(j in 1:ncol(matx)){
temp<-yuen(matx[,j],maty[,j],tr=tr)
test[j,1]<-j
test[j,2]<-abs(temp$test)
test[j,3]<-temp$se
psihat[j,1]<-j
psihat[j,2]<-mean(matx[,j],tr)-mean(maty[,j])
psihat[j,3]<-mean(matx[,j],tr)-mean(maty[,j])-crit*temp$se
psihat[j,4]<-mean(matx[,j],tr)-mean(maty[,j])+crit*temp$se
}
list(psihat=psihat,teststat=test,critical.value=crit)
}
bootdep<-function(x,tr=.2,nboot=500){
#
# x is a matrix (n by p) or has list mode
# Goal: Obtain boostrap samples and compute
# the trimmed each for each of the p variables.
# Return the bootstrap means in a matrix
#
# nboot is the number of bootstrap samples
#
if(is.matrix(x))m1<-x
if(is.list(x)){
# put the data into a matrix
m1<-matrix(NA,ncol=length(x))
for(j in 1:length(x))m1[,j]<-x[[j]]
}
data<-matrix(sample(nrow(m1),size=nrow(m1)*nboot,replace=TRUE),nrow=nboot)
bvec<-matrix(NA,ncol=ncol(m1),nrow=nboot)
for(j in 1:ncol(m1)){
temp<-m1[,j]
bvec[,j]<-apply(data, 1., bootdepsub,temp,tr)
}
# return a nboot by p matrix of bootstrap trimmed means.
bvec
}
bootdepsub<-function(isub,x,tr){
tsub<-mean(x[isub],tr)
tsub
}
corb<-
function(x,y,corfun=pbcor,nboot=599,alpha=.05,plotit=FALSE,xlab='X',ylab='Y',SEED=T
RUE,...){
#
# Compute a 1-alpha confidence interval for a correlation.
# The default correlation is the percentage bend.
#
# The function corfun is any R function that returns a
# correlation coefficient in corfun$cor. The functions pbcor and
# wincor follow this convention.
#
# When using Pearson's correlation, and when n<250, use
# lsfitci instead.
#
#
m1=cbind(x,y)
m1<-elimna(m1) # Eliminate rows with missing values
nval=nrow(m1)
x<-m1[,1]
y<-m1[,2]
est<-corfun(x,y,...)$cor
data<-matrix(sample(length(y),size=length(y)*nboot,replace=TRUE),nrow=nboot)
bvec<-apply(data,1,corbsub,x,y,corfun,...) # A 1 by nboot matrix.
ihi<-floor((1-alpha/2)*nboot+.5)
ilow<-floor((alpha/2)*nboot+.5)
bsort<-sort(bvec)
corci<-1
corci[1]<-bsort[ilow]
corci[2]<-bsort[ihi]
phat <- sum(bvec < 0)/nboot
sig <- 2 * min(phat, 1 - phat)
if(plotit)outpro(cbind(x,y),xlab=xlab,ylab=ylab,plotit=TRUE)
list(cor.ci=corci,p.value=sig,cor.est=est)
}
corbsub<-function(isub,x,y,corfun,...){
#
# Compute correlation for x[isub] and y[isub]
# 1, 2, 3, ..., n
#
#
# corfun is some correlation function already stored in R
#
corbsub<-corfun(x[isub],y[isub],...)$cor
corbsub
}
depreg<-function(x,y,xout=FALSE,outfun=out,...){
#
# Compute the depth regression estimator.
# Only a single predictor is allowed in this version
# Perhaps use instead
#
if(is.matrix(x)){
if(ncol(x)>=2)stop("Only a single predicor is allowed")
x<-as.vector(x)
}
xy=cbind(x,y)
xy=elimna(xy)
if(xout){
flag<-outfun(xy[,1],plotit=FALSE,...)$keep
xy<-xy[flag,]
}
x=xy[,1]
y=xy[,2]
ord<-order(x)
xs<-x[ord]
ys<-y[ord]
vec1<-outer(ys,ys,"-")
vec2<-outer(xs,xs,"-")
v1<-vec1[vec2>0]
v2<-vec2[vec2>0]
slope<-v1/v2
vec3<-outer(ys,ys,"+")
vec4<-outer(xs,xs,"+")
v3<-vec3[vec2>0]
v4<-vec4[vec2>0]
deep<-NA
inter<-v3/2-slope*v4/2
temp<-matrix(c(inter,slope),ncol=2)
deep<-apply(temp,1,rdepth.orig,x,y)
best<-max(deep)
coef<-NA
coef[2]<-mean(slope[deep==best])
coef[1]<-mean(inter[deep==best])
res<-y-coef[2]*x-coef[1]
list(coef=coef,residuals=res)
}
tsgreg<-function(x,y,tries=(length(y)^2-length(y))/2){
#
#
x<-as.matrix(x)
if(nrow(x)!=length(y))stop("Length of y must match the number of rows of x")
# eliminate any rows with missing values.
m1<-cbind(x,y)
m1<-elimna(m1)
x<-m1[,1:ncol(x)]
y<-m1[,ncol(x)+1]
set.seed(2)
data<-matrix(NA,ncol=ncol(x)+1,nrow=tries)
for(i in 1:tries){
data[i,]<-sample(length(y),size=ncol(x)+1,replace=FALSE)
}
bvec <- apply(data, 1,tsgregs1,x,y)
coef<-0
numzero<-0
loc<-0
ip<-i+1
temp<-bvec[ip,]
loc[i]<-median(x[,i])
coef[i+1]<-median(temp[temp!=0])
numzero[i]<-length(temp[temp==0])
}
ip<-ncol(x)+1
coef[1]<-median(y)-sum(coef[2:ip]*loc)
res<-y-x %*% coef[2:ip] - coef[1]
list(coef=coef,residuals=res,numzero=numzero)
}
tsgregs1<-function(isub,x,y){
#
# This function is used by tsgreg
#
# Perform regression using x[isub,] to predict y[isub]
# isub is a vector of length nsub, determined by tsgreg
#
tsgregs1<-lsfit(x[isub,],y[isub])$coef
}
lts1reg<-function(x,y,tr=.2,h=NA){
#
# Compute the least trimmed squares regression estimator.
#
if(is.na(h))h<-length(x)-floor(tr * length(x))
ord<-order(x)
xs<-x[ord]
ys<-y[ord]
v1<-vec1[vec2>0]
v2<-vec2[vec2>0]
slope<-v1/v2
vec3<-outer(ys,ys,"+")
vec4<-outer(xs,xs,"+")
v3<-vec3[vec2>0]
v4<-vec4[vec2>0]
val<-NA
inter<-v3/2-slope*v4/2
for(i in 1:length(slope)){
#risk<-(y[vec2>0]-slope[i]*x[vec2>0]-inter[i])^2
risk<-(y-slope[i]*x-inter[i])^2
risk<-sort(risk)
val[i]<-sum(risk[1:h])
}
best<-min(val)
coef<-NA
coef[2]<-mean(slope[val==best])
coef[1]<-mean(inter[val==best])
}
man2pb<-function(x,y,alpha=.05,nboot=NA,crit=NA,SEED=TRUE){
#
# Two-sample Behrens-Fisher problem.
#
# For each of two independent groups,
# have P measures for each subject. The goal is to compare the 20%
# trimmed means of the first group to the trimmed means for the second;
# this is done for each of the P measures.
#
# The percentile bootstrap method is used to
# compute a .95, or .975, or .99 confidence interval.
#
# Only 20% trimming is allowed.
#
# x contains the data for the first group; it
# can be an n by J matrix or it can have list mode.
# y contains the data for the second group.
#
# Vectors with missing values are eliminated from the analysis.
#
mode.")
if(!is.list(y) && !is.matrix(y))stop("Data must be stored in a matrix or in list
mode.")
if(is.list(x)){
matx<-matrix(0,length(x[[1]]),length(x))
for (j in 1:length(x))matx[,j]<-x[[j]]
}
if(is.list(y)){
maty<-matrix(0,length(y[[1]]),length(y))
for (j in 1:length(y))maty[,j]<-y[[j]]
}
if(is.matrix(x)){
matx<-x
}
if(is.matrix(y)){
maty<-y
}
if(ncol(matx)!=ncol(maty))stop("The number of variables for group 1 is not equal to
the number for group 2")
if(sum(is.na(matx)>=1))matx<-elimna(matx)
if(sum(is.na(maty)>=1))maty<-elimna(maty)
J<-ncol(matx)
connum<-ncol(matx)
if(is.na(nboot)){
if(ncol(matx)<=4)nboot<-2000
if(ncol(matx)>4)nboot<-5000
}
#
# Determine critical value
#
if(ncol(matx)==2){
if(alpha==.05)crit<-.0125
}
if(ncol(matx)==3){
}
if(ncol(matx)==4){
}
if(ncol(matx)==5){
}
if(ncol(matx)==6){
}
if(ncol(matx)==7){
}
if(ncol(matx)==8){
}
if(ncol(matx)>8){
# Use an approximation of the critical value
if(alpha==.025)warning("Can't determine a critical value when alpha=.025 and the
number of groups exceeds 8.")
nmin<-min(nrow(matx),nrow(maty))
if(alpha==.05){
if(nmin<100)wval<-smmcrit(60,ncol(matx))
if(nmin>=100)wval<-smmcrit(300,ncol(matx))
wval<-0-wval
crit<-pnorm(wval)
}
if(alpha==.01){
if(nmin<100)wval<-smmcrit01(60,ncol(matx))
if(nmin>=100)wval<-smmcrit01(300,ncol(matx))
wval<-0-wval
crit<-pnorm(wval)
}
}
if(is.na(crit))warning("Critical values can be determined for alpha=.05, .025 and .
01 only")
icl<-ceiling(crit*nboot)
icu<-ceiling((1-crit)*nboot)
bootx<-bootdep(matx,tr=.2,nboot)
booty<-bootdep(maty,tr=.2,nboot)
#
# Now have an nboot by J matrix of bootstrap values.
#
test<-1
for (j in 1:connum){
test[j]<-sum(bootx[,j]<booty[,j])/nboot
if(test[j]>.5)test[j]<-1-test[j]
}
output <- matrix(0, connum, 5)
dimnames(output) <- list(NULL, c("variable #", "psihat", "p.value",
"ci.lower", "ci.upper"))
tmeanx <- apply(matx, 2, mean, trim = .2)
tmeany <- apply(maty, 2, mean, trim = .2)
psi <- 1
for(ic in 1:connum) {
output[ic, 2] <- tmeanx[ic]-tmeany[ic]
output[ic, 1] <- ic
output[ic, 3] <- test[ic]
temp <- sort(bootx[,ic]-booty[,ic])
#print(length(temp))
output[ic, 4] <- temp[icl]
output[ic, 5] <- temp[icu]
}
list(output = output, crit.p.value = crit)
}
qhatds1<-function(isubx,x,y){
#
# function used by qhat when working on bootstrap estimates.
#
xx<-x[isubx]
yy<-y[isubx]
group<-disker(xx,yy,x,op=2)$zhat
group
}
qhatd<-function(x,y,nboot=50){
#
# Estimate Q, a nonparametric measure of effect size, using
# the .632 method of estimating prediction error.
# (See Efron and Tibshirani, 1993, pp. 252--254)
#
#
# This function is for dependent groups. For independent groups, use
# qhati
#
data<-matrix(sample(length(x),size=length(x)*nboot,replace=TRUE),nrow=nboot)
# data is an nboot by n matrix containing subscripts for bootstrap sample
bid<-apply(data,1,idb,length(x))
# bid is a n by nboot matrix. If the jth bootstrap sample from
# 1, ..., n contains the value i, bid[i,j]=0; otherwise bid[i,j]=1
yhat<-apply(data,1,qhatds1,x,y)
bi<-apply(bid,1,sum) # B sub i in notation of Efron and Tibshirani, p. 253
temp<-(bid*yhat)
diff<-apply(temp,1,sum)
temp<-diff/bi
ep0<-sum(temp[!is.na(temp)])/length(y)
aperror<-disker(x,y)$phat # apparent error
regpre<-.368*aperror+.632*ep0
list(app.error=aperror,qhat.632=regpre)
}
winmean<-function(x,tr=.2,na.rm=TRUE){
winmean<-mean(winval(x,tr))
winmean
}
kerden<-function(x,q=.5,xval=0){
# Compute the kernel density estimator of the
# probability density function evaluated at the qth quantile.
#
# x contains vector of observations
# q is the quantile of interest, the default is the median.
# If you want to evaluate f hat at xval rather than at the
# q th quantile, set q=0 and xval to desired value.
#
y<-sort(x)
n<-length(x)
temp<-idealf(x)
h<-1.2*(temp$qu-temp$ql)/n^(.2)
iq<-floor(q*n+.5)
qhat<-y[iq]
if (q==0) qhat<-xval
xph<-qhat+h
A<-length(y[y<=xph])
xmh<-qhat-h
B<-length(y[y<xmh])
fhat<-(A-B)/(2*n*h)
fhat
}
kdplot<-function(x,rval=15,xlab="X",ylab="Y"){
#
# Compute the kernel density estimator for a range of values
# and plot results.
#
# x contains vector of observations
#
x<-x[!is.na(x)] # Remove any missing values
y<-sort(x)
z<-1
temp<-floor(.01*length(x))
if(temp==0)temp<-5
ibot<-y[temp]
itop<-y[floor(.99*length(x))]
xaxis<-seq(ibot,itop,length=rval)
for(i in 1:rval)z[i]<-kerden(x,0,xaxis[i])
plot(xaxis,z,xlab=xlab,ylab=ylab)
lines(xaxis,z)
}
wband<-function(x,y,
crit=(max(length(x),length(y))-5)*.48/95+2.58+abs(length(x)-length(y))*.44/95,
flag=FALSE,plotit=FALSE)
{
# Compute a confidence band for the shift function
# Assuming two independent groups are being compared
#
# The default critical value is the approximate .05 critical value
#
# If flag equals F, for false, the exact probability coverage is not computed
#
x<-x[!is.na(x)] # Remove missing values from x.
y<-y[!is.na(y)] # Remove missing values from y.
flag<-as.logical(flag)
pc<-NA
if(flag){
print("Computing the exact value of the probability coverage")
pc<-1-kswsig(length(x),length(y),crit)
}
xsort<-sort(x)
ysort<-sort(y)
l<-0
u<-0
ysort[0]<-NA
ysort[length(y)+1]<-NA
m<-length(x)*length(y)/(length(x)+length(y))
lambda<-length(x)/(length(x)+length(y))
cc<-crit^2/m
temp1<-1+cc*(1-lambda)^2
for(ivec in 1:length(x))
{
uu<-ivec/length(x)
temp<-.5*sqrt(cc^2*(1-lambda)^2+4*cc*uu*(1-uu))
hminus<-(uu+.5*cc*(1-lambda)*(1-2*lambda*uu)-temp)/temp1
hplus<-(uu+.5*cc*(1-lambda)*(1-2*lambda*uu)+temp)/temp1
isub<-max(0,floor(length(y)*hminus)+1)
l[ivec]<-ysort[isub+1]-xsort[ivec]
if(hminus<0)l[ivec]=NA
isub<-max(0,floor(length(y)*hplus)+1)
u[ivec]<-ysort[isub+1]-xsort[ivec]
}
num<-length(l[l>0 & !is.na(l)])+length(u[u<0 & !is.na(u)])
qhat<-c(1:length(x))/length(x)
m<-matrix(c(qhat,l,u),length(x),3)
dimnames(m)<-list(NULL,c("qhat","lower","upper"))
if(plotit){
temp2 <- m[, 2]
temp2 <- temp2[!is.na(temp2)]
xsort<-sort(x)
ysort<-sort(y)
del<-0
for (i in 1:length(x))del[i]<-ysort[round(length(y)*i/length(x))]-xsort[i]
xaxis<-c(xsort,xsort,xsort)
yaxis<-c(del,m[,2],m[,3])
plot(xaxis,yaxis,type="n",ylab="delta",xlab="x (first group)")
lines(xsort,del)
lines(xsort,m[,2],lty=2)
temp <- summary(x)
text(temp[3], min(temp2), "+")
text(temp[2], min(temp2), "o")
text(temp[5], min(temp2), "o")
}
list(m=m,crit=crit,numsig=num,pc=pc)
}
runcor<-function(x,y,z,fr=1,corflag=FALSE,corfun=pbcor,plotit=TRUE,rhat=FALSE){
#
# Estimate how the correlation between x and y varies with z
#
# running correlation using interval method
#
#
# corfun is the correlation to be used. It is assumed that
# corfun is an R function that returns a correlation coefficient
# in corfun$cor
#
# To use Pearsons correlation, set corflag=T
#
temp<-cbind(x,y,z) # Eliminate any rows with missing values
temp<-elimna(temp)
x<-temp[,1]
y<-temp[,2]
z<-temp[,3]
rmd<-NA
if(!corflag){
for(i in 1:length(x)){
flag<-near(z,z[i],fr)
if(sum(flag)>2)rmd[i]<-corfun(x[flag],y[flag])$cor
}}
if(corflag){
flag<-near(z,z[i],fr)
if(sum(flag)>2)rmd[i]<-cor(x[flag],y[flag])
}}
if(plotit){
plot(c(max(z),min(z),z),c(1,-1,rmd),xlab="Modifier",ylab="Correlation",type="n")
sz<-sort(z)
zorder<-order(z)
sysm<-rmd[zorder]
lines(sz,sysm)
}
if(!rhat)rmd<-"Done"
rmd
}
pcorb<-function(x,y,SEED=TRUE){
# Compute a .95 confidence interval for Pearson's correlation coefficient.
#
# This function uses an adjusted percentile bootstrap method that
# gives good results when the error term is heteroscedastic.
#
nboot<-599 #Number of bootstrap samples
x<-xy[,1]
y<-xy[,2]
#print("Taking bootstrap samples; please wait")
bvec<-apply(data,1,pcorbsub,x,y) # A 1 by nboot matrix.
ilow<-15
ihi<-584
if(length(y) < 250){
ilow<-14
ihi<-585
}
ilow<-11
ihi<-588
}
if(length(y) < 80){
ilow<-8
ihi<-592
}
if(length(y) < 40){
ilow<-7
ihi<-593
}
bsort<-sort(bvec)
r<-cor(x,y)
ci<-c(bsort[ilow],bsort[ihi])
list(r=r,ci=ci)
}
twobici<-
function(r1=sum(elimna(x)),n1=length(elimna(x)),r2=sum(elimna(y)),n2=length(elimna(
y)),
x=NA,y=NA,alpha=.05){
#
# Compute confidence interval for p1-p2,
# the difference between probabilities of
# success for a two binomials using Beal's method.
#
# r is number of successes
# n is sample size
# if x contains data, r1 is taken to be the
# number of 1s in x and n1 is length(x)
#
if(length(r1)>1)stop("r1 must be a single number, not a vector")
if(length(n1)>1)stop("n1 must be a single number, not a vector")
if(length(r2)>1)stop("r2 must be a single number, not a vector")
if(!is.na(sum(r1)) || !is.na(sum(n1)) || !is.na(sum(r2)) || !is.na(sum(n2))){
if(r1<0 || n1<0)stop("Both r1 and n1 must be greater than 0")
if(r1 > n1)stop("r1 can't be greater than n1")
if(r2<0 || n2<0)stop("Both r2 and n2 must be greater than 0")
if(r2 > n2)stop("r2 can't be greater than n2")
}
if(!is.na(sum(x))){
r1<-sum(x)
n1<-length(x)
}
if(!is.na(sum(y))){
r2<-sum(y)
n2<-length(y)
}
a<-(r1/n1)+(r2/n2)
b<-(r1/n1)-(r2/n2)
u<-.25*((1/n1)+(1/n2))
v<-.25*((1/n1)-(1/n2))
V<-u*((2-a)*a-b^2)+2*v*(1-a)*b
crit<-qchisq(1-alpha/2,1)
A<-sqrt(crit*(V+crit*u^2*(2-a)*a+crit*v^2*(1-a)^2))
B<-(b+crit*v*(1-a))/(1+crit*u)
ci<-NA
ci[1]<-B-A/(1+crit*u)
ci[2]<-B+A/(1+crit*u)
p1<-r1/n1
p2<-r2/n2
list(ci=ci,p1=p1,p2=p2)
}
runmean<-
function(x,y,fr=1,tr=.2,pyhat=FALSE,eout=FALSE,outfun=out,plotit=TRUE,xout=FALSE,
xlab="x",ylab="y"){
#
#
#
#
if(eout && xout)xout<-FALSE
temp<-cbind(x,y)
temp<-elimna(temp) # Eliminate any rows with missing values
if(eout){
flag<-outfun(temp,plotit=FALSE)$keep
temp<-temp[flag,]
}
if(xout){
flag<-outfun(x,plotit=FALSE)$keep
temp<-temp[flag,]
}
x<-temp[,1]
y<-temp[,2]
pyhat<-as.logical(pyhat)
rmd<-c(1:length(x))
for(i in 1:length(x))rmd[i]<-mean(y[near(x,x[i],fr)],tr)
if(pyhat)return(rmd)
if(plotit){
plot(x,y,xlab=xlab,ylab=ylab)
sx<-sort(x)
xorder<-order(x)
sysm<-rmd[xorder]
tempx<-(!duplicated(sx))
lines(sx[tempx], sysm[tempx])
}}
pcorbsub<-function(isub, x, y)
{
#
# Compute Pearson's correlation using x[isub] and y[isub]
# 1, 2, 3, ..., n
#
pcorbsub<-cor(x[isub],y[isub])
pcorbsub
}
pow1<-function(n,Del,alpha){
#
# Determine power of Student's T in the
# one-sided, one-sample case where
#
# n=sample size
# Del=(mu0-mu1)/sigma
# alpha=Type I error probability
# mu0 is hypothesized value
# mu1 is some non-null value for the mean.
#
Del<-abs(Del)
if(alpha<=0 || alpha>=1)stop("alpha must be between 0 and 1")
K11<-1-alpha
K5<-sqrt(n)*Del
# Next, use the Kraemer-Paik (1979, Technometrics, 21, 357-360)
# approximation of the noncentral T.
K6<-n-1
K14<-qt(K11,K6)
K7<-K14*sqrt(1+K5*K5/K6)
K8<-K5*sqrt(1+K14*K14/K6)
K9<-K7-K8
pow1<-1-pt(K9,K6)
pow1
}
stein1<-function(x,del,alpha=.05,pow=.8,oneside=FALSE,n=NULL,VAR=NULL){
#
# Performs Stein's method on the data in x.
# In the event additional observations are required
# and can be obtained, use the R function stein2.
#
del<-abs(del)
if(is.null(n))n<-length(x)
if(is.null(VAR))VAR=var(x)
df<-n-1
if(!oneside)alpha<-alpha/2
d<-(del/(qt(pow,df)-qt(alpha,df)))^2
N<-max(c(n,floor(VAR/d)+1))
N
}
stein2<-function(x1,x2,mu0=0,alpha=.05){
#
# Do second stage of Stein's method
# x1 contains first stage data
# x2 contains first stage data
# mu0 is the hypothesized value
#
n<-length(x1)
df<-n-1
N<-n+length(x2)
test<-sqrt(N)*(mean(c(x1,x2))-mu0)/sqrt(var(x1))
crit <- qt(1 - alpha/2, df)
low<- mean(c(x1,x2))-crit*sqrt(var(x1))
up<- mean(c(x1,x2))+crit*sqrt(var(x1))
sig<-2*(1-pt(test,df))
list(ci = c(low, up), siglevel =sig,mean=mean(c(x1,x2)),
teststat = test, crit = crit, df = df)
}
ci2bin<-
function(r1=sum(x),n1=length(x),r2=sum(y),n2=length(y),x=NA,y=NA,alpha=0.05){
#
# Compute a confidence interval for the
# difference between probability of success
# for two independent binomials
#
# r1=number of successes in group 1
# n1=number of observations in group 1
#
cr<-qchisq(1-alpha,1)
p1<-r1/n1
p2<-r2/n2
a<-p1+p2
b<-p1-p2
u<-.25*(1/n1+1/n2)
v<-.25*(1/n1-1/n2)
V<-u*((2-a)*a-b^2)+2*v*(1-a)*b
A<-sqrt(cr*(V+cr*u^2*(2-a)*a+cr*v^2*(1-a)^2))
B<-(b+cr*v*(1-a))/(1+cr*u)
ci<-NA
ci[1]<-B-A/(1+cr*u)
ci[2]<-B+A/(1+cr*u)
list(ci=ci)
}
powt1est<-function(x,delta=0,ci=FALSE,nboot=800){
#
# Estimate power for a given value of delta
#
#
temp1<-powest(x,rep(0,5),delta,se=trimse(x))
if(ci){
set.seed(2)
pboot<-NA
datay<-rep(0,5)
datax <- matrix(sample(x, size = length(x) * nboot, replace = TRUE
), nrow = nboot)
for(i in 1:nboot) {
se <- trimse(datax[i, ])
pboot[i] <- powest(x, rep(0,5), delta, se)
}
temp <- sort(pboot)
}
ll<-floor(0.05 * nboot + 0.5)
list(est.power=temp1,ci=temp[ll])
}
powt1an<-function(x,ci=FALSE,plotit=TRUE,nboot=800){
#
# Do a power analysis for the one-sample case with 20% trimmed
# mean and when the percentile bootstrap is to be used to test
# hypoltheses.
#
x<-x[!is.na(x)]
lp<-NA
se<-trimse(x)
gval<-NA
dv<-seq(0,3.5*se,length=15)
for(i in 1:length(dv)){
gval[i]<-powest(x,rep(0,5),dv[i],se)
}
if(!ci){
if(plotit){
plot(dv,gval,type="n",xlab="delta",ylab="power")
lines(dv,gval)
}}
if(ci){
set.seed(2)
datax <- matrix(sample(x, size = length(x) * nboot, replace = TRUE),
nrow = nboot)
pboot<-matrix(NA,nrow=nboot,ncol=length(dv))
for(i in 1:nboot){
se<-trimse(datax[i,])
for(j in 1:length(dv)){
pboot[i,j]<-powest(x,rep(0,5),dv[j],se)
}}
ll<-floor(.05*nboot+.5)
for(i in 1:15){
temp<-sort(pboot[,i])
lp[i]<-temp[ll]
}
plot(c(dv,dv),c(gval,lp),type="n",xlab="delta",ylab="power")
lines(dv,gval)
lines(dv,lp,lty=2)
}
list(delta=dv,power=gval,lowp=lp)
}
trimpb2<-
function(x,y,tr=.2,alpha=.05,nboot=2000,WIN=FALSE,win=.1,plotit=FALSE,op=4,
SEED=TRUE){
#
# Compute a 1-alpha confidence interval for
# the difference between two 20% trimmed means.
# Independent groups are assumed.
#
#
#
# win is the amount of Winsorizing before bootstrapping
# when WIN=T.
#
#
x<-x[!is.na(x)]
y<-y[!is.na(y)]
if(WIN){
if(win>tr)stop("Cannot Winsorize more than you trim")
if(tr < .2){print("When Winsorizing, the amount of trimming")
print("should be at least .2")
}
if(min(c(length(x),length(y))) < 15){
print ("Warning: Winsorizing with sample sizes less than 15")
print("can result in poor control over the probability of a Type I error")
}
x<-winval(x,win)
y<-winval(y,win)
}
xx<-list()
xx[[1]]<-x
xx[[2]]<-y
est.dif<-tmean(xx[[1]],tr=tr)-tmean(xx[[2]],tr=tr)
crit<-alpha/2
temp<-round(crit*nboot)
icl<-temp+1
icu<-nboot-temp
bvec<-matrix(NA,nrow=2,ncol=nboot)
for(j in 1:2){
data<-matrix(sample(xx[[j]],size=length(xx[[j]])*nboot,replace=TRUE),nrow=nboot)
bvec[j,]<-apply(data,1,mean,tr) # Bootstrapped trimmed means for jth group
}
top<-bvec[1,]-bvec[2,]
test<-sum(top<0)/nboot+.5*sum(top==0)/nboot
if(test > .5)test<-1-test
top<-sort(top)
ci<-NA
ci[1]<-top[icl]
ci[2]<-top[icu]
if(plotit)g2plot(bvec[1,],bvec[2,],op=op)
list(p.value=2*test,ci=ci,est.dif=est.dif)
}
twolsreg<-function(x1,y1,x2,y2){
#
# Compute a .95 confidence interval for
# the difference between two regression slopes,
# estimated via least squares and
# corresponding to two independent groups.
#
#
# WARNING: If the number of boostrap samples is altered, it is
# unknown how to adjust the confidence interval when n1+n2 < 250.
#
if(ncol(xy)>2)stop("This function only allows one covariate")
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
data1<-matrix(sample(length(y1),size=length(y1)*nboot,replace=TRUE),nrow=nboot)
bvec1<-apply(data1,1,twolsregsub,x1,y1) # A 1 by nboot matrix.
bvec2<-apply(data2,1,twolsregsub,x2,y2) # A 1 by nboot matrix.
bvec<-bvec1-bvec2
ilow<-15
ihi<-584
if(length(y1)+length(y2) < 250){
ilow<-14
ihi<-585
}
ilow<-11
ihi<-588
}
ilow<-8
ihi<-592
}
ilow<-7
ihi<-593
}
bsort<-sort(bvec)
b1<-lsfit(x1,y1)$coef[2]
b2<-lsfit(x2,y2)$coef[2]
list(b1=b1,b2=b2,ci=ci)
}
twolsregsub<-function(isub, x, y)
{
#
# Compute least squares estimate of the
# slope using x[isub] and y[isub]
# 1, 2, 3, ..., n
#
twolsregsub<-lsfit(x[isub],y[isub])$coef[2]
twolsregsub
}
bdanova1<-function(x,alpha=.05,power=.9,delta=NA){
#
# Do the first stage of a Bishop-Dudewicz ANOVA method.
# That is, based on the data in x
# determine N_j, the number of observations needed
# in the jth group to achieve power 1-beta.
#
# The argument x is assumed to have list mode or the
# data is assumed to be stored in an n by J matrix
#
if(is.na(delta))stop("A value for delta was not specified")
if(!is.list(x)){
if(!is.matrix(x))stop("Data must be stored in matrix or in list mode")
}
y<-x
if(is.list(y))y=matl(y)
x<-list()
for(j in 1:ncol(y))x[[j]]<-elimna(y[,j])
nvec<-NA
svec<-NA
J<-length(x)
for(j in 1:length(x)){
nvec[j]<-length(x[[j]])
svec[j]<-var(x[[j]])
}
nu<-nvec-1
nu1<-sum(1/(nu-2))
nu1<-J/nu1+2
A<-(J-1)*nu1/(nu1-2)
B<-(nu1^2/J)*(J-1)/(nu1-2)
C<-3*(J-1)/(nu1-4)
D<-(J^2-2*J+3)/(nu1-2)
E<-B*(C+D)
M<-(4*E-2*A^2)/(E-A^2-2*A)
L<-A*(M-2)/M
f<-qf(1-alpha,L,M)
crit<-L*f
b<-(nu1-2)*crit/nu1
zz<-qnorm(power)
A<-.5*(sqrt(2)*zz+sqrt(2*zz^2+4*(2*b-J+2)))
B<-A^2-b
d<-((nu1-2)/nu1)*delta/B
N<-NA
N[j]<-max(c(nvec[j]+1,floor(svec[j]/d)+1))
}
list(N=N,d=d,crit=crit)
}
comvar2<-function(x,y,nboot=1000,SEED=TRUE){
#
# Compare the variances of two independent groups.
#
x<-x[!is.na(x)] # Remove missing values in x
y<-y[!is.na(y)] # Remove missing values in y
# set seed of random number generator so that
est1=var(x)
est2=var(y)
sig<-est1-est2
if(SEED)set.seed(2)
nmin<-min(length(x),length(y))
datax<-matrix(sample(x,size=nmin*nboot,replace=TRUE),nrow=nboot)
datay<-matrix(sample(y,size=nmin*nboot,replace=TRUE),nrow=nboot)
v1<-apply(datax,1,FUN=var)
v2<-apply(datay,1,FUN=var)
boot<-v1-v2
boot<-sort(boot)
ilow <- 15
ihi <- 584
if(nmin < 250) {
ilow <- 13
ihi <- 586
}
if(nmin < 180) {
ilow <- 10
ihi <- 589
}
if(nmin < 80) {
ilow <- 7
ihi <- 592
}
if(nmin < 40) {
ilow <- 6
ihi <- 593
}
ilow<-round((ilow/599)*nboot)
ihi<-round((ihi/599)*nboot)
ci<-c(boot[ilow+1],boot[ihi])
list(n=c(length(x),length(y)),ci=ci,est.1=est1,est.2=est2,vardif=sig,ratio=est1/est
2)
}
regi<-function(x,y,z,pt=median(z),fr=.8,est=onestep,regfun=tsreg,testit=FALSE,...){
#
# split the data according to whether z is < or > pt, then
# use runmean2g to plot a smooth of the regression
# lines corresponding to these two groups.
#
m<-cbind(x,y,z)
m<-elimna(m)
x<-m[,1]
y<-m[,2]
z<-m[,3]
flag<-(z<pt)
runmean2g(x[flag],y[flag],x[!flag],y[!flag],fr=fr,est=est,...)
output<-"Done"
if(testit){
abline(regfun(x[flag],y[flag])$coef)
abline(regfun(x[!flag],y[!flag])$coef,lty=2)
output<-reg2ci(x[flag],y[flag],x[!flag],y[!flag],regfun=regfun,plotit=FALSE)
}
output
}
ancpb<-
function(x1,y1,x2,y2,est=hd,pts=NA,fr1=1,fr2=1,nboot=NA,nmin=12,alpha=.05,xout=FALS
E,outfun=outpro,plotit=TRUE,LP=TRUE,xlab='X',ylab='Y',pch1='*',pch2='+',...){
#
# Compare two independent groups using an ancova method
# with a percentile bootstrap combined with a running interval
# smooth.
#
# pts
#
flag.est=FALSE
if(identical(est,onestep))flag.est=TRUE
if(flag.est)LP=FALSE # Get an error when using onestep in conjunction with LP=T
if(identical(est,mom))flag.est=TRUE
xy1=elimna(cbind(x1,y1))
x1=xy1[,1]
y1=xy1[,2]
x2=xy2[,1]
y2=xy2[,2]
if(xout){
flag<-outfun(x1,...)$keep
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
npt<-5
gv1<-vector("list")
if(is.na(pts[1])){
isub<-c(1:5) # Initialize isub
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
for(i in 1:length(x1))n1[i]<-length(y1[near(x1,x1[i],fr1)])
for(i in 1:length(x1))vecn[i]<-min(n1[i],n2[i])
sub<-c(1:length(x1))
isub[1]<-min(sub[vecn>=nmin])
isub[5]<-max(sub[vecn>=nmin])
isub[3]<-floor((isub[1]+isub[5])/2)
mat<-matrix(NA,5,3)
dimnames(mat)<-list(NULL,c("X","n1","n2"))
for (i in 1:5){
j<-i+5
temp1<-y1[near(x1,x1[isub[i]],fr1)]
mat[i,1]<-x1[isub[i]]
mat[i,2]<-length(temp1)
gv1[[i]]<-temp1
gv1[[j]]<-temp2
}
I1<-diag(npt)
I2<-0-I1
con<-rbind(I1,I2)
if(flag.est)test<-pbmcp(gv1,alpha=alpha,nboot=nboot,est=est,con=con,...)
if(!flag.est)test<-linconpb(gv1,alpha=alpha,nboot=nboot,est=est,con=con,...)
}
#
if(!is.na(pts[1])){
npt<-length(pts)
n1<-1
n2<-1
vecn<-1
}
j<-i+npt
temp1<-y1[near(x1,pts[i],fr1)]
mat[i,1]<-pts[i]
if(length(temp1)<=5)paste("Warning, there are",length(temp1)," points corresponding
to the design point X=",pts[i])
if(length(temp2)<=5)paste("Warning, there are",length(temp2)," points corresponding
to the design point X=",pts[i])
gv1[[i]]<-temp1
gv1[[j]]<-temp2
}
I1<-diag(npt)
I2<-0-I1
con<-rbind(I1,I2)
if(flag.est)test<-pbmcp(gv1,alpha=alpha,nboot=nboot,est=est,con=con,...)
if(!flag.est)test<-linconpb(gv1,alpha=alpha,nboot=nboot,est=est,con=con,...)
}
if(plotit){
runmean2g(x1,y1,x2,y2,fr=fr1,est=est,LP=LP,xlab=xlab,ylab=ylab,pch1=pch1,pch2=pch2,
...)
}
list(mat=mat,output=test$output,con=test$con,num.sig=test$num.sig)
}
ancboot<-
function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,nboot=599,pts=NA,plotit=TRUE,xout=FALSE,outf
un=outpro,...){
#
# in chapter 12 of Wilcox, 2017, Intro to Robust Estimation and Hypothesis Testing.
# No assumption is made about the form of the regression
# Confidence intervals are computed using a bootstrap-t bootstrap
# method. Comparisons are made at five empirically chosen design points.
#
#
if(is.na(pts[1])){
test<-c(1:5)
x1=m1[,1]
y1=m1[,2]
x2=m1[,1]
y2=m1[,2]
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
isub[1]<-min(sub[vecn>=12])
isub[5]<-max(sub[vecn>=12])
mat<-matrix(NA,5,8)
dimnames(mat)<-list(NULL,c("X","n1","n2","DIF","TEST","ci.low","ci.hi",
"p.value"))
gv1<-vector("list")
for (i in 1:5){
j<-i+5
gv1[[i]]<-temp1
gv1[[j]]<-temp2
}
I1<-diag(5)
I2<-0-I1
con<-rbind(I1,I2)
test<-linconb(gv1,con=con,tr=tr,nboot=nboot)
for(i in 1:5){
}
}
if(!is.na(pts[1])){
n1<-1
n2<-1
vecn<-1
if(n1[i]<=5)paste("Warning, there are",n1[i]," points corresponding to the design
point X=",pts[i])
if(n2[i]<=5)paste("Warning, there are",n2[i]," points corresponding to the design
point X=",pts[i])
}
dimnames(mat)<-list(NULL,c("X","n1","n2","DIF","TEST","se","ci.low","ci.hi",
"p.value"))
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
j<-i+length(pts)
gv[[i]]<-g1
gv[[j]]<-g2
}
I2<-0-I1
con<-rbind(I1,I2)
test<-linconb(gv,con=con,tr=tr,nboot=nboot)
mat[,1]<-pts
mat[,2]<-n1
mat[,3]<-n2
}
if(plotit){
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
runmean2g(x1,y1,x2,y2,fr=fr1,est=mean,tr=tr)
}
list(output=mat,crit=test$crit)
}
spear<-function(x,y=NULL){
# Compute Spearman's rho
#
if(!is.null(y[1])){
m=elimna(cbind(x,y))
n=nrow(m)
x=m[,1]
y=m[,2]
corv<-cor(rank(x),rank(y))
}
if(is.null(y[1])){
x=elimna(x)
n=nrow(x)
m<-apply(x,2,rank)
corv<-cor(m)
}
test <-corv * sqrt((n - 2)/(1. - corv^2))
sig <- 2 * (1 - pt(abs(test), length(x) - 2))
if(is.null(y[1]))sig<-matrix(sig,ncol=sqrt(length(sig)))
list(cor=corv,p.value = sig)
}
linchk<-
function(x,y,sp,pv=1,regfun=tsreg,plotit=TRUE,nboot=599,alpha=.05,pr=TRUE,xout=FALS
E){
#
# Split the data into two groups according to whether
# predictor variable pv has a value less than sp.
# Then test the hypothesis that slope coefficients,
# based on the regression method regfun, are equal.
#
x<-as.matrix(x)
if(pr)print(paste("Splitting data using predictor", pv))
xx<-x[,pv]
flag<-(xx<=sp)
temp<-reg2ci(x[flag,],y[flag],x[!flag,],y[!
flag],regfun=regfun,plotit=plotit,nboot=nboot,alpha=alpha,xout=xout)
temp
}
trimci<-function(x,tr=.2,alpha=.05,null.value=0,pr=TRUE,nullval=NULL){
#
# Compute a 1-alpha confidence interval for the trimmed mean
#
# The default amount of trimming is tr=.2
#
if(pr){
print("The p-value returned by this function is based on the")
print("null value specified by the argument null.value, which defaults to 0")
print('To get a measure of effect size using a Winsorized measure of scale, use
trimciv2')
}
if(!is.null(nullval))null.value=nullval
x<-elimna(x)
se<-sqrt(winvar(x,tr))/((1-2*tr)*sqrt(length(x)))
trimci<-vector(mode="numeric",length=2)
df<-length(x)-2*floor(tr*length(x))-1
trimci[1]<-mean(x,tr)-qt(1-alpha/2,df)*se
trimci[2]<-mean(x,tr)+qt(1-alpha/2,df)*se
test<-(mean(x,tr)-null.value)/se
sig<-2*(1-pt(abs(test),df))
list(ci=trimci,estimate=mean(x,tr),test.stat=test,se=se,p.value=sig,n=length(x))
}
trimciv2<-function(x,tr=.2,alpha=.05,null.value=0,pr=TRUE){
#
# Same as trimci, only a standardized measure of effect size is reported:
# the difference between the trimmed mean and hypothesized value divided by
# the Winsorized standard deviation, rescaled to estimate the standard deviation
# when sampling from a normal distribution.
#
#
library(MASS)
x<-elimna(x)
if(tr==0)term=1
if(tr>0)term=sqrt(area(dnormvar,qnorm(tr),qnorm(1-tr))+2*(qnorm(tr)^2)*tr)
epow=(mean(x,tr)-null.value)*term/sqrt(winvar(x,tr=tr,na.rm=TRUE))
list(ci=trimci,estimate=mean(x,tr),test.stat=test,se=se,p.value=sig,n=length(x),Eff
ect.Size=epow)
}
trimciQS<-function(x,tr=.2,alpha=.05,null.value=0,pr=TRUE,nullval=NULL){
#
# Same as trimci plus quantile shift measure of effect size.
#
#
if(pr){
print('To get a measure of effect size using a Winsorized measure of scale, use
trimciv2')
}
if(!is.null(nullval))null.value=nullval
x<-elimna(x)
QS=depQS(x,locfun=tmean,tr=tr)
list(ci=trimci,estimate=mean(x,tr),test.stat=test,se=se,p.value=sig,n=length(x),Q.e
ffect=QS)
}
msmed<-function(x,y=NA,con=0,alpha=.05){
#
# Test a set of linear contrasts using Medians
#
# The data are assumed to be stored in $x$ in a matrix or in list mode.
#
# con is a J by d matrix containing the contrast coefficients that are used.
# If con is not specified, all pairwise comparisons are made.
#
#
if(!is.na(y[1])){
xx<-list()
xx[[1]]<-x
xx[[2]]<-y
if(is.matrix(x) || is.list(x))stop("When y is speficied, x should not have list
mode or be a matrix")
x<-xx
}
if(is.matrix(x))x<-listm(x)
if(!is.list(x))stop("Data must be stored in a matrix or in list mode.")
con<-as.matrix(con)
J<-length(x)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
if(sum(duplicated(val)>0)){
print(paste("Warning: Group",j, "has tied values. Might want to used medpb"))
}
xbar[j]<-median(x[[j]])
w[j]<-msmedse(x[[j]])^2 # Squared standard error.
}
if(sum(con^2!=0))CC<-ncol(con)
if(sum(con^2)==0){
CC<-(J^2-J)/2
psihat<-matrix(0,CC,5)
dimnames(test)<-list(NULL,c("Group","Group","test","crit","se","p.value"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,3]<-abs(xbar[j]-xbar[k])/sqrt(w[j]+w[k])
test[jcom,6]<-2*(1-pt(test[jcom,3],999))
sejk<-sqrt(w[j]+w[k])
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
psihat[jcom,3]<-(xbar[j]-xbar[k])
crit<-NA
if(CC==1)crit<-qnorm(1-alpha/2)
if(CC>1){
if(alpha==.05)crit<-smmcrit(500,CC)
if(alpha==.01)crit<-smmcrit01(500,CC)
if(is.na(crit))warning("Can only be used with alpha=.05 or .01")
}
test[jcom,4]<-crit
psihat[jcom,4]<-psihat[jcom,3]-crit*test[jcom,5]
psihat[jcom,5]<-psihat[jcom,3]+crit*test[jcom,5]
}}}}
if(sum(con^2)>0){
if(nrow(con)!=length(x))warning("The number of groups does not match the number of
test<-matrix(0,ncol(con),5)
dimnames(test)<-list(NULL,c("con.num","test","crit","se","p.value"))
psihat[d,1]<-d
psihat[d,2]<-sum(con[,d]*xbar)
sejk<-sqrt(sum(con[,d]^2*w))
test[d,1]<-d
test[d,2]<-sum(con[,d]*xbar)/sejk
test[d,5]<-2*(1-pt(abs(test[d,2]),999))
crit<-NA
if(alpha==.05)crit<-smmcrit(500,ncol(con))
if(alpha==.01)crit<-smmcrit01(500,ncol(con))
test[d,3]<-crit
test[d,4]<-sejk
psihat[d,3]<-psihat[d,2]-crit*sejk
psihat[d,4]<-psihat[d,2]+crit*sejk
}}
list(test=test,psihat=psihat)
}
selby<-function(m,grpc,coln){
#
#
# A commmon situation is to have data stored in an n by p matrix where
# one or more of the columns are group identification numbers.
# This function groups all values in column coln according to the
# group numbers in column grpc and stores the results in list mode.
#
# More than one column of data can sorted
#
# grpc indicates the column of the matrix containing group id number
#
if(is.null(dim(m)))stop("Data must be stored in a matrix or data frame")
if(is.na(grpc[1]))stop("The argument grpc is not specified")
if(is.na(coln[1]))stop("The argument coln is not specified")
if(length(grpc)!=1)stop("The argument grpc must have length 1")
x<-vector("list")
grpn<-sort(unique(m[,grpc]))
it<-0
for (ig in 1:length(grpn)){
for (ic in 1:length(coln)){
it<-it+1
flag<-(m[,grpc]==grpn[ig])
x[[it]]<-m[flag,coln[ic]]
}}
list(x=x,grpn=grpn)
}
med2way<-function(J,K,x,grp=c(1:p),p=J*K, ADJ.P.VALUE=TRUE, iter=5000,SEED=TRUE){

#
# Perform a J by K (two-way) anova on medians where
# all jk groups are independent.
#
# The argument x is assumed to contain the raw
#
#
if(L.ties(x))print("There are tied values, suggest using the function m2way
instead")
if(!is.list(x))stop("Data are not stored in a matrix or in list mode")
if(p!=length(x)){
}
xbar<-0
h<-0
d<-0
R<-0
W<-0
d<-0
r<-0
w<-0
nuhat<-0
omegahat<-0
DROW<-0
DCOL<-0
xtil<-matrix(0,J,K)
aval<-matrix(0,J,K)
for (j in 1:p){
xbar[j]<-median(x[[grp[j]]])
h[j]<-length(x[[grp[j]]])
d[j]<-msmedse(x[[grp[j]]])^2
}
d<-matrix(d,J,K,byrow=TRUE)
xbar<-matrix(xbar,J,K,byrow=TRUE)
h<-matrix(h,J,K,byrow=TRUE)
for(j in 1:J){
R[j]<-sum(xbar[j,])
nuhat[j]<-(sum(d[j,]))^2/sum(d[j,]^2/(h[j,]-1))
r[j]<-1/sum(d[j,])
DROW[j]<-sum(1/d[j,])
}
for(k in 1:K){
W[k]<-sum(xbar[,k])
omegahat[k]<-(sum(d[,k]))^2/sum(d[,k]^2/(h[,k]-1))
w[k]<-1/sum(d[,k])
DCOL[k]<-sum(1/d[,k])
}
D<-1/d
for(j in 1:J){
for(k in 1:K){
xtil[j,k]<-sum(D[,k]*xbar[,k]/DCOL[k])+sum(D[j,]*xbar[j,]/DROW[j])-
sum(D*xbar/sum(D))
aval[j,k]<-(1-D[j,k]*(1/sum(D[j,])+1/sum(D[,k])-1/sum(D)))^2/(h[j,k]-3)
}
}
Rhat<-sum(r*R)/sum(r)
What<-sum(w*W)/sum(w)
Ba<-sum((1-r/sum(r))^2/nuhat)
Bb<-sum((1-w/sum(w))^2/omegahat)
Va<-sum(r*(R-Rhat)^2)/((J-1)*(1+2*(J-2)*Ba/(J^2-1)))
Vb<-sum(w*(W-What)^2)/((K-1)*(1+2*(K-2)*Bb/(K^2-1)))
sig.A<-1-pf(Va,J-1,9999999)
sig.B<-1-pf(Vb,K-1,9999999)
# Next, do test for interactions
Vab<-sum(D*(xbar-xtil)^2)
dfinter<-(J-1)*(K-1)
sig.AB<-1-pchisq(Vab,dfinter)
if(ADJ.P.VALUE){
a=med2way.crit(J,K,h,iter=iter,SEED=SEED)
sig.A=mean(Va<=a$A.dist)
sig.B=mean(Vb<=a$B.dist)
sig.AB=mean(Vab<=a$AB.dist)
}
list(test.A=Va,p.val.A=sig.A,test.B=Vb,p.val.B=sig.B,test.AB=Vab,p.val.AB=sig.AB)
}
med2way.sub<-function(J,K,x,grp=c(1:p),p=J*K){
#
# Perform a J by K (two-way) anova on medians where
#
# The argument x is assumed to contain the raw
#
#
if(!is.list(x))stop('Data are not stored in a matrix or in list mode')
if(p!=length(x)){
print('Warning: The number of groups in your data is not equal to JK')
}
xbar<-0
h<-0
d<-0
R<-0
W<-0
d<-0
r<-0
w<-0
nuhat<-0
omegahat<-0
DROW<-0
DCOL<-0
xtil<-matrix(0,J,K)
aval<-matrix(0,J,K)
for (j in 1:p){
h[j]<-length(x[[grp[j]]])
d[j]<-msmedse(x[[grp[j]]])^2
}
for(j in 1:J){
R[j]<-sum(xbar[j,])
r[j]<-1/sum(d[j,])
}
for(k in 1:K){
W[k]<-sum(xbar[,k])
w[k]<-1/sum(d[,k])
}
D<-1/d
for(j in 1:J){
for(k in 1:K){
sum(D*xbar/sum(D))
}
}
sig.A<-1-pf(Va,J-1,9999999)
sig.B<-1-pf(Vb,K-1,9999999)
sig.AB<-1-pchisq(Vab,dfinter)
list(test.A=Va,p.val.A=sig.A,test.B=Vb,p.val.B=sig.B,test.AB=Vab,p.val.AB=sig.AB)
}
L.ties<-function(x){
#
# x is assumed to have list mode
#
# Goal: determine whether there are any tied values
#
a=FALSE
if(is.matrix(x))x=listm(x)
if(!is.list(x))stop('x should be a matrix or have list mode')
x=elimna(x)
J=length(x)
for(j in 1:J){
u=unique(x[[j]])
if(length(u)!=length(x[[j]]))a=TRUE
}
a
}
med2way.crit<-function(J,K,n,iter,SEED=TRUE){
#
# Estimate the null distribution for med2way
#
x=list()
p=J*K
A.dist=NA
B.dist=NA
AB.dist=NA
for(i in 1:iter){
for(j in 1:p)x[[j]]=rmul(n[j])
a=med2way.sub(J,K,x)
A.dist[i]=a$test.A
B.dist[i]=a$test.B
AB.dist[i]=a$test.AB
}
list(A.dist=A.dist,B.dist=B.dist,AB.dist=AB.dist)
}
idealf<-function(x,na.rm=FALSE){
#
# Compute the ideal fourths for data in x
#
j<-floor(length(x)/4 + 5/12)
y<-sort(x)
g<-(length(x)/4)-j+(5/12)
ql<-(1-g)*y[j]+g*y[j+1]
k<-length(x)-j+1
qu<-(1-g)*y[k]+g*y[k-1]
list(ql=ql,qu=qu)
}
lintests1<-function(vstar,yhat,res,mflag,x,regfun,...){
bres<-regfun(x,ystar,...)$residuals
rval<-0
}
rval
}
#Note: rdepth in library(mrfDepth) eliminates access to rdepth below and it handles

p>1 Ind. Var.
rdepth.orig<-function(d, x, y, sortx = TRUE)

{
##########################################################################
# This function computes the regression depth of a line with coordinates d
# relative to the bivariate data set (x,y).
# The first component of the vector d indicates the intercept of the line,
# the second component is the slope.
#
# Input : d : vector with two components
# x,y : vectors of equal length (data set)
# sortx : logical, to set to F if the data set (x,y) is
# already sorted by its x-coordinates
#
# Reference:
# Rousseeuw, P.J. and Hubert, M. (1996),
# Regression Depth, Technical report, University of Antwerp
# submitted for publication.
##########################################################################
if(!is.vector(x) || !is.vector(y)) stop("x and y should be vectors")
n <- length(x)
if(n < 2)
stop("you need at least two observations")
xy <- cbind(x, y)
b <- d[1]
a <- d[2]
if(sortx)
xy <- xy[order(xy[, 1], xy[, 2]), ]
res <- xy[, 2] - a * xy[, 1] - b
res[abs(res) < 9.9999999999999995e-08] <- 0
posres <- res >= 0
negres <- res <= 0
lplus <- cumsum(posres)
rplus <- lplus[n] - lplus
lmin <- cumsum(negres)
rmin <- lmin[n] - lmin
depth <- pmin(lplus + rmin, rplus + lmin)
min(depth)
}
permg<-function(x,y,alpha=.05,est=mean,nboot=1000){
#
# Do a two-sample permutation test based on means or any
# other measure of location or scale indicated by the
# argument est.
#
# The default number of permutations is nboot=1000
#
x<-x[!is.na(x)]
y<-y[!is.na(y)]
xx<-c(x,y)
dif<-est(x)-est(y)
vec<-c(1:length(xx))
v1<-length(x)+1
difb<-NA
temp2<-NA
for(i in 1:nboot){
data <- sample(xx, size = length(xx), replace = FALSE)
temp1<-est(data[c(1:length(x))])
temp2<-est(data[c(v1:length(xx))])
difb[i]<-temp1-temp2
}
difb<-sort(difb)
icl<-floor((alpha/2)*nboot+.5)
icu<-floor((1-alpha/2)*nboot+.5)
reject<-"no"
if(dif>=difb[icu] || dif <=difb[icl])reject<-"yes"
list(dif=dif,lower=difb[icl],upper=difb[icu],reject=reject)
}
pb2gen<-function(x,y,alpha=.05,nboot=2000,est=onestep,SEED=TRUE,pr=FALSE,...){
#
# By default, M-estimators are compared.
# Setting est=onestep will compare M-estimators of location.
#
bvecx<-apply(datax,1,est,...)
bvecy<-apply(datay,1,est,...)
up<-nboot-low
se<-var(bvec)
list(est.1=est(x,...),est.2=est(y,...),est.dif=est(x,...)-
est(y,...),ci=c(bvec[low],bvec[up]),p.value=sig.level,sq.se=se,n1=length(x),n2=leng
th(y))
}
tmean<-function(x,tr=.2,na.rm=FALSE,STAND=NULL){
val<-mean(x,tr)
val
}
depth<-function(U,V,m){
#
# Compute the halfspace depth of the point (u,v) for the pairs of points
# in the n by 2 matrix m.
#
X<-m[,1]
Y<-m[,2]
FV<-NA
NUMS<-0
NUMH<-0
SDEP<-0.0
HDEP<-0.0
N<-length(X)
P<-acos(-1)
P2<-P*2.0
EPS<-0.000001
ALPHA<-NA
NT<-0
for(i in 1:nrow(m)){
DV<-sqrt(((X[i]-U)*(X[i]-U)+(Y[i]-V)*(Y[i]-V)))
if (DV <= EPS){
NT<-NT+1
}
else{
XU<-(X[i]-U)/DV
YU<-(Y[i]-V)/DV
if (abs(XU) > abs(YU)){
if (X[i] >= U){
ALPHA[i-NT]<-asin(YU)
if(ALPHA[i-NT] < 0.0)
ALPHA[i-NT]<-P2+ALPHA[i-NT]
}
else{
ALPHA[i-NT]<-P-asin(YU)
}
}
else{
if (Y[i] >= V)
ALPHA[i-NT]<-acos(XU)
else
ALPHA[i-NT]<-P2-acos(XU)
}
if (ALPHA[i-NT] >= P2-EPS) ALPHA[i-NT]<-0.0
}
}
NN<-N-NT
if(NN<=1){
NUMS<-NUMS+depths1(NT,1)*depths1(NN,2)+depths1(NT,2)*depths1(NN,1)+
depths1(NT,3)
if(N >= 3)SDEP<-(NUMS+0.0)/(depths1(N,3)+0.0)
NUMH<-NUMH+NT
HDEP<-(NUMH+0.0)/(N+0.0)
return(HDEP)
}
ALPHA<-sort(ALPHA[1:NN])
ANGLE<-ALPHA[1]-ALPHA[NN]+P2
for(i in 2:NN){
ANGLE<-max(c(ANGLE,ALPHA[i]-ALPHA[i-1]))
}
if(ANGLE > (P+EPS)){
depths1(NT,3)
NUMH<-NUMH+NT
HDEP<-(NUMH+0.0)/(N+0.0)
return(HDEP)
}
ANGLE<-ALPHA[1]
NU<-0
for (i in 1:NN){
ALPHA[i]<-ALPHA[i]-ANGLE
if(ALPHA[i]<(P-EPS))NU<-NU+1
}
if(NU >= NN){
depths1(NT,3)
NUMH<-NUMH+NT
HDEP<-(NUMH+0.0)/(N+0.0)
return(HDEP)
}
#
# Mergesort the alpha with their antipodal angles beta,
# and at the same time update I, F(I), and NBAD.
#
JA<-1
JB<-1
ALPHK<-ALPHA[1]
BETAK<-ALPHA[NU+1]-P
NN2<-NN*2
NBAD<-0
I<-NU
NF<-NN
for(J in 1:NN2){
ADD<-ALPHK+EPS
if (ADD < BETAK){
NF<-NF+1
if(JA < NN){
JA<-JA+1
ALPHK<-ALPHA[JA]
}
else
ALPHK<-P2+1.0
}
else{
I<-I+1
NN1<-NN+1
if(I==NN1){
I<-1
NF<-NF-NN
}
FV[I]<-NF
NFI<-NF-I
NBAD<-NBAD+depths1(NFI,2)
if(JB < NN){
JB<-JB+1
if(JB+NU <= NN)
BETAK<-ALPHA[JB+NU]-P
else
BETAK<-ALPHA[JB+NU-NN]+P
}
else
BETAK<-P2+1.0
}
}
NUMS<-depths1(NN,3)-NBAD
#
# Computation of NUMH for halfspace depth.
#
GI<-0
JA<-1
ANGLE<-ALPHA[1]
dif<-NN-FV[1]
NUMH<-min(FV[1],dif)
for(I in 2:NN){
AEPS<-ANGLE+EPS
if(ALPHA[I] <= AEPS){
JA<-JA+1
}
else{
GI<-GI+JA
JA<-1
ANGLE<-ALPHA[I]
}
KI<-FV[I]-GI
NNKI<-NN-KI
NUMH<-min(c(NUMH,min(c(KI,NNKI))))
}
depths1(NT,3)
NUMH<-NUMH+NT
HDEP<-(NUMH+0.0)/(N+0.0)
HDEP
}
rtdep<-function(pts,m,nsamp=100,SEED=NA){
#
# Determine Tukey depth by randomly sampling
# p-1 points from m (which has p columns),
# combine this with pt, fit a plane, check
# the residuals, and repeat many times.
# Count how many positive residuals
# there are, say pr, how many negative residuals, nr.
# The approximate depth is min (pr,nr) over all samples.
#
set.seed(2)
if(!is.na(SEED))set.seed(SEED)
if(!is.matrix(m))stop("Second argument is not a matrix")
if(ncol(m)==2)tdep<-depth(pts[1],pts[2],m)
if(ncol(m)>2){
n<-nrow(m)
pts<-matrix(pts,ncol=ncol(m))
mold<-m
p<-ncol(m)
pm1<-p-1
mdup<-matrix(rep(pts,nrow(m)),ncol=ncol(m),byrow=TRUE)
dif<-abs(m-mdup)
chk<-apply(dif,1,sum)
flag<-(chk!=0)
m<-m[flag,]
m<-as.matrix(m)
dmin<-sum(chk==0)
m3<-rbind(m,pts)
tdep<-nrow(m)+1
for(i in 1:nsamp){
mat<-sample(nrow(m),pm1,T)
if(p>2)x<-rbind(m[mat,2:p],pts[,2:p])
y<-c(m[mat,1],pts[1])
if(prod(eigen(var(x))$values) >10^{-8}){
#print(prod(eigen(var(x))$values))
temp<-qr(x)
if(temp$rank[1]==ncol(x)){
temp<-lsfit(x,y)$coef
m2<-cbind(rep(1,nrow(m3)),m3[,2:p])
res<-m3[,1]-temp%*%t(m2)
p1<-sum((res>0))
p2<-sum((res<0))
tdep<-min(c(tdep,p1,p2))
if(tdep<dmin)tdep<-dmin
}}}
tdep<-tdep/n
}
tdep
}
hdep <- function(PNT, X, NDIR=100, EPS=10E-7, SEED=NA, PRINT=F )
{
#========================
#
# X - A numeric matrix with N rows and NP columns
# PNT - A numeric vector representing a point in the same space as
# defined by X, so
# length of T has to equal to NP.
# NDIR - A number of samples to draw
# EPS - Precision.
# SEED - If specified, sets the seen of the random
# number generator
# PRINT - Default=F. If T, prints warning messages, such as Eigenvectors
# are 0.
#
#=============================
# SUBROUTINES
# DEP
# Reduce
#
DEP <- function( X, PNT, NDIR, EPS=10E-8, PRINT=F )

{
#=================================================
#
# X - A numeric matrix with N rows and NP columns
# PNT - A numeric vector representing a point in the same space as
# defined by X, so
# length of T has to equal to NP.
# NDIR - A number of samples to draw
# EPS - Precision.
#
#==================================
# ---------------------------------------
# Initialize Number of singular samples
# ---------------------------------------
NSIN <- 0
N <- nrow( X )
NP <- ncol( X )
# ---------------------------------------
# Intitialize Halfspace Depth at random
# seed
# ---------------------------------------
NDEP <- N
for( NRAN in 1:NDIR )
{
foundSingular <- F
# --------------------------------------- ---
# Draw a random sample of size NP without
# replacement
# ------------------------------------------
JSAMP <- sample( 1:N, size=NP, replace=FALSE )
# ------------------------------------------
# Compute covariance matrix of the sample
# ------------------------------------------
sX <- matrix( X[JSAMP,], nrow=NP, ncol=NP )
COV <- var( sX )
# ------------------------------------------
# Computing Eigen Values And Eigen Vector
# for COV matrix
# ------------------------------------------
resEigen <- eigen( COV )
Eval <- resEigen[[1]]
Evec <- resEigen[[2]]
if (Eval[NP] > EPS)

{
NSIN <- NSIN + 1
foundSingular <- T
if (PRINT)
paste( "ERROR: No Eigenvalue = 0 for sample", NRAN)
next
}
# ------------------------------------------
# Need to test for singularity
# ------------------------------------------
if (Eval[NP-1] <= EPS)
{
NSIN <- NSIN + 1
}
# ------------------------------------------
# Projecting all pints on line through
# theta with direction given by the eigen
# vector of the smallest eigenvalue, i.e.,
# the direction orthogonal on the hyperplane
# given by the NP-subset.
# Compute the one-dimensional halfspace depth
# of theta on this line.
# ------------------------------------------
# in Splus the smallest eigenvalue is the
# last one and corresponding vector is the
# last one, hence Eval[NP] is the smallest
# and Evec[,NP] is the corresponding vector
# ------------------------------------------
eigenVec <- Evec[,NP]
NT <- sum( ifelse( eigenVec <= EPS, 1, 0 ) )
KT <- sum( ifelse( eigenVec > EPS, PNT * eigenVec, 0 ) )
if (NT == NP)
{
NSIN <- NSIN + 1
foundSingular <- T
if (PRINT)
paste( " ERROR: Eigenvector = 0 for sample", NRAN )
if (foundSingular) next # Do next Sample
}
K <- X %*% eigenVec
K <- K - KT
NUMH <- sum( ifelse( K > EPS, 1, 0 ) )
NT <- sum( ifelse( abs(K) <= EPS, 1, 0 ) )
# -------------------------------------------
# If all projections collapse with theta,
# return to reduce the dimension
# -------------------------------------------
if (NT == N)
{
NSIN <- -1
return( list( NDEP=NDEP, NSIN=NSIN, EVEC=Evec ) ) # Will need
#Eigen Vector matrix to reduce dimension
}
# -------------------------------------------
# Update halfspace depth
# -------------------------------------------
NDEP <- min( NDEP, min( NUMH+NT,N-NUMH ) )
}
return( list( NDEP=NDEP, NSIN=NSIN, EVEC=Evec ) )

}
#================================================
Reduce <- function( X, PNT, Evec )
{
Det <- det(Evec)
if (Det==0)
{
return( list( X=X, PNT=PNT, DET=Det ) )
}
NP <- ncol(X)
# ---------------------------------------
# Compute (NP-1)-dimentional coordinates
# for all points and theta
# ---------------------------------------
RedEvec <- matrix(Evec[,1:(NP-1)],nrow=NP,ncol=(NP-1)) # Reducing
# dimension by removing the last dimension with 0 variance.
PNT <- PNT %*% RedEvec
X <- X %*% RedEvec
if (!is.matrix(X)) X <- matrix(X,ncol=(NP-1))
return( list( X=X, PNT=PNT, DET=Det ) )
}
#
# PROGRAM BEGINS
#
if (!is.na(SEED)) set.seed( SEED )
# ---------------------------------------
# Initialize Number of singular samples
# ---------------------------------------
Nsin <- 0
X <- as.matrix( X )
N <- nrow( X )
NP <- ncol( X )
if (length(PNT) != NP){print("Length of 'PNT' has to equal to")

stop("number of columns in X !!! " )
}
# ---------------------------------------
# Handle special case where N=1
# ---------------------------------------
if (N==1)
{
NDEP <- ifelse( abs(X[1,]-PNT) > EPS, 0, 1 ) # if any dimension
# different from point PNT, NDEP=0, else = 1
NDEP <- min( NDEP )
DEPTH <- NDEP/ N
return( DEPTH )
}
# ---------------------------------------
# Handle special case where NP=1
# ---------------------------------------
repeat #+++++++++++++++++++++++++++++++++
{
# In this case depth is equal to number of points <= to T
if (NP==1)
{
MORE <- sum( ifelse( X[,1] >= (PNT-EPS), 1, 0 ) )
LESS <- sum( ifelse( X[,1] <= (PNT+EPS), 1, 0 ) )
NDEP <- min( LESS, MORE )
DEPTH <- NDEP / N
return( DEPTH )
}
# ---------------------------------------
# General Case, call function DEP
# ---------------------------------------
if (N > NP)
{
RES <- DEP( X=X, PNT=PNT, NDIR=NDIR, EPS=EPS, PRINT=PRINT )
NDEP <- RES$NDEP
NSIN <- RES$NSIN
EVEC <- RES$EVEC
}
else
{
NSIN <- -1 # Needs to reduce dimensions
EVEC <- eigen( var( X ) )[[2]] # Getting eigenvector
}
# ---------------------------------------
# If all points and theta are identified
# as lying on the same hyperplane, reduce
# the dimension of the data set by projection
# on that hyperplane, and compute the depth
# on the reduced data set
# ---------------------------------------
if (NSIN == -1)
{
NSIN <- 0
if (PRINT) print( " Direction with zero variance detected" )
RED <- Reduce( X=X, PNT=PNT, Evec=EVEC )
X <- RED$X
PNT <- RED$PNT
Det <- RED$DET
if (Det==0)
{
print("\n\n\t DIMENSION REDUCTION TERMINATED\n\t EIGENVECTORS ARE NOT")
stop("INDEPENDENT\n\n" )
}
NP <- ncol(X)
if (PRINT) paste(" Dimension reduced to", NP )
}
else
{
break # No need to reduce dimension of X and hence no need to
#return, breaks 'repeat' loop
}
} # End repeat+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
DEPTH <- NDEP / N

return( DEPTH )
}
depths1<-function(m,j){
if(m < j)depths1<-0
else{
if(j==1)depths1<-m
if(j==2)depths1<-(m*(m-1))/2
if(j==3)depths1<-(m*(m-1)*(m-2))/6
}
depths1
}
outbox<-function(x,mbox=FALSE,gval=NA,plotit=FALSE,STAND=FALSE){
#
# This function detects outliers using the
# boxplot rule, but unlike the R function boxplot,
# the ideal fourths are used to estimate the quartiles.
#
# Setting mbox=TRUE results in using the modification
# of the boxplot rule suggested by Carling (2000).
#
x<-x[!is.na(x)] # Remove missing values
if(plotit)boxplot(x)
n<-length(x)
temp<-idealf(x)
if(mbox){
if(is.na(gval))gval<-(17.63*n-23.64)/(7.74*n-3.71)
cl<-median(x)-gval*(temp$qu-temp$ql)
cu<-median(x)+gval*(temp$qu-temp$ql)
}
if(!mbox){
if(is.na(gval))gval<-1.5
cl<-temp$ql-gval*(temp$qu-temp$ql)
cu<-temp$qu+gval*(temp$qu-temp$ql)
}
flag<-NA
outid<-NA
vec<-c(1:n)
for(i in 1:n){
flag[i]<-(x[i]< cl || x[i]> cu)
}
if(sum(flag)==0)outid<-NULL
if(sum(flag)>0)outid<-vec[flag]
keep<-vec[!flag]
outval<-x[flag]
n.out=sum(length(outid))
list(out.val=outval,out.id=outid,keep=keep,n=n,n.out=n.out,cl=cl,cu=cu)
}
mscov<-function(m,STAND=TRUE){
#
#
# Compute a skipped covariance matrix
#
# That is, compute Donoho-Gasko median, for each point
# consider the line between it and the median,
# check for outliers using a boxplot rule.
#
# Eliminate any outliers and compute covariances
#
m<-elimna(m)
temp<-outpro(m,plotit=FALSE,STAND=STAND)$keep
mcor<-var(m[temp,])
mcor
}
runm3d<-function(x,y,theta=50,phi=25,fr=.8,tr=.2,plotit=TRUE,pyhat=FALSE,nmin=0,
expand=.5,scale=FALSE,zscale=FALSE,xout=FALSE,outfun=out,eout=FALSE,xlab="X",ylab="
Y",zlab="",
pr=TRUE,SEED=TRUE,ticktype="simple"){
#
#
#
# Rows of data with missing values are automatically removed.
#
# When plotting, theta and phi can be used to change
# the angle at which the plot is viewed.
#
# theta is the azimuthal direction and phi the colatitude
# expand controls relative length of z-axis
#
library(MASS)
library(akima)
if(plotit){
if(pr){
print("Note: when there is independence, scale=F is probably best")
print("When there is dependence, scale=T is probably best")
}}
if(!is.matrix(x))stop("x should be a matrix")
if(nrow(x) != length(y))stop("number of rows of x should equal length of y")
temp<-cbind(x,y)
p<-ncol(x)
p1<-p+1
if(xout){
keepit<-rep(TRUE,nrow(x))
flag<-outfun(x,plotit=FALSE)$out.id
keepit[flag]<-F
x<-x[keepit,]
y<-y[keepit]
}
if(zscale){
for(j in 1:p1){
temp[,j]<-(temp[,j]-median(temp[,j]))/mad(temp[,j])
}}
x<-temp[,1:p]
y<-temp[,p1]
pyhat<-as.logical(pyhat)
m<-cov.mve(x)
iout<-c(1:nrow(x))
nval<-1
for(i in 1:nrow(x))rmd[i]<-mean(y[near3d(x,x[i,],fr,m)],tr)
if(plotit){
if(ncol(x)!=2)stop("When plotting, x must be an n by 2 matrix")
y<-y[nval>nmin]
x<-x[nval>nmin,]
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
fit<-interp(mkeep[,1],mkeep[,2],fitr)
persp(fit,theta=theta,phi=phi,xlab=xlab,ylab=ylab,zlab=zlab,expand=expand,
scale=scale,ticktype=ticktype)
}
last<-"Done"
if(pyhat)last<-rmd
last
}
rdplot<-function(x,fr=NA,plotit=TRUE,theta=50,phi=25,expand=.5,pyhat=FALSE,pts=NA,
xlab="X",ylab="",ticktype="simple"){
#
# Expected frequency curve
#
# theta is the azimuthal direction and phi the colatitude
#
x<-elimna(x)
x<-as.matrix(x)
rmd<-NA
if(ncol(x)==1){
x=as.vector(x)
if(is.na(fr))fr<-.8
if(is.na(pts[1]))pts<-x
rmd[i]<-sum(near(x,pts[i],fr))
}
if(mad(x)!=0)rmd<-rmd/(2*fr*mad(x))
rmd<-rmd/length(x)
if(plotit){
plot(pts,rmd,type="n",ylab=ylab,xlab=xlab)
sx<-sort(pts)
xorder<-order(pts)
sysm<-rmd[xorder]
lines(sx,sysm)
}}
x<-as.matrix(x)
if(ncol(x)>1){
library(MASS)
if(is.na(fr))fr<-.6
m<-covmve(x)
for(i in 1:nrow(x)){
rmd[i]<-sum(near3d(x,x[i,],fr,m))
}
rmd<-rmd/nrow(x)
if(plotit && ncol(x)==2){
library(akima)
fitr<-rmd
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
fitr<-fitr[iout>=1]
mkeep<-x[iout>=1,]
persp(fit,theta=theta,phi=phi,expand=expand,xlab="Var 1",ylab="Var 2",zlab="",
ticktype=ticktype)
}
}
if(pyhat)last<-rmd
if(!pyhat)last<-"Done"
last
}
rimul<-function(J,K,x,alpha=.05,p=J*K,grp=c(1:p),plotit=TRUE,op=4){
#
# Rank-based multiple comparisons for all interactions
# in J by K design. The method is based on an
# extension of Cliff's heteroscedastic technique for
# handling tied values and the Patel-Hoel definition of no interaction.
#
#
#
#
# alpha=.01.
#
# Argument grp can be used to rearrange the order of the data.
#
CCJ<-(J^2-J)/2
CCK<-(K^2-K)/2
CC<-CCJ*CCK
test.p<-matrix(NA,CC,7)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
mat<-matrix(grp,ncol=K,byrow=TRUE)
dimnames(test)<-list(NULL,c("Factor A","Factor A","Factor B","Factor
B","delta","ci.lower","ci.upper","p.value"))
jcom<-0
for (j in 1:J){
for (jj in 1:J){
if (j < jj){
for (k in 1:K){
for (kk in 1:K){
if (k < kk){
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-jj
test[jcom,3]<-k
test[jcom,4]<-kk
temp1<-cid(x[[mat[j,k]]],x[[mat[j,kk]]],plotit=FALSE)
temp2<-cid(x[[mat[jj,k]]],x[[mat[jj,kk]]],plotit=FALSE)
delta<-temp2$d-temp1$d
sqse<-temp1$sqse.d+temp2$sqse.d
test[jcom,5]<-delta/2
test[jcom,6]<-delta/2-crit*sqrt(sqse/4)
test[jcom,7]<-delta/2+crit*sqrt(sqse/4)
test[jcom,8]=2*(1-pnorm(abs((delta/2)/sqrt(sqse/4))))
}}}}}}
if(J==2 & K==2){
if(plotit){
m1<-outer(x[[1]],x[[2]],FUN="-")
m2<-outer(x[[3]],x[[4]],FUN="-")
m1<-as.vector(m1)
m2<-as.vector(m2)
g2plot(m1,m2,op=op)
}}
list(test=test)
}
ifmest<-function(x,bend=1.28,op=2){
#
# Estimate the influence function of an M-estimator, using
# Huber's Psi, evaluated at x.
#
# Data are in the vector x, bend is the percentage bend
#
# op=2, use adaptive kernel estimator
# otherwise use Rosenblatt's shifted histogram
#
tt<-mest(x,bend) # Store M-estimate in tt
s<-mad(x)*qnorm(.75)
if(op==2){
val<-akerd(x,pts=tt,plotit=FALSE,pyhat=TRUE)
val1<-akerd(x,pts=tt-s,plotit=FALSE,pyhat=TRUE)
val2<-akerd(x,pts=tt+s,plotit=FALSE,pyhat=TRUE)
}
if(op!=2){
val<-kerden(x,0,tt)
val1<-kerden(x,0,tt-s)
val2<-kerden(x,0,tt+s)
}
ifmad<-sign(abs(x-tt)-s)-(val2-val1)*sign(x-tt)/val
ifmad<-ifmad/(2*.6745*(val2+val1))
y<-(x-tt)/mad(x)
n<-length(x)
b<-sum(y[abs(y)<=bend])/n
a<-hpsi(y,bend)*mad(x)-ifmad*b
ifmest<-a/(length(y[abs(y)<=bend])/n)
ifmest
}
qmjci<-function(x,q=.5,alpha=.05,op=1,pr=TRUE){
#
# Compute a 1-alpha confidence for qth quantile using the
# Maritz-Jarrett estimate of the standard error.
#
# The default quantile is .5.
#
x=elimna(x)
if(pr){
}
if(q <= 0 || q>=1)stop("q must be between 0 and 1")
y<-sort(x)
m<-floor(q*length(x)+.5)
crit<-qnorm(1-alpha/2)
qmjci<-vector(mode="numeric",2)
se<-NA
if(op==1)se<-mjse(x)
if(op==2){
if(q!=.5)stop("op=2 works only with q=.5")
se<-msmedse(x)
}
if(op==3)se<-qse(x,q)
if(is.na(se))stop("Something is wrong, op should be 1, 2 or 3")
qmjci[1]<-y[m]-crit*se
qmjci[2]<-y[m]+crit*se
qmjci
}
bootdpci<-
function(x,y,est=onestep,nboot=NA,alpha=.05,plotit=TRUE,dif=TRUE,BA=FALSE,SR=TRUE,.
..){
#
# Use percentile bootstrap method,
# compute a .95 confidence interval for the difference between
# a measure of location or scale
# when comparing two dependent groups.
# By default, a one-step M-estimator (with Huber's psi) is used.
# If, for example, it is desired to use a fully iterated
# M-estimator, use fun=mest when calling this function.
#
okay=FALSE
if(identical(est,onestep))okay=TRUE
if(identical(est,mom))okay=TRUE
if(!okay)SR=FALSE
output<-rmmcppb(x,y,est=est,nboot=nboot,alpha=alpha,SR=SR,
plotit=plotit,dif=dif,BA=BA,...)$output
list(output=output)
}
relfun<-function(xv,yv,C=36,epsilon=.0001,plotit=TRUE,pch='*',xlab='X',ylab='Y'){
# Compute the measures of location, scale and correlation used in the
# bivariate boxplot of Goldberg and Iglewicz,
# Technometrics, 1992, 34, 307-320.
#
# The code in relplot plots the boxplot.
#
# This code assumes the data are in xv and yv
#
# This code uses the function biloc, stored in the file biloc.b7 and
# bivar stored in bivar.b7
#
#
# Do pairwise elimination of missing values
#
temp<-matrix(c(xv,yv),ncol=2)
temp<-elimna(temp)
xv<-temp[,1]
yv<-temp[,2]
tx<-biloc(xv)
ty<-biloc(yv)
sx<-sqrt(bivar(xv))
sy<-sqrt(bivar(yv))
z1<-(xv-tx)/sx+(yv-ty)/sy
z2<-(xv-tx)/sx-(yv-ty)/sy
ee<-((z1-biloc(z1))/sqrt(bivar(z1)))^2+
((z2-biloc(z2))/sqrt(bivar(z2)))^2
w<-(1-ee/C)^2
if(length(w[w==0])>=length(xv)/2)warning("More than half of the w values equal
zero")
sumw<-sum(w[ee<C])
tempx<-w*xv
tempy<-w*yv
tempx<-w*(xv-txb)^2
tempy<-w*(yv-tyb)^2
wo<-w
ee<-z1^2+z2^2
w<-(1-ee/C)^2
sumw<-sum(w[ee<C])
tempx<-w*xv
tempy<-w*yv
tempx<-w*(xv-txb)^2
tempy<-w*(yv-tyb)^2
iter<-0
while(iter<=10){
iter<=iter+1
ee<-z1^2+z2^2
w<-(1-ee/C)^2
sumw<-sum(w[ee<C])
tempx<-w*xv
tempy<-w*yv
tempx<-w*(xv-txb)^2
tempy<-w*(yv-tyb)^2
wo<-w
ee<-z1^2+z2^2
w<-(1-ee/C)^2
dif<-w-wo
crit<-sum(dif^2)/(mean(w))^2
if(crit <=epsilon)break
}
if(plotit){
em<-median(sqrt(ee))
r1<-em*sqrt((1+rb)/2)
r2<-em*sqrt((1-rb)/2)
temp<-c(0:179)
thet<-2*3.141593*temp/180
xplot1<-txb+(theta1+theta2)*sqrt(sxb)
yplot1<-tyb+(theta1-theta2)*sqrt(syb)
emax<-max(sqrt(ee[ee<7*em^2]))
r1<-emax*sqrt((1+rb)/2)
r2<-emax*sqrt((1-rb)/2)
xplot<-txb+(theta1+theta2)*sqrt(sxb)
yplot<-tyb+(theta1-theta2)*sqrt(syb)
totx<-c(xv,xplot,xplot1)
toty<-c(yv,yplot,yplot1)
plot(totx,toty,type="n",xlab=xlab,ylab=ylab)
points(xv,yv,pch=pch)
points(xplot,yplot,pch=".")
points(xplot1,yplot1,pch=".")
}
list(mest=c(txb,tyb),mvar=c(sxb,syb),mrho=rb)
}
relplot<-relfun
lsfitci<-function(x,y,nboot=599,alpha=.05,SEED=TRUE,xout=FALSE,outfun=out){
#
# Compute a confidence interval for the slope parameters of
# a linear regression equation when using the least squares estimator.
#
# For p=1 predictor,
# this function uses an adjusted percentile bootstrap method that
# For p>1, a standard percentile bootstrap method is used
# with FWE (the probability of at least one type I error)
# controlled via the Bonferroni inequality.
#
# The predictor values are assumed to be in the n by p matrix x.
#
# SEED=T causes the seed of the random number generator to be set to 2,
# otherwise the seed is not set.
#
# Warning: probability coverage has been studied only when alpha=.05
#
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
temp<-elimna(cbind(x,y)) # Remove any missing values.
x<-temp[,1:p]
y<-temp[,p+1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
}
x<-as.matrix(x)
print("Taking bootstrap samples; please wait")
bvec<-apply(data,1,regboot,x,y,lsfit) # A p+1 by n matrix. The first row
# contains the bootstrap intercepts, the second row
# contains the bootstrap values for first predictor, etc.
if(p==1){
if(alpha != .05){print("Resetting alpha to .05")
print("With p=1, unknown how to adjust confidence interval")
print("when alpha is not equal to .05.")
}
ilow<-15
ihi<-584
ilow<-13
ihi<-586
}
ilow<-10
ihi<-589
}
if(length(y) < 80){
ilow<-7
ihi<-592
}
if(length(y) < 40){
ilow<-6
ihi<-593
}
ilow<-round((ilow/599)*nboot)
ihi<-round((ihi/599)*nboot)
}
if(p>1){
ilow<-round(alpha*nboot/2)+1
ihi<-nboot-ilow
}
lsfitci<-matrix(0,ncol(x),2)
for(i in 1:ncol(x)){
ip<-i+1
bsort<-sort(bvec[ip,])
lsfitci[i,1]<-bsort[ilow+1]
lsfitci[i,2]<-bsort[ihi]
}
bsort<-sort(bvec[1,])
interceptci<-c(bsort[15],bsort[584])
crit.level<-NA
pmat<-NA
if(p>1){
crit.level<-alpha/p
pmat<-matrix(NA,nrow=p,ncol=2)
dimnames(pmat) <- list(NULL, c("Slope","p-value"))
for(pv in 1:p){
pmat[pv,1]<-pv
pp<-pv+1
pmat[pv,2]<-(sum(bvec[pp,]<0)+.5*sum(bvec[pp,]==0))/nboot
temp3<-1-pmat[pv,2]
pmat[pv,2]<-2*min(pmat[pv,2],temp3)
}}
list(intercept.ci=interceptci,slope.ci=lsfitci,crit.level=crit.level,
p.values=pmat)
}
wmve<-function(m,SEED=TRUE){
#
# Compute skipped measure of location and scatter
# using MVE method
#
if(is.matrix(m))n<-nrow(m)
if(is.vector(m))n<-length(m)
flag<-rep(TRUE,n)
vec<-out(m,plotit=FALSE,SEED=SEED)$out.id
flag[vec]<-FALSE
if(is.vector(m)){
center<-mean(m[flag])
scatter<-var(m[flag])
}
if(is.matrix(m)){
center<-apply(m[flag,],2,mean)
scatter<-var(m[flag,])
}
list(center=center,cov=scatter)
}
wmw<-function(x,y){
#
# Do Mann-Whitney test
# Return the usual p-value followed by adjusted
# p-value using Hodges, Ramsey and Wechsler (1990) method
# (See Wilcox, 2003, p. 559.)
#
x=elimna(x)
y=elimna(y)
m<-length(x)
n<-length(y)
com<-rank(c(x,y))
xp1<-length(x)+1
x<-com[1:length(x)]
y<-com[xp1:length(com)]
u<-sum(y)-n*(n+1)/2
sigsq<-m*n*(n+m+1)/12
yv<-(u+.5-m*n/2)/sqrt(sigsq)
kv<-20*m*n*(m+n+1)/(m^2+n^2+n*m+m+n)
S<-yv^2
T1<-S-3
T2<-(155*S^2-416*S-195)/42
cv<-1+T1/kv+T2/kv^2
sighrw<-2*(1-pnorm(abs(cv*yv)))
z<-(u-(.5*m*n))/sqrt(sigsq)
sig<-2*(1-pnorm(abs(z)))
list(p.value=sig,adj.p.value=sighrw,p.hat=u/(n*m))
}
lsfitNci<-function(x,y,alpha=.05){
#
# Compute confidence interval for least squares
# regression using heteroscedastic method
# recommended by Long and Ervin (2000).
#
x<-as.matrix(x)
if(nrow(x) != length(y))stop("Length of y does not match number of x values")
m<-cbind(x,y)
m<-elimna(m)
y<-m[,ncol(x)+1]
temp<-lsfit(x,y)
x<-cbind(rep(1,nrow(x)),m[,1:ncol(x)])
xtx<-solve(t(x)%*%x)
h<-diag(x%*%xtx%*%t(x))
hc3<-xtx%*%t(x)%*%diag(temp$res^2/(1-h)^2)%*%x%*%xtx
df<-nrow(x)-ncol(x)
al<-ncol(x)
ci<-matrix(NA,nrow=al,ncol=3)
for(j in 1:al){
ci[j,1]<-j
ci[j,2]<-temp$coef[j]-crit*sqrt(hc3[j,j])
ci[j,3]<-temp$coef[j]+crit*sqrt(hc3[j,j])
}
print("Confidence intervals for intercept followed by slopes:")
list(ci=ci,stand.errors=sqrt(diag(hc3)))
}
pow2an<-function(x,y,ci=FALSE,plotit=TRUE,nboot=800){
#
# Do a power analysis when comparing the 20% trimmed
# means of two independent groups with the percentile
# bootstrap method.
#
#
x<-x[!is.na(x)]
y<-y[!is.na(y)]
lp<-NA
se<-yuen(x,y)$se
gval<-NA
dv<-seq(0,3.5*se,length=15)
for(i in 1:length(dv)){
gval[i]<-powest(x,y,dv[i],se)
}
if(!ci){
if(plotit){
plot(dv,gval,type="n",xlab="delta",ylab="power")
lines(dv,gval)
}}
if(ci){
datax <- matrix(sample(x, size = length(x) * nboot, replace = TRUE),
nrow = nboot)
datay <- matrix(sample(y, size = length(y) * nboot, replace = TRUE),
nrow = nboot)
pboot<-matrix(NA,ncol=15,nrow=nboot)
for(i in 1:nboot){
se<-yuen(datax[i,],datay[i,])$se
for(j in 1:length(dv)){
pboot[i,j]<-powest(x,y,dv[j],se)
}}
ll<-floor(.05*nboot+.5)
for(i in 1:15){
temp<-sort(pboot[,i])
lp[i]<-temp[ll]
}
plot(c(dv,dv),c(gval,lp),type="n",xlab="delta",ylab="power")
lines(dv,gval)
lines(dv,lp,lty=2)
}
list(delta=dv,power=gval,lowp=lp)
}
powest<-function(x=NA,y=NA,delta=0,se=NA,wv1=NA,wv2=NA,n1=NA,n2=NA){
#
# wv1 = Winsorized variance for group 1
# wv2 = Winsorized variance for group 2
#
#
tr<-.2
if(is.na(se)){
if(is.na(wv1)){
h1 <- length(x) - 2 * floor(tr * length(x))
h2 <- length(y) - 2 * floor(tr * length(y))
q1 <- ((length(x) - 1) * winvar(x, tr))/(h1 * (h1 - 1))
q2 <- ((length(y) - 1) * winvar(y, tr))/(h2 * (h2 - 1))
}
if(!is.na(wv1)){
if(is.na(n1))stop("Need to specify sample size for group 1")
if(is.na(n2))stop("Need to specify sample size for group 2")
h1<-n1-2*floor(tr*n1)
h2<-n2-2*floor(tr*n2)
q1<-(n1-1)*wv1/(h1*(h1-1))
q2<-(n2-1)*wv2/(h2*(h2-1))
}
se<-sqrt(q1+q2)
}
ygam<-sqrt(2*.01155)*c(0:35)/8
pow<-c(500.0,540.0,607.0, 706.0, 804.0,981.0,1176.0,1402.0,1681.0, 2008.0,
2353.0, 2769.0, 3191.0, 3646.0, 4124.0, 4617.0, 5101.0, 5630.0,
6117.0, 6602.0, 7058.0, 7459.0, 7812.0, 8150.0, 8479.0, 8743.0,
8984.0, 9168.0, 9332.0, 9490.0, 9607.0, 9700.0, 9782.0, 9839.0,
9868.0)/10000
flag<-(delta==0 & se==0)
if(flag)powest<-.05
else{
chk<-floor(8*delta/se)+1
chk1<-chk+1
gval<-delta/se
d1<-(gval-(chk-1)/8)*8
if(chk > length(pow))powest<-1
if(chk == length(pow))pow[chk1]<-1
if(chk <= length(pow))
powest<-pow[chk]+d1*(pow[chk1]-pow[chk])
}
powest
}
twopcor<-function(x1,y1,x2,y2,SEED=TRUE){
#
# the difference between two Pearson
# correlations corresponding to two independent
# goups.
#
#
# unknown how to adjust the confidence interval when n1+n2 < 250.
#
X<-elimna(cbind(x1,y1))
x1<-X[,1]
y1<-X[,2]
x2<-X[,1]
y2<-X[,2]
print("Taking bootstrap samples; please wait")
bvec1<-apply(data1,1,pcorbsub,x1,y1) # A 1 by nboot matrix.
bvec2<-apply(data2,1,pcorbsub,x2,y2) # A 1 by nboot matrix.
bvec<-bvec1-bvec2
ilow<-15
ihi<-584
ilow<-14
ihi<-585
}
ilow<-11
ihi<-588
}
ilow<-8
ihi<-592
}
ilow<-7
ihi<-593
}
bsort<-sort(bvec)
r1<-cor(x1,y1)
r2<-cor(x2,y2)
list(r1=r1,r2=r2,ci=ci)
}
tworhobt<-function(X1,Y1,X2,Y2,alpha=.05,nboot=499,SEED=TRUE){
#
# compare two independent correlations using a bootstrap-t method in conjunction
with the HC4 estimator
#
if(SEED)set.seed(2)
r1=cor(X1,Y1)
r2=cor(X2,Y2)
n1=length(X1)
n2=length(X2)
v=NA
Nboot=nboot+1
for(i in 1:Nboot){
if(i<=nboot){
id1=sample(n1,n1,replace=TRUE)
}
if(i==Nboot){
id1=c(1:n1)
id2=c(1:n2)
}
x1=X1[id1]
y1=Y1[id1]
x2=X2[id2]
y2=Y2[id2]
x1=(x1-mean(x1))/sd(x1)
y1=(y1-mean(y1))/sd(y1)
temp1=olshc4(x1,y1)
temp2=olshc4(x2,y2)
if(i<=nboot)v[i]=(temp1$ci[2,2]-r1-
temp2$ci[2,2]+r2)/sqrt(temp1$ci[2,6]^2+temp2$ci[2,6]^2)
if(i==Nboot)v[i]=(temp1$ci[2,2]-
temp2$ci[2,2])/sqrt(temp1$ci[2,6]^2+temp2$ci[2,6]^2)
}
ibot<-round(alpha*nboot/2)
itop<-nboot-ibot+1
ibot=ibot+1 #adjusted so that p-value and confidence interval give consistent
results.
vs=sort(v[1:nboot])
crit=c(vs[ibot],vs[itop])
test=v[Nboot]
if(test<0)G=mean(test>v[1:nboot])
if(test>=0)G=mean(test<v[1:nboot])
pv=2*G
# Might be a remote chance p.value and critical value give different results in
terms of rejecting.
# Force them to agree:
if(test>crit[1])pv=min(pv,alpha)
if(test>crit[2])pv=min(pv,alpha)
list(test=test,crit.val=crit,p.value=pv)
}
indtall<-function(x,y=NULL,tr=0,nboot=500,SEED=TRUE){
#
# Test the hypothesis of independence for
# 1. all pairs of variables in matrix x, if y=NA, or
# 2. between each variable stored in the matrix x and y.
# This is done by repeated calls to indt
#
x<-as.matrix(x)
# First, eliminate any rows of data with missing values.
if(!is.null(y[1])){
temp <- cbind(x, y)
temp <- elimna(temp)
pval<-ncol(temp)-1
x <- temp[,1:pval]
y <- temp[, pval+1]
}
x<-as.matrix(x)
if(is.null(y[1])){
ntest<-(ncol(x)^2-ncol(x))/2
if(ntest==0)stop("Something is wrong. Does x have only one column?")
output<-matrix(NA,nrow=ntest,ncol=4)
dimnames(output)<-list(NULL,c("VAR","VAR","Test Stat.","p-value"))
x<-elimna(x)
ic<-0
for (jj in 1:ncol(x)){
if(j<jj){
temp<-indt(x[,j],x[,jj],nboot=nboot,SEED=SEED)
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-temp$dstat
output[ic,4]<-temp$p.value.d
}}}}
if(!is.null(y[1])){
ntest<-ncol(x)
output<-matrix(NA,nrow=ntest,ncol=3)
dimnames(output)<-list(NULL,c("VAR","Test Stat.","p-value"))
ic<-0
temp<-indt(x[,j],y,nboot=nboot,SEED=SEED)
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-temp$dstat
output[ic,3]<-temp$p.value.d
}}
list(output=output)
}
qhat<-function(x,y,nboot=50,op=2,SEED=TRUE,pr.track=FALSE){
#
# Estimate Q, a nonparametric measure of effect size, using
# the .632 method of estimating prediction error.
#
#
# Missing values are automatically removed
#
# op=1, use Rosenblatt's shifted histogram version of kernel estimate
# op=2, use adaptive kernel estimate with initial estimate based
# on expected frequency curve.
#
x<-x[!is.na(x)]
y<-y[!is.na(y)]
#print("Taking bootstrap samples. Please wait.")
datax<-matrix(sample(length(x),size=length(x)*nboot,replace=TRUE),nrow=nboot)
# datax is an nboot by n matrix containing subscripts for bootstrap sample
# associated with first group.
datay<-matrix(sample(length(y),size=length(y)*nboot,replace=TRUE),nrow=nboot)
# datay is an nboot by m matrix containing subscripts for bootstrap sample
# associated with second group.
bidx<-apply(datax,1,idb,n=length(x))
# bidx is a n by nboot matrix. If the jth bootstrap sample from
# 1, ..., n contains the value i, bid[i,j]=0; otherwise bid[i,j]=1
bidy<-apply(datay,1,idb,n=length(y))
temp3<-matrix(0,ncol=length(x),nrow=nboot)
temp5<-matrix(0,ncol=length(y),nrow=nboot)
for(i in 1:nboot){
temp3[i,]<-disker(x[datax[i,]],y[datay[i,]],x,op=op)$zhat
# temp3 contains vector of 0s and 1s, 1 if x[i] is
# is classified as coming from group 1.
temp5[i,]<-disker(y[datay[i,]],x[datax[i,]],y,op=op)$zhat
if(pr.track)print(paste("Iteration ", i, "of ", nboot," is complete"))
}
temp4<-temp3*t(bidx)
temp4<-apply(temp4,2,sum)/apply(bidx,1,sum)
temp6<-temp5*t(bidy)
temp6<-apply(temp6,2,sum)/apply(bidy,1,sum)
ep0x<-mean(temp4,na.rm=TRUE) # epsilon hat_x
aperrorx<-disker(x,y,op=op)$phat # apparent error
regprex<-.368*aperrorx+.632*ep0x
ep0y<-mean(temp6,na.rm=TRUE)
aperrory<-disker(y,x,op=op)$phat # apparent error
regprey<-.368*aperrory+.632*ep0y
aperror<-(length(x)*aperrorx+length(y)*aperrory)/(length(x)+length(y))
regpre<-(length(x)*regprex+length(y)*regprey)/(length(x)+length(y))
list(qhat.632=regpre)
}
qhati=qhat
disker<-function(x,y,z=NA,plotit=FALSE,op=1){
#
# Estimate apparent effect size
# using probability of correct classification based on values in
# first group.
#
# A "CORRECT" classification is the event of deciding
# that an observation
# from the first group did indeed come from the first group based
# on a kernel density estimate of the distributions.
# The function returns the
# proportion of correctly classified observations (phat).
#
# The function also returns a vector of 0s and 1s (in zhat)
# indicating whether values in z would be
# classified as coming from the first group.
#
# op=1, use Rosenblatt's shifted histogram version of kernel estimate
# op=2, use adaptive kernel estimate with initial estimate based
# on expected frequency curve.
#
xsort<-sort(x)
ysort<-sort(y)
xhat<-0
yhat<-0
yyhat<-0
if(op==1){
for(i in 1:length(xsort))xhat[i]<-kerden(x,0,xsort[i])
for(i in 1:length(xsort))yhat[i]<-kerden(y,0,xsort[i])
}
if(op==2){
xhat<-akerd(x,pts=xsort,pyhat=TRUE,plotit=FALSE)
yhat<-akerd(y,pts=xsort,pyhat=TRUE,plotit=FALSE)
}
yhat[is.na(yhat)]<-0
if(plotit){
if(op==1){
for(i in 1:length(ysort))yyhat[i]<-kerden(y,0,ysort[i])
}
if(op==2)yyhat<-akerd(y,pts=ysort,plotit=FALSE,pyhat=TRUE)
plot(c(xsort,ysort),c(xhat,yyhat),type="n",xlab="",ylab="")
lines(xsort,xhat)
lines(ysort,yyhat)
}
#
# Compute apparent error
#
phat<-sum(xhat>yhat)/length(x)
zhat<-NA
if(!is.na(z[1])){
#
# Make decisions for the data in z,
# set zhat=1 if decide it came from
# group 1.
#
zxhat<-0
zyhat<-0
zhat<-0
if(op==2){
zxhat<-akerd(x,pts=z,pyhat=TRUE,plotit=FALSE)
zyhat<-akerd(y,pts=z,pyhat=TRUE,plotit=FALSE)
}
for(i in 1:length(z)){
if(op==1){
zxhat[i]<-kerden(x,0,z[i])
zyhat[i]<-kerden(y,0,z[i])
}
zhat[i]<-1
if(is.na(zxhat[i]) || is.na(zyhat[i])){
# Missing values,
# data can't be used to make a decision,
# so make a random decision about whether a value
# came from first group.
arb<-runif(1)
zhat[i]<-1
if(arb < .5)zhat[i]<-0
}
else
if(zxhat[i]<zyhat[i])zhat[i]<-0
}
}
list(phat=phat,zhat=zhat)
#phat is the apparent probability of a correct classification
}
lplot<-
function(x,y,low.span=2/3,span=.75,pyhat=FALSE,eout=FALSE,xout=FALSE,outfun=outpro,
plotit=TRUE,
expand=.5,varfun=pbvar,cor.op=FALSE,cor.fun=pbcor,pr=TRUE,STR=TRUE,ZLIM=FALSE,
scale=TRUE,xlab="X",ylab="Y",zlab="",theta=50,phi=25,family="gaussian",
duplicate="error",pc="*",ticktype="simple",frame=TRUE,...){
#
# Plot regression surface using LOESS
#
# NOTE: For a single independent variable, the function lplotCI will plot a
confidence band
# that allows heteroscedasticity and has simultaneous probability coverage 1-alpha
#
# low.span is the span when lowess is used and there is one predictor
# span is the span when loess is used with two or more predictors
# pyhat=T will return Y hat values
# eout=T will eliminate outliers
# xout=T will eliminate points where X is an outliers
# family="gaussian"; see the description of the built-in function loess
#
# duplicate="error"
# In some situations where duplicate values occur, when plotting with
# two predictors, it is necessary to set duplicate="strip"
#
library(stats)
x<-as.matrix(x)
n.orig=nrow(m)
n.keep=n.orig
if(!is.matrix(x))stop("x is not a matrix")
d<-ncol(x)
if(d>=2){
library(akima)
if(ncol(x)==2 & !scale){
if(pr){
print("scale=FALSE is specified.")
print("If there is dependence, might use scale=TRUE")
print("To get a p-value, based on the measure of the")
print("strength of association based on this function,")
print("use the function lplotPV")
}}
x<-m[,1:d]
y<-m[,d+1]
if(eout & xout)stop("Can't have both eout and xout = FALSE")
if(eout){
flag<-outfun(m,plotit=FALSE,...)$keep
m<-m[flag,]
n.keep=nrow(m)
}
if(xout){
m<-m[flag,]
n.keep=nrow(m)
}
x<-m[,1:d]
y<-m[,d+1]
if(d==2)fitr<-fitted(loess(y~x[,1]*x[,2],span=span,family=family))
if(d==3)fitr<-fitted(loess(y~x[,1]*x[,2]*x[,3],span=span,family=family))
if(d==4)fitr<-fitted(loess(y~x[,1]*x[,2]*x[,3]*x[,4],span=span,family=family))
if(d>4)stop("Can have at most four predictors")
last<-fitr
if(d==2 && plotit){
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
fitr<-interp(mkeep[,1],mkeep[,2],fitr,duplicate=duplicate)
if(!
ZLIM)persp(fitr,theta=theta,phi=phi,xlab=xlab,ylab=ylab,zlab=zlab,expand=expand,
if(ZLIM)persp(fitr,theta=theta,phi=phi,xlab=xlab,ylab=ylab,zlab=zlab,expand=expand,
scale=scale,ticktype=ticktype,zlim=c(0,1)) #used by logreg.plot
}}
if(d==1){
x<-m[,1:d]
y<-m[,d+1]
if(eout && xout)stop("Cannot have both eout and xout = T")
if(eout){
m<-m[flag,]
n.keep=nrow(m)
}
if(xout){
m<-m[flag,]
n.keep=nrow(m)
}
x<-m[,1:d]
y<-m[,d+1]
if(plotit){
plot(x,y,xlab=xlab,ylab=ylab,pch=pc,frame=frame)
lines(lowess(x,y,f=low.span))
}
tempxy<-lowess(x,y,f=low.span)
yyy<-tempxy$y
xxx<-tempxy$x
last<-yyy
chkit<-sum(duplicated(x))
if(chkit>0){
last<-rep(1,length(y))
for(j in 1:length(yyy)){
for(i in 1:length(y)){
if(x[i]==xxx[j])last[i]<-yyy[j]
}}
}
}
if(!STR)E.power=NA
if(STR){
E.power<-1
if(!cor.op)E.power<-varfun(last[!is.na(last)])/varfun(y)
if(cor.op || E.power>=1){
if(d==1){
xord<-order(x)
E.power<-cor.fun(last,y[xord])$cor^2
}
if(d>1)E.power<-cor.fun(last,y)$cor^2
}
E.power=as.numeric(E.power)
}
if(!pyhat)last <- NULL
list(Strength.Assoc=sqrt(E.power),Explanatory.power=E.power,yhat.values=last,n=n.or
ig,
n.keep=n.keep)
}
qci<-function(x,q=.5,alpha=.05,op=3){
#
# Compute a confidence interval for qth quantile
# using an estimate of standard error based on
# adaptive kernel density estimator.
# The qth quantile is estimated with a single order statistic.
#
# For argument op, see the function qse.
#
if(sum(duplicated(x)>0))stop("Duplicate values detected; use hdpb")
n<-length(x)
xsort<-sort(x)
iq <- floor(q * n + 0.5)
qest<-xsort[iq]
se<-qse(x,q,op=op)
ci.low<-qest-crit*se
ci.up<-qest+crit*se
list(ci.low=ci.low,ci.up=ci.up,q.est=qest)
}
qint<-function(x,q=.5,alpha=.05,pr=FALSE){
#
# Compute a 1-alpha confidence interval for the qth quantile
# The function returns the exact probability coverage.
#
if(pr){
}
n<-length(x)
ii<-floor(q*n+.5)
jj<-ii+1
if(ii<=0)stop("Cannot compute a confidence interval for this q")
if(jj>n)stop("Cannot compute a confidence interval for this q")
jjm<-jj-1
iim<-ii-1
cicov<-pbinom(jjm,n,q)-pbinom(iim,n,q)
while(cicov<1-alpha){
iim<-max(iim-1,0)
jjm<-min(jjm+1,n)
if(iim==0 && jjm==n)break
cicov<-pbinom(jjm,n,q)-pbinom(iim,n,q)
}
xsort<-sort(x)
low<-xsort[iim+1]
hi<-xsort[jjm]
if(cicov<1-alpha){
if(pr)print("Warning: Desired probability coverage could not be achieved")
}
list(ci.low=low,ci.up=hi,ci.coverage=cicov)
}
qest<-function(x,q=.5,na.rm=TRUE){
#
# Compute an estimate of qth quantile
# using a single order statistic
#
if(na.rm)x<-elimna(x)
if(q<=0 || q>=1)stop("q must be > 0 and < 1")
n<-length(x)
xsort<-sort(x)
iq <- floor(q * n + 0.5)
qest<-NA
if(iq>0 || iq<=n)qest<-xsort[iq]
qest
}
taureg<-function(m,y,corfun=tau){
#
# Compute Kendall's tau between y and each of the
# p variables stored in the n by p matrix m.
#
# Alternative measures of correlation can be used via the
# argument corfun. The only requirement is that the function
# corfun returns the correlation in corfun$cor and the p-value
# in corfun$siglevel.
#
# among all pairs. (See chapter 9 of Wilcox, 2005, for details.)
#
m<-as.matrix(m)
tauvec<-NA
siglevel<-NA
pbc<-corfun(m[,i],y)
tauvec[i]<-pbc$cor
siglevel[i]<-pbc$p.value
}
list(cor=tauvec,p.value=siglevel)
}
cor2M=taureg
correg.sub<-function(X,theta,corfun=tau){
np<-ncol(X)
p<-np-1
x<-X[,1:p]
y<-X[,np]
temp<-t(t(x)*theta)
yhat<-apply(temp,1,sum)
yhat<-yhat
res<-y-yhat
val<-sum(abs(taureg(x,res,corfun=corfun)$cor))
val
}
correg<-function(x,y,corfun=tau,loc.fun=median){
#
# A generalization of the Theil-Sen estimator
# Rather than use Kendall's tau, can use an alternative
# correlation via the argument corfun.
# loc.fun determines how the intercept is computed;
#
# The Nelder-Mead method is used rather than
# Gauss-Seidel.
#
#
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
N<-np-1
temp<-tsreg(x,y)$coef
START<-temp[2:np]
temp<-nelderv2(X,N,FN=correg.sub,START=START,corfun=corfun)
x <- as.matrix(x)
alpha <- loc.fun(y - x %*% temp)
coef <- c(alpha,temp)
res <- y - x %*% temp - alpha
list(coef = coef, residuals = res)
}
rmulnorm<-function(n,p,cmat,SEED=FALSE){
#
# Generate data from a multivariate normal
# n= sample size
# p= number of variables
# cmat is the covariance (or correlation) matrix
#
# Method (e.g. Browne, M. W. (1968) A comparison of factor analytic
# techniques. Psychometrika, 33, 267-334.
# Let U'U=R be the Cholesky decomposition of R. Generate independent data
# from some dist yielding X. Then XU has population correlation matrix R
#
if(SEED)set.seed(2)
y<-matrix(rnorm(n*p),ncol=p)
rval<-matsqrt(cmat)
y<-t(rval%*%t(y))
y
}
matsqrt <- function(x) {

xev1<-NA
xe <- eigen(x)
xe1 <- xe$values
if(all(xe1 >= 0)) {
xev1 <- diag(sqrt(xe1))
}
if(is.na(xev1[1]))stop("The matrix has negative eigenvalues")
xval1 <- cbind(xe$vectors)
xval1i <- solve(xval1)
y <- xval1 %*% xev1 %*% xval1i
y
}
ghmul<-function(n,g=0,h=0,p=2,cmat=diag(rep(1,p)),SEED=FALSE){
#
# generate n observations from a p-variate dist
# based on the g and h dist.
#
# cmat is the correlation matrix
#
x<-rmulnorm(n,p,cmat,SEED=SEED)
for(j in 1:p){
if (g>0){
x[,j]<-(exp(g*x[,j])-1)*exp(h*x[,j]^2/2)/g
}
if(g==0)x[,j]<-x[,j]*exp(h*x[,j]^2/2)
}
x
}
yhall<-function(x,y,tr=.2,alpha=.05){
#
# Perform Yuen's test for trimmed means on the data in x and y
# in conjunction with Hall's transformation.
#
#
winx<-winval(x,tr=tr)
winy<-winval(y,tr=tr)
m3x<-sum((winx-mean(winx))^3)/length(x)
m3y<-sum((winy-mean(winy))^3)/length(y)
mwx<-length(x)*m3x/h1
mwy<-length(y)*m3y/h2
sigtil<-q1+q2
mtil<-(mwx/h1^2)-(mwy/h2^2)
thall<-dif+mtil/(6*sigtil)+mtil*dif^2/(3*sigtil^2)+mtil^2*dif^3/(27*sigtil^4)
thall<-thall/sqrt(sigtil)
nhat<-mtil/sigtil^1.5
list(test.stat=thall,nu.tilda=nhat,sig.tilda=sqrt(sigtil))
}
linconm<-function(x,con=0,est=onestep,alpha=.05,nboot=500,pr=TRUE,...){
#
# involving M-estimators using a bootstrap method. (See Chapter 6.)
#
#
# will test two contrasts: (1) the sum of the first two measures of location is
# the first two is equal to the difference between the measure of location for
# groups 5 and 6.
#
#
# This function uses the function trimpartt written for this
# book.
#
#
#
#
if(pr){
print("Note: confidence intervals are adjusted to control FWE")
print("But p-values are not adjusted to control FWE")
}
con<-as.matrix(con)
J<-length(x)
Jm<-J-1
d<-(J^2-J)/2
if(sum(con^2)==0){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
if(nrow(con)!=length(x))stop("The number of groups does not match the number of
m1<-matrix(0,J,nboot)
m2<-1 # Initialize m2
mval<-1
for(j in 1:J){
mval[j]<-est(x[[j]],...)
xcen<-x[[j]]-est(x[[j]],...)
data<-matrix(sample(xcen,size=length(x[[j]])*nboot,replace=TRUE),nrow=nboot)
m1[j,]<-apply(data,1,est,...) # A J by nboot matrix.
m2[j]<-var(m1[j,])
}
bot<-1
consq<-con[,d]^2
bot[d]<-trimpartt(m2,consq)
boot[d,]<-abs(top)/sqrt(bot[d])
}
ic<-floor((1-alpha)*nboot)
testb<-sort(testb)
dimnames(psihat)<-
list(NULL,c("con.num","psihat","ci.lower","ci.upper","se","p.value"))
psihat[d,1]<-d
psihat[d,2]<-trimpartt(mval,con[,d])
psihat[d,3]<-psihat[d,2]-testb[ic]*sqrt(bot[d])
psihat[d,4]<-psihat[d,2]+testb[ic]*sqrt(bot[d])
psihat[d,5]<-sqrt(bot[d])
pval<-mean((boot[d,]<abs(psihat[d,2])/psihat[d,5]))
psihat[d,6]<-1-pval
}
list(psihat=psihat,crit=testb[ic],con=con)
}
mmean<-function(x,est=tmean,...){
center<-NA
if(is.list(x))center=lapply(x,est,...)
if(is.matrix(x))center<-apply(x,2,est,...)
center
}
akerd<-function(xx,hval=NA,aval=.5,op=1,fr=.8,pyhat=FALSE,pts=NA,plotit=TRUE,
xlab="",ylab="",zlab="",theta=50,phi=25,expand=.5,scale=TRUE,ticktype="simple",colo
r='black'){
#
# Compute adaptive kernel density estimate
#
# (See Silverman, 1986)
#
# op=1 Use expected frequency as initial estimate of the density
# op=2 Univariate case only
# Use normal kernel to get initial estimate of the density
# ticktype="detailed" will create ticks as done for a two-dimensional plot
#
# Note, when pyhat=T, returns estimate of density at points in pts AFTER
# putting the points in ascending order.
#
xx=elimna(xx)
fval<-"Done"
if(is.matrix(xx)){
if(ncol(xx)>1)fval<-akerdmul(xx,pts=pts,hval=hval,aval=aval,fr=fr,pr=pyhat,
plotit=plotit,theta=theta,phi=phi,expand=expand,scale=scale,ticktype=ticktype)
plotit<-F
}
if(is.matrix(xx) && ncol(xx)==1)xx<-xx[,1]
if(!is.matrix(xx)){
x<-sort(xx)
if(op==1){
m<-mad(x)
if(m==0){
temp<-idealf(x)
}
fhat <- rdplot(x,pyhat=TRUE,plotit=FALSE,fr=fr)
if(m>0)fhat<-fhat/(2*fr*m)
}
if(op==2){
init<-density(xx)
fhat <- init$y
x<-init$x
}
n<-length(x)
if(is.na(hval)){
sig<-sqrt(var(x))
temp<-idealf(x)
iqr<-(temp$qu-temp$ql)/1.34
A<-min(c(sig,iqr))
if(A==0)A<-sqrt(winvar(x))/.64
hval<-1.06*A/length(x)^(.2)
# See Silverman, 1986, pp. 47-48
}
gm<-exp(mean(log(fhat[fhat>0])))
alam<-(fhat/gm)^(0-aval)
dhat<-NA
pts<-sort(pts)
for(j in 1:length(pts)){
temp<-(pts[j]-x)/(hval*alam)
epan<-ifelse(abs(temp)<sqrt(5),.75*(1-.2*temp^2)/sqrt(5),0)
dhat[j]<-mean(epan/(alam*hval))
}
if(plotit){
plot(pts,dhat,type="n",ylab=ylab,xlab=xlab)
lines(pts,dhat,col=color)
}
if(pyhat)fval<-dhat
}
fval
}
sedm<-function(x,y=NA,q=.5){
#
# Let D=X_m-Y_m be the difference between
# mth order statistics where X and Y are dependent.
# Estimate standard error D with m=[qn+.5]
# using adaptive kernel method
#
# This function is used by qdtest
#
x<-as.matrix(x)
if(is.na(y[1]))y<-x[,2]
x<-x[,1]
n<-length(x)
m<-floor(q*n+.5)
yord<-sort(y)
flag<-(y<=yord[m])
xord<-sort(x)
xq<-xord[m]
yord<-sort(y)
yq<-yord[m]
flag1<-(x<=xq)
flag2<-(y<=yq)
A<-mean(flag1*flag2)
flag1<-(x<=xq)
flag2<-(y>yq)
B<-mean(flag1*flag2)
flag1<-(x>xq)
flag2<-(y<=yq)
C1<-mean(flag1*flag2)
flag1<-(x>xq)
flag2<-(y>yq)
D1<-mean(flag1*flag2)
fx<-akerd(x,pts=xq,plotit=FALSE,pyhat=TRUE)
fy<-akerd(y,pts=yq,plotit=FALSE,pyhat=TRUE)
v1<-(q-1)^2*A
v2<-(q-1)*q*B
v3<-(q-1)*q*C1
v4<-q*q*D1
temp<-0-2*(v1+v2+v3+v4)/(fx*fy)+q*(1-q)/fx^2+q*(1-q)/fy^2
val<-sqrt(temp/n)
val
}
akerdmul<-function(x,pts=NA,hval=NA,aval=.5,fr=.8,pr=FALSE,plotit=TRUE,theta=50,
phi=25,expand=.5,scale=FALSE,xlab="X",ylab="Y",zlab="",ticktype="simple"){
#
# Compute adaptive kernel density estimate
# for multivariate data
#
# Use expected frequency as initial estimate of the density
#
# hval is the span used by the kernel density estimator
# fr is the span used by the expected frequency curve
# pr=T, returns density estimates at pts
# ticktype="detailed" will create ticks as done in two-dimensional plot
#
library(MASS)
library(akima)
if(ncol(x)!=ncol(pts))stop("Number of columns for x and pts do not match")
if(!is.matrix(x))stop("Data should be stored in a matrix")
n<-nrow(x)
d<-ncol(x)
pi<-gamma(.5)^2
cd<-c(2,pi)
if(d==2)A<-1.77
if(d==3)A<-2.78
if(d>2){
for(j in 3:d)cd[j]<-2*pi*cd[j-2]/n # p. 76
}
if(d>3)A<-(8*d*(d+2)*(d+4)*(2*sqrt(pi))^d)/((2*d+1)*cd[d]) # p. 87
if(is.na(hval))hval<-A*(1/n)^(1/(d+4)) # Silverman, p. 86
svec<-NA
for(j in 1:d){
sig<-sqrt(var(x[,j]))
temp<-idealf(x[,j])
A<-min(c(sig,iqr))
x[,j]<-x[,j]/A
svec[j]<-A
}
hval<-hval*sqrt(mean(svec^2)) # Silverman, p. 87
# Now do adaptive; see Silverman, 1986, p. 101
dhat<-NA
nn<-nrow(pts)
for(j in 1:nn){
temp1<-t(t(x)-pts[j,])/(hval*alam)
temp1<-temp1^2
temp1<-apply(temp1,1,FUN="sum")
temp<-.5*(d+2)*(1-temp1)/cd[d]
epan<-ifelse(temp1<1,temp,0) # Epanechnikov kernel, p. 76
dhat[j]<-mean(epan/(alam*hval)^d)
}
if(plotit && d==2){
fitr<-dhat
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
fitr<-fitr[iout>=1]
mkeep<-x[iout>=1,]
}
m<-"Done"
if(pr)m<-dhat
m
}
cov2med<-function(x,y=NA,q=.5){
#
# Estimate the covariance between two dependent
# order statistics
# By default, q=.5 meaning that an estimate of
# of covariance is made when a single order statistic
# is used to estimate the median.
# y=NA, function returns squared standard error.
#
if(is.na(y[1]))val<-qse(x,q=q,op=3)^2
if(!is.na(y[1])){
if(sum((x-y)^2)==0)val<-qse(x,q=q,op=3)^2
if(sum((x-y)^2)>0){
n<-length(x)
m<-floor(q*n+.5)
yord<-sort(y)
flag<-(y<=yord[m])
xord<-sort(x)
xq<-xord[m]
yord<-sort(y)
yq<-yord[m]
flag1<-(x<=xq)
flag2<-(y<=yq)
A<-mean(flag1*flag2)
flag1<-(x<=xq)
flag2<-(y>yq)
B<-mean(flag1*flag2)
flag1<-(x>xq)
flag2<-(y<=yq)
C1<-mean(flag1*flag2)
flag1<-(x>xq)
flag2<-(y>yq)
D1<-mean(flag1*flag2)
fx<-akerd(x,pts=xq,plotit=FALSE,pyhat=TRUE)
fy<-akerd(y,pts=yq,plotit=FALSE,pyhat=TRUE)
v1<-(q-1)^2*A
v2<-(q-1)*q*B
v3<-(q-1)*q*C1
v4<-q*q*D1
val<-((v1+v2+v3+v4)/(fx*fy))/n
}}
val
}
covmmed<-function(x,p=length(x),grp=c(1:p),q=.5){
#
# Estimate the covariance matrix for the sample medians
# based on a SINGLE order statistic, using
# the data in the R variable x.
# (x[[1]] contains the data for group 1, x[[2]] the data for group 2, etc.)
# The function returns a p by p matrix of covariances, the diagonal
# elements being equal to the squared standard error of the sample
# trimmed means, where p is the number of groups to be included.
# By default, all the groups in x are used, but a subset of
# the groups can be used via grp. For example, if
# the goal is to estimate the covariances between the medians
# for groups 1, 2, and 5, use the command grp<-c(1,2,5)
# before calling this function.
#
# Missing values (values stored as NA) are not allowed.
#
if(!is.list(x))stop("The data are not stored in a matrix or list mode.")
p<-length(grp)
pm1<-p-1
for (i in 1:pm1){
ip<-i+1
if(length(x[[grp[ip]]])!=length(x[[grp[i]]]))stop("The number of observations in
each group must be equal")
}
n<-length(x[[grp[1]]])
covest<-matrix(0,p,p)
for(j in 1:p){
for(k in 1:p){
if(j==k)covest[j,j]<-cov2med(x[[grp[j]]],q=q)
if(j<k){
covest[j,k]<-cov2med(x[[grp[j]]],x[[grp[k]]],q=q)
covest[k,j]<-covest[j,k]
}}}
covest
}
msplit<-function(J,K,data,grp=c(1:p),p=J*K,q=.5){
# Perform a J by K anova using medians with
# repeated measures on the second factor. That is, a split-plot design
# is assumed, with the first factor consisting of independent groups.
#
# The R variable data is assumed to contain the raw
# data stored in list mode. data[[1]] contains the data
# data[[2]] is assumed to contain the data for level 1 of the
# first factor and level 2 of the second: level 1,2
# data[[K]] is the data for level 1,K
# data[[K+1]] is the data for level 2,1, data[2K] is level 2,K, etc.
#
# It is assumed that data has length JK, the total number of
# groups being tested, but a subset of the data can be analyzed
# using grp
#
x<-data
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
data <- y
}
if(!is.list(data))stop("Data are not stored in list mode or a matrix")
if(p!=length(data)){
print("The total number of groups, based on the specified levels, is")
print(p)
print("The number of groups in data is")
print(length(data))
print("Warning: These two values are not equal")
}
if(p!=length(grp))stop("Apparently a subset of the groups was specified that does
not match the total number of groups indicated by the values for J and K.")
tmeans<-0
h<-0
v<-matrix(0,p,p)
klow<-1-K
kup<-0
#for (i in 1:p)tmeans[i]<-median(data[[grp[i]]],na.rm=TRUE)
for (i in 1:p)tmeans[i]<-qest(data[[grp[i]]],q=q)
for (j in 1:J){
h[j]<-length(data[[grp[j]]])
# h is the sample size for the jth level of factor A
# Use covmtrim to determine blocks of squared standard errors and
# covariances.
klow<-klow+K
kup<-kup+K
sel<-c(klow:kup)
v[sel,sel]<-covmmed(data[grp[klow:kup]],q=q)
}
ij<-matrix(c(rep(1,J)),1,J)
ik<-matrix(c(rep(1,K)),1,K)
jm1<-J-1
cj<-diag(1,jm1,J)
for (i in 1:jm1)cj[i,i+1]<-0-1
km1<-K-1
ck<-diag(1,km1,K)
for (i in 1:km1)ck[i,i+1]<-0-1
# Do test for factor A
cmat<-kron(cj,ik) # Contrast matrix for factor A
Qa<-johansp(cmat,tmeans,v,h,J,K)
Qa.siglevel<-1-pf(Qa$teststat,J-1,999)
# Do test for factor B
cmat<-kron(ij,ck) # Contrast matrix for factor B
Qb<-johansp(cmat,tmeans,v,h,J,K)
Qb.siglevel<-1-pf(Qb$teststat,K-1,999)
# Do test for factor A by B interaction
cmat<-kron(cj,ck) # Contrast matrix for factor A by B
Qab<-johansp(cmat,tmeans,v,h,J,K)
Qab.siglevel<-1-pf(Qab$teststat,(J-1)*(K-1),999)
list(Qa=Qa$teststat,Qa.siglevel=Qa.siglevel,
Qb=Qb$teststat,Qb.siglevel=Qb.siglevel,
Qab=Qab$teststat,Qab.siglevel=Qab.siglevel)
}
bdiag<-function(nb,np,rho=0){
#
# Let p=nb*np
# Create a p by p block diagonal matrix with each
# np by np block having a correlation matrix with common
# correlation rho
# So nb is the number of blocks
#
p<-nb*np
m<-matrix(0,p,p)
mat<-matrix(rho,np,np)
diag(mat)<-1
ilow<-1-np
iup<-0
for(i in 1:nb){
ilow<-ilow+np
iup<-iup+np
m[ilow:iup,ilow:iup]<-mat
}
m
}
bootcov<-function(x,est=median,nboot=100,pr=TRUE,SEED=FALSE,...){
#
# For multivariate data, determine the squared standard errors
# and covariances when using the estimator
# est.
#
# SEED=TRUE, sets the seed of the random number generator.
#
if(SEED)set.seed(2)
if(is.list(x))x<-matl(x)
x<-elimna(x)
bvec<-matrix(NA,ncol=ncol(x),nrow=nboot)
for(i in 1:nboot){
data<-sample(nrow(x),size=nrow(x),replace=TRUE)
bvec[i,]<-apply(x[data,],2,FUN=est,...)
}
covmat<-var(bvec)
covmat
}
yuenbt<-function(x,y,tr=.2,alpha=.05,nboot=599,side=FALSE,nullval=0,pr=TRUE,
plotit=FALSE,op=1,SEED=TRUE){
#
# Compute a 1-alpha confidence interval for the difference between
# the trimmed means corresponding to two independent groups.
# The bootstrap-t method is used.
#
# side=T indicates two-sided method using absolute value of the
# test statistic; otherwise the equal-tailed method
# is used.
#
# This function uses trimse.
#
side<-as.logical(side)
p.value<-NA
yuenbt<-vector(mode="numeric",length=2)
xcen<-x-mean(x,tr)
ycen<-y-mean(y,tr)
if(!side){
if(pr)print("NOTE: p-value computed only when side=T")
}
test<-(mean(x,tr)-mean(y,tr))/sqrt(trimse(x,tr=tr)^2+trimse(y,tr=tr)^2)
datax<-matrix(sample(xcen,size=length(x)*nboot,replace=TRUE),nrow=nboot)
datay<-matrix(sample(ycen,size=length(y)*nboot,replace=TRUE),nrow=nboot)
top<-apply(datax,1,mean,tr)-apply(datay,1,mean,tr)
botx<-apply(datax,1,trimse,tr)
boty<-apply(datay,1,trimse,tr)
tval<-top/sqrt(botx^2+boty^2)
if(plotit){
if(op == 1)
akerd(tval)
if(op == 2)
rdplot(tval)
}
if(side)tval<-abs(tval)
tval<-sort(tval)
icrit<-floor((1-alpha)*nboot+.5)
ibot<-floor(alpha*nboot/2+.5)
itop<-floor((1-alpha/2)*nboot+.5)
se<-sqrt((trimse(x,tr))^2+(trimse(y,tr))^2)
yuenbt[1]<-mean(x,tr)-mean(y,tr)-tval[itop]*se
yuenbt[2]<-mean(x,tr)-mean(y,tr)-tval[ibot]*se
if(side){
yuenbt[1]<-mean(x,tr)-mean(y,tr)-tval[icrit]*se
yuenbt[2]<-mean(x,tr)-mean(y,tr)+tval[icrit]*se
p.value<-(sum(abs(test)<=abs(tval)))/nboot
if(yuenbt[1]>nullval)p.value=min(p.value,alpha) #very remote chance ci and p.value
differ. Force them to agree.
if(yuenbt[2]<nullval)p.value=min(p.value,alpha)
}
if(!side){
itop<-nboot-ibot+1
ibot=ibot+1
crit=c(tval[ibot],tval[itop])
yuenbt=mean(x,tr)-mean(y,tr)-tval[itop]*se
yuenbt[2]<-mean(x,tr)-mean(y,tr)-tval[ibot]*se
if(test<0)G=mean(test>tval[1:nboot])
if(test>=0)G=mean(test<tval[1:nboot])
p.value=2*G
if(yuenbt[1]>nullval)p.value=min(p.value,alpha)
if(yuenbt[2]<nullval)p.value=min(p.value,alpha)
}
list(ci=yuenbt,test.stat=test,p.value=p.value,est.1=mean(x,tr),est.2=mean(y,tr),est
.dif=mean(x,tr)-mean(y,tr),
n1=length(x),n2=length(y))
}
trimcibt<-function(x,tr=.2,alpha=.05,nboot=599,side=TRUE,plotit=FALSE,op=1,
nullval=0,SEED=TRUE,prCRIT=FALSE,pr=TRUE,xlab=""){
#
# using a bootstrap percentile t method.
#
# side=T, for true, indicates the symmetric two-sided method
#
# Side=F yields an equal-tailed confidence interval
#
# NOTE: p.value is reported when side=T only.
#
# prCRIT=TRUE, if side=FALSE, lower and upper critical values are returned.
# plotit=TRUE, plots an estimate of the null distribution of the Tukey--McLaughlin
test statistic.
# op=1, use adaptive kernel density estimator when plotit=TRUE
# op=2, uses the expected frequency curve, which will have a lower execution if
nboot is large.
#
x=elimna(x)
p.value<-NA
test<-(mean(x,tr)-nullval)/trimse(x,tr)
data<-data-mean(x,tr)
top<-apply(data,1,mean,tr)
bot<-apply(data,1,trimse,tr)
tval<-top/bot
if(plotit){
if(op==1)akerd(tval,xlab=xlab)
if(op==2)rdplot(tval,xlab=xlab)
}
if(side)tval<-abs(tval)
tval<-sort(tval)
itop<-nboot-ibot #altered code very slightly to correspond to recent versions of my
books.
if(!side){
if(prCRIT)print(paste("Lower crit=",tval[ibot],"Upper crit=",tval[itop]))
if(prCRIT)print(paste(".025 Lower Type I=",mean(tval<=0-1.96)))
if(prCRIT)print(paste(".05 Lower Type I=",mean(tval<=0-1.645)))
if(prCRIT)print(paste(".025 Upper Type I=",mean(tval>=1.96)))
if(prCRIT)print(paste(".05 Upper Type I=",mean(tval>=1.645)))
trimcibt<-mean(x,tr)-tval[itop]*trimse(x,tr)
trimcibt[2]<-mean(x,tr)-tval[ibot]*trimse(x,tr)
if(pr)print("NOTE: p.value is computed only when side=T")
}
if(side){
if(prCRIT)print(paste("Symmetric Crit.val=",tval[icrit]))
trimcibt<-mean(x,tr)-tval[icrit]*trimse(x,tr)
trimcibt[2]<-mean(x,tr)+tval[icrit]*trimse(x,tr)
p.value<-(sum(abs(test)<=abs(tval)))/nboot
}
list(estimate=mean(x,tr),ci=trimcibt,test.stat=test,p.value=p.value,n=length(x))
}
khomreg<-function(x,y,xout=FALSE,outfun=out,...){
#
# Test hypothesis that error term in a linear regression model
# is homoscedastic using modification of Cook-Weisberg
# statistic derived by Koenker;
# See Lyon and Tsai, 1996, Statistician, 45, 337-349
#
x<-as.matrix(x)
if(xout){
flag<-outfun(x,...)$keep
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
pv<-ncol(x)
pv1<-pv+1
m<-cbind(x,y)
m<-elimna(m)
x<-m[,1:pv]
x<-as.matrix(x)
y<-m[,pv1]
dvec<-NA
mat<-matrix(nrow=nrow(x),ncol=pv)
temp<-lsfit(x,y)
sigest<-mean(temp$res^2)
dvec<-y-temp$res
dbar<-dvec-mean(dvec)
uval<-temp$res^2
uval<-as.matrix(uval)
test<-t(uval)%*%dbar%*%solve(t(dbar)%*%dbar)%*%t(dbar)%*%uval
psihat<-mean((temp$res^2-sigest)^2)
test<-test/psihat
p.value<-1-pchisq(test,1)
list(test=test,p.value=p.value)
}
bootdse<-function(x,y=NA,est=median,nboot=100,pr=TRUE,...){
#
# Determine standard error of difference between
# two measures of location for dependent groups.
#
if(!is.na(y[1]))x<-cbind(x,y)
x<-elimna(x)
data<-matrix(sample(nrow(x),size=nrow(x)*nboot,replace=TRUE),nrow=nboot)
xmat<-matrix(x[data,1],nrow=nboot,ncol=length(x))
ymat<-matrix(x[data,2],nrow=nboot,ncol=length(x))
bvec<-apply(xmat,1,FUN=est,...)-apply(ymat,1,FUN=est,...)
se<-sqrt(var(bvec))
se
}
qdtest<-function(x,y=NA,q=.5,bop=FALSE,nboot=100,se.val=NA){
#
# Test hypothesis of equal q quantiles for
# two dependent groups.
#
# x is either a matrix with 2 columns or a vector
# If x is a vector, must specify y
#
# Appears to adequately control type I error when n>=20
#
if(!is.matrix(x))stop("Something is wrong, with x or y")
x<-elimna(x)
y<-x[,2]
x<-x[,1]
n<-length(y)
df<-n-1
if(is.na(se.val[1])){
if(!bop)se.val<-sedm(x,y,q=q)
if(bop)se.val<-bootdse(x,y,est=qest,q=q,pr=FALSE,nboot=nboot)
}
test<-(qest(x,q)-qest(y,q))/se.val
sig.level<-2*(1-pt(abs(test),df))
list(test.stat=test,p.value=sig.level,se=se.val)
}
lincdm<-function(x,con=0,alpha=.05,q=.5,mop=FALSE,nboot=100,SEED=TRUE){
#
# A heteroscedastic test of d linear contrasts among
# dependent groups using medians.
#
#
#
# q is the quantile used to compare groups.
# con contains contrast coefficients,
# con=0 means all pairwise comparisons are used
# mop=F, use single order statistic
# mop=T, use usual sample median, even if q is not equal to .5
# in conjunction with a bootstrap estimate of covariances among
# the medians using
# nboot samples.
#
#
#
if(mop && SEED)set.seed(2)
if(is.list(x)){
x<-matl(x)
x<-elimna(x)
}
con<-as.matrix(con)
J<-length(x)
h<-length(x[[1]])
for(j in 1:J){
if(!mop)xbar[j]<-qest(x[[j]],q=q)
if(mop)xbar[j]<-median(x[[j]])
}
if(sum(con^2)==0){
temp<-qdmcp(x,alpha=alpha,q=q,pr=FALSE)
test<-temp$test
psihat<-temp$psihat
num.sig<-temp$num.sig
}
if(sum(con^2)>0){
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
avec<-.05/c(11:ncon)
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01)dvec<-alpha/c(1:ncon)
if(nrow(con)!=length(x)){
stop("The number of groups does not match the number of contrast coefficients.")
}
dimnames(test)<-list(NULL,c("con.num","test","p.value","crit.p.value","se"))
df<-length(x[[1]])-1
if(!mop)w<-covmmed(x,q=q)
if(mop)w<-bootcov(x,nboot=nboot,pr=FALSE)
psihat[d,1]<-d
cvec<-as.matrix(con[,d])
sejk<-sqrt(t(cvec)%*%w%*%cvec)
test[d,1]<-d
test[d,3]<-2*(1-pt(abs(test[d,2]),df))
test[d,5]<-sejk
}
temp1<-test[,3]
temp2<-order(0-temp1)
zvec<-dvec[1:ncon]
test[temp2,4]<-zvec
psihat[,3]<-psihat[,2]-qt(1-test[,4]/2,df)*test[,5]
psihat[,4]<-psihat[,2]+qt(1-test[,4]/2,df)*test[,5]
num.sig<-sum(test[,3]<=test[,4])
}
list(test=test,psihat=psihat,num.sig=num.sig)
}
mwwmcp<-function(J,K,x,grp=c(1:p),p=J*K,q=.5,bop=FALSE,alpha=.05,nboot=100,
SEED=TRUE){
#
# For a J by K anova using quantiles with
# repeated measures on both factors,
# Perform all multiple comparisons for main effects
# and interactions.
#
# q=.5 by default meaning medians are compared
# bop=F means bootstrap option not used;
# with bop=T, function uses usual medians rather
# rather than a single order statistic to estimate median
# in conjunction with a bootstrap estimate of covariances
# among sample medians.
#
# data stored in a matrix or in list mode.
# When in list mode data[[1]] contains the data
#
# using grp
#
Qa<-NA
Qab<-NA
if(is.list(x))x<-elimna(matl(x))
if(is.matrix(x))x<-elimna(x)
data<-x
if(is.matrix(data))data<-listm(data)
print(p)
print("The number of groups stored in x is")
print(length(data))
}
tmeans<-0
# Create the three contrast matrices
#
Ja<-(J^2-J)/2
Ka<-(K^2-K)/2
JK<-J*K
conA<-matrix(0,nrow=JK,ncol=Ja)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
ic<-ic+1
mat<-matrix(0,nrow=J,ncol=K)
mat[j,]<-1
mat[jj,]<-0-1
conA[,ic]<-t(mat)
}}}
conB<-matrix(0,nrow=JK,ncol=Ka)
ic<-0
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
mat[,k]<-1
mat[,kk]<-0-1
conB[,ic]<-t(mat)
}}}
conAB<-matrix(0,nrow=JK,ncol=Ka*Ja)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
mat[j,k]<-1
mat[j,kk]<-0-1
mat[jj,k]<-0-1
mat[jj,kk]<-1
}
conAB[,ic]<-t(mat)
}}}}}
Qa<-lincdm(x,con=conA,alpha=alpha,mop=bop,nboot=nboot,SEED=SEED)
Qb<-lincdm(x,con=conB,alpha=alpha,mop=bop,nboot=nboot,SEED=SEED)
Qab<-lincdm(x,con=conAB,alpha=alpha,mop=bop,nboot=nboot,SEED=SEED)
list(Qa=Qa,Qb=Qb,Qab=Qab)
}
lincdtr<-function(x,con=0,alpha=.05,tr=.2){
#
# A heteroscedastic test of d linear contrasts among
# dependent groups using trimmed means.
#
#
#
# con contains contrast coefficients,
# con=0 means all pairwise comparisons are used
#
#
#
if(is.list(x)){
x<-matl(x)
x<-elimna(x)
}
con<-as.matrix(con)
J<-length(x)
h<-length(x[[1]])
for(j in 1:J){
xbar[j]<-mean(x[[j]],tr=tr)
}
if(sum(con^2)==0){
temp<-rmmcp(x,alpha=alpha,tr=tr,dif=FALSE)
test<-temp$test
psihat<-temp$psihat
num.sig<-temp$num.sig
}
if(sum(con^2)>0){
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
}
dimnames(test)<-list(NULL,c("con.num","test","p.value","crit.p.value","se"))
df<-length(x[[1]])-1
w<-covmtrim(x,tr=tr)
psihat[d,1]<-d
test[d,1]<-d
test[d,3]<-2*(1-pt(abs(test[d,2]),df))
test[d,5]<-sejk
}
temp1<-test[,3]
zvec<-dvec[1:ncon]
test[temp2,4]<-zvec
}
}
sintv2<-function(x,y=NULL,alpha=.05,nullval=0,null.value=NULL,pr=TRUE){
#
# Compute a 1-alpha confidence interval for the median using
# the Hettmansperger-Sheather interpolation method.
# (See section 4.5.2.)
#
#
# If y is not null, the function uses x-y, as might be done when comparing
dependent variables.
#
if(!is.null(y))x=x-y
x=elimna(x)
if(!is.null(null.value))nullval=null.value
if(pr){
if(sum(duplicated(x)>0))print("Duplicate values detected; hdpb might have more
power")
}
ci<-sint(x,alpha=alpha,pr=FALSE)
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-sint(x,alpha=alph[i],pr=FALSE)
if(chkit[1]>nullval || chkit[2]<nullval)break
}
p.value<-irem/100
if(p.value<=.01){
iup<-(irem+1)/100
alph<-seq(.001,iup,.001)
for(i in 1:length(alph)){
p.value<-alph[i]
if(is.na(chkit[1]))break
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
list(median=median(elimna(x)),n=length(elimna(x)),ci.low=ci[1],ci.up=ci[2],p.value=
p.value)
}
qdmcp<-function(x,alpha = 0.05,bop=FALSE,nboot=100,pr=TRUE,q=.5,SEED=TRUE){
#
# For dependent groups,
# Perform all pairwise comparisons
# using quantiles estimated with a single order statistic.
# FWE controlled with Rom's method
#
if(!is.matrix(x))x<-matl(x)
if(!is.matrix(x))stop("Data must be stored in a matrix or in list mode.")
J<-ncol(x)
x<-elimna(x) # Remove missing values
df<-nrow(x)-1
nval<-nrow(x)
for(j in 1: J){
if(!bop)xbar[j]<-qest(x[,j],q=q)
if(bop)xbar[j]<-median(x[,j])
}
CC<-(J^2-J)/2
ncon<-CC
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
dimnames(test)<-list(NULL,c("Group","Group","test","p-value","p.crit","se"))
if(bop)se.val<-bootdse(x,nboot=nboot,pr=pr)
temp1<-0
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
if(!bop)temp<-qdtest(x[,j],x[,k],q=q,bop=bop)
if(bop)temp<-qdtest(x[,j],x[,k],se.val=se.val[jcom])
sejk<-temp$se
test[jcom,6]<-sejk
test[jcom,3]<-temp$test.stat
test[jcom,4]<-temp$p.value
if(length(x[,j])<20)test[jcom,4]<-mrm1way(x[,c(j,k)],q=q,SEED=SEED)$p.value
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
}}}
temp1<-test[,4]
zvec<-dvec[1:ncon]
test[temp2,5]<-zvec
}
qdmcpdif<-function(x, con = 0,alpha = 0.05){

#
# MCP with medians on difference scores
#
con<-as.matrix(con)
J<-ncol(x)
nval<-nrow(x)
h1<-nrow(x)
df<-h1-1
if(sum(con^2)==0)CC<-(J^2-J)/2
ncon<-CC
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(sum(con^2)==0){
dimnames(test)<-list(NULL,c("Group","Group","p-value","p.crit","se"))
temp1<-0
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
dv<-x[,j]-x[,k]
test[jcom,5]<-msmedse(dv)
temp<-sintv2(dv,alpha=alpha/CC)
temp1[jcom]<-temp$p.value
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
psihat[jcom,3]<-median(dv)
psihat[jcom,4]<-temp$ci.low
psihat[jcom,5]<-temp$ci.up
}}}
zvec<-dvec[1:ncon]
sigvec<-(test[temp2]>=zvec)
if(sum(sigvec)<ncon){
dd<-ncon-sum(sigvec) #number that are sig.
ddd<-sum(sigvec)+1
zvec[ddd:ncon]<-dvec[ddd]
}
test[temp2,4]<-zvec
}
if(sum(con^2)>0){
if(nrow(con)!=ncol(x))print("WARNING: The number of groups does not match the
number of contrast coefficients.")
ncon<-ncol(con)
dimnames(test)<-list(NULL,c("con.num","sig","crit.sig","se"))
temp1<-NA
psihat[d,1]<-d
for(j in 1:J){
if(j==1)dval<-con[j,d]*x[,j]
if(j>1)dval<-dval+con[j,d]*x[,j]
}
temp3<-sintv2(dval)
temp1[d]<-temp3$p.value
test[d,1]<-d
test[d,4]<-msmedse(dval)
psihat[d,2]<-median(dval)
psihat[d,3]<-temp3$ci.low
psihat[d,4]<-temp3$ci.up
}
test[,2]<-temp1
zvec<-dvec[1:ncon]
print(c(ncon,zvec))
sigvec<-(test[temp2,2]>=zvec)
ddd<-sum(sigvec)+1
}
test[temp2,3]<-zvec
}
if(sum(con^2)==0)num.sig<-sum(psihat[,4]>0)+ sum(psihat[,5]<0)
if(sum(con^2)>0)num.sig<-sum(psihat[,3]>0)+ sum(psihat[,4]<0)
list(test=test,psihat=psihat,con=con,num.sig=num.sig)
}
l2dci<-function(x,y,est=median,alpha=.05,nboot=2000,SEED=TRUE,pr=TRUE,...){
#
# Compute a bootstrap confidence interval for a
# measure of location associated with
# the distribution of x-y, where x and y are possibly dependent.
# est indicates which measure of location will be used
#
# Function returns confidence interval, p-value and estimate
# of square standard error of the estimator used.
#
bvec<-NA
for(i in 1:nboot)bvec[i]<-loc2dif(datax[i,],datay[i,],est=est)
bvec<-sort(bvec)
up<-nboot-low
se<-var(bvec)
list(ci=c(bvec[low],bvec[up]),p.value=sig.level,sq.se=se)
}
qdec2ci<-function(x,y=NA,nboot=500,alpha=.05,pr=FALSE,SEED=TRUE,plotit=TRUE){
#
# Compare the deciles of two dependent groups
# with quantiles estimated with a single order statistic
#
# x: can be a matrix with two columns in which case
# y is ignored.
#
if(SEED)set.seed(2)
if(is.na(y[1])){
y<-x[,2]
x<-x[,1]
}
x=xy[,1]
y=xy[,2]
if(sum(duplicated(x))>0)stop('Tied values detected, use Dqcomhd')
if(sum(duplicated(y))>0)stop('Tied values detected, use Dqcomhd')
bvec<-matrix(NA,nrow=nboot,ncol=9)
if(pr)print("Taking bootstrap samples. Please Wait.")
for(i in 1:nboot)bvec[i,]<-qdec(x[data[i,]])-qdec(y[data[i,]])
pval<-NA
m<-matrix(0,9,5)
dimnames(m)<-list(NULL,c("lower","upper","Delta.hat","p.values",'p.crit'))
crit <- alpha/2
icl <- round(crit * nboot) + 1
icu <- nboot - icl
for(i in 1:9){
pval[i]<-(sum(bvec[,i]<0)+.5*sum(bvec[,i]==0))/nboot
pval[i]<-2*min(pval[i],1-pval[i])
temp<-sort(bvec[,i])
m[i,1]<-temp[icl]
m[i,2]<-temp[icu]
}
m[,3]<-qdec(x)-qdec(y)
m[,4]<-pval
temp=order(pval,decreasing=TRUE)
zvec=alpha/c(1:9)
m[temp,5]=zvec
if(plotit){
xaxis<-c(qdec(x),qdec(x))
par(pch="+")
yaxis<-c(m[,1],m[,2])
plot(xaxis,yaxis,ylab="delta",xlab="x (first group)")
par(pch="*")
points(qdec(x),m[,3])
}
m
}
ancovam<-function(x1,y1,x2,y2,fr1=1,fr2=1,alpha=.05,plotit=TRUE,pts=NA,sm=FALSE,
pr=TRUE){
#
# No parametric assumption is made about the form of
# the regression lines--a running interval smoother is used.
#
# This function is designed specifically for
# MEDIANS
#
#
if(pr){
print("NOTE: Confidence intervals are adjusted to control the probability")
print("of at least one Type I error.")
print("But p-values are not")
}
if(is.na(pts[1])){
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,9)
dimnames(mat)<-
list(NULL,c("X","n1","n2","DIF","TEST","se","ci.low","ci.hi","p.value"))
critv<-NA
if(alpha==.05)critv<-smmcrit(500,5)
if(alpha==.01)critv<-smmcrit01(500,5)
if(is.na(critv))critv<-smmval(rep(999,5),alpha=alpha)
for (i in 1:5){
g1<-y1[near(x1,x1[isub[i]],fr1)]
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
test<-msmed(g1,g2)
mat[i,4]<-median(g1)-median(g2)
mat[i,5]<-test$test[3]
cilow<-mat[i,4]-critv*mat[i,6]
cihi<-mat[i,4]+critv*mat[i,6]
mat[i,7]<-cilow
mat[i,8]<-cihi
}}
if(!is.na(pts[1])){
n1<-1
n2<-1
vecn<-1
}
"p.value"))
critv<-NA
if(length(pts)>=2){
if(alpha==.05)critv<-smmcrit(500,length(pts))
if(alpha==.01)critv<-smmcrit01(500,length(pts))
if(is.na(critv))critv<-smmval(rep(999,length(pts)),alpha=alpha)
}
if(length(pts)==1)critv<-qnorm(1-alpha/2)
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
test<-msmed(g1,g2)
mat[i,1]<-pts[i]
if(length(g1)<=5)print(paste("Warning, there are",length(g1)," points corresponding
to the design point X=",pts[i]))
mat[i,4]<-median(g1)-median(g2)
cilow<-mat[i,4]-critv*mat[i,6]
cihi<-mat[i,4]+critv*mat[i,6]
mat[i,7]<-cilow
mat[i,8]<-cihi
}}
if(plotit)
runmean2g(x1,y1,x2,y2,fr=fr1,est=median,sm=sm)
list(output=mat,crit=critv)
}
modgen<-function(p,adz=FALSE){
#
# Used by regpre to generate all models
# p=number of predictors
# adz=T, will add the model where only a measure
# of location is used.
#
#
model<-list()
if(p>5)stop("Current version is limited to 5 predictors")
if(p==1)model[[1]]<-1
if(p==2){
model[[1]]<-1
model[[2]]<-2
model[[3]]<-c(1,2)
}
if(p==3){
for(i in 1:3)model[[i]]<-i
model[[4]]<-c(1,2)
model[[5]]<-c(1,3)
model[[6]]<-c(2,3)
model[[7]]<-c(1,2,3)
}
if(p==4){
model[[5]]<-c(1,2)
model[[6]]<-c(1,3)
model[[7]]<-c(1,4)
model[[8]]<-c(2,3)
model[[9]]<-c(2,4)
model[[10]]<-c(3,4)
model[[11]]<-c(1,2,3)
model[[12]]<-c(1,2,4)
model[[13]]<-c(1,3,4)
model[[14]]<-c(2,3,4)
model[[15]]<-c(1,2,3,4)
}
if(p==5){
model[[6]]<-c(1,2)
model[[7]]<-c(1,3)
model[[8]]<-c(1,4)
model[[9]]<-c(1,5)
model[[10]]<-c(2,3)
model[[11]]<-c(2,4)
model[[12]]<-c(2,5)
model[[13]]<-c(3,4)
model[[14]]<-c(3,5)
model[[15]]<-c(4,5)
model[[16]]<-c(1,2,3)
model[[17]]<-c(1,2,4)
model[[18]]<-c(1,2,5)
model[[19]]<-c(1,3,4)
model[[20]]<-c(1,3,5)
model[[21]]<-c(1,4,5)
model[[22]]<-c(2,3,4)
model[[23]]<-c(2,3,5)
model[[24]]<-c(2,4,5)
model[[25]]<-c(3,4,5)
model[[26]]<-c(1,2,3,4)
model[[27]]<-c(1,2,3,5)
model[[28]]<-c(1,2,4,5)
model[[29]]<-c(1,3,4,5)
model[[30]]<-c(2,3,4,5)
model[[31]]<-c(1,2,3,4,5)
}
if(adz){
ic<-length(model)+1
model[[ic]]<-0
}
model
}
locpre<-
function(y,est=mean,error=sqfun,nboot=100,SEED=TRUE,pr=TRUE,mval=round(5*log(length
(y)))){
#
# Estimate the prediction error using a measure of location
# given by the argument
# est
#
# The .632 method is used.
#
# Prediction error is the expected value of the function error.
# The argument error defaults to squared error.
#
# est can be any R function that returns a measure of location
#
# The default value for mval, the number of observations to resample
# for each of the B bootstrap samples is based on results by
# Shao (JASA, 1996, 655-665). (Resampling n vectors of observations
# model selection may not lead to the correct model as n->infinity.
#
data<-matrix(sample(length(y),size=mval*nboot,replace=TRUE),nrow=nboot)
bid<-apply(data,1,idb,length(y))
# bid is an n by nboot matrix. If the jth bootstrap sample from
# 1, ..., mval contains the value i, bid[i,j]=0; otherwise bid[i,j]=1
#
yhat<-apply(data,1,locpres1,y,est=est)
# yhat is nboot vector
# containing the bootstrap estimates
#
yhat<-matrix(yhat,nrow=length(y),ncol=nboot) # convert to n x nboot matrix
temp<-(bid*(yhat-y))
diff<-apply(temp,1,error)
ep0<-sum(diff/bi)/length(y)
aperror<-error(y-est(y))/length(y) # apparent error
val<-.368*aperror+.632*ep0
val
}
locpres1<-function(isub,x,est){
#
# Compute a measure of location x[isub]
# isub is a vector of length mval,
# 1, 2, 3, ..., n
#
# mval is the sample size
# of the bootstrap sample, where mval<n is used to get
# consistency when choosing the correct model.

#
regboot<-est(x[isub])
regboot
}
med1way<-function(x,grp=NA,alpha=.05,crit=NA,iter=5000,SEED=TRUE,pr=TRUE){
#
# A heteroscedastic one-way ANOVA for medians.
#
# If
# crit=NA, an appropriate critical value is determined
# for the alpha value specified and
# a p-value is returned. This is done via a simulation assuming normality.
# iter: the number of replications in the simulation.
#
# If a value for crit is specified, it is used as the critical
# value, but no p-value is reported. Specifying a value for
# crit reduces execution time.
# With crit=NA, the critical value is a function of the sample
# sizes and is determined by calling the function med1way.crit.
#
#
#
if(is.matrix(x)){
y<-list()
for(j in 1:ncol(x))y[[j]]<-x[,j]
x<-y
}
if(is.na(sum(grp[1])))grp<-c(1:length(x))
if(!is.list(x))stop("Data are not stored in a matrix or in list mode.")
n<-vector("numeric",J)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
w[j]<-1/msmedse(x[[grp[j]]])^2
n[j]<-length(x[[grp[j]]])
}
pval<-NA
u<-sum(w)
xtil<-sum(w*xbar)/u
TEST<-sum(w*(xbar-xtil)^2)/(J-1)
if(is.na(crit)){
temp<-med1way.crit(n,alpha,SEED=SEED,iter=iter,TEST=TEST)
crit.val<-temp$crit.val
}
if(!is.na(crit))crit.val<-crit
list(TEST=TEST,crit.val=crit.val,p.value=temp$p.value)
}
med1way.crit<-function(n,alpha=.05,iter=1000,TEST=NA,SEED=TRUE){
#
# Determine the critical value for the function
# med1way, assuming normality, based on the sample
# sizes in n.
#
J<-length(n)
x<-list()
if(SEED)set.seed(2)
chk<-NA
grp<-c(1:J)
for (it in 1:iter){
for(j in 1:J){
x[[j]]<-rnorm(n[j])
w[j]<-1/msmedse(x[[grp[j]]])^2
n[j]<-length(x[[grp[j]]])
}
u<-sum(w)
xtil<-sum(w*xbar)/u
chk[it]<-sum(w*(xbar-xtil)^2)/(J-1)
}
chk<-sort(chk)
iv<-round((1-alpha)*iter)
crit.val<-chk[iv]
pval<-NA
if(!is.na(TEST))pval<-sum((TEST<=chk))/iter
list(crit.val=crit.val,p.value=pval)
}
bpmed<-function(x,con=0,alpha=.05){
#
con<-as.matrix(con)
J<-length(x)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
w[j]<-bpmedse(x[[j]])^2 # Squared standard error.
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
dimnames(test)<-list(NULL,c("Group","Group","test","crit","se"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
crit<-NA
if(CC>1){
if(alpha==.05)crit<-smmcrit(500,CC)
if(alpha==.01)crit<-smmcrit01(500,CC)
if(is.na(crit))warning("Can only be used with alpha=.05 or .01")
}
test[jcom,4]<-crit
}}}}
if(sum(con^2)>0){
dimnames(test)<-list(NULL,c("con.num","test","crit","se","df"))
psihat[d,1]<-d
test[d,1]<-d
crit<-NA
if(alpha==.05)crit<-smmcrit(500,ncol(con))
if(alpha==.01)crit<-smmcrit01(500,ncol(con))
test[d,3]<-crit
test[d,4]<-sejk
}}
}
bpmedse<-function(x){
#
# compute standard error of the median using method
# recommended by Price and Bonett (2001)
#
y<-sort(x)
n<-length(x)
av<-round((n+1)/2-sqrt(n))
if(av==0)av<-1
avm<-av-1
astar<-pbinom(avm,n,.5) #alpha*/2
zval<-qnorm(1-astar)
top<-n-av+1
sqse<-((y[top]-y[av])/(2*zval))^2 # The sq. standard error
se<-sqrt(sqse)
se
}
exmed<-function(x,y=NA,con=0,alpha=.05,iter=1000,se.fun=bpmedse,SEED=TRUE){
#
# Test a set of linear contrasts using medians
#
# Get exact control over type I errors under normality, provided
# iter is sufficietly large.
# iter determines number of replications used in a simulation
# to determine critical value.
#
# se.fun indicates method used to estimate standard errors.
# default is the method used by Bonett and Price (2002)
# To use the McKean-Shrader method,
# set se.fun=msmedse
#
#
#
#
# Function returns the critical value used so that FWE=alpha
# (under the column crit)
# p-values are determined for each test but are not adjusted so
# that FWE=alpha.
# The confidence intervals are adjusted so that the simultaneous
# probability coverage is 1-alpha.
#
if(!is.na(y[1])){
xx<-list()
xx[[1]]<-x
xx[[2]]<-y
if(is.matrix(x) || is.list(x))stop("When y is speficied, x should not have list
mode or be a matrix")
x<-xx
}
con<-as.matrix(con)
J<-length(x)
nval<-vector("numeric",J)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
nval[j]<-length(x[[j]])
# w[j]<-msmedse(x[[j]])^2
w[j]<-se.fun(x[[j]])^2
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
dimnames(test)<-list(NULL,c("Group","Group","test","crit","se","p.value"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
# Next determine p-value for each individual test
temp<-msmedsub(c(nval[j],nval[k]),se.fun=se.fun,SEED=SEED,iter=iter)
test[jcom,6]<-sum((test[jcom,3]<=temp))/iter
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
# Determine critical value for controlling FWE
temp<-msmedsub(nval,se.fun=se.fun,SEED=SEED,iter=iter)
ic<-round((1-alpha)*iter)
crit<-temp[ic]
test[jcom,4]<-crit
}}}}
if(sum(con^2)>0){
dimnames(test)<-list(NULL,c("con.num","test","crit","se","p.value"))
# Determine critical value that controls FWE
temp<-msmedsub(nval,con=con,se.fun=se.fun,SEED=SEED,iter=iter)
ic<-round((1-alpha)*iter)
crit<-temp[ic]
flag<-(con[,d]==0)
nvec<-nval[!flag]
psihat[d,1]<-d
test[d,1]<-d
# Determine p-value for individual (dth) test
temp<-msmedsub(nvec,iter=iter,se.fun=se.fun,SEED=SEED)
test[d,3]<-crit
test[d,4]<-sejk
test[d,5]<-sum(abs((test[d,2])<=temp))/iter
}}
}
msmedsub<-function(n,con=0,alpha=.05,se.fun=bpmedse,iter=1000,SEED=TRUE){
#
# Determine a Studentized critical value, assuming normality
# and homoscedasticity, for the function msmedv2
#
# Goal: Test a set of linear contrasts using medians
#
#
#
if(SEED)set.seed(2)
con<-as.matrix(con)
J<-length(n)
x<-list()
test<-NA
testmax<-NA
for (it in 1:iter){
for(j in 1:J){
x[[j]]<-rnorm(n[j])
w[j]<-se.fun(x[[j]])^2
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom]<-abs(xbar[j]-xbar[k])/sqrt(w[j]+w[k])
}}}}
if(sum(con^2)>0){
test[d]<-sum(con[,d]*xbar)/sejk
}}
testmax[it]<-max(abs(test))
}
testmax<-sort(testmax)
testmax
}
cnorm<-function(n,epsilon=.1,k=10){
#
# generate n observations from a contaminated normal
# distribution
# probability 1-epsilon from a standard normal
# probability epsilon from normal with mean 0 and standard deviation k
#
if(epsilon>1)stop("epsilon must be less than or equal to 1")
if(epsilon<0)stop("epsilon must be greater than or equal to 0")
if(k<=0)stop("k must be greater than 0")
val<-rnorm(n)
uval<-runif(n)
flag<-(uval<=1-epsilon)
val[!flag]<-k*val[!flag]
val
}
twwmcp<-function(J,K,x,grp=c(1:p),p=J*K,tr=.2,alpha=.05,dif=FALSE){
#
# For a J by K anova using quantiles with
# repeated measures on both factors,
# Perform all multiple comparisons for main effects
# and interactions.
#
# tr=.2. default trimming
# bop=F means bootstrap option not used;
# with bop=T, function uses usual medians rather
# rather than a single order statistic to estimate median
# in conjunction with bootstrap estimate of covariances
# among the sample medians.
#
# When in list mode data[[1]] contains the data
#
# using grp
#
Qa<-NA
Qab<-NA
data<-x
print(p)
print(length(data))
}
tmeans<-0
temp<-con2way(J,K) # contrasts matrices stored in temp
Qa<-rmmcp(x,con=temp$conA,alpha=alpha,dif=dif,tr=tr)
Qb<-rmmcp(x,con=temp$conB,alpha=alpha,dif=dif,tr=tr)
Qab<-rmmcp(x,con=temp$conAB,alpha=alpha,dif=dif,tr=tr)
list(Qa=Qa,Qb=Qb,Qab=Qab)
}
medpb<-function(x,alpha=.05,nboot=NA,grp=NA,est=median,con=0,bhop=FALSE,
SEED=TRUE,...){
#
# Multiple comparisons for J independent groups using medians.
#
# A percentile bootstrap method is used. FWE is controlled with Rom's method.
#
# The data are assumed to be stored in x
# which either has list mode or is a matrix. In the first case
# for the second group, etc. Length(x)=the number of groups = J.
# If stored in a matrix, the columns of the matrix correspond
# to groups.
#
# est is the measure of location and defaults to the median
# ... can be used to set optional arguments associated with est
#
# The argument grp can be used to analyze a subset of the groups
# Example: grp=c(1,3,5) would compare groups 1, 3 and 5.
#
#
# con can be used to specify linear contrasts; see the function lincon
#
# Missing values are allowed.
#
con<-as.matrix(con)
if(!is.list(x))stop("Data must be stored in list mode or in matrix mode.")
if(!is.na(sum(grp))){ # Only analyze specified groups.
xx<-list()
for(i in 1:length(grp))xx[[i]]<-x[[grp[i]]]
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
temp<-temp[!is.na(temp)] # Remove missing values.
tempn[j]<-length(temp)
x[[j]]<-temp
mvec[j]<-est(temp,...)
}
Jm<-J-1
#
# Determine contrast matrix
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
con<-matrix(0,J,ncon)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
dvec<-alpha/c(1:ncon)
if(nrow(con)!=J)stop("Something is wrong with con; the number of rows does not
match the number of groups.")
# Determine nboot if a value was not specified
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
# Determine critical values
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
if(bhop)dvec<-(ncon-c(1:ncon)+1)*alpha/ncon
bvec<-matrix(NA,nrow=J,ncol=nboot)
for(j in 1:J){
#print(paste("Working on group ",j))
data<-matrix(sample(x[[j]],size=length(x[[j]])*nboot,replace=TRUE),nrow=nboot)
bvec[j,]<-apply(data,1,est,...) # Bootstrapped values for jth group
}
test<-NA
bcon<-t(con)%*%bvec #ncon by nboot matrix
tvec<-t(con)%*%mvec
for (d in 1:ncon){
tv<-sum(bcon[d,]==0)/nboot
test[d]<-sum(bcon[d,]>0)/nboot+.5*tv
if(test[d]> .5)test[d]<-1-test[d]
}
test<-2*test
output<-matrix(0,ncon,6)
dimnames(output)<-
list(NULL,c("con.num","psihat","p.value","p.crit","ci.lower","ci.upper"))
temp2<-order(0-test)
zvec<-dvec[1:ncon]
output[temp2,4]<-zvec
icl<-round(dvec[ncon]*nboot/2)+1
icu<-nboot-icl-1
output[ic,2]<-tvec[ic,]
output[ic,1]<-ic
output[ic,3]<-test[ic]
temp<-sort(bcon[ic,])
output[ic,5]<-temp[icl]
output[ic,6]<-temp[icu]
}
num.sig<-sum(output[,3]<=output[,4])
list(output=output,con=con,num.sig=num.sig)
}
medmcp=medpb
rbbinom<-function(n,nbin,r,s){
#
# Generate n values from a beta-binomial,
# r and s are the parameters of the beta distribution.
# nbin is for the binomial distribution, i.e., sample space=c(0:nbin)
#
x<-NA
for(i in 1:n){
pval<-rbeta(1,r,s)
x[i]<-rbinom(1,nbin,pval)
}
x
}
med2g<-function(x,y,alpha=.05,nboot=2000,SEED=TRUE,...){
#
# Compare medians of two independent groups using percentile bootstrap
#
#
x<-elimna(x)
y<-elimna(y)
mvec<-NA
mvec[1]<-median(x)
mvec[2]<-median(y)
bvec<-NA
datay<-matrix(sample(y,size=length(x)*nboot,replace=TRUE),nrow=nboot)
bvec1<-apply(datax,1,median) # Bootstrapped values for jth group
bvec2<-apply(datay,1,median) # Bootstrapped values for jth group
test<-sum((bvec1>bvec2))/nboot
tv<-sum(bvec1==bvec2)/nboot
test<-test+.5*tv
if(test> .5)test<-1-test
test<-2*test
dvec<-sort(bvec1-bvec2)
icl<-round(alpha*nboot/2)+1
icu<-nboot-icl-1
cilow<-dvec[icl]
ciup<-dvec[icu]
list(p.value=test,est.1=mvec[1],est.2=mvec[2],est.dif=mvec[1]-
mvec[2],ci.low=cilow,ci.up=ciup)
}
twobinom<-
y)),x=NA,y=NA,alpha=.05){
#
# Test the hypothesis that two independent binomials have equal
# probability of success using the Storer--Kim method.
#
#
n1p<-n1+1
n2p<-n2+1
n1m<-n1-1
n2m<-n2-1
chk<-abs(r1/n1-r2/n2)
x<-c(0:n1)/n1
y<-c(0:n2)/n2
phat<-(r1+r2)/(n1+n2)
m1<-outer(x,y,"-")
m2<-matrix(1,n1p,n2p)
flag<-(abs(m1)>=chk)
m3<-m2*flag
b1<-1
b2<-1
xv<-c(1:n1)
yv<-c(1:n2)
xv1<-n1-xv+1
yv1<-n2-yv+1
dis1<-c(1,pbeta(phat,xv,xv1))
dis2<-c(1,pbeta(phat,yv,yv1))
pd1<-NA
pd2<-NA
for(i in 1:n1)pd1[i]<-dis1[i]-dis1[i+1]
for(i in 1:n2)pd2[i]<-dis2[i]-dis2[i+1]
pd1[n1p]<-phat^n1
pd2[n2p]<-phat^n2
m4<-outer(pd1,pd2,"*")
test<-sum(m3*m4)
list(p.value=test,p1=r1/n1,p2=r2/n2,est.dif=r1/n1-r2/n2)
}
lband.fun<-function(x,y,crit){
#
# function used to determine probability of type I error given crit
#
pi<-gamma(.5)^2
xr<-rank(x)
yr<-rank(y)
temp<-apply(cbind(xr,yr),1,max)
n<-length(x)
fj<-NA
for(i in 1:n)fj[i]<-sum(temp==i)
v1<-NA
for(j in 1:n)v1[j]<-(j-sum(fj[1:j]))/n
psi<-rep(0,n)
for(j in 1:n){
if(v1[j]>0)psi[j]<-crit*exp(0-crit^2/(2*v1[j]))/sqrt(2*pi*v1[j]^3)
}
res<-mean(fj*psi)
res
}
lband.fun2<-function(m,crit,alpha=.05){
x<-m[,1]
y<-m[,2]
val<-abs(alpha-lband.fun(x,y,crit))
val
}
qdec<-function(x){
#
# compute deciles using single order statistics
# (function deciles uses Harrell-Davis estimator)
#
vals<-NA
for(i in 1:9){
vals[i]<-qest(x,i/10)
}
vals
}
m2way<-function(J,K,x,est=hd,alpha=.05,nboot=600,SEED=TRUE,grp=NA,pr=FALSE,...){
#
# Two-way ANOVA based on forming averages
#
# By default
# est=hd meaning that medians are used with the Harrell-Davis estimator.
#
# The data are assumed to be stored in x in list mode or in a matrix.
#
#
JK<-J*K
xcen<-list()
if(is.matrix(x))
x <- listm(x)
if(!is.list(x))
stop("Data must be stored in list mode or a matrix.")
if(!is.na(grp[1])) {
yy <- x
for(j in 1:length(grp))
x[[j]] <- yy[[grp[j]]]
}
for(j in 1:JK){
temp<-x[[j]]
x[[j]]<-temp
}
xx<-list()
mloc<-NA
for(i in 1:JK){
xx[[i]]<-x[[i]]
mloc[i]<-est(xx[[i]],...)
xcen[[i]]<-xx[[i]]-mloc[i]
}
x<-xx
mat<-matrix(mloc,nrow=J,ncol=K,byrow=TRUE)
leva<-apply(mat,1,mean) # J averages over columns
levb<-apply(mat,2,mean)
gm<-mean(levb)
testa<-sum((leva-mean(leva))^2)
testb<-sum((levb-mean(levb))^2)
testab<-NA
tempab<-matrix(NA,nrow=J,ncol=K)
for(j in 1:J){
for(k in 1:K){
tempab[j,k]<-mat[j,k]-leva[j]-levb[k]+gm
}}
testab<-sum(tempab^2)
bvec<-matrix(NA,nrow=JK,ncol=nboot)
for(j in 1:JK){
if(pr)print(paste("Working on group ",j))
data<-matrix(sample(xcen[[j]],size=length(xcen[[j]])*nboot,replace=TRUE),
nrow=nboot)
bvec[j,]<-apply(data,1,est,...) # JK by nboot matrix, jth row contains
# bootstrapped estimates for jth group
}
boota<-NA
bootb<-NA
bootab<-NA
for(i in 1:nboot){
mat<-matrix(bvec[,i],nrow=J,ncol=K,byrow=TRUE)
leva<-apply(mat,1,mean) # J averages over columns
levb<-apply(mat,2,mean)
gm<-mean(mat)
boota[i]<-sum((leva-mean(leva))^2)
bootb[i]<-sum((levb-mean(levb))^2)
for(j in 1:J){
for(k in 1:K){
tempab[j,k]<-mat[j,k]-leva[j]-levb[k]+gm
}}
bootab[i]<-sum(tempab^2)}
pvala<-1-sum(testa>=boota)/nboot
pvalb<-1-sum(testb>=bootb)/nboot
pvalab<-1-sum(testab>=bootab)/nboot
list(p.value.A=pvala,p.value.B=pvalb,p.value.AB=pvalab,
test.A=testa,test.B=testb,
test.AB=testab,est.loc=matrix(mloc,nrow=J,ncol=K,byrow=TRUE))
}
b1way<-function(x,est=onestep,nboot=599,SEED=TRUE,...){
#
# Test the hypothesis that J measures of location are equal
# using the percentile bootstrap method.
# By default, M-estimators are compared using 599 bootstrap samples.
#
#
#
if(!is.list(x))stop("Data must be stored in list mode or a matrix.")
J<-length(x)
for(j in 1:J)x[[j]]=elimna(x[[j]])
nval<-vector("numeric",length(x))
gest<-vector("numeric",length(x))
bvec<-matrix(0,J,nboot)
for(j in 1:J){
gest[j]<-est(x[[j]])
xcen<-x[[j]]-est(x[[j]],...)
bvec[j,]<-apply(data,1,est,...) # A J by nboot matrix
# containing the bootstrap values of est.
}
teststat<-wsumsq(gest,nval)
testb<-apply(bvec,2,wsumsq,nval)
p.value<-1 - sum(teststat >= testb)/nboot
if(teststat == 0)p.value <- 1
list(teststat=teststat,p.value=p.value)
}
lintest<-function(x,y,regfun=tsreg,nboot=500,alpha=.05,xout=FALSE,SEED=TRUE,
outfun=out,...){
#
# Stute et al. (1998, JASA, 93, 141-149).
#
if(SEED)set.seed(2)
#if(identical(regfun,Qreg))print('When using Qreg, be sure to include
res.vals=TRUE')
#if(identical(regfun,tshdreg))print('When using tshdreg, be sure to include
RES=TRUE')
#if(identical(regfun,MMreg))print('When using MMreg, be sure to include RES=TRUE')
# no longer necessary
x<-as.matrix(x)
d<-ncol(x)
x<-temp[,1:d]
x<-as.matrix(x)
y<-temp[,d+1]
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
}
}
}
#print("Taking bootstrap samples, please wait.")
rvalb<-apply(data,1,lintests1,yhat,reg$residuals,mflag,x,regfun,...)
wstat<-mean(rval^2)
}
tauloc<-function(x,cval=4.5){
#
# Compute the tau measure of location as described in
# Yohai and Zamar (JASA, 83, 406-413).
#
x<-elimna(x)
s<-qnorm(.75)*mad(x)
y<-(x-median(x))/s
W<-(1-(y/cval)^2)^2
flag<-(abs(W)>cval)
W[flag]<-0
val<-sum(W*x)/sum(W)
val
}
tauvar<-function(x,cval=3){
#
# Compute the tau measure of scale as described in
# Yohai and Zamar (JASA, 1988, 83, 406-413).
# The computational method is described in Maronna and Zamar
# (Technometrics, 2002, 44, 307-317)
# see p. 310
#
x<-elimna(x)
s<-qnorm(.75)*mad(x)
y<-(x-tauloc(x))/s
cvec<-rep(cval,length(x))
W<-apply(cbind(y^2,cvec^2),1,FUN="min")
val<-s^2*sum(W)/length(x)
val
}
gkcor<-function(x,y,varfun=tauvar,ccov=FALSE,...){
#
# Compute a correlation coefficient using the Gnanadesikan-Ketterning
# estimator.
# ccov=T, computes covariance instead.
# (cf. Marrona & Zomar, 2002, Technometrics
#
val<-.25*(varfun(x+y,...)-varfun(x-y,...))
if(!ccov)val<-val/(sqrt(varfun(x,...))*sqrt(varfun(y,...)))
val
}
covroc<-function(x){
#
# compute Rocke's TBS covariance matrix
#
library(robust)
temp<-covRob(x,estim="M")
val<-temp[2]$cov
val
}
indt<-function(x,y,nboot=500,flag=1,SEED=TRUE,pr=TRUE){
#
# Test the hypothesis of independence between x and y by
# testing the hypothesis that the regression surface is a horizontal plane.
# Stute et al. (1998, JASA, 93, 141-149).
#
# flag=1 gives Kolmogorov-Smirnov test statistic
# flag=2 gives the Cramer-von Mises test statistic
# flag=3 causes both test statistics to be reported.
#
# tr=0 results in the Cramer-von Mises test statistic when flag=2
# With tr>0, a trimmed version of the test statistic is used.
#
# Modified Dec 2005.
#
tr=0
#if(tr<0)stop("Amount trimmed must be > 0")
#if(tr>.5)stop("Amount trimmed must be <=.5")
if(SEED)set.seed(2)
x<-as.matrix(x)
temp <- cbind(x, y)
pval<-ncol(temp)-1
x <- temp[,1:pval]
y <- temp[, pval+1]
x<-as.matrix(x)
}
}
# ith row of mflag indicates which rows of the matrix x are less
# than or equal to ith row of x
#
yhat<-mean(y)
res<-y-yhat
if(pr)print("Taking bootstrap sample, please wait.")
data<-matrix(runif(length(y)*nboot),nrow=nboot)#
data<-(data-.5)*sqrt(12) # standardize the random numbers.
rvalb<-apply(data,1,regts1,yhat,res,mflag,x,tr)
wstatb<-apply(rvalb^2,2,mean,tr=tr)
rval<-regts1(v,yhat,res,mflag,x,tr=0)
dstat<-NA
wstat<-NA
critd<-NA
critw<-NA
p.vald<-NA
p.valw<-NA
if(flag==1 || flag==3){
p.vald<-1-sum(dstat>=dstatb)/nboot
}
wstat<-mean(rval^2,tr=tr)
p.valw<-1-sum(wstat>=wstatb)/nboot
}
list(dstat=dstat,wstat=wstat,p.value.d=p.vald,p.value.w=p.valw)
}
taulc<-function(x,mu.too=FALSE){
#
val<-tauvar(x)
if(mu.too){
val[2]<-val
val[1]<-tauloc(x)
}
val
}
trimww.sub<-function(cmat,vmean,vsqse,h,J,K){
#
# This function is used by trimww
#
# The function performs a variation of Johansen's test of C mu = 0 for
# a within by within design
# of unknown medians.
# vmean is a vector of length p containing the p medians
# vsqe is matrix containing the
# estimated covariances among the medians
# h is the sample size
#
p<-J*K
invc<-solve(test)
temp<-0
mtem<-vsqse%*%t(cmat)%*%invc%*%cmat
temp<-(sum(diag(mtem%*%mtem))+(sum(diag(mtem)))^2)/(h-1)
A<-.5*sum(temp)
test<-test/cval
test
}
trimww<-function(J,K,x,grp=c(1:p),p=J*K,tr=.2){
#
# Perform a J by K anova using trimmed means with
# repeated measures on both factors.
#
# tr=.2 is default trimming
#
#
# using grp
#
data<-x
print(p)
print(length(data))
}
tmeans<-0
h<-length(data[[grp[1]]])
v<-matrix(0,p,p)
for (i in 1:p)tmeans[i]<-mean(data[[grp[i]]],tr=tr,na.rm=TRUE)
v<-covmtrim(data,tr=tr)
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
#Qa<-johansp(cmat,tmeans,v,h,J,K)
Qa<-trimww.sub(cmat,tmeans,v,h,J,K)
#Qa.siglevel<-1-pf(Qa$teststat,J-1,999)
Qa.siglevel<-1-pf(Qa,J-1,999)
#Qb<-johansp(cmat,tmeans,v,h,J,K)
Qb<-trimww.sub(cmat,tmeans,v,h,J,K)
Qb.siglevel<-1-pf(Qb,K-1,999)
#Qab<-johansp(cmat,tmeans,v,h,J,K)
Qab<-trimww.sub(cmat,tmeans,v,h,J,K)
Qab.siglevel<-1-pf(Qab,(J-1)*(K-1),999)
list(Qa=Qa,Qa.siglevel=Qa.siglevel,
Qb=Qb,Qb.siglevel=Qb.siglevel,
Qab=Qab,Qab.siglevel=Qab.siglevel)
}
msmedci<-function(x,alpha=.05,nullval=0){
#
# Confidence interval for the median
#
se<-msmedse(x)
est<-median(x)
ci.low<-est-qnorm(1-alpha/2)*se
ci.hi<-est+qnorm(1-alpha/2)*se
test<-(est-nullval)/se
p.value<-2*(1-pnorm(abs(test)))
list(test=test,ci.low=ci.low,ci.hi=ci.hi,p.value=p.value,median=est)
}
medcipb<-function(x,alpha=.05,null.val=NA,nboot=500,SEED=TRUE,...){
#
# Bootstrap confidence interval for the median of single variable.
# The usual sample median is used. hdpb uses the Harrell--Davis estimator
#
x<-elimna(x)
est=median(x)
bvec<-apply(data,1,median) # Bootstrapped values
test<-NULL
if(!is.na(null.val)){
tv<-sum(bvec==null.val)/nboot
test<-sum(bvec>null.val)/nboot+.5*tv
if(test> .5)test<-1-test
test<-2*test
}
bvec<-sort(bvec)
icu<-nboot-icl-1
cilow<-bvec[icl]
ciup<-bvec[icu]
list(Est.=est,ci.low=cilow,ci.up=ciup,p.value=test)
}
regtest<-function(x,y,regfun=tsreg,nboot=600,alpha=.05,plotit=TRUE,
grp=c(1:ncol(x)),nullvec=c(rep(0,length(grp))),xout=FALSE,outfun=outpro,SEED=TRUE,p
r=TRUE,...){
#
# Test the hypothesis that q of the p predictors are equal to
# some specified constants. By default, the hypothesis is that all
# p predictors have a coefficient equal to zero.
# The method is based on a confidence ellipsoid.
# The critical value is determined with the percentile bootstrap method
# in conjunction with Mahalanobis distance.
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
if(pr)print("Default for outfun is now outpro")
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x<-as.matrix(x)
if(length(grp)!=length(nullvec))stop("The arguments grp and nullvec must have the
same length.")
bvec<-apply(data,1,regboot,x,y,regfun) # A p+1 by nboot matrix. The first row
grp<-grp+1 #Ignore the intercept.
est<-regfun(x,y)$coef
estsub<-est[grp]
bsub<-t(bvec[grp,])
if(length(grp)==1){
m1<-sum((bvec[grp,]-est)^2)/(length(y)-1)
dis<-(bsub-estsub)^2/m1
}
if(length(grp)>1){
mvec<-apply(bsub,2,FUN=mean)
m1<-var(t(t(bsub)-mvec+estsub))
dis<-mahalanobis(bsub,estsub,m1)
}
dis2<-order(dis)
dis<-sort(dis)
critn<-floor((1-alpha)*nboot)
crit<-dis[critn]
test<-mahalanobis(t(estsub),nullvec,m1)
sig.level<-1-sum(test>dis)/nboot
if(length(grp)==2 && plotit){
plot(bsub,xlab="Parameter 1",ylab="Parameter 2")
points(nullvec[1],nullvec[2],pch=0)
xx<-bsub[dis2[1:critn],]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
lines(xx[c(temp[1],temp[length(temp)]),])
}
list(test=test,crit=crit,p.value=sig.level,nullvec=nullvec,est=estsub,n=length(y))
}
reg2ci<-function(x,y,x1,y1,regfun=tsreg,nboot=599,alpha=.05,plotit=TRUE,SEED=TRUE,
xout=FALSE,outfun=outpro,xlab="X",ylab="Y",pr=FALSE,...){
#
# Compute a .95 confidence interval for the difference between the
# the intercepts and slopes corresponding to two independent groups.
# The default regression method is Theil-Sen.
#
# The predictor values for the first group are
# assumed to be in the n by p matrix x.
# The predictors for the second group are in x1
#
#
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
x1<-as.matrix(x1)
xx1<-cbind(x1,y1)
xx1<-elimna(xx1)
x1<-xx1[,1:ncol(x1)]
x1<-as.matrix(x1)
y1<-xx1[,ncol(x1)+1]
x=as.matrix(x)
x1=as.matrix(x1)
if(xout){
if(pr)print("outfun now defaults to outpro rather than out")
flag1=outfun(x,plotit=FALSE)$keep
flag2=outfun(x1,plotit=FALSE)$keep
x=x[flag1,]
y=y[flag1]
x1=x1[flag2,]
y1=y1[flag2]
}
n=length(y)
n[2]=length(y1)
x<-as.matrix(x)
x1<-as.matrix(x1)
est1=regfun(x,y,...)$coef
est2=regfun(x1,y1,...)$coef
bvec<-apply(data,1,regboot,x,y,regfun,xout=FALSE,...) # A p+1 by nboot matrix. The
first row
data<-matrix(sample(length(y1),size=length(y1)*nboot,replace=TRUE),nrow=nboot)
bvec1<-apply(data,1,regboot,x1,y1,regfun,xout=FALSE,...)
bvec<-bvec-bvec1
p1<-ncol(x)+1
regci<-matrix(0,p1,6)
dimnames(regci)<-list(NULL,
c("Parameter","ci.lower","ci.upper","p.value","Group 1","Group 2"))
ilow<-round((alpha/2)*nboot)+1
ihi<-nboot-(ilow-1)
for(i in 1:p1){
temp<-sum(bvec[i,]<0)/nboot+sum(bvec[i,]==0)/(2*nboot)
regci[i,4]<-2*min(temp,1-temp)
bsort<-sort(bvec[i,])
regci[i,2]<-bsort[ilow]
regci[i,3]<-bsort[ihi]
regci[,1]<-c(0:ncol(x))
}
regci[,5]=est1
regci[,6]=est2
if(ncol(x)==1 && plotit){
plot(c(x,x1),c(y,y1),type="n",xlab=xlab,ylab=ylab)
points(x,y)
abline(regfun(x,y,...)$coef)
}
list(n=n,output=regci)
}
anova1<-function(x){
#
# conventional one-way anova
#
if(is.matrix(x) || is.data.frame(x))x<-listm(x)
x=elimna(x)
A<-0
B<-0
C<-0
N<-0
N<-N+length(x[[j]])
A<-A+sum(x[[j]]^2)
B<-B+sum(x[[j]])
C<-C+(sum(x[[j]]))^2/length(x[[j]])
}
SST<-A-B^2/N
SSBG<-C-B^2/N
SSWG<-A-C
nu1<-length(x)-1
nu2<-N-length(x)
MSBG<-SSBG/nu1
MSWG<-SSWG/nu2
FVAL<-MSBG/MSWG
pvalue<-1-pf(FVAL,nu1,nu2)
list(F.test=FVAL,p.value=pvalue,df1=nu1,df2=nu2,MSBG=MSBG,MSWG=MSWG)
}
twodcor8<-function(x,y){
#
# the difference between two dependent
# goups.
#
#
# x is a matrix with two columns,
# y is a vector
# Goal: test equality of Pearson correlation for x1, y versus x2, y.
#
# For general use, twodcor10 is probably better,
# which calls this function and estimates an adjusted p-value.
#
X<-elimna(cbind(x,y))
Z1<-(X[,1]-mean(X[,1]))/sqrt(var(X[,1]))
temp<-cor.test(Z1-Z2,X[,3])
temp<-temp[3]$p.value
list(p.value=temp)
}
twodcor10<-function(x,y,nboot=500,SEED=TRUE,alpha=.05){
#
# goups.
#
# y is a vector
#
# This function uses an adjusted p-value, the adjustment
# being made assuming normality.
#
# nboot indicates how many samples from a normal distribution
# are used to approximate the adjustment.
#
# Simulations suggest that this fucntion
# continues to work well under non-normality.
#
if(SEED)set.seed(2)
if(ncol(X)!=3)stop("x should be a matrix with two columns")
n<-nrow(X)
cval<-cor(X)
nval<-(cval[1,3]+cval[2,3])/2
cmat<-bdiag(1,3,nval)
cmat[1,2]<-nval
cmat[2,1]<-nval
pval<-NA
for(i in 1:nboot){
d<-rmul(n,p=3,cmat=cmat)
pval[i]<-twodcor8(d[,1:2],d[,3])$p.value
}
pval<-sort(pval)
iv<-round(alpha*nboot)
est.p<-pval[iv]
adp<-alpha/est.p
test<-twodcor8(X[,1:2],X[,3])$p.value
p.value<-test*adp
if(p.value>1)p.value<-1
list(p.value=p.value)
}
matsplit<-function(m,coln=NULL){
#
# Column coln of matrix m is assumed to have a binary variable
# This functions removes rows with missing values
# and then splits m into two matrices based on the values
# in column coln
#
if(is.null(coln))stop("specify coln")
x<-m[,coln]
val<-unique(x)
if(length(val)>2)stop("More than two values detected in specified column")
flag<-(x==val[1])
m1<-m[flag,]
m2<-m[!flag,]
list(m1=m1,m2=m2)
}
tkmcp<-function(x,alpha=.05,ind.pval=TRUE){
#
# conventional Tukey-Kramer multiple comparison procedure
# for all pairiwise comparisons.
#
# ind.pval=T, computes p-value for each individual test
# ind.pval=F computes p-value based on controlling the
# familywise error rate. (The alpha level at which the
# Tukey-Kramer test would reject.)
#
J<-length(x)
A<-0
B<-0
C<-0
N<-0
for(j in 1:J){
N<-N+length(x[[j]])
A<-A+sum(x[[j]]^2)
B<-B+sum(x[[j]])
C<-C+(sum(x[[j]]))^2/length(x[[j]])
}
SST<-A-B^2/N
SSBG<-C-B^2/N
SSWG<-A-C
nu1<-length(x)-1
nu2<-N-length(x)
MSBG<-SSBG/nu1
MSWG<-SSWG/nu2
numcom<-length(x)*(length(x)-1)/2
output<-matrix(nrow=numcom,ncol=7)
dimnames(output)<-list(NULL,c("Group","Group","t.test","est.difference",
"ci.lower","ci.upper","p.value"))
ic<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-k
dif<-mean(x[[j]])-mean(x[[k]])
output[ic,3]<-abs(dif)/sqrt(MSWG*(1/length(x[[j]])+1/length(x[[k]]))/2)
output[ic,4]<-dif
crit<-qtukey(1-alpha,length(x),nu2)
output[ic,5]<-dif-crit*sqrt(MSWG*(1/length(x[[j]])+1/length(x[[k]]))/2)
output[ic,6]<-dif+crit*sqrt(MSWG*(1/length(x[[j]])+1/length(x[[k]]))/2)
if(!ind.pval)output[ic,7]<-1-ptukey(output[ic,3],length(x),nu2)
if(ind.pval)output[ic,7]<-2*(1-pt(output[ic,3],nu2))
}}}
output
}
lstest4<-function(vstar,yhat,res,x){
ystar <- yhat + res * vstar
p<-ncol(x)
pp<-p+1
vals<-t(as.matrix(lsfit(x,ystar)$coef[2:pp]))
sa<-lsfitNci4(x, ystar)$cov[-1, -1]
sai<-solve(sa)
test<-(vals)%*%sai%*%t(vals)
test<-test[1,1]
test
}
twodcor10<-function(x,y,nboot=500,SEED=TRUE,alpha=.05){
#
# goups.
#
# y is a vector
#
# This function uses an adjusted p-value, the adjustment
# being made assuming normality.
#
# nboot indicates how many samples from a normal distribution
# are used to approximate the adjustment.
#
# Simulations suggest that this fucntion
# continues to work well under non-normality.
#
if(SEED)set.seed(2)
if(ncol(X)!=3)stop("x should be a matrix with two columns")
n<-nrow(X)
cval<-cor(X)
nval<-(cval[1,3]+cval[2,3])/2
cmat<-bdiag(1,3,nval)
cmat[1,2]<-nval
cmat[2,1]<-nval
pval<-NA
for(i in 1:nboot){
d<-rmul(n,p=3,cmat=cmat)
pval[i]<-twodcor8(d[,1:2],d[,3])$p.value
}
pval<-sort(pval)
iv<-round(alpha*nboot)
est.p<-pval[iv]
adp<-alpha/est.p
test<-twodcor8(X[,1:2],X[,3])$p.value
p.value<-test*adp
if(p.value>1)p.value<-1
list(p.value=p.value)
}
twodcor8<-function(x,y){
#
# goups.
#
#
# y is a vector
#
# For general use, twodcor10 is probably better,
# which calls this function and estimates an adjusted p-value.
#
temp<-cor.test(Z1-Z2,X[,3])
temp<-temp[3]$p.value
list(p.value=temp)
}
lsfitNci4<-function(x,y,alpha=.05){
#
# Compute confidence for least squares
# recommended by Cribari-Neto (2004).
#
x<-as.matrix(x)
m<-cbind(x,y)
m<-elimna(m)
y<-m[,ncol(x)+1]
temp<-lsfit(x,y)
x<-cbind(rep(1,nrow(x)),m[,1:ncol(x)])
n<-length(h)
d<-(n*h)/sum(h)
for(i in 1:length(d)){
d[i]<-min(4, d[i])
}
hc4<-xtx%*%t(x)%*%diag(temp$res^2/(1-h)^d)%*%x%*%xtx
df<-nrow(x)-ncol(x)
al<-ncol(x)
for(j in 1:al){
ci[j,1]<-j
}
list(ci=ci,stand.errors=sqrt(diag(hc4)), cov=hc4)
}
hc4qtest<-function(x,y,k,nboot=500,SEED=TRUE){
#
# Test the hypothesis that a OLS slope is zero using HC4 wild bootstrap using
quasi-t test.
# k is the index of coefficient being tested
#
if(SEED)set.seed(2)
x<-as.matrix(x)
temp <- cbind(x, y)
pval<-ncol(temp)-1
x <- temp[,1:pval]
y <- temp[, pval+1]
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
temp<-lsfit(x,y)
yhat<-mean(y)
res<-y-yhat
s<-lsfitNci4(x, y)$cov[-1, -1]
s<-as.matrix(s)
si<-s[k,k]
b<-temp$coef[2:pp]
qtest<-b[k]/sqrt(si)
rvalb<-apply(data,1,lsqtest4,yhat,res,x, k)
sum<-sum(abs(rvalb)>= abs(qtest[1]))
p.val<-sum/nboot
list(p.value=p.val)
}
lsqtest4<-function(vstar,yhat,res,x, k){
p<-ncol(x)
pp<-p+1
vals<-lsfit(x,ystar)$coef[2:pp]
sa<-lsfitNci4(x, ystar)$cov[-1, -1]
sa<-as.matrix(sa)
sai<-sa[k,k]
test<-vals[k]/sqrt(sai)
test
}
mrm1way<-function(x,q=.5,grp=NA,bop=FALSE,SEED=TRUE,mop=FALSE){
# Perform a within groups one-way ANOVA using medians
#
# If grp specified, do analysis on only the groups in grp.
# Example: grp=(c(1,4)), compare groups 1 and 4 only.
#
# bop=F, use non-bootstrap estimate of covariance matrix
# bop=T, use bootstrap
#
# mop=T, use usual median, otherwise use single order statistic
#
if(SEED)set.seed(2)
K<-length(x) # Number of groups
p<-K
if(is.na(grp[1]))grp<-c(1:p)
x<-x[grp]
if(!is.list(x))stop("Data are not stored in list mode or a matrix")
tmeans<-0
n<-length(x[[1]])
v<-matrix(0,p,p)
if(!mop){
for (i in 1:p)tmeans[i]<-qest(x[[i]],q=q)
if(!bop)v<-covmmed(x,q=q)
if(bop)v<-bootcov(x,pr=FALSE,est=qest,q=q)
}
if(mop){
tmeans[i]<-median(x[[i]])
v<-bootcov(x,pr=FALSE)
}
km1<-K-1
ck<-diag(1,km1,K)
Qb<-johansp(ck,tmeans,v,n,1,K)
p.value<-Qb$p.value
if(n>=20)p.value<-1-pf(Qb$teststat,K-1,999)
list(test.stat=Qb$teststat,p.value=p.value)
}
rmul<-function(n,p=2,cmat=diag(rep(1,p)),rho=NA,
mar.fun=ghdist,OP=FALSE,g=0,h=0,...){
#
# generate n observations from a p-variate dist
# By default, use normal distributions.
#
# Can generate data form a g-and-h distribution via the arguments
# g and h
#
# Example rmul(30,p=4,rho=.3,g=.5,h=.2) will
# generate 30 vectors from a 4-variate distribution where the marginals
# have a g-and-h distribution with g=.5 and h=.2.
#
# This function is similar to ghmul, only here, generate the marginal values
# and then transform the data to have correlation matrix cmat
#
# cmat is the correlation matrix
# if argument
# rho is specified, the correlations are taken to
# have a this common value.
#
#OP= TRUE:
# Method (e.g. Browne, M. W. (1968) A comparison of factor analytic
# techniques. Psychometrika, 33, 267-334.
# Let U'U=R be the Cholesky decomposition of R. Generate independent data
# from some dist yielding X. Then XU has population correlation matrix R
#
# OP=FALSE, use mvrnorm to generate data then transform marginals to g-and-h
distribution.
#
if(!is.na(rho)){
if(abs(rho)>1)stop("rho must be between -1 and 1")
cmat<-matrix(rho,p,p)
diag(cmat)<-1
}
if(OP){
np<-n*p
if(identical(mar.fun,ghdist))x<-matrix(mar.fun(np,g=g,h=h),nrow=n,ncol=p)
else x<-matrix(mar.fun(np,...),nrow=n,ncol=p)
rmat<-matsqrt(cmat)
x<-x%*%rmat
}
if(!OP){
library(MASS)
x=mvrnorm(n,rep(0,p),cmat)
if(g==0)x=x*exp(h*x^2/2)
if(g>0)x=(exp(g*x)-1)*exp(h*x^2/2)/g
}
x
}
L1medcen <- function(X, tol = 1e-08, maxit = 200, m.init = apply(X, 2, median),
trace = FALSE)
{
## L1MEDIAN calculates the multivariate L1 median
## I/O: mX=L1median(X,tol);
##
## X : the data matrix
## tol: the convergence criterium:
## the iterative process stops when ||m_k - m_{k+1}|| < tol.
## maxit: maximum number of iterations
## init.m: starting value for m; typically coordinatewise median
##
## Ref: Hossjer and Croux (1995)
## "Generalizing Univariate Signed Rank Statistics for Testing
## and Estimating a Multivariate Location Parameter";
## Non-parametric Statistics, 4, 293-308.
##
## Implemented by Kristel Joossens
## Many thanks to Martin Maechler for improving the program!
## slightly faster version of 'sweep(x, 2, m)':

centr <- function(X,m) X - rep(m, each = n)
## computes objective function in m based on X and a:
mrobj <- function(X,m) sum(sqrt(rowSums(centr(X,m)^2)))
d <- dim(X); n <- d[1]; p <- d[2]
m <- m.init
if(!is.numeric(m) || length(m) != p)
stop("'m.init' must be numeric of length p =", p)
k <- 1
if(trace) nstps <- 0
while (k <= maxit) {
mold <- m
obj.old <- if(k == 1) mrobj(X,mold) else obj
X. <- centr(X, m)
Xnorms <- sqrt(rowSums(X. ^ 2))
inorms <- order(Xnorms)
dx <- Xnorms[inorms] # smallest first, i.e., 0's if there are
X <- X [inorms,]
X. <- X.[inorms,]
## using 1/x weighting {MM: should this be generalized?}
w <- ## (0 norm -> 0 weight) :
if (all(dn0 <- dx != 0)) 1/dx
else c(rep.int(0, length(dx)- sum(dn0)), 1/dx[dn0])
delta <- colSums(X. * rep(w,p)) / sum(w)
nd <- sqrt(sum(delta^2))
maxhalf <- if (nd < tol) 0 else ceiling(log2(nd/tol))

m <- mold + delta # computation of a new estimate
## If step 'delta' is too far, we try halving the stepsize
nstep <- 0
while ((obj <- mrobj(X, m)) >= obj.old && nstep <= maxhalf) {
nstep <- nstep+1
m <- mold + delta/(2^nstep)
}
if(trace) {
if(trace >= 2)
cat(sprintf("k=%3d obj=%19.12g m=(",k,obj),
paste(formatC(m),collapse=","),
")", if(nstep) sprintf(" nstep=%2d halvings",nstep) else "",
"\n", sep="")
nstps[k] <- nstep
}
if (nstep > maxhalf) { ## step halving failed; keep old
m <- mold
## warning("step halving failed in ", maxhalf, " steps")
break
}
k <- k+1
}
if (k > maxit) warning("iterations did not converge in ", maxit, " steps")
if(trace == 1)
cat("needed", k, "iterations with a total of",
sum(nstps), "stepsize halvings\n")
# return(m)
list(center=m)
}
spatcen<-function(x){
#
# compute spatial median
#
if(!is.matrix(x))stop("x must be a matrix")
x<-elimna(x)
START<-apply(x,2,median)
val=optim(START,spat.sub,x=x,method='BFGS')$par
list(center=val)
}
olswbtest<-function(x,y,nboot=500,SEED=TRUE,RAD=TRUE,alpha=.05){
#
# Compute confidence intervals for all OLS slopes
# using HC4 wild bootstrap and Wald test.
#
# This function calls the functions
# olshc4 and
# lstest4
#
if(SEED)set.seed(2)
x<-as.matrix(x)
temp <- cbind(x, y)
pval<-ncol(temp)-1
x <- temp[,1:pval]
y <- temp[, pval+1]
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
temp<-lsfit(x,y)
yhat<-mean(y)
res<-y-yhat
s<-olshc4(x, y)$cov[-1, -1]
si<-solve(s)
b<-temp$coef[2:pp]
test=abs(b)*sqrt(diag(si))
if(RAD)data<-matrix(ifelse(rbinom(length(y)*nboot,1,0.5)==1,-1,1),nrow=nboot)
if(!RAD){
}
rvalb<-apply(data,1,olswbtest.sub,yhat,res,x) #a p by nboot matrix
rvalb=abs(rvalb)
ic=round((1-alpha)*nboot)
if(p==1)rvalb=t(as.matrix(rvalb))
temp=apply(rvalb,1,sort) # nboot by p matrix
pvals=NA
for(j in 1:p)pvals[j]=mean((rvalb[j,]>=test[j]))
cr=temp[ic,]
ci=b-cr/diag(sqrt(si)) #dividing because si is reciprocal of sq se
ci=cbind(ci,b+cr/diag(sqrt(si)))
ci=cbind(b,ci)
ci=cbind(c(1:nrow(ci)),ci,test,pvals)
dimnames(ci)<-
list(NULL,c("Slope_No.","Slope_est","Lower.ci","Upper.ci","Test.Stat","p.value"))
ci
}
olswbtest.sub<-function(vstar,yhat,res,x){
p<-ncol(x)
pp<-p+1
vals<-t(as.matrix(lsfit(x,ystar)$coef[2:pp]))
sa<-olshc4(x, ystar)$cov[-1, -1]
sai<-solve(sa)
test<-vals*sqrt(diag(sai))
test
}
regpre<-function(x,y,regfun=lsfit,error=absfun,nboot=100,adz=TRUE,
mval=round(5*log(length(y))),model=NULL,locfun=mean,pr=FALSE,
xout=FALSE,outfun=out,STAND=TRUE,
plotit=TRUE,xlab="Model Number",ylab="Prediction Error",SEED=TRUE,...){
#
# Estimate prediction error using the regression method
# regfun. The .632 method is used.
#
# The predictor values are assumed to be in the n-by-p matrix x.
#
# The argument error defaults to squared error.
#
#
# Shao (JASA, 1996, 655-665). (Resampling n vectors of observations
#
# The argument model should have list mode, model[[1]] indicates
# which predictors are used in the first model. For example, storing
# 1,4 in model[[1]] means predictors 1 and 4 are being considered.
# If model is not specified, and number of predictors is at most 5,
# then all models are considered.
#
# If adz=T, added to the models to be considered is where
# all regression slopes are zero. That is, use measure of location only
# corresponding to
# locfun.
#
if(pr){
print("By default, least squares regression is used, ")
print("But from Wilcox, R. R. 2008, Journal of Applied Statistics, 35, 1-8")
print("Setting regfun=tsreg appears to be a better choice for general use.")
print("That is, replace least squares with the Theil-Sen estimator")
print("Note: Default for the argument error is now absfun")
print(" meaning absolute error is used")
print("To use squared error, set error=sqfun")
}
x<-as.matrix(x)
d<-ncol(x)
p1<-d+1
x<-temp[,1:d]
y<-temp[,d+1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
if(!STAND)flag<-outfun(x,plotit=FALSE,...)$keep
if(STAND)flag<-outpro(x,STAND=TRUE,plotit=FALSE)$keep
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(is.null(model)){
if(d<=5)model<-modgen(d,adz=adz)
if(d>5)model[[1]]<-c(1:ncol(x))
}
mout<-matrix(NA,length(model),5,dimnames=list(NULL,c("apparent.error",
"boot.est","err.632","var.used","rank")))
data<-matrix(sample(length(y),size=mval*nboot,replace=TRUE),nrow=nboot)
bid<-apply(data,1,idb,length(y))
# bid is an n by nboot matrix. If the jth bootstrap sample from
# 1, ..., mval contains the value i, bid[i,j]=0; otherwise bid[i,j]=1
for (imod in 1:length(model)){
nmod=length(model[[imod]])-1
temp=c(nmod:0)
mout[imod,4]=sum(model[[imod]]*10^temp)
if(sum(model[[imod]]==0)!=1){
xx<-x[,model[[imod]]]
xx<-as.matrix(xx)
if(sum(model[[imod]]==0)!=1)bvec<-apply(data,1,regpres1,xx,y,regfun,mval,...)
# bvec is a p+1 by nboot matrix. The first row
if(sum(model[[imod]]==0)!=1)yhat<-cbind(1,xx)%*%bvec
if(sum(model[[imod]]==0)==1){
bvec0<-matrix(0,nrow=p1,ncol=nboot)
for(it in 1:nboot){
bvec0[1,it]<-locfun(y[data[it,]])
}
yhat<-cbind(1,x)%*%bvec0
}
# yhat is n by nboot matrix of predicted values based on
# bootstrap regressions.
temp<-(bid*(yhat-y))
ep0<-sum(diff/bi)/length(y)
aperror<-error(regfun(xx,y,...)$resid)/length(y) # apparent error
regpre<-.368*aperror+.632*ep0
mout[imod,1]<-aperror
mout[imod,3]<-regpre
temp<-yhat-y
mout[imod,2]<-sum(diff)/(nboot*length(y))
}
mout[imod,3]<-locpre(y,error=error,est=locfun,SEED=SEED,mval=mval)
}}
mout[,5]=rank(mout[,3])
if(plotit)plot(c(1:nrow(mout)),mout[,3],xlab=xlab,ylab=ylab)
list(estimates=mout)
}
push<-function(mat){
#
# For every column of mat, move entry down 1
#
matn<-matrix(NA,nrow=nrow(mat),ncol=ncol(mat))
Jm<-nrow(mat)-1
for (k in 1:ncol(mat)){
temp<-mat[,k]
vec<-0
vec[2:nrow(mat)]<-temp[1:Jm]
matn[,k]<-vec
}
matn
}
ancova<-
function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,alpha=.05,plotit=TRUE,pts=NA,sm=FALSE,method
="EP",SEED=TRUE,
pr=TRUE,xout=FALSE,outfun=out,LP=TRUE,SCAT=TRUE,xlab='X',ylab='Y',pch1='*',pch2='+'
,
skip.crit=FALSE,nmin=12,crit.val=1.09,...){
#
#
#
# sm=TRUE will create smooths using bootstrap bagging.
# pts can be used to specify the design points where the regression lines
# are to be compared.
#
# Argument method indicates which measure of effect size will be used
# EP: explanatory measure of effect size (default)
# QS: quantile shift measure of effect size
# AKP: trimmed mean Winsorized variance analog of Cohen's d
# WMW: P(X<Y)
#
#
# skip.crit: this argument is used to avoid computational issues associated with
ancdet.pv
#
if(ncol(as.matrix(x1))>1)stop('One covariate only is allowed with this function')
if(length(x1)!=length(y1))stop("x1 and y1 have different lengths")
if(length(x2)!=length(y2))stop("x2 and y2 have different lengths")
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
if(pr){
print("NOTE: Confidence intervals are adjusted to control the probability")
print("of at least one Type I error.")
print("But p-values are not")
print('Effect size is based on the argument method, default is explanatory measure
of effect size')
print('Other options: QS, quantile shift; AKP, robust analog of Cohen d; WMW,
P(X<Y)')
}
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
if(is.na(pts[1])){
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,11)
dimnames(mat)<-
list(NULL,c("X","n1","n2","DIF","TEST","se","ci.low","ci.hi","p.value","crit.val","
Effect.Size"))
for (i in 1:5){
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
mat[i,4]<-test$dif
mat[i,6]<-test$se
mat[i,11]=ESfun(g1,g2,method=method,pr=FALSE)
if(skip.crit)critv=crit.val
if(!skip.crit){
critv<-NA
if(alpha==.05)critv<-smmcrit(test$df,5)
if(alpha==.01)critv<-smmcrit01(test$df,5)
if(is.na(critv))critv<-smmval(test$df,5,alpha=alpha)
mat[i,10]<-critv
}
mat[i,7]<-cilow
mat[i,8]<-cihi
mat[i,9]<-test$p.value
}}
if(!is.na(pts[1])){
if(!skip.crit){
}
n1<-1
n2<-1
vecn<-1
}
"p.value","crit.val","Effect.Size"))
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
mat[i,1]<-pts[i]
mat[i,4]<-test$dif
mat[i,6]<-test$se
mat[i,11]=ESfun(g1,g2,method=method,pr=FALSE)
if(skip.crit)critv=crit.val
if(!skip.crit){
if(length(pts)>=2)critv<-smmcrit(test$df,length(pts))
if(length(pts)==1)critv<-qt(.975,test$df)
}
mat[i,7]<-cilow
mat[i,8]<-cihi
mat[i,10]<-critv
}}
if(plotit){
runmean2g(x1,y1,x2,y2,fr=fr1,est=mean,tr=tr,sm=sm,xout=FALSE,LP=LP,
SCAT=SCAT,xlab=xlab,ylab=ylab,pch1=pch1,pch2=pch2,...)
}
list(output=mat)
}
miss2na<-function(m,na.val=NULL){
#
# Convert any missing value, indicatd by na.val,
# to NA.
#
# Example, if 999 is missing value, use miss2na(m,999)
#
if(is.null(na.val))stop("Specify a missing value")
if(is.vector(m)){
if(!is.list(m)){
flag=(m==na.val)
m[flag]=NA
}}
if(is.matrix(m)){
for(j in 1:ncol(m)){
x=m[,j]
flag=(x==na.val)
x[flag]=NA
m[,j]=x
}}
if(is.list(m)){
for(j in 1:length(m)){
x=m[[j]]
flag=(x==na.val)
x[flag]=NA
m[[j]]=x
}}
m
}
plotCI <- function (x, y = NULL, uiw=NULL, liw = uiw, aui=NULL, ali=aui,
err="y", ylim=NULL, sfrac = 0.01, gap=0, add=FALSE,
col=par("col"), lwd=par("lwd"), slty=par("lty"), xlab=NULL,
ylab=NULL, ...) {
## originally from Bill Venables, R-list
if (is.list(x)) {
y <- x$y
x <- x$x
}
if (is.null(y)) {
if (is.null(x))
stop("both x and y NULL")
y <- as.numeric(x)
x <- seq(along = x)
}
if (missing(xlab)) xlab <- deparse(substitute(x))
if (missing(ylab)) ylab <- deparse(substitute(y))
if (missing(uiw)) { ## absolute limits
ui <- aui
li <- ali
}
else { ## relative limits
if (err=="y") z <- y else z <- x
if(is.null(uiw))stop("Argument uiw, the width of the interval, must be
specified")
ui <- z + uiw
li <- z - liw
}
if (is.null(ylim)) ylim <- range(c(y, ui, li), na.rm=TRUE)
if (add) {
points(x, y, col=col, lwd=lwd, ...)
} else {
plot(x, y, ylim = ylim, col=col, lwd=lwd, xlab=xlab, ylab=ylab, ...)
}
if (gap==TRUE) gap <- 0.01 ## default gap size
ul <- c(li, ui)
if (err=="y") {
gap <- rep(gap,length(x))*diff(par("usr")[3:4]) # smidge <- diff(par("usr")
[1:2]) * sfrac
smidge <- par("fin")[1] * sfrac
# segments(x , li, x, pmax(y-gap,li), col=col, lwd=lwd, lty=slty)
# segments(x , ui, x, pmin(y+gap,ui), col=col, lwd=lwd, lty=slty)
arrows(x , li, x, pmax(y-gap,li), col=col, lwd=lwd, lty=slty, angle=90,
length=smidge, code=1)
arrows(x , ui, x, pmin(y+gap,ui), col=col, lwd=lwd, lty=slty, angle=90,
## horizontal segments
# x2 <- c(x, x)
# segments(x2 - smidge, ul, x2 + smidge, ul, col=col, lwd=lwd)
}
else if (err=="x") {
gap <- rep(gap,length(x))*diff(par("usr")[1:2])
smidge <- par("fin")[2] * sfrac
# smidge <- diff(par("usr")[3:4]) * sfrac
arrows(li, y, pmax(x-gap,li), y, col=col, lwd=lwd, lty=slty, angle=90,
arrows(ui, y, pmin(x+gap,ui), y, col=col, lwd=lwd, lty=slty, angle=90,
## vertical segments
# y2 <- c(y, y)
# segments(ul, y2 - smidge, ul, y2 + smidge, col=col, lwd=lwd)
}
invisible(list(x = x, y = y))
}
bdanova2<-function(x1,x2=NULL,alpha=.05,power=.9,delta){
#
# Do the second stage of the Bishop-Duewicz ANOVA
#
if(is.null(x2[1])){
stage1=bdanova1(x1,alpha=alpha,power=power,delta=delta)
return(list(N=stage1$N,d=stage1$d,crit=stage1$crit))
}
if(!is.null(x2[1])){
if(!is.list(x1)){
if(!is.matrix(x1))stop("Data must be stored in a matrix or in list mode")
y<-x1
x1<-list()
for(j in 1:ncol(y))x1[[j]]<-y[,j]
}
if(!is.list(x2)){
if(!is.matrix(x2))stop("Data must be stored in matrix or in list mode")
y<-x2
x2<-list()
for(j in 1:ncol(y))x2[[j]]<-y[,j]
}
if(length(x1)!=length(x2))stop("Length of x1 does not match the length of x2")
TT<-NA
U<-NA
J<-length(x1)
nvec<-NA
nvec2<-NA
svec<-NA
for(j in 1:length(x1)){
nvec[j]<-length(x1[[j]])
nvec2[j]<-length(x2[[j]])
svec[j]<-var(x1[[j]])
TT[j]<-sum(x1[[j]])
U[j]<-sum(x2[[j]])
}
temp<-bdanova1(x1,alpha=alpha,power=power,delta=delta)
need<-temp$N-nvec
#for(j in 1:length(x1))print(c(nvec2[j],need[j]))
for(j in 1:length(x1))if(nvec2[j]<need[j]){
print(paste("Warning: For Group", j))
print("The first stage analysis based on bdanova1 reports that a larger")
print(" sample is required than what was found in the argument x2")
}
b<-sqrt(nvec*((nvec+nvec2)*temp$d-svec)/(nvec2*svec))
b<-(b+1)/(nvec+nvec2)
xtil<-TT*(1-nvec2*b)/nvec+b*U
ftil<-sum((xtil-mean(xtil))^2)/temp$d
return(list(test.stat=ftil,crit=temp$crit))
}
}
medr<-function(x,est=median,alpha=.05,nboot=500,grp=NA,op=1,MM=FALSE,cop=3,pr=TRUE,
SEED=TRUE,...){
#
# Test the hypothesis that the distribution for each pairwise
# difference has a measure of location = 0
# By default, the median is used
#
#
# op controls how depth is measured
# op=1, Mahalanobis
# op=2, Mahalanobis based on MCD covariance matrix
# op=3, Projection distance
# op=4, Projection distance using FORTRAN version
#
# for arguments MM and cop, see pdis.
#
if(is.matrix(x)){
xx<-list()
xx[[i]]<-x[,i]
}
x<-xx
}
if(!is.na(grp)){ # Only analyze specified groups.
xx<-list()
for(i in 1:length(grp))xx[[i]]<-x[[grp[1]]]
x<-xx
}
J<-length(x)
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
d<-(J^2-J)/2
data<-list()
bvec<-matrix(NA,ncol=d,nrow=nboot)
for(it in 1:nboot){
for(j in 1:J)data[[j]]<-sample(x[[j]],size=length(x[[j]]),replace=TRUE)
dval<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
dval<-dval+1
bvec[it,dval]<-loc2dif(data[[j]],data[[k]],est=est,...)
}}}}
output<-matrix(NA,nrow=d,ncol=3)
dimnames(output)<-list(NULL,c("Group","Group","psihat"))
tvec<-NA
dval<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
dval<-dval+1
output[dval,1]<-j
output[dval,2]<-k
tvec[dval]<-loc2dif(x[[j]],x[[k]],est=est,...)
output[dval,3]<-tvec[dval]
}}}
tempcen<-apply(bvec,1,mean)
vecz<-rep(0,d)
smat<-var(bvec-tempcen+tvec)
temp<-bvec-tempcen+tvec
bcon<-rbind(bvec,vecz)
if(op==1)dv<-mahalanobis(bcon,tvec,smat)
if(op==2){
smat<-cov.mcd(temp)$cov
dv<-mahalanobis(bcon,tvec,smat)
}
if(op==3){
print("Computing p-value. Might take a while with op=3")
dv<-pdis(bcon,MM=MM,cop=cop,center=tvec)
}
if(op==4)dv<-pdis.for(bcon,MM=MM,cop=cop,pr=FALSE,center=tvec)
bplus<-nboot+1
sig.level<-1-sum(dv[bplus]>=dv[1:nboot])/nboot
if(op==4)print(sig.level)
list(p.value=sig.level,output=output)
}
rm2mcp<-function(J,K,x,est=tmean,alpha=.05,grp=NA,dif=TRUE,nboot=NA,
plotit=FALSE,BA=FALSE,hoch=FALSE,...){
#
# This function performs multiple comparisons for
# dependent groups in a within by within designs.
# It creates the linear contrasts and calls rmmcppb
# assuming that main effects and interactions for a
# two-way design are to be tested.
#
#
#
JK <- J * K
if(is.matrix(x))
x <- listm(x)
yy <- x
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JK) {
xx <- x[[j]]
# xx[[j]] <- xx[!is.na(xx)]
x[[j]] <- xx[!is.na(xx)]
}
#
#
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
ncon <- max(nrow(conA), nrow(conB), nrow(conAB))
FacA<-rmmcppb(x,con=conA,est=est,plotit=plotit,dif=dif,grp=grp,
nboot=nboot,BA=TRUE,hoch=FALSE,...)
FacB<-rmmcppb(x,con=conB,est=est,plotit=plotit,dif=dif,grp=grp,
FacAB<-rmmcppb(x,con=conAB,est=est,plotit=plotit,dif=dif,grp=grp,
list(Factor.A=FacA,Factor.B=FacB,Factor.AB=FacAB)
}
acbinomci<-function(x=sum(y),nn=length(y),y=NULL,n=NA,alpha=.05){
#
# Compute a 1-alpha confidence interval for p, the probability of
# success for a binomial distribution, using a generalization of the
# Agresti-Coull method that was studied by Brown, Cai DasGupta
# (Annals of Statistics, 2002, 30, 160-201.)
#
# x is number of successes.
#
if(!is.null(y[1])){
y=elimna(y)
nn=length(y)
}
if(nn==1)stop("Something is wrong: number of observations is only 1")
n<-nn
cr=qnorm(1-alpha/2)
ntil=n+cr^2
ptil=(x+cr^2/2)/ntil
if(x!=n && x!=0){
lower=ptil-cr*sqrt(ptil*(1-ptil)/ntil)
upper=ptil+cr*sqrt(ptil*(1-ptil)/ntil)
}
if(x==0){ #Use Clopper-Pearson
lower<-0
}
if(x==1){
}
if(x==n-1){
}
if(x==n){
lower<-alpha^(1/n)
upper<-1
}
phat<-x/n
list(phat=phat,se=sqrt(ptil*(1-ptil)/ntil),ci=c(lower,upper),n=n)
}
covmtrim<-function(x,tr=.2,p=length(x),grp=c(1:p)){
#
# Estimate the covariance matrix for the sample trimmed means corresponding
# to the data in the R variable x,
# which is assumed to be stored in list mode or a matrix.
# (x[[1]] contains the data for group 1, x[[2]] the data for group 2, etc.)
# The function returns a p by p matrix of covariances, the diagonal
# elements being equal to the squared standard error of the sample
# trimmed means, where p is the number of groups to be included.
# By default, all the groups in x are used, but a subset of
# the groups can be used via grp. For example, if
# the goal is to estimate the covariances between the sample trimmed
# means for groups 1, 2, and 5, use the command grp<-c(1,2,5)
# before calling this function.
#
#
# Missing values (values stored as NA) are not allowed.
#
#
x=elimna(x)
x=listm(x)
if(!is.list(x))stop("The data are not stored in list mode or a matrix.")
p<-length(grp)
pm1<-p-1
for (i in 1:pm1){
ip<-i+1
if(length(x[[grp[ip]]])!=length(x[[grp[i]]]))stop("The number of observations in
each group must be equal")
}
n<-length(x[[grp[1]]])
h<-length(x[[grp[1]]])-2*floor(tr*length(x[[grp[1]]]))
covest<-matrix(0,p,p)
covest[1,1]<-(n-1)*winvar(x[[grp[1]]],tr)/(h*(h-1))
for (j in 2:p){
jk<-j-1
covest[j,j]<-(n-1)*winvar(x[[grp[j]]],tr)/(h*(h-1))
for (k in 1:jk){
covest[j,k]<-(n-1)*wincor(x[[grp[j]]],x[[grp[k]]],tr)$cov/(h*(h-1))
covest[k,j]<-covest[j,k]
}
}
covmtrim<-covest
covmtrim
}
bwwcovm<-function(J,K,L,x,tr=.2){
#
# compute covariance matrix for a between by within by within design
#
p=J*K*L
idep=K*L
mat=matrix(0,nrow=p,ncol=p)
id=c(1:idep)
for(j in 1:J){
mat[id,id]=covmtrim(x[id],tr=tr)
id=id+idep
}
mat
}
bwwmatna<-function(J,K,L,x){
#
# data are assumed to be stored in a matrix
# for a between by within by within (three-way) anova,
# for the last two factors, eliminate any missing values
# and then store the data in list mode.
#
y=list()
ad=K*L
ilow=1
iup=ad
ic=0
for(j in 1:J){
z=x[,ilow:iup]
d=elimna(z)
im=0
for(k in 1:K){
for(l in 1:L){
ic=ic+1
im=im+1
y[[ic]]=d[,im]
}}
ilow=ilow+ad
iup=iup+ad
}
y
}
bwwna<-function(J,K,L,x){
#
# data are assumed to be stored in list mode
# for a between by within by within (three-way) anova,
# for the last two factors, eliminate any missing values.
#
y=list()
ad=K*L
ilow=1
iup=ad
ic=0
for(j in 1:J){
z=x[ilow:iup]
d=elimna(matl(z))
#print(d)
im=0
for(k in 1:K){
for(l in 1:L){
ic=ic+1
im=im+1
y[[ic]]=d[,im]
}}
ilow=ilow+ad
iup=iup+ad
}
y
}
bwwtrim<-function(J,K,L,data,tr=.2,grp=c(1:p),alpha=.05,p=J*K*L){
# Perform a between by within by within (three-way) anova
# on trimmed means where
#
# J independent groups, KL dependent groups
#
# The variable data is assumed to contain the raw
# for the first level of all three factors: level 1,1,1.
# data][2]] is assumed to contain the data for level 1 of the
# first two factors and level 2 of the third factor: level 1,1,2
# data[[L]] is the data for level 1,1,L
# data[[L+1]] is the data for level 1,2,1. data[[2L]] is level 1,2,L.
# data[[KL+1]] is level 2,1,1, etc.
#
#
# It is assumed that data has length JKL, the total number of
# groups being tested.
#
if(is.data.frame(data))data=as.matrix(data)
if(is.list(data))data=bwwna(J,K,L,data) # remove missing values
if(is.matrix(data))data=bwwmatna(J,K,L,data) #remove missing values
# and convert to list mode
if(!is.list(data))stop("The data are not stored in list mode or a matrix")
print(p)
print(length(data))
}
tmeans<-0
h<-0
v<-0
for (i in 1:p){
tmeans[i]<-mean(data[[grp[i]]],tr)
h[i]<-length(data[[grp[i]]])-2*floor(tr*length(data[[grp[i]]]))
# h is the effective sample size
}
v=bwwcovm(J,K,L,data,tr=tr)
il<-matrix(c(rep(1,L)),1,L)
jm1<-J-1
cj<-diag(1,jm1,J)
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
lm1<-L-1
cl<-diag(1,lm1,L)
for (i in 1:lm1)cl[i,i+1]<-0-1
cmat<-kron(cj,kron(ik,il)) # Contrast matrix for factor A
Qa=bwwtrim.sub(cmat, tmeans, v, h,p)
Qa.siglevel <- 1 - pf(Qa, J - 1, 999)
cmat<-kron(ij,kron(ck,il)) # Contrast matrix for factor B
Qb=bwwtrim.sub(cmat, tmeans, v, h,p)
Qb.siglevel <- 1 - pf(Qb, K - 1, 999)
# Do test for factor C
cmat<-kron(ij,kron(ik,cl)) # Contrast matrix for factor C
Qc<-bwwtrim.sub(cmat, tmeans, v, h,p)
Qc.siglevel <- 1 - pf(Qc, L - 1, 999)
cmat<-kron(cj,kron(ck,il)) # Contrast matrix for factor A by B
Qab<-bwwtrim.sub(cmat, tmeans, v, h,p)
Qab.siglevel <- 1 - pf(Qab, (J - 1) * (K - 1), 999)
# Do test for factor A by C interaction
cmat<-kron(cj,kron(ik,cl)) # Contrast matrix for factor A by C
Qac<-bwwtrim.sub(cmat, tmeans, v, h,p)
Qac.siglevel <- 1 - pf(Qac, (J - 1) * (L - 1), 999)
# Do test for factor B by C interaction
cmat<-kron(ij,kron(ck,cl)) # Contrast matrix for factor B by C
Qbc<-bwwtrim.sub(cmat, tmeans, v, h,p)
Qbc.siglevel <- 1 - pf(Qbc, (K - 1) * (L - 1), 999)
# Do test for factor A by B by C interaction
cmat<-kron(cj,kron(ck,cl)) # Contrast matrix for factor A by B by C
Qabc<-bwwtrim.sub(cmat, tmeans, v, h,p)
Qabc.siglevel <-1-pf(Qabc,(J-1)*(K-1)*(L-1), 999)
list(Qa=Qa,Qa.p.value=Qa.siglevel,Qb=Qb,Qb.p.value=Qb.siglevel,
Qc=Qc,Qc.p.value=Qc.siglevel,Qab=Qab,Qab.p.value=Qab.siglevel,
Qac=Qac,Qac.p.value=Qac.siglevel,Qbc=Qbc,Qbc.p.value=Qbc.siglevel,
Qabc=Qabc,Qabc.p.value=Qabc.siglevel)
}
bbwcovm<-function(J,K,L,x,tr=.2){
#
# compute covariance matrix for a between by between by within design
#
p=J*K*L
idep=L
mat=matrix(0,nrow=p,ncol=p)
id=c(1:idep)
for(j in 1:J){
for(k in 1:K){
mat[id,id]=covmtrim(x[id],tr=tr)
id=id+idep
}}
mat
}
bbwmatna<-function(J,K,L,x){
#
# data are assumed to be stored in a matrix
# for a between by within by within (three-way) anova.
# For the last factor, eliminate any missing values
# and then store the data in list mode.
#
y=list()
ad=L
ilow=1
iup=ad
ic=0
for(j in 1:J){
for(k in 1:K){
z=x[,ilow:iup]
d=elimna(z)
im=0
for(l in 1:L){
ic=ic+1
im=im+1
y[[ic]]=d[,im]
}
ilow=ilow+ad
iup=iup+ad
}}
y
}
bbwna<-function(J,K,L,x){
#
# x: data are assumed to be stored in list mode
# for a between by within by within (three-way) anova.
# For the last factor, eliminate any missing values.
#
y=list()
ad=L
ilow=1
iup=ad
ic=0
for(j in 1:J){
for(k in 1:K){
z=x[ilow:iup]
d=as.matrix(elimna(matl(z)))
im=0
ilow=ilow+ad
iup=iup+ad
for(l in 1:L){
ic=ic+1
im=im+1
y[[ic]]=d[,im]
}}
}
y
}
bbwtrim<-function(J,K,L,data,tr=.2,alpha=.05,p=J*K*L){
# Perform a between-between-within (three-way) anova on trimmed means where
#
# JK independent groups, L dependent groups
#
#
#
#
if(is.data.frame(data)) data <- as.matrix(data)
if(is.list(data))data=bbwna(J,K,L,data)
if(is.matrix(data))data=bbwmatna(J,K,L,data)
grp=c(1:p)
data=bbwna(J,K,L,data)
if(!is.list(data))stop("Data are not stored in list mode")
print(p)
print("The number of groups is")
print(length(data))
}
tmeans<-0
h<-0
v<-0
for (i in 1:p){
}
v=bbwcovm(J,K,L,data,tr=tr)
jm1<-J-1
cj<-diag(1,jm1,J)
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
lm1<-L-1
cl<-diag(1,lm1,L)
}
bwwtrim.sub<-function(cmat,vmean,vsqse,h,p){
#
# The function computes variation of Johansen's test statistic
# used to test the hypothesis C mu = 0 where
# vsqe is matrix containing the
# estimated covariances among the trimmed means
# h is the sample size
#
invc<-solve(test)
temp<-0
mtem<-vsqse%*%t(cmat)%*%invc%*%cmat
temp<-(sum(diag(mtem%*%mtem))+(sum(diag(mtem)))^2)/(h-1)
A<-.5*sum(temp)
test<-test/cval
test
}
ghmean<-function(g,h){
#
#Compute the mean and variance of a g-and-h distribution
#
val=0
if(g>0){
if(h<1)
val=(exp(g^2/(2*(1-h)))-1)/(g*sqrt(1-h))
val2=NA
if(h>0){
if(h<.5)
val2=(exp(2*g^2/(1-2*h))-2*exp(g^2/(2*(1-2*h)))+1)/(g^2*sqrt(1-2*h))-
(exp(g^2/(2*(1-h)))-1)^2/(g^2*(1-h))
}}
list(mean=val,variance=val2)
}
skew<-function(x){
#
# Compute skew and kurtosis
#
x=elimna(x)
m1<-mean(x)
m2<-var(x)
m3<-sum((x-m1)^3)/length(x)
m4<-sum((x-m1)^4)/length(x)
sk<-m3/m2^1.5
ku<-m4/m2^2
list(skew=sk,kurtosis=ku)
}
t3pval<-function(cmat,tmeans,v,h){
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-johan(cmat,tmeans,v,h,alph[i])
if(chkit$teststat>chkit$crit)break
}
p.value <- irem/100
if(p.value <= 0.1) {
iup <- (irem + 1)/100
alph <- seq(0.001, iup, 0.001)
for(i in 1:length(alph)) {
p.value <- alph[i]
}
}
if(p.value <= 0.001) {
alph <- seq(0.0001, 0.001, 0.0001)
for(i in 1:length(alph)) {
p.value <- alph[i]
}
}
p.value
}
t1way<-function(x,tr=.2,grp=NA,MAT=FALSE,lev.col=1,var.col=2,IV=NULL,pr=TRUE){
#
# using a generalization of Welch's method.
#
#
# MAT=F, if x is a matrix, columns correspond to groups.
# if MAT=T, assumes argument
# lev.col
# indicates which column of x denotes the groups. And
# var.col indicates the column where the data are stored.
#
# if x has list mode:
#
# IV, if specified, taken to be the independent variable
# That is, the group id values
# and x is assumed to be a vector containing all of the data
#
#
if(tr==.5)print("Warning: Comparing medians should not be done with this function")
if(!is.null(IV[1])){
if(pr)print("Assuming x is a vector containing all of the data, the dependent
variable")
xi=elimna(cbind(x,IV))
x=fac2list(xi[,1],xi[,2])
}
if(MAT){
if(!is.matrix(x))stop("With MAT=T, data must be stored in a matrix")
if(length(lev.col)!=1)stop("Argument lev.col should have 1 value")
temp=selby(x,lev.col,var.col)
x=temp$x
grp2=rank(temp$grpn)
x=x[grp2]
}
#nv=lapply(x,length)
J<-length(grp)
nv=NA
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
nv[j]=length(x[[j]])
if(winvar(x[[grp[j]]],tr)==0)print(paste('The Winsorized variance is zero for
group',j))
w[j]<-h[j]*(h[j]-1)/((length(x[[grp[j]]])-1)*winvar(x[[grp[j]]],tr))
}
u<-sum(w)
xtil<-sum(w*xbar)/u
A<-sum(w*(xbar-xtil)^2)/(J-1)
B<-2*(J-2)*sum((1-w/u)^2/(h-1))/(J^2-1)
TEST<-A/(B+1)
nu1<-J-1
nu2<-1./(3*sum((1-w/u)^2/(h-1))/(J^2-1))
list(TEST=TEST,nu1=nu1,nu2=nu2,n=nv,p.value=sig)
}
t3wayv2<-function(J,K,L,x,tr=.2,grp=c(1:p),alpha=.05,p=J*K*L,MAT=FALSE,
lev.col=c(1:3),var.col=4,pr=TRUE){
# Perform a J by K by L (three-way) anova on trimmed means where
# all JKL groups are independent.
#
# Same as t3way, only computes p-values
#
# if MAT=F (default)
#
# MAT=T, assumes data are stored in matrix with 3 columns indicating
# levels of the three factors.
# That is, this function calls selby2 for you.
#
#
#
data=x #Yes, odd code
if(MAT){
if(!is.matrix(data))stop("With MAT=T, data must be a matrix")
if(length(lev.col)!=3)stop("Argument lev.col should have 3 values")
temp=selby2(data,lev.col,var.col)
lev1=length(unique(temp$grpn[,1]))
gv=apply(temp$grpn,2,rank)
gvad=100*gv[,1]+10*gv[,2]+gv[,3]
grp=rank(gvad)
if(pr){
print(paste("Factor 1 has", lev1, "levels"))
}
if(J!=lev1)warning("J is being reset to the number of levels found")
if(K!=lev2)warning("K is being reset to the number of levels found")
if(L!=lev3)warning("K is being reset to the number of levels found")
J=lev1
K=lev2
L=lev2
data=temp$x
}
if(is.matrix(data))data=listm(data)
if(!is.list(data))stop("Data is not stored in list mode")
print(p)
print(length(data))
}
tmeans<-0
h<-0
v<-0
for (i in 1:p){
v[i]<-(length(data[[grp[i]]])-1)*winvar(data[[grp[i]]],tr)/(h[i]*(h[i]-1))
# v contains the squared standard errors
}
v<-diag(v,p,p) # Put squared standard errors in a diag matrix.
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
lm1<-L-1
cl<-diag(1,lm1,L)
Qa <- johan(cmat, tmeans, v, h, alpha)
Qa.pv=t3pval(cmat, tmeans, v, h)
Qb<-johan(cmat,tmeans,v,h,alpha)
Qb.pv=t3pval(cmat, tmeans, v, h)
Qc<-johan(cmat,tmeans,v,h,alpha)
Qc.pv=t3pval(cmat, tmeans, v, h)
Qab<-johan(cmat,tmeans,v,h,alpha)
Qab.pv=t3pval(cmat, tmeans, v, h)
Qac<-johan(cmat,tmeans,v,h,alpha)
Qac.pv=t3pval(cmat, tmeans, v, h)
Qbc<-johan(cmat,tmeans,v,h,alpha)
Qbc.pv=t3pval(cmat, tmeans, v, h)
Qabc<-johan(cmat,tmeans,v,h,alpha)
Qabc.pv=t3pval(cmat, tmeans, v, h)
list(Qa=Qa$teststat,Qa.crit=Qa$crit,Qa.p.value=Qa.pv,
Qb=Qb$teststat,Qb.crit=Qb$crit,Qb.p.value=Qb.pv,
Qc=Qc$teststat,Qc.crit=Qc$crit,Qc.p.value=Qc.pv,
Qab=Qab$teststat,Qab.crit=Qab$crit,Qab.p.value=Qab.pv,
Qac=Qac$teststat,Qac.crit=Qac$crit,Qac.p.value=Qac.pv,
Qbc=Qbc$teststat,Qbc.crit=Qbc$crit,Qbc.p.value=Qbc.pv,
Qabc=Qabc$teststat,Qabc.crit=Qabc$crit,Qabc.p.value=Qabc.pv)
}
olshc4<-function(x,y,alpha=.05,CN=FALSE,
xout=FALSE,outfun=outpro,HC3=FALSE,plotit=FALSE,xlab = "X", ylab = "Y", zlab =
"Z",...){
#
# Compute confidence intervals via least squares
# CN=F, degrees of freedom are n-p
# CN=T degrees of freedom are infinite, as done by Cribari-Neto (2004)
# All indications are that CN=F is best for general use.
#
# HC3=TRUE, will replace the HC4 estimator with the HC3 estimator.
#
x<-as.matrix(x)
pnum=ncol(x)
m<-cbind(x,y)
m<-elimna(m)
y<-m[,ncol(x)+1]
x=m[,1:ncol(x)]
n=length(y)
nrem=n
n.keep=length(y)
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
n.keep=length(y)
x<-as.matrix(x)
}
temp<-lsfit(x,y)
x<-cbind(rep(1,nrow(x)),x)
n<-length(h)
d<-(n*h)/sum(h)
for(i in 1:length(d)){
d[i]<-min(4, d[i])
}
if(HC3)d=2
hc4<-xtx%*%t(x)%*%diag(temp$res^2/(1-h)^d)%*%x%*%xtx
df<-nrow(x)-ncol(x)
if(CN)crit=qnorm(1-alpha/2)
al<-ncol(x)
p=al-1
lab.out=rep("Slope",p)
dimnames(ci)<-list(c("(Intercept)",lab.out),c("Coef.","Estimates",
"ci.lower","ci.upper","p-value","Std.Error"))
for(j in 1:al){
ci[j,1]<-j-1
ci[j,2]<-temp$coef[j]
test<-temp$coef[j]/sqrt(hc4[j,j])
ci[j,5]<-2*(1-pt(abs(test),df))
if(CN)ci[j,5]<-2*(1-pnorm(abs(test),df))
}
ci[,6]=sqrt(diag(hc4))
if(plotit){
if(pnum==1){
plot(x[,-1],y,xlab=xlab,ylab=ylab)
abline(ci[,2])
}
if(pnum==2){
regp2plot(x[,-1],y,regfun=ols,xlab=xlab,ylab=ylab,zlab=zlab)
}}
list(n=nrem,n.keep=n.keep,ci=ci, cov=hc4)
}
olsci<-olshc4
hc4test<-
function(x,y,pval=c(1:ncol(x)),xout=FALSE,outfun=outpro,pr=TRUE,plotit=FALSE,xlab="
X",ylab="Y",...){
#
# Perform omnibus test using OLS and HC4 estimator
# That is, test the hypothesis that all of the slope parameters
# are equal to 0 in a manner that allows heteroscedasticity.
#
# Seems to work well with p=1 but can be unsatisfactory wit p>4 predictors,
# Unknown how large n must be when p>1
#
x<-as.matrix(x)
if(ncol(x)>1 && pr)print("WARNING: more than 1 predictor, olstest might be better")
m<-cbind(x,y)
m<-elimna(m)
p=ncol(x)
p1=p+1
y<-m[,p1]
x=m[,1:p]
nrem=length(y)
n=length(y)
n.keep=n
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
n.keep=length(y)
x<-as.matrix(x)
}
n=n.keep
pvalp1<-pval+1
temp<-lsfit(x,y) # unrestricted
if(plotit){
if(p==1){
plot(x[,1],y,xlab=xlab,ylab=ylab)
abline(temp$coef)
}}
x<-cbind(rep(1,nrow(x)),x)
hval<-x%*%solve(t(x)%*%x)%*%t(x)
hval<-diag(hval)
hbar<-mean(hval)
delt<-cbind(rep(4,n),hval/hbar)
delt<-apply(delt,1,min)
aval<-(1-hval)^(0-delt)
x2<-x[,pvalp1]
pval<-0-pvalp1
x1<-x[,pval]
df<-length(pval)
x1<-as.matrix(x1)
imat<-diag(1,n)
M1<-imat-x1%*%solve(t(x1)%*%x1)%*%t(x1)
M<-imat-x%*%solve(t(x)%*%x)%*%t(x)
uval<-as.vector(M%*%y)
R2<-M1%*%x2
rtr<-solve(t(R2)%*%R2)
temp2<-aval*uval^2
S<-diag(aval*uval^2)
V<-n*rtr%*%t(R2)%*%S%*%R2%*%rtr
nvec<-as.matrix(temp$coef[pvalp1])
test<-n*t(nvec)%*%solve(V)%*%nvec
test<-test[1,1]
p.value<-1-pchisq(test,df)
list(n=nrem,n.keep=n.keep,test=test,p.value=p.value,coef=temp$coef)
}
standm<-function(x,locfun=lloc,est=mean,scat=var,...){
# standardize a matrix x
#
x=elimna(x)
x=as.matrix(x)
m1=lloc(x,est=est)
v1=apply(x,2,scat)
p=ncol(x)
for(j in 1:p)x[,j]=(x[,j]-m1[j])/sqrt(v1[j])
x
}
t2way<-function(J,K,x,tr=.2,grp=c(1:p),p=J*K,MAT=FALSE,
lev.col=c(1:2),var.col=3,pr=TRUE,IV1=NULL,IV2=NULL){
# Perform a J by K (two-way) ANOVA on trimmed means where
# all groups are independent.
#
# data stored in list mode, or a matrix with columns
# corresponding to groups. If stored in list mode, x[[1]] contains the data
# for the first level of both factors: level 1,1,.
#
#
# It is assumed that x has length JK, the total number of
#
# MAT=T, assumes x are stored in matrix with 3 columns
# with two of the columns indicated by the argument
# lev.col
# specifying the columns of x containing the values of the
# levels of the two factors.
# The outcome variable is in column
# var.col
# which defaults to column 3
#
# IV1 and IV2: if specified, taken to be the independent variable
# EXAMPLE: t2way(x=data,IV1=iv1,IV2=iv2)
# would do a two-way ANOVA based on group id's in iv1 and iv2 and
# dependent variable data
#
if(is.data.frame(x))data=as.matrix(x)
if(tr==.5){
print("For medians, use med2way if there are no ties")
print("With ties, use linear contrasts in conjunction with medpb")
stop("")
}
if(MAT){
if(!is.matrix(x))stop("With MAT=T, data must be a matrix")
temp=selby2(x,lev.col,var.col)
gvad=10*gv[,1]+gv[,2]
grp=rank(gvad)
if(pr){
}
J=lev1
K=lev2
x=temp$x
}
if(!is.null(IV1[1])){
if(is.null(IV2[1]))stop("IV2 is NULL")
if(pr)print("Assuming data is a vector containing all of the data; the dependent
variable")
xi=elimna(cbind(x,IV1,IV2))
J=length(unique(xi[,2]))
K=length(unique(xi[,3]))
x=fac2list(xi[,1],xi[,2:3])
}
if(!is.list(x))stop("Data are not stored in list mode")
if(p!=length(x)){
print(p)
print("The number of groups is")
print(length(x))
}
tmeans<-0
h<-0
v<-0
for (i in 1:p){
x[[grp[i]]]=elimna(x[[grp[i]]])
tmeans[i]<-mean(x[[grp[i]]],tr)
h[i]<-length(x[[grp[i]]])-2*floor(tr*length(x[[grp[i]]]))
if(winvar(x[[grp[i]]],tr)==0)print(paste('The Winsorized variance is zero for
group',i))
v[i]<-(length(x[[grp[i]]])-1)*winvar(x[[grp[i]]],tr)/(h[i]*(h[i]-1))
}
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
Qa<-johan(cmat,tmeans,v,h,alval[i])
if(i==1)dfA=Qa$df
if(Qa$teststat>Qa$crit)break
}
A.p.value=irem/1000
for(i in 1:999){
irem<-i
Qb<-johan(cmat,tmeans,v,h,alval[i])
if(i==1)dfB=Qb$df
if(Qb$teststat>Qb$crit)break
}
B.p.value=irem/1000
for(i in 1:999){
irem<-i
Qab<-johan(cmat,tmeans,v,h,alval[i])
if(i==1)dfAB=Qab$df
if(Qab$teststat>Qab$crit)break
}
AB.p.value=irem/1000
tmeans=matrix(tmeans,J,K,byrow=TRUE)
list(Qa=Qa$teststat,A.p.value=A.p.value, df.A=dfA,
Qb=Qb$teststat,B.p.value=B.p.value,df.B=dfB,
Qab=Qab$teststat,AB.p.value=AB.p.value,df.AB=dfAB,means=tmeans)
}
mcskew <- function(z)

{
n=length(z)
y1=0
y2=0
left=0
right=0
q=0
p=0
eps=0.0000000000001
z=-z
xmed=pull(z,n,floor(n/2)+1)
if (n%%2 == 0)
{
xmed=(xmed+pull(z,n,floor(n/2)))/2
}
z=z-xmed
y=-sort(z)
y1=y[y>-eps]
y2=y[y<=eps]
h1=length(y1)
h2=length(y2)
left[1:h2]=1
right[1:h2]=h1
nl=0
nr=h1*h2
knew=floor(nr/2)+1
IsFound=0
while ((nr-nl>n) & (IsFound==0))
{
weight=0
work=0
j=1
for (i in 1:h2)
{
if (left[i]<=right[i])
{
weight[j]=right[i]-left[i]+1
k=left[i]+floor(weight[j]/2)
work[j]=calwork(y1[k],y2[i],k,i,h1+1,eps)
j=j+1
}
}
trial=whimed(work,weight,j-1)
j=1
for (i in h2:1)
{
while ((j<=h1)&(calwork(y1[min(j,h1)],y2[i],j,i,h1+1,eps)>trial))
{
j=j+1
}
p[i]=j-1
}
j=h1
for (i in 1:h2)
{
while ((j>=1)&(calwork(y1[max(j,1)],y2[i],j,i,h1+1,eps)<trial))
{
j=j-1
}
q[i]=j+1
}
sump=sum(p[1:h2])
sumq=sum(q[1:h2])-h2
if (knew<=sump)
{
right[1:h2]=p[1:h2]
nr=sump
}
else
{
if (knew>sumq)
{
left[1:h2]=q[1:h2]
nl=sumq
}
else
{
medc=trial
IsFound=1
}
}
}
if (IsFound==0)
{work=0
j=1
for (i in 1:h2)
{
if (left[i]<=right[i])
{
for (jj in left[i]:right[i])
{
work[j]=0-calwork(y1[jj],y2[i],jj,i,h1+1,eps)
j=j+1
}
}
}
medc=0-pull(work,j-1,knew-nl)
}
medc
}
pull <- function(a,n,k)

{
b=0
b=a
l=1
lr=n
while (l<lr)
{
ax=b[k]
jnc=l
j=lr
while (jnc<=j)
{
while (b[jnc]<ax)
{
jnc=jnc+1
}
while (b[j]>ax)
{
j=j-1
}
if (jnc<=j)
{
buffer=b[jnc]
b[jnc]=b[j]
b[j]=buffer
jnc=jnc+1
j=j-1
}
}
if (j<k)
{
l=jnc
}
if (k<jnc)
{
lr=j
}
}
outp=b[k]
outp
}
whimed <- function(a,iw,n)
{
acand=0
iwcand=0
nn=n
wtotal=sum(iw[1:nn])
wrest=0
IsFound=0
while (IsFound==0)
{
trial=pull(a,nn,floor(nn/2)+1)
wleft=sum(iw[c(a[1:nn]<trial,rep(F,n-nn))])
wright=sum(iw[c(a[1:nn]>trial,rep(F,n-nn))])
wmid=sum(iw[c(a[1:nn]==trial,rep(F,n-nn))])
if ((2*wrest+2*wleft)>wtotal)
{
i=c(a[1:nn]<trial,rep(F,n-nn))
acand=a[i]
iwcand=iw[i]
# nn=kcand_length(acand)
nn=length(acand)
}
else
{
if ((2*wrest+2*wleft+2*wmid)>wtotal)
{
whmed=trial
IsFound=1
}
else
{
i=c(a[1:nn]>trial,rep(F,n-nn))
acand=a[i]
iwcand=iw[i]
nn=length(acand)
# nn_kcand_length(acand)
wrest=wrest+wleft+wmid
}
}
a[1:nn]=acand[1:nn]
iw[1:nn]=iwcand[1:nn]
}
whmed
}
calwork <- function(a,b,ai,bi,ab,eps)

{
if (abs(a-b) < 2.0*eps)
{
if (ai+bi==ab)
{
cwork=0
}
else
{
if (ai+bi<ab)
{
cwork=1
}
else
{
cwork=0-1
}
}
}
else
{
cwork=(a+b)/(a-b)
}
cwork
}
outtbs<-function(x,SEED=FALSE,plotit=TRUE,xlab="X",ylab="Y",...){
#
# Use the tbs estimator to
# determine which points are outliers
#
x<-elimna(x)
temp<-out(x,cov.fun=tbs,plotit=plotit,SEED=SEED,xlab=xlab,ylab=ylab)
outid<-temp$out.id
keep<-temp$keep
list(out.id=outid,keep=keep,distances=temp$dis)
}
erho.bt <- function(p,c1,M)

# expectation of rho(d) under chi-squared p
return(chi.int(p,2,M)/2
+(M^2/2+c1*(5*c1+16*M)/30)*chi.int2(p,0,M+c1)
+(M^2/2-M^2*(M^4-5*M^2*c1^2+15*c1^4)/(30*c1^4))*(
chi.int(p,0,M+c1)-chi.int(p,0,M))
+(1/2+M^4/(2*c1^4)-M^2/c1^2)*(chi.int(p,2,M+c1)-chi.int(p,2,M))
+(4*M/(3*c1^2)-4*M^3/(3*c1^4))*(chi.int(p,3,M+c1)-chi.int(p,3,M))
+(3*M^2/(2*c1^4)-1/(2*c1^2))*(chi.int(p,4,M+c1)-chi.int(p,4,M))
-(4*M/(5*c1^4))*(chi.int(p,5,M+c1)-chi.int(p,5,M))
+(1/(6*c1^4))*(chi.int(p,6,M+c1)-chi.int(p,6,M)))
chi.int <- function(p,a,c1)
# partial expectation d in (0,c1) of dâ under chi-squared p
return( exp(lgamma((p+a)/2)-lgamma(p/2))*2^{a/2}*pchisq(c1^2,p+a) )
chi.int2 <- function(p,a,c1)
# partial expectation d in (c1,\infty) of dâ under chi-squared p
return( exp(lgamma((p+a)/2)-lgamma(p/2))*2^{a/2}*(1-pchisq(c1^2,p+a)))
cgen.bt <- function(n,p,r,alpha,asymp=FALSE){
# find constants c1 and M that gives a specified breakdown r
# and rejection point alpha
if (asymp == FALSE){if (r > (n-p)/(2*n) ) r <- (n-p)/(2*n)}
# maximum achievable breakdown
#
# if rejection is not achievable, use c1=0 and best rejection
#
limvec <- rejpt.bt.lim(p,r)
if (1-limvec[2] <= alpha)
{
c1 <- 0
M <- sqrt(qchisq(1-alpha,p))
}
else
{
c1.plus.M <- sqrt(qchisq(1-alpha,p))
M <- sqrt(p)
c1 <- c1.plus.M - M
iter <- 1
crit <- 100
eps <- 1e-5
while ((crit > eps)&(iter<100))
{
deps <- 1e-4
M.old <- M
c1.old <- c1
er <- erho.bt(p,c1,M)
fc <- er - r*(M^2/2+c1*(5*c1+16*M)/30)
fcc1 <- (erho.bt(p,c1+deps,M)-er)/deps
fcM <- (erho.bt(p,c1,M+deps)-er)/deps
fcp <- fcM - fcc1 - r*(M-(5*c1+16*M)/30+c1*9/30)
M <- M - fc/fcp
if (M >= c1.plus.M ){M <- (M.old + c1.plus.M)/2}
c1 <- c1.plus.M - M
# if (M-c1 < 0) M <- c1.old+(M.old-c1.old)/2
crit <- abs(fc)
iter <- iter+1
}
}
list(c1=c1,M=M,r1=r)
}
erho.bt.lim <- function(p,c1)
return(chi.int(p,2,c1)+c1^2*chi.int2(p,0,c1))
erho.bt.lim.p <- function(p,c1)
# derivative of erho.bt.lim wrt c1
return(chi.int.p(p,2,c1)+c1^2*chi.int2.p(p,0,c1)+2*c1*chi.int2(p,0,c1))
rejpt.bt.lim <- function(p,r){

# find p-value of translated biweight limit c
# that gives a specified breakdown
c1 <- 2*p
iter <- 1
crit <- 100
eps <- 1e-5
{
c1.old <- c1
fc <- erho.bt.lim(p,c1) - c1^2*r
fcp <- erho.bt.lim.p(p,c1) - 2*c1*r
c1 <- c1 - fc/fcp
if (c1 < 0) c1 <- c1.old/2
crit <- abs(fc)
iter <- iter+1
}
return(c(c1,pchisq(c1^2,p),log10(1-pchisq(c1^2,p))))
}
chi.int.p <- function(p,a,c1)
return( exp(lgamma((p+a)/2)-lgamma(p/2))*2^{a/2}*dchisq(c1^2,p+a)*2*c1 )
chi.int2.p <- function(p,a,c1)
return( -exp(lgamma((p+a)/2)-lgamma(p/2))*2^{a/2}*dchisq(c1^2,p+a)*2*c1 )
ksolve.bt <- function(d,p,c1,M,b0){
# find a constant k which satisfies the s-estimation constraint
# for modified biweight
k <- 1
iter <- 1
crit <- 100
eps <- 1e-5
{
k.old <- k
fk <- mean(rho.bt(d/k,c1,M))-b0
fkp <- -mean(psi.bt(d/k,c1,M)*d/k^2)
k <- k - fk/fkp
if (k < k.old/2) k <- k.old/2
if (k > k.old*1.5) k <- k.old*1.5
crit <- abs(fk)
# print(c(iter,k.old,crit))
iter <- iter+1
}
# print(c(iter,k,crit))
return(k)
}
rho.bt <- function(x,c1,M)
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
return(ivec1*(x^2/2)
+ivec2*(M^2/2+c1*(5*c1+16*M)/30)
+(1-ivec1-ivec2)*(M^2/2-M^2*(M^4-5*M^2*c1^2+15*c1^4)/(30*c1^4)
+(1/2+M^4/(2*c1^4)-M^2/c1^2)*x^2
+(4*M/(3*c1^2)-4*M^3/(3*c1^4))*x^3
+(3*M^2/(2*c1^4)-1/(2*c1^2))*x^4
-4*M*x^5/(5*c1^4)+x^6/(6*c1^4)))
}
psi.bt <- function(x,c1,M)
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
return(ivec1*x+(1-ivec1-ivec2)*x*(1-x1^2)^2)
}
psip.bt <- function(x,c1,M)
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
return(ivec1+(1-ivec1-ivec2)*((1-x1^2)^2+4*x*x1*(1-x1^2)/c1))
}
wt.bt <- function(x,c1,M)
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
return(ivec1+(1-ivec1-ivec2)*(1-x1^2)^2)
}
v.bt <- function(x,c1,M) return(x*psi.bt(x,c1,M))
rung3dlchk<-function(x,y,est=onestep,regfun=tsreg,beta=.2,plotit=FALSE,nmin=0,
fr=NA,...){
#
# Same as runm3d, but empirically determine the span, f,
# by maximizing the percentage bend correlation using the
# leave-three-out method.
#
#
# fr controls amount of smoothing and is determined by this function.
# If fr is missing, function first considers fr=.8(.05)1.2. If
# measure of scale of residuals is mininmized for fr=.8, then consider
# fr=.2(.05).75.
#
#
chkcor<-1
frtry<-c(.7,.75,.8,.85,.9,.95,1.,1.05,1.1,1.15,1.2)
if(!is.na(fr[1]))frtry<-fr
chkit<-0
for (it in 1:length(frtry)){
fr<-frtry[it]
rmd<-runm3ds1(x,y,fr,tr,FALSE,nmin) # Using leave-three-out method.
xm<-y[!is.na(rmd)]
rmd<-rmd[!is.na(rmd)]
dif<-xm-rmd
chkcor[it]<-pbvar(dif,beta)
}
if(sum(is.na(chkcor))== length(chkcor))
{stop("A value for the span cannot be determined with these data.")}
tempc<-sort(chkcor)
chkcor[is.na(chkcor)]<-tempc[length(tempc)]
temp<-order(chkcor)
fr1<-frtry[temp[1]]
fr2<-fr1
val1<-min(chkcor)
chkcor2<-0
if(is.na(fr)){
if(temp[1] == 1){
frtry<-c(.2,.25,.3,.35,.4,.45,.5,.55,.6,.65,.7,.75)
for (it in 1:length(frtry)){
fr<-frtry[it]
rmd<-runm3ds1(x,y,fr,tr,FALSE,nmin)
xm<-y[!is.na(rmd)]
dif<-xm-rmd
chkcor2[it]<-pbvar(dif,beta)
}
tempc<-sort(chkcor2)
chkcor2[is.na(chkcor2)]<-tempc[length(tempc)]
print(chkcor2)
temp2<-order(chkcor2)
fr2<-frtry[temp2[1]]
}
}
sortc<-sort(chkcor2)
chkcor2[is.na(chkcor2)]<-sortc[length(sortc)]
val2<-min(chkcor2)
fr<-fr1
if(val2 < val1)fr<-fr2
rmd<-runm3d(x,y,fr=fr,tr,plotit=FALSE,nmin,pyhat=TRUE,pr=FALSE)
xm<-y[!is.na(rmd)]
etasq<-pbcor(rmd,xm)$cor^2
# Next, fit regression line
temp<-y-regfun(x,y)$res
pbc<-pbcor(temp,y)$cor^2
temp<-(etasq-pbc)/(1-pbc)
list(gamma.L=temp,pbcorsq=pbc,etasq=etasq,fr=fr,rmd=rmd,yused=xm,varval=chkcor)
}
near3dl1<-function(x,pt,fr=1,m){
dis<-mahalanobis(x,pt,m$cov)
sdis<-sqrt(sort(dis))
dflag<-(dis < fr & dis > sdis[3])
dflag
}
listm<-function(x){
#
# Store the data in a matrix or data frame in a new
# R variable having list mode.
# Col 1 will be stored in y[[1]], col 2 in y[[2]], and so on.
#
if(is.null(dim(x)))stop("The argument x must be a matrix or data frame")
y<-list()
for(j in 1:ncol(x))y[[j]]<-x[,j]
y
}
m2l=listm
matrix2list=listm
pbanova<-function(x,tr=.2,alpha=.05,nboot=NA,grp=NA,WIN=FALSE,win=.1){
#
# Test the hypothesis that J independent groups have
# equal trimmed means using the percentile bootstrap method.
#
# to groups.
#
#
#
# WIN=T means data are Winsorized before taking bootstraps by the
# amount win.
#
#
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
if(WIN){
if(tr < .2){print("Warning: When Winsorizing,")
print("the amount of trimming should be at least.2")
}
if(win > tr)stop("Amount of Winsorizing must be <= amount of trimming")
if(min(tempn) < 15){
print("Warning: Winsorizing with sample sizes less than 15")
print("can result in poor control over the probability of a Type I error")
}
for (j in 1:J){
x[[j]]<-winval(x[[j]],win)
}
}
con<-matrix(0,J,J-1)
for (j in 1:Jm){
jp<-j+1
con[j,j]<-1
con[jp,j]<-0-1
}
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(Jm > 10){
avec<-.05/c(11:Jm)
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(Jm > 10){
avec<-.01/c(11:Jm)
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01)dvec<-alpha/c(1:Jm)
for(j in 1:J){
paste("Working on group ",j)
}
test<-NA
for (d in 1:Jm){
dp<-d+1
test[d]<-sum(bvec[d,]>bvec[dp,])/nboot
}
test<-(0-1)*sort(-2*test)
sig<-sum((test<dvec[1:Jm]))
if(sig>0)print("Significant result obtained: Reject")
if(sig==0)print("No significant result obtained: Fail to reject")
list(test.vec=test,crit.vec=dvec[1:Jm])
}
pbanovag<-function(x,alpha=.05,nboot=NA,grp=NA,est=onestep,...){
#
# equal measures of location using the percentile bootstrap method.
# (Robust measures of scale can be compared as well.)
#
# to groups.
#
# est is the measure of location and defaults to a M-estimator
#
#
#
con<-as.matrix(con)
if(!is.na(sum(grp))){
# Only analyze specified groups.
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
icl<-ceiling(crit*nboot)
con<-matrix(0,J,J-1)
for (j in 1:Jm){
jp<-j+1
con[j,j]<-1
con[jp,j]<-0-1
}
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(Jm > 10){
avec<-.05/c(11:Jm)
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(Jm > 10){
avec<-.01/c(11:Jm)
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01)dvec<-alpha/c(1:Jm)
for(j in 1:J){
bvec[j,]<-apply(data,1,est,...) # Bootstrapped trimmed means for jth group
}
test<-NA
for (d in 1:Jm){
dp<-d+1
test[d]<-sum(bvec[d,]>bvec[dp,])/nboot
}
test<-(0-1)*sort(-2*test)
sig<-sum((test<dvec[1:Jm]))
if(sig>0)print("Significant result obtained: Reject")
if(sig==0)print("No significant result obtained: Fail to reject")
list(test.vec=test,crit.vec=dvec[1:Jm])
}
bootse<-function(x,nboot=1000,est=median,SEED=TRUE,...){
#
# estimator est
#
bvec<-apply(data,1,est,...)
bootse<-sqrt(var(bvec))
bootse
}
rananova<-function(x,tr=.2,grp=NA){
#
# A heteroscedastic one-way random effects ANOVA for trimmed means.
#
# The data are assumed to be stored in a matrix on in list mode.
# If in list mode,
# Length(x) is assumed to correspond to the total number of groups.
# If the data are stored in a matrix, groups correspond to columns.
#
if(is.na(grp[1]))grp<-c(1:length(x))
#if(pr)print("The number of groups to be compared is")
#print(J)
h<-1
xbar<-1
ybar<-1
wvar<-1
ell<-0
for(j in 1:J){
ell[j]<-length(x[[grp[j]]])/(length(x[[grp[j]]])+1)
ybar[j]<-winmean(x[[grp[j]]],tr)
wvar[j]<-winvar(x[[grp[j]]],tr)
}
q<-NA
bsst<-var(xbar)
for (j in 1:J)q[j]<-(length(x[[grp[j]]]-1)-1)*wvar[j]/(h[j]*(h[j]-1))
wssw<-mean(q)
D<-bsst/wssw
g<-q/J
nu1<-((J-1)*sum(q))^2/((sum(q))^2+(J-2)*J*sum(q^2))
nu2<-(sum(J*q))^2/sum((J*q)^2/(h-1))
sig<-1-pf(D,nu1,nu2)
# Next, estimate the Winsorized intraclass correlation
sighat<-mean(ell*(ybar-(sum(ell*ybar)/sum(ell)))^2)
rho<-sighat/(sighat+winmean(wvar,tr))
list(teststat=D,df=c(nu1,nu2),p.value=sig,rho=rho,num.groups=J)
}
linpbg<-function(x,con=0,alpha=.05,nboot=NA,est=mest,...){
#
# Compute a 1-alpha confidence interval
# for a set of d linear contrasts
# involving trimmed means using the percentile bootstrap method.
#
# Thus,
# for the second group, etc.
# If x has list mode, length(x)=the number of groups = J, say.
#
#
# con is a J by d matrix containing the
# contrast coefficents of interest.
# For example, con[,1]=c(1,1,-1,-1,0,0)
# and con[,2]=c(,1,-1,0,0,1,-1)
# will test two contrasts: (1) the sum of the first
# two trimmed means is
# equal to the sum of the second two,
# and (2) the difference between
# the first two is equal to the difference
# between the trimmed means of
# groups 5 and 6.
#
#
con<-as.matrix(con)
J<-length(x)
for(j in 1:J){
xx<-x[[j]]
x[[j]]<-xx[!is.na(xx)] # Remove any missing values.
}
Jm<-J-1
d<-(J^2-J)/2
if(sum(con^2)==0){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1 #If con not specified do all pairwise comparisons
con[k,id]<-0-1
}}}
}
if(is.na(nboot)){
nboot<-5000
if(ncol(con)<=4)nboot<-2000
}
m1<-matrix(0,nrow=J,ncol=nboot)
for(j in 1:J){
m1[j,]<-apply(data,1,est,...)
}
testb<-NA
testvec<-NA
boot[d,]<-apply(m1,2,trimpartt,con[,d])
# and corresponding to the dth linear contrast
testb[d]<-sum((boot[d,]>0))/nboot
testvec[d]<-min(testb[d],1-testb[d])
}
#
#
dd<-ncol(con)
if(alpha==.05){
if(dd==1)crit<-alpha/2
if(dd==2)crit<-.014
if(dd==3)crit<-.0085
if(dd==4)crit<-.007
if(dd==5)crit<-.006
if(dd==10)crit<-.0023
if(dd==15)crit<-.0016
}
else{
crit<-alpha/(2*dd)
}
icl<-round(crit*nboot)
icu<-round((1-crit)*nboot)
dimnames(test)<-list(NULL,c("con.num","test","crit.val"))
test[d,1]<-d
psihat[d,1]<-d
testit<-lincon(x,con[,d],tr)
test[d,2]<-testvec[d]
temp<-sort(boot[d,])
psihat[d,3]<-temp[icl]
psihat[d,4]<-temp[icu]
psihat[d,2]<-testit$psihat[1,2]
test[d,3]<-crit
}
list(psihat=psihat,test=test,con=con)
}
lintpb<-function(x,con=0,tr=.2,alpha=.05,nboot=NA){
#
# for a set of d linear contrasts
#
# Thus,
# for the second group, etc.
# If x has list mode, length(x)=the number of groups = J, say.
#
#
# con is a J by d matrix containing the
# contrast coefficents of interest.
# For example, con[,1]=c(1,1,-1,-1,0,0)
# and con[,2]=c(,1,-1,0,0,1,-1)
# two trimmed means is
# equal to the sum of the second two,
# and (2) the difference between
# the first two is equal to the difference
# between the trimmed means of
# groups 5 and 6.
#
#
con<-as.matrix(con)
J<-length(x)
for(j in 1:J){
xx<-x[[j]]
xx[[j]]<-xx[!is.na(xx)] # Remove any missing values.
}
Jm<-J-1
d<-(J^2-J)/2
if(sum(con^2)==0){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1 #If con not specified do all pairwise comparisons
con[k,id]<-0-1
}}}
}
if(is.na(nboot)){
nboot<-5000
if(ncol(con)<=4)nboot<-2000
}
m1<-matrix(0,nrow=J,ncol=nboot)
for(j in 1:J){
m1[j,]<-apply(data,1,mean,tr)
}
testb<-NA
testvec<-NA
boot[d,]<-apply(m1,2,trimpartt,con[,d])
# and corresponding to the dth linear contrast
testb[d]<-sum((boot[d,]>0))/nboot
testvec[d]<-min(testb[d],1-testb[d])
}
#
#
dd<-ncol(con)
if(alpha==.05){
if(dd==1)crit<-alpha/2
if(dd==2)crit<-.014
if(dd==4)crit<-.007
if(dd==5)crit<-.006
if(dd==10)crit<-.0023
if(dd==15)crit<-.0016
}
else{
crit<-alpha/(2*dd)
}
icl<-round(crit*nboot)
dimnames(test)<-list(NULL,c("con.num","test","crit.val"))
test[d,1]<-d
psihat[d,1]<-d
testit<-lincon(x,con[,d],tr)
test[d,2]<-testvec[d]
temp<-sort(boot[d,])
psihat[d,3]<-temp[icl]
psihat[d,4]<-temp[icu]
test[d,3]<-crit
}
list(psihat=psihat,test=test,con=con)
}
t2waypbg<-function(J,K,x,alpha=.05,nboot=NA,grp=NA,est=onestep,...){
#
# Two-way ANOVA for independent groups based on
# robust measures of location
# and a percentile bootstrap method.

#
#
JK<-J*K
if(!is.na(grp)){
yy<-x
x[[j]]<-yy[[grp[j]]]
}
for(j in 1:JK){
xx<-x[[j]]
}
#
#
ij <- matrix(c(rep(1, J)), 1, J)
ik <- matrix(c(rep(1, K)), 1, K)
jm1 <- J - 1
cj <- diag(1, jm1, J)
for(i in 1:jm1)
cj[i, i + 1] <- 0 - 1
km1 <- K - 1
ck <- diag(1, km1, K)
for(i in 1:km1)
ck[i, i + 1] <- 0 - 1
conA<-t(kron(cj,ik))
conB<-t(kron(ij,ck))
conAB<-t(kron(cj,ck))
ncon<-max(nrow(conA),nrow(conB),nrow(conAB))
if(JK!=length(x)){
print("Warning: The number of groups does not match")
print("the number of contrast coefficients.")
}
if(is.na(nboot)){
nboot<-5000
if(ncon<=4)nboot<-2000
}
m1<-matrix(0,nrow=JK,ncol=nboot)
for(j in 1:JK){
m1[j,]<-apply(data,1,est,...)
}
bootA<-matrix(0,ncol(conA),nboot)
bootB<-matrix(0,ncol(conB),nboot)
bootAB<-matrix(0,ncol(conAB),nboot)
testA<-NA
testB<-NA
testAB<-NA
testvecA<-NA
testvecB<-NA
testvecAB<-NA
for (d in 1:ncol(conA)){
bootA[d,]<-apply(m1,2,trimpartt,conA[,d])
# corresponding to the dth linear contrast
testA[d]<-sum((bootA[d,]>0))/nboot
testA[d]<-min(testA[d],1-testA[d])
}
for (d in 1:ncol(conB)){
bootB[d,]<-apply(m1,2,trimpartt,conB[,d])
testB[d]<-sum((bootB[d,]>0))/nboot
testB[d]<-min(testB[d],1-testB[d])
}
for (d in 1:ncol(conAB)){
bootAB[d,]<-apply(m1,2,trimpartt,conAB[,d])
testAB[d]<-sum((bootAB[d,]>0))/nboot
testAB[d]<-min(testAB[d],1-testAB[d])
}
#
#
Jm<-J-1
Km<-K-1
JKm<-(J-1)*(K-1)
dvecA <- alpha/c(1:Jm)
dvecB <- alpha/c(1:Km)
dvecAB <- alpha/c(1:JKm)
testA<-(0 - 1) * sort(-2 * testA)
testB<-(0 - 1) * sort(-2 * testB)
testAB<-(0 - 1) * sort(-2 * testAB)
sig <- sum((testA < dvecA[1:Jm]))
if(sig > 0)
print("Significant result obtained for Factor A: Reject")
if(sig == 0)
print("No significant result Factor A: Fail to reject")
sig <- sum((testB < dvecB[1:Km]))
if(sig > 0)
print("Significant result obtained for Factor B: Reject")
if(sig == 0)
print("No significant result Factor B: Fail to reject")
sig <- sum((testAB < dvecAB[1:JKm]))
if(sig > 0)
print("Significant Interaction: Reject")
if(sig == 0)
print("No significant Interaction: Fail to reject")
list(testA=testA,crit.vecA=dvecA,testB=testB,crit.vecB=dvecB,testAB=testAB,crit.vec
AB=dvecAB)
}
regout<-function(x,y,regest=stsreg,plotit=TRUE,mbox=TRUE){
#
# Check for regression outliers by fitting a
# a line to data using regest and then applying
# a boxplot rule to the residuals.
# mbox=T uses Carling's method
# mbox=F uses ideal fourths with conventional boxplot rules.
#
chk<-regest(x,y)
flag<-outbox(chk$residuals,mbox=mbox)$out.id
if(plotit){
plot(x,y)
points(x[flag],y[flag],pch="o")
abline(chk$coef)
}
list(out.id=flag)
}
stsregp1<-function(x,y,sc=pbvar,xout=FALSE,outfun=out,...){
#
# Compute the S-type modification of
# the Theil-Sen regression estimator.
#
p=ncol(as.matrix(x))
if(p!=1)stop("Current version is limited to one predictor")
p1=p+1
x=xy[,1:p]
y=xy[,p1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
ord<-order(x)
xs<-x[ord]
ys<-y[ord]
v1<-vec1[vec2>0]
v2<-vec2[vec2>0]
slope<-v1/v2
allvar<-NA
for(i in 1:length(slope))allvar[i]<-sc(y-slope[i]*x,...)
temp<-order(allvar)
coef<-0
coef[2]<-slope[temp[1]]
coef[1]<-median(y)-coef[2]*median(x)
}
stsreg<-function(x,y,xout=FALSE,outfun=outpro,iter=10,sc=pbvar,varfun=pbvar,
corfun=pbcor,plotit=FALSE,...){
#
# Compute Theil-Sen regression estimator
#
# Use Gauss-Seidel algorithm
# when there is more than one predictor
#
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(ncol(x)==1){
temp1<-stsregp1(x,y,sc=sc)
coef<-temp1$coef
res<-temp1$res
}
if(ncol(x)>1){
for(p in 1:ncol(x)){
temp[p]<-tsp1reg(x[,p],y)$coef[2]
}
res<-y-x%*%temp
alpha<-median(res)
r<-matrix(NA,ncol=ncol(x),nrow=nrow(x))
tempold<-temp
for(it in 1:iter){
r[,p]<-y-x%*%temp-alpha+temp[p]*x[,p]
temp[p]<-stsregp1(x[,p],r[,p],sc=sc)$coef[2]
}
alpha<-median(y-x%*%temp)
tempold<-temp
}
coef<-c(alpha,temp)
res<-y-x%*%temp-alpha
}
yhat<-y-res
stre=NULL
e.pow<-varfun(yhat)/varfun(y)
if(!is.na(e.pow)){
if(e.pow>=1)e.pow<-corfun(yhat,y)$cor^2
e.pow=as.numeric(e.pow)
stre=sqrt(e.pow)
}
list(coef=coef,residuals=res,Strength.Assoc=stre,Explanatory.Power=e.pow)
}
yuend<-function(x,y,tr=.2,alpha=.05){
#
# Compare the trimmed means of two dependent random variables
# using the data in x and y.
#
# Any pair with a missing value is eliminated
# The function rm2miss allows missing values.
#
# the trimmed mean of y is computed and returned in yuend$ci.
# The significance level is returned in yuend$p.value
#
# For inferences based on difference scores, use trimci
#
if(length(x)!=length(y))stop("The number of observations must be equal")
m<-cbind(x,y)
m<-elimna(m)
x<-m[,1]
y<-m[,2]
q1<-(length(x)-1)*winvar(x,tr)
q2<-(length(y)-1)*winvar(y,tr)
q3<-(length(x)-1)*wincor(x,y,tr)$cov
df<-h1-1
se<-sqrt((q1+q2-2*q3)/(h1*(h1-1)))
low<-dif-crit*se
up<-dif+crit*se
test<-dif/se
yuend<-2*(1-pt(abs(test),df))
list(ci=c(low,up),p.value=yuend,est1=mean(x,tr),est2=mean(y,tr),dif=dif,se=se,tests
tat=test,n=length(x),df=df)
}
rmmcppbtm<-function(x,alpha=.05,con=0,tr=.2,grp=NA,nboot=NA){
#
# Using the percentile bootstrap method,
#
# The trimmed means of dependent groups are being compared.
# By default, 20% trimming is used.
#
# nboot is the bootstrap sample size. If not specified, a value will
# be chosen depending on the number of contrasts there are.
#
#
# For alpha=.05, some critical values have been
# determined via simulations and are used by this function;
# otherwise an approximation is used.
#
mode.")
if(is.list(x)){
if(is.matrix(con)){
of groups.")
}}
if(is.list(x)){
}
if(is.matrix(x) && is.matrix(con)){
groups.")
mat<-x
}
if(is.matrix(x))mat<-x
if(!is.na(sum(grp)))mat<-mat[,grp]
mat<-elimna(mat) # Remove rows with missing values.
J<-ncol(mat)
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
if(is.na(crit) && tr != .2){
print("A critical value must be specified when")
stop("the amount of trimming differs from .2")
}
if(is.na(nboot)){
if(d<=3)nboot<-1000
if(d==6)nboot<-2000
if(d==10)nboot<-4000
if(d==28)nboot<-10000
}
n<-nrow(mat)
crit<-NA
if(alpha==.05){
if(d==1)crit<-alpha/2
if(d==3){
crit<-.004
if(n>=15)crit<-.006
if(n>=30)crit<-.007
if(n>=40)crit<-.008
if(n>=100)crit<-.009
}
if(d==6){
crit<-.001
if(n>=15)crit<-.002
if(n>=20)crit<-.0025
if(n>=30)crit<-.0035
if(n>=40)crit<-.004
if(n>=60)crit<-.0045
}
if(d==10){
crit<-.00025
if(n>=15)crit<-.00125
if(n>=20)crit<-.0025
}
if(d==15){
crit<-.0005
if(n>=20)crit<-.0010
if(n>=30)crit<-.0011
if(n>=40)crit<-.0016
if(n>=100)crit<-.0019
}
if(d==21){
crit<-.00025
if(n>=20)crit<-.00037
if(n>=30)crit<-.00075
if(n>=40)crit<-.00087
if(n>=60)crit<-.00115
if(n>=100)crit<-.00125
}
if(d==28){
crit<-.0004
if(n>=30)crit<-.0006
if(n>=60)crit<-.0008
if(n>=100)crit<-.001
}
}
if(is.na(crit)){
crit<-alpha/(2*d)
if(n<20)crit<-crit/2
if(n<=10)crit<-crit/2
}
icl<-ceiling(crit*nboot)+1
connum<-ncol(con)
xbars<-matrix(0,nboot,ncol(mat))
bvec<-bootdep(mat,tr,nboot)
#
#
test<-1
psihat[ic,]<-apply(bvec,1,bptdpsi,con[,ic])
test[ic]<-sum((psihat[ic,]>0))/nboot
test[ic]<-min(test[ic],1-test[ic])
}
print("Reminder: Test statistic must be less than critical value in order to
reject.")
output<-matrix(0,connum,5)
dimnames(output)<-list(NULL,c("con.num","psihat","test","ci.lower","ci.upper"))
tmeans<-apply(mat,2,mean,trim=tr)
psi<-1
output[ic,2]<-sum(con[,ic]*tmeans)
output[ic,1]<-ic
temp<-sort(psihat[ic,])
}
list(output=output,crit=crit,con=con)
}
mcppb20<-function(x,crit=NA,con=0,tr=.2,alpha=.05,nboot=2000,grp=NA,WIN=FALSE,
win=.1){
#
#
#
# By default, all pairwise comparisons are performed, but contrasts
# can be specified with the argument con.
# The columns of con indicate the contrast coefficients.
# Con should have J rows, J=number of groups.
# groups 5 and 6.
#
#
#
con<-as.matrix(con)
if(is.matrix(x)){
xx<-list()
xx[[i]]<-x[,i]
}
x<-xx
}
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
d<-ifelse(sum(con^2)==0,(J^2-J)/2,ncol(con))
if(is.na(crit) && tr != .2){
print("A critical value must be specified when")
stop("the amount of trimming differs from .2")
}
if(WIN){
if(tr < .2){
print("Warning: When Winsorizing, the amount")
print("of trimming should be at least .2")
}
if(win > tr)stop("Amount of Winsorizing must <= amount of trimming")
if(min(tempn) < 15){
print("Warning: Winsorizing with sample sizes")
print("less than 15 can result in poor control")
print("over the probability of a Type I error")
}
for (j in 1:J){
}
}
if(is.na(crit)){
if(d==2 && alpha==.05 && nboot==1000)crit<-.014
if(d==10 && alpha==.05 && nboot<=2000)crit<-.002
}
if(is.na(crit) && alpha==.05)crit<-0.0268660714*(1/d)-0.0003321429
if(is.na(crit))crit<-alpha/(2*d)
if(d> 10 && nboot <5000){
print("Warning: Suggest using nboot=5000")
print("when the number of contrasts exceeds 10.")
}
icl<-round(crit*nboot)+1
if(sum(con^2)==0){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
dimnames(psihat)<-list(NULL,c("con.num","psihat","se","ci.lower",
"ci.upper","p-value"))
print("The number of groups does not match")
stop("the number of contrast coefficients.")
}
for(j in 1:J){
}
test<-NA
top<-0
for (i in 1:J){
top<-top+con[i,d]*bvec[i,]
}
test[d]<-(sum(top>0)+.5*sum(top==0))/nboot
test[d]<-min(test[d],1-test[d])
top<-sort(top)
psihat[d,4]<-top[icl]
psihat[d,5]<-top[icu]
}
psihat[d,1]<-d
testit<-lincon(x,con[,d],tr,pr=FALSE)
psihat[d,6]<-2*test[d]
psihat[d,3]<-testit$test[1,4]
}
list(psihat=psihat,crit.p.value=2*crit,con=con)
}
comvar2d<-function(x,y,SEED=TRUE){
#
# Compare the variances of two dependent groups.
#
nboot<-599
m<-cbind(x,y)
m<-elimna(m) # Remove missing values
U<-m[,1]-m[,2]
V<-m[,1]+m[,2]
ci<-pcorb(U,V,SEED=SEED)$ci
list(n=nrow(m),ci=ci)
}
mom<-function(x,bend=2.24,na.rm=TRUE){
#
# Compute MOM-estimator of location.
#
if(na.rm)x<-x[!is.na(x)] #Remove missing values
flag1<-(x>median(x)+bend*mad(x))
flag2<-(x<median(x)-bend*mad(x))
flag<-rep(TRUE,length(x))
flag[flag1]<-FALSE
flag[flag2]<-FALSE
mom<-mean(x[flag])
mom
}
momci<-function(x,alpha=.05,nboot=2000,bend=2.24,SEED=TRUE,null.value=0){
#
# MOM-estimator of location based on Huber's Psi.
#
est=mom(x,bend=bend)
bvec<-apply(data,1,mom,bend)
bvec<-sort(bvec)
up<-nboot-low
low<-low+1
pv=mean(bvec>null.value)+.5*mean(bvec==null.value)
pv=2*min(c(pv,1-pv))
list(ci=c(bvec[low],bvec[up]),p.value=pv,est.mom=est)
}
rmanogsub<-function(isub,x,est=onestep,...){
tsub <- est(x[isub],...)
tsub
}
bd1way1<-function(isub,xcen,est,misran,...){
#
# Compute test statistic for bd1way
#
# 1, 2, 3, ..., n
#
# xcen is an n by J matrix containing the input data
#
val<-vector("numeric")
for (j in 1:ncol(xcen))val[j]<-est(xcen[isub,j],na.rm=misran,...)
bd1way1<-(length(val)-1)*var(val)
bd1way1
}
bicovm<-function(x){
#
# compute a biweight midcovariance matrix for the vectors of
# observations in x, where x is assumed to have list mode, or
#
if(is.matrix(x)){
mcov<-matrix(0,ncol(x),ncol(x))
mcor<-matrix(0,ncol(x),ncol(x))
for (j in 1:ncol(x))mcov[i,j]<-bicov(x[,i],x[,j])
}
}
if(is.list(x)){
mcov<-matrix(0,length(x),length(x))
mcor<-matrix(0,length(x),length(x))
for (i in 1:length(x)){
for (j in 1:length(x))mcov[i,j]<-bicov(x[[i]],x[[j]])
}
}
for (i in 1:ncol(mcov)){
for (j in 1:ncol(mcov))mcor[i,j]<-mcov[i,j]/sqrt(mcov[i,i]*mcov[j,j])
}
list(mcov=mcov,mcor=mcor)
}
bicovM<-function(x){
M=bicovm(x)$mcov
M
}
apdis<-function(m,est=sum,...){
#
# For bivariate data,
# compute distance between each pair
# of points and measure depth of a point
# in terms of its distance to all
# other points
#
# m is an n by 2 matrix
# (In this version, ncol(m)=2 only, for general
# case, use apgdis
#
m<-elimna(m) # eliminate any missing values
disx<-outer(m[,1],m[,1],"-")
disy<-outer(m[,2],m[,2],"-")
temp<-sqrt(disx^2+disy^2)
dis<-apply(temp,1,est,...)
dis
temp2<-order(dis)
center<-m[temp2[1],]
list(center=center,distance=dis)
}
onesampb<-
function(x,est=onestep,alpha=.05,nboot=2000,SEED=TRUE,nv=0,null.value=NULL,...){
#
# measure of location corresponding to the argument est.
# By default, a one-step
# M-estimator of location based on Huber's Psi is used.
#
# nv=null value when computing a p-value
#
if(!is.null(null.value))nv=null.value
x=elimna(x)
bvec<-sort(bvec)
up<-nboot-low
low<-low+1
pv=mean(bvec>nv)+.5*mean(bvec==nv)
estimate=est(x,...)
list(ci=c(bvec[low],bvec[up]),n=length(x),estimate=estimate,p.value=pv)
}
pdep<-function(x,y,alpha=.05){
#
# For two dependent variables, x and y,
# estimate p=P(X<Y)
#
dif<-(x<y)
temp<-binomci(y=dif)
phat<-temp$phat
ci<-temp$ci
list(phat=phat,ci=ci)
}
tsplit<-function(J,K,data,tr=.2,grp=c(1:p),p=J*K){
# Perform a J by K anova on trimmed means with
#
# data stored in list mode or a matrix.
# If in list mode, data[[1]] contains the data
#
#
# using grp
#
x<-data
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
data <- y
}
print(p)
print(length(data))
}
if(p!=length(grp)){
print("Apparently a subset of the groups was specified")
print("that does not match the total number of groups ")
stop("indicated by the values for J and K.")
}
tmeans<-0
h<-0
v<-matrix(0,p,p)
klow<-1-K
kup<-0
for (i in 1:p)tmeans[i]<-mean(data[[grp[i]]],tr,na.rm=TRUE)
for (j in 1:J){
h[j]<-length(data[[grp[j]]])-2*floor(tr*length(data[[grp[j]]]))
# h is the effective sample size for the jth level of factor A
# covariances.
klow<-klow+K
kup<-kup+K
sel<-c(klow:kup)
v[sel,sel]<-covmtrim(data[grp[klow:kup]],tr)
}
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
list(Qa=Qa$teststat,Qa.p.value=Qa$p.value,
Qb=Qb$teststat,Qb.p.value=Qb$p.value,
Qab=Qab$teststat,Qab.p.value=Qab$p.value)
}
gvar<-function(m){
#
# Compute the generalized variance of a matrix m
#
m<-elimna(m)
temp<-var(m)
gvar<-prod(eigen(temp)$values)
gvar
}
mgvfreg<-function(x,y,regfun=tsreg,outfun=outbox,plotit=TRUE){
#
# Do regression on points not labled outliers
# Use the faster inward mgv method
#
m<-cbind(x,y)
m<-elimna(m) # elminate any rows with missing data
flag<-outmgvf(m,outfun=outfun,plotit,SEED=SEED)$out.id
ivec<-rep(TRUE,nrow(m))
ivec[flag]<-FALSE
x<-as.matrix(x)
temp<-regfun(x[ivec,],y[ivec])
coef<-temp$coef
if(plotit && ncol(m)==2)abline(coef)
residuals<-temp$residuals
list(coef=coef,residuals=residuals)
}
indepth<-function(m){
#
# Compute the inward depth of all points in m
# based on the generalized variance.
#
m<-as.matrix(m)
dep<-NA
n<-nrow(m)
flag<-rep(TRUE,n)
for(i in 1:n){
flag[i]<-FALSE
dep[i]<-gvar(m[flag,])
flag[i]<-TRUE
}
dep
}
regbootg<-function(isub,x,y,regfun,...){
#
# 1, 2, 3, ..., n
#
#
#
#
#xmat<-matrix(x[isub,],nrow(x),ncol(x))
xmat<-x[isub,]
yy<-y[isub]
regboot<-regfun(xmat,y[isub])$coef
#regboot<-regboot$coef
regboot
}
rregci<-function(x,y,regfun=chreg,nboot=599,alpha=.05, ...){
#
# Compute a .95 confidence interval for each of the parameters of
# a linear regression equation. The default regression method is
# a bounded influence M-regression with Schweppe weights
# (the Coakley-Hettmansperger estimator).
#
# When using the least squares estimator, and when n<250, use
# lsfitci instead.
#
#
# estimated intercept, the second element contains the estimated of
#
x<-as.matrix(x)
bvec<-apply(data,1,regboot,x,y,regfun,...) # A p+1 by nboot matrix. The first row
p1<-ncol(x)+1
ihi<-nboot - ilow
ilow<-ilow+1
se<-NA
pvec<-NA
for(i in 1:p1){
pvec[i]<-sum(bvec[i,]<0)/nboot
if(pvec[i]>.5)pvec[i]<-1-pvec[i]
se[i]<-sqrt(var(bvec[i,]))
}
pvec<-2*pvec
list(regci=regci,p.value=pvec,se=se)
}
pbcan<-function(x,nboot=1000,grp=NA,est=onestep,...){
#
# equal measures of location using the percentile bootstrap method.
# in conjunction with a partially centering technique.
#
# to groups.
#
# est is the measure of location and defaults to an M-estimator
#
#
#
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
vecm<-0
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
vecm[j]<-est(x[[j]],...)
}
xcen<-list()
flag<-rep(TRUE,J)
for(j in 1:J){
flag[j]<-FALSE
temp<-mean(vecm[flag])
xcen[[j]]<-x[[j]]-temp
flag[j]<-T
}
for(j in 1:J){
data<-matrix(sample(xcen[[j]],size=length(x[[j]])*nboot,replace=TRUE),nrow=nboot)
}
vvec<-NA
for(j in 1:J){
vvec[j]<-sum((bvec[j,]-vecm[j])^2)/(nboot-1)
}
dis<-NA
for(i in 1:nboot){
dis[i]<-sum((bvec[,i]-vecm)^2/vvec)
}
tvec<-sum((0-vecm)^2/vvec)
dis<-sort(dis)
print(tvec)
print(dis[icrit])
print(vecm)
sig<-1-sum((tvec>=dis))/nboot
list(p.value=sig)
}
rmaseq<-function(x,est=onestep,alpha=.05,grp=NA,nboot=NA,...){
#
# test hypothesis that all marginal distributions
# among J dependent groups
# have a common measure of location.
# This is done by using a sequentially rejective method
# of J-1 pairs of groups.
# That is, compare group 1 to group 2, group 2 to group 3, etc.
#
# By default, onestep M-estimator is used.
#
# be chosen depending on the number of groups
#
# grp can be used to specify a subset of the groups for analysis
#
# the argument ... can be used to specify options associated
# with the argument est.
#
if(!is.list(x) && !is.matrix(x)){
stop("Data must be stored in a matrix or in list mode.")
}
if(is.list(x)){
}
J<-ncol(mat)
Jm<-J-1
con<-matrix(0,ncol=Jm,nrow=J)
for(j in 1:Jm){
jp<-j+1
for(k in j:jp){
con[j,j]<-1
con[jp,j]<-0-1
}}
rmmcp(x,est=est,alpha=alpha,con=con,nboot=nboot,...)
}
rmanog<-function(x,alpha=.05,est=onestep,grp=NA,nboot=NA,...){
#
# test the hypothesis that all differences among J
# dependent groups have a
# measure of location equal to zero.
# That is, if
# Dij is the difference between ith observations
# in groups j and j+1,
# and Dij has measure of location muj
# the goal is to test
# H0: mu1=mu2=...=0
#
# By default, an M-estimator is used.
#
# be chosen depending on the number of groups
#
# grp can be used to specify a subset of the groups for analysis
#
# the argument ... can be used to specify options associated
# with the argument est.
#
mode.")
if(is.list(x)){
}
J<-ncol(mat)
Jm<-J-1
jp<-0
dif<-matrix(NA,nrow=nrow(mat),ncol=Jm)
for(j in 1:Jm){
jp<-j+1
dif[,j]<-mat[,j]-mat[,jp]
}
if(is.na(nboot)){
nboot<-5000
if(Jm <= 4)nboot<-1000
}
data <- matrix(sample(nrow(mat), size = nrow(mat) * nboot, replace = T),
nrow = nboot)
bvec <- matrix(NA, ncol = ncol(dif), nrow = nboot)
for(j in 1:ncol(dif)) {
temp <- dif[, j]
bvec[, j] <- apply(data, 1., rmanogsub, temp, est)
} #bvec is an nboot by Jm matrix
testvec<-NA
for(j in 1:Jm){
testvec[j]<-sum(bvec[,j]>0)/nboot
if(testvec[j] > .5)testvec[j]<-1-testvec[j]
}
critvec<-alpha/c(1:Jm)
#testvec<-2*testvec[order(-1*testvec)]
test<-2*testvec
test.sort<-order(-1*test)
chk<-sum((test.sort <= critvec))
if(chk > 0)print("Significant difference found")
output<-matrix(0,Jm,6)
dimnames(output)<-
list(NULL,c("con.num","psihat","sig","crit.sig","ci.lower","ci.upper"))
tmeans<-apply(dif,2,est,...)
psi<-1
output[,2]<-tmeans
for (ic in 1:Jm){
output[ic,1]<-ic
crit<-critvec[ic]
output[test.sort[ic],4]<-crit
}
for(ic in 1:Jm){
icrit<-output[ic,4]
icl<-round(icrit*nboot/2)+1
icu<-round((1-icrit/2)*nboot)
temp<-sort(bvec[,ic])
}
list(output=output)
}
ecor<-
function(x,y,pcor=FALSE,regfun=tsreg,corfun=pbcor,outkeep=FALSE,outfun=outmgvf){
#
# Estimate the explanatory correlation between x and y
#
# It is assumed that x is a vector or a matrix having one column only
xx<-elimna(cbind(x,y)) # Remove rows with missing values
x<-xx[,1]
y<-xx[,2]
x<-as.matrix(x)
if(ncol(x) > 1)stop("x must be a vector or matrix with one column")
flag<-rep(TRUE,nrow(x))
if(!outkeep){
temp<-outfun(cbind(x,y))$out.id
flag[temp]<-FALSE
}
coef<-regfun(x,y)$coef
ip<-ncol(x)+1
yhat<-x %*% coef[2:ip] + coef[1]
if(pcor)epow2<-cor(yhat[flag],y[flag])^2
if(!pcor)epow2<-corfun(yhat[flag],y[flag])$cor^2
ecor<-sqrt(epow2)*sign(coef[2])
ecor
}
ocor<-function(x,y,corfun=pbcor,outfun=outmgvf,pcor=FALSE,plotit=FALSE){
#
# Compute a correlation when outliers are ignored.
#
x<-xx[,1]
y<-xx[,2]
flag<-rep(TRUE,length(x))
temp<-outfun(cbind(x,y),plotit=plotit)$out.id
flag[temp]<-FALSE
if(pcor)ocor<-cor(x[flag],y[flag])
if(!pcor)ocor<-corfun(x[flag],y[flag])$cor
list(cor=ocor)
}
rmdzero<-function(x,est=onestep,grp=NA,nboot=500,SEED=TRUE,...){
#
# Do ANOVA on dependent groups
# using # depth of zero among bootstrap values
# based on difference scores.
#
# The data are assumed to be stored in x in list mode
# or in a matrix. In the first case
# If stored in a matrix, columns correspond to groups.
#
# grp is used to specify some subset of the groups, if desired.
# By default, all J groups are used.
#
#
mode.")
if(is.list(x)){
}
if(!is.na(grp[1])){
mat<-mat[,grp]
}
J<-ncol(mat)
jp<-0
Jall<-(J^2-J)/2
dif<-matrix(NA,nrow=nrow(mat),ncol=Jall)
ic<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic<-ic+1
dif[,ic]<-mat[,j]-mat[,k]
}}}
dif<-as.matrix(dif)
nrow = nboot)
for(j in 1:ncol(dif)) {
temp <- dif[, j]
bvec[, j] <- apply(data, 1., rmanogsub, temp, est)
center<-apply(dif,2,est,...)
bcen<-apply(bvec,2,mean)
cmat<-var(bvec-bcen+center)
zvec<-rep(0,Jall)
m1<-rbind(bvec,zvec)
bplus<-nboot+1
discen<-mahalanobis(m1,center,cmat)
sig.level<-sum(discen[bplus]<=discen)/bplus
list(p.value=sig.level,center=center)
}
con.all.pairs<-function(J){
#
# Compute contrast coefficients for doing all pairwise comparisons
#
C=(J^2-J)/2
con=matrix(0,nrow=J,ncol=C)
ic=0
for(i in 1:J){
for(j in 1:J){
if(i<j){
ic=ic+1
con[i,ic]=1
con[j,ic]=-1
}}}
con
}
con2way<-function(J,K){
#
# For a J by K ANOVA design
# create the contrast coefficients for
# doing all pairwise comparisons of
# main effects for Factor A and B and all interactions
#
JK <- J * K
Ja<-(J^2-J)/2
Ka<-(K^2-K)/2
JK<-J*K
conA<-matrix(0,nrow=JK,ncol=Ja)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
ic<-ic+1
mat[j,]<-1
mat[jj,]<-0-1
conA[,ic]<-t(mat)
}}}
conB<-matrix(0,nrow=JK,ncol=Ka)
ic<-0
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
mat[,k]<-1
mat[,kk]<-0-1
conB[,ic]<-t(mat)
}}}
conAB<-matrix(0,nrow=JK,ncol=Ka*Ja)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
mat[j,k]<-1
mat[j,kk]<-0-1
mat[jj,k]<-0-1
mat[jj,kk]<-1
}
conAB[,ic]<-t(mat)
}}}}}
list(conA=conA,conB=conB,conAB=conAB)
}
outmve<-function(x,mve.flag=TRUE,plotit=TRUE,SEED=TRUE,outsym='*'){
#
# Search for outliers using the minimum volume ellipsoid method.
#
#
# The function returns the number of the rows in x that are identified
# as outliers. (The row numbers are stored in outliers.)
# It also returns the distance of the points identified as outliers
#
# If mve.flag=T, use the mve estimator, otherwise use the mcd
#
# If plotit=TRUE, plot points and circle outliers.
#
library(MASS)
if(SEED){
oldSeed <- .Random.seed
set.seed(12)
}
if(!is.matrix(x)){
x<-x[!is.na(x)]
dis<-mahalanobis(x,median(x),mad(x)^2)
crit<-sqrt(qchisq(.975,1))
vec<-c(1:length(x))
}
if(is.matrix(x)){
x<-elimna(x) # remove any missing values
if(mve.flag)mve<-cov.mve(x)
if(!mve.flag)mve<-cov.mcd(x)
vec<-c(1:nrow(x))
}
dis<-sqrt(dis)
id<-vec[chk==1]
keep<-vec[chk==0]
x<-as.matrix(x)
plot(x[,1],x[,2],xlab="X",ylab="Y",type="n")
flag[id]<-FALSE
points(x[flag,1],x[flag,2])
if(sum(chk)!=0)points(x[!flag,1],x[!flag,2],pch=outsym)
}
if(SEED) {
assign(x='.Random.seed', value=oldSeed, envir=.GlobalEnv)
}
list(out.id=id,keep.id=keep,dis=dis,crit=crit)
}
rundis<-function(x,y,est=onestep,plotit=TRUE,pyhat=FALSE,...){
#
# Do a smooth where x is discrete with a
# relatively small number of values.
#
temp<-sort(unique(x))
yhat<-NA
for(i in 1:length(temp)){
flag<-(temp[i]==x)
yhat[i]<-est(y[flag],...)
}
plot(x,y)
lines(temp,yhat)
output<-"Done"
if(pyhat)output<-yhat
output
}
bdm<-function(x,grp=NA){
#
# Perform the Brunner, Dette, Munk rank-based ANOVA
# (JASA, 1997, 92, 1494--1502)
#
# x can be a matrix with columns corresponding to groups
# or it can have list mode.
#
J<-length(x)
xx<-list()
if(is.na(grp[1]))grp<-c(1:J)
for(j in 1:J)xx[[j]]<-x[[grp[j]]]
Ja<-matrix(1,J,J)
Ia<-diag(1,J)
Pa<-Ia-Ja/J
cona<-Pa
outA<-bdms1(xx,cona)
outA
}
cori<-function(x,y,z,pt=median(z),fr=.8,est=onestep,corfun=pbcor,testit=FALSE,
nboot=599,sm=FALSE,xlab="X",ylab="Y",...){
#
# Split the data according to whether z is < or > pt, then
# use runmean2g to plot a smooth of the regression
# lines corresponding to these two groups.
#
# If testit=T, the hypothesis of equal correlations is tested using the
# the R function twocor
#
m<-cbind(x,y,z)
m<-elimna(m)
x<-m[,1]
y<-m[,2]
z<-m[,3]
flag<-(z<pt)
runmean2g(x[flag],y[flag],x[!flag],y[!flag],fr=fr,est=est,sm=sm,
xlab=xlab,ylab=ylab,...)
output<-"Done"
if(testit){
output<-twocor(x[flag],y[flag],x[!flag],y[!
flag],corfun=corfun,nboot=nboot,plotit=FALSE)
}
output
}
wsp1reg<-function(x,y,plotit=FALSE){
#
# Compute the Wilcoxon R estimate of the slope
#
temp<-matrix(c(x,y),ncol=2)
temp<-elimna(temp) # Remove any pairs with missing values
x<-temp[,1]
y<-temp[,2]
ord<-order(x)
xs<-x[ord]
ys<-y[ord]
v1<-vec1[vec2>0]
v2<-vec2[vec2>0]
slope<-v1/v2
tmin<-wrregfun(slope[1],x,y)
ikeep<-1
for(i in 2:length(slope)){
tryit<-wrregfun(slope[i],x,y)
if(tryit<tmin){
tmin<-tryit
ikeep<-i
}}
coef<-NA
coef[2]<-slope[ikeep]
coef[1]<-median(y-coef[2]*x)
if(plotit){
plot(x,y,xlab="X",ylab="Y")
abline(coef)
}
}
wreg<-function(x,y,iter=10){
#
# Compute Wilcoxon R estimate
#
#
# Argument iter is used when there is more than one
# predictor and indicates maximum number
# of iterations used by Gauss-Seidel algoritm.
#
temp<-NA
x<-as.matrix(x)
if(ncol(x)==1){
temp1<-wsp1reg(x,y)
coef<-temp1$coef
res<-temp1$res
}
if(ncol(x)>1){
temp[p]<-wsp1reg(x[,p],y)$coef[2]
}
res<-y-x%*%temp
alpha<-median(res)
tempold<-temp
for(it in 1:iter){
temp[p]<-wsp1reg(x[,p],r[,p],plotit=FALSE)$coef[2]
}
if(max(abs(tempold-temp))<.0001)break
tempold<-temp
}
coef<-c(alpha,temp)
}
}
mgvar<-function(m,se=FALSE,op=0,cov.fun=covmve,SEED=TRUE){
#
# Find the center of a scatterplot, add point that
# increases the generalized variance by smallest amount
# continue for all points
# return the generalized variance
# values corresponding to each point.
# The central values and point(s) closest to it get NA
#
# op=0 find central points using pairwise differences
# op!=0 find central points using measure of location
# used by cov.fun
#
# choices for cov.fun include
# covmve
# covmcd
# tbs (Rocke's measures of location
# rmba (Olive's median ball algorithm)
#
if(op==0)temp<-apgdis(m,se=se)$distance
if(op!=0)temp<-out(m,cov.fun=cov.fun,plotit=FALSE,SEED=SEED)$dis
flag<-(temp!=min(temp))
temp2<-temp
temp2[!flag]<-max(temp)
flag2<-(temp2!=min(temp2))
flag[!flag2]<-F
varvec<-NA
while(sum(flag)>0){
ic<-0
chk<-NA
remi<-NA
if(flag[i]){
ic<-ic+1
chk[ic]<-gvar(rbind(m[!flag,],m[i,]))
remi[ic]<-i
}}
sor<-order(chk)
k<-remi[sor[1]]
varvec[k]<-chk[sor[1]]
flag[k]<-F
}
varvec
}
outmgv<-function(x,y=NULL,plotit=TRUE,outfun=outbox,se=TRUE,op=1,
cov.fun=rmba,xlab="X",ylab="Y",SEED=TRUE,STAND=FALSE,...){
#
# Check for outliers using mgv method
#
# NOTE: if columns of the input matrix are reordered, this can
# have an effect on the results due to rounding error when calling
# the R function eigen.
#
# (Argument STAND is included simply to avoid programming issues when outmgv is
called by other functions.)
#
if(is.null(y[1]))m<-x
if(!is.null(y[1]))m<-cbind(x,y)
m=elimna(m)
m=as.matrix(m)
nv=nrow(m)
temp<-mgvar(m,se=se,op=op,cov.fun=cov.fun,SEED=SEED)
temp[is.na(temp)]<-0
if(ncol(m)==1){
temp2=outpro(m)
nout=temp2$n.out
keep=temp2$keep
temp2=temp2$out.id
}
if(ncol(m)>1){
#if(ncol(m)==2)temp2<-outfun(temp,...)$out.id
if(ncol(m)==2)temp2<-outfun(temp,...)
if(ncol(m)>2){
temp2<-outbox(temp,mbox=TRUE,gval=sqrt(qchisq(.975,ncol(m))))
}
if(plotit && ncol(m)==2){
x<-m[,1]
y<-m[,2]
plot(x,y,type="n",xlab=xlab,ylab=ylab)
points(x[temp2$keep],y[temp2$keep],pch="*")
if(!is.null(temp2$out.id))points(x[temp2$out.id],y[temp2$out.id],pch="o")
}
nout=0
if(!is.na(temp2[1]))nout=length(temp2$out.id)
}
list(n=nv,n.out=nout,out.id=temp2$out.id,keep=temp2$keep)
}
outmgvf<-function(x,y=NA,plotit=TRUE,outfun=outbox,se=TRUE,...){
#
# Check for outliers using inward mgv method
# This method is faster than outmgv.
#
if(is.na(y[1]))m<-x
if(!is.na(y[1]))m<-cbind(x,y)
m<-elimna(m) # eliminate any rows with missing values
if(se){
for(i in 1:ncol(m))m[,i]<-(m[,i]-median(m[,i]))/mad(m[,i])
}
iflag<-rep(TRUE,nrow(m))
dval<-0
dval[i]<-gvar(m[-i,])
}
temp2<-outfun(dval,...)
if(plotit && ncol(m)==2){
x<-m[,1]
y<-m[,2]
plot(x,y,type="n",xlab="X",ylab="Y")
points(x[temp2$keep],y[temp2$keep],pch='*')
if(!is.null(temp2$out.id))points(x[temp2$out.id],y[temp2$out.id],pch="o")
}
list(n=temp2$n,out.id=temp2$out.id,keep=temp2$keep,out.val=m[temp2$out.id,],depth.v
alues=dval)
}
epow<-
function(x,y,pcor=FALSE,regfun=tsreg,corfun=pbcor,outkeep=FALSE,outfun=outmgvf,varf
un=pbvar,op=TRUE){
#
# Estimate the explanatory power between x and y
#
xx<-elimna(cbind(x,y))
pval<-1
if(is.matrix(x))pval<-ncol(x)
pp<-pval+1
x<-xx[,1:pval]
y<-xx[,pp]
x<-as.matrix(x)
temp<-regfun(x,y)
ip<-ncol(x)+1
yhat<-y-temp$res
if(!outkeep){
temp<-outfun(cbind(x,y),plotit=FALSE)$out.id
flag[temp]<-FALSE
}
epow1<-varfun(yhat[flag])/varfun(y[flag])
if(pcor)epow2<-cor(yhat[flag],y[flag])^2
if(!pcor)epow2<-corfun(yhat[flag],y[flag])$cor^2
if(op)est<-epow2
if(!op)est<-epow1
est
}
cmanova<-function(J,K,x,grp=c(1:JK),JK=J*K){
#
# Perform the Choi and Marden
# multivariate one-way rank-based ANOVA
# (Choi and Marden, JASA, 1997, 92, 1581-1590.
#
#
# Have a J by K design with J independent levels and K dependent
# measures
#
#
x=elimna(x)
xx<-list()
nvec<-NA
jk<-0
for(j in 1:J){
for(k in 1:K){
jk<-jk+1
xx[[jk]]<-x[[grp[jk]]]
if(k==1)nvec[j]<-length(xx[[jk]])
}}
N<-sum(nvec)
RVALL<-matrix(0,nrow=N,K)
x<-xx
jk<-0
rmean<-matrix(NA,nrow=J,ncol=K)
for(j in 1:J){
RV<-matrix(0,nrow=nvec[j],ncol=K)
jk<-jk+1
temp1<-matrix(x[[jk]],ncol=1)
for(k in 2:K){
jk<-jk+1
temp1<-cbind(temp1,x[[jk]])
}
X<-temp1
if(j==1)XALL<-X
if(j>1)XALL<-rbind(XALL,X)
n<-nvec[j]
for(i in 1:n){
for (ii in 1:n){
temp3<-sqrt(sum((X[i,]-X[ii,])^2))
if(temp3 != 0)RV[i,]<-RV[i,]+(X[i,]-X[ii,])/temp3
}
RV[i,]<-RV[i,]/nvec[j]
if(j==1 && i==1)sighat<-RV[i,]%*%t(RV[i,])
if(j>1 || i>1)sighat<-sighat+RV[i,]%*%t(RV[i,])
}
}
# Assign ranks to pooled data and compute R bar for each group
for(i in 1:N){
for (ii in 1:N){
temp3<-sqrt(sum((XALL[i,]-XALL[ii,])^2))
if(temp3 != 0)RVALL[i,]<-RVALL[i,]+(XALL[i,]-XALL[ii,])/temp3
}
RVALL[i,]<-RVALL[i,]/N
}
bot<-1-nvec[1]
top<-0
for(j in 1:J){
bot<-bot+nvec[j]
top<-top+nvec[j]
flag<-c(bot:top)
rmean[j,]<-apply(RVALL[flag,],2,mean)
}
sighat<-sighat/(N-J)
shatinv<-solve(sighat)
KW<-0
for(j in 1:J){
KW<-KW+nvec[j]*t(rmean[j,])%*%shatinv%*%rmean[j,]
}
df<-K*(J-1)
sig.level<-1-pchisq(KW,df)
list(test.stat=KW[1,1],df=df,p.value=sig.level)
}
signt<-function(x,y=NULL,dif=NULL,alpha=.05,method='AC',AUTO=TRUE,PVSD=FALSE){
#
# Do a sign test on data in x and y
# If y=NA, assume x is a matrix with
# two columns or has list mode.
#
# Returns n, the original sample size
# N, number of paired observations that are not equal to one another.
# phat, an estimate of p, the probability that x<y.
# ci, a confidence interval for p
#
# Methods:
# AC: Agresti--Coull
# P: Pratt's method
# CP: Clopper--Pearson
# KMS: Kulinskaya et al. 2008, p. 140
# WIL: Wilson's method
# SD: Schilling-Doi method is used, which returns a confidence
# interval but no p-value.
#
# AUTO=TRUE means that SD is used if n<35
#
# dif: if data are stored in dif, the function tests P(dif<0)=.5
#
if(is.null(dif)){
if(is.null(y[1])){
if(ncol(as.matrix(x))!=2)stop('y is null so x should be a matrix or data frame with
two columns')
if(is.matrix(x)||is.data.frame(x))dif<-x[,1]-x[,2]
if(is.list(x))dif<-x[[1]]-x[[2]]
}
if(!is.null(y[1]))dif<-x-y
}
dif=elimna(dif)
n<-length(dif)
dif<-dif[dif!=0] # Remove any zero values.
flag<-(dif<0)
temp=binom.conf.pv(y=flag,method=method,alpha=alpha,AUTO=AUTO,PVSD=PVSD)
list(Prob_x_less_than_y=temp$p.hat,ci=temp$ci,n=n,N=length(flag),p.value=temp$p.val
ue)
}
# NO LONGER NEED THIS NEXT FUNCTION

signtpv<-function(x,y,nullval=.5,alpha=.05,AC=FALSE){
#
# Sign test for two dependent groups.
# Same as the R function signt, only a p-value is returned.
#
ci<-signt(x,y,alpha=alpha,AC=AC)
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-signt(x,y,alpha=alph[i],AC=AC)$ci
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
list(output=ci,p.value=p.value)
}
sisplit<-function(J,K,x){
#
# Check for interactions by comparing binomials
# Here, have J by K (between by within) design
# Only alpha=.05 is allowed.
#
p<-J*K
connum<-(J^2-J)*(K^2-K)/4
if(!is.list(x))stop("Data must be stored in a matrix or in list mode")
imap<-matrix(c(1:p),J,K,byrow=TRUE)
outm<-matrix(NA,ncol=8,nrow=connum)
dimnames(outm)<-
list(NULL,c("Fac.A","Fac.A","Fac.B","Fac.B","p1","p2","ci.low","ci.up"))
ic<-0
if(connum <= 28)qval<-smmcrit(999,connum)
if(connum > 28)qval<-2.383904*connum^.1-.202
aval<-4*(1-pnorm(qval))
if(J==2 && K==2)aval<-.05
if(J==5 && K==2)aval<-2*(1-pnorm(qval))
for (j in 1:J){
for (jj in 1:J){
if(j<jj){
for (k in 1:K){
for (kk in 1:K){
if(k<kk){
dif<-x[[imap[j,k]]]-x[[imap[j,kk]]]
dif<-dif[dif!=0]
dif1<-(dif<0)
dif<-(x[[imap[jj,k]]]-x[[imap[jj,kk]]])
dif<-dif[dif!=0]
dif2<-(dif<0)
ic<-ic+1
outm[ic,1]<-j
outm[ic,2]<-jj
outm[ic,3]<-k
outm[ic,4]<-kk
temp<-twobici(x=dif1,y=dif2,alpha=aval)
outm[ic,5]<-temp$p1
outm[ic,6]<-temp$p2
outm[ic,7]<-temp$ci[1]
}}}}}}
outm
}
rmmcppbd<-
function(x,y=NULL,alpha=.05,con=0,est=onestep,plotit=TRUE,grp=NA,nboot=NA,
hoch=TRUE,SEED=TRUE,...){
#
# Use a percentile bootstrap method to compare dependent groups
# By default,
# compute a .95 confidence interval for all linear contrasts
# If con is not specified, all pairwise comparisons are done.
#
# By default, one-step M-estimator is used
# and a sequentially rejective method
# is used to control the probability of at least one Type I error.
#
#
# for two groups, data for second group can be put in y
# otherwise, assume x is a matrix (n by J) or has list mode.
#
# A sequentially rejective method is used to control alpha.
# If n>=80, hochberg's method is used.
#
if(!is.null(y[1]))x<-cbind(x,y)
mode.")
if(is.list(x)){
if(is.matrix(con)){
of groups.")
}}
if(is.list(x)){
mat<-matl(x)
}
groups.")
mat<-x
}
x<-mat
x<-mat
J<-ncol(mat)
n=nrow(mat)
if(n>=80)hoch=T
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
if(is.na(nboot)){
nboot<-5000
if(d<=10)nboot<-3000
if(d<=6)nboot<-2000
if(d<=4)nboot<-1000
}
n<-nrow(mat)
crit.vec<-alpha/c(1:d)
connum<-ncol(con)
# Create set of differences based on contrast coefficients
xx<-x%*%con
xx<-as.matrix(xx)
bvec<-matrix(NA,ncol=connum,nrow=nboot)
if(ncol(xx)==1){
for(ib in 1:nboot)psihat[1,ib]<-est(xx[data[ib,]],...)
}
if(ncol(xx)>1){
for(ib in 1:nboot)psihat[,ib]<-apply(elimna(xx[data[ib,],]),2,est,...)
}
#
# Now have an nboot by connum matrix of bootstrap values.
#
test<-1
icu<-nboot-icl-1
cimat=matrix(NA,nrow=connum,ncol=2)
test[ic]<-(sum(psihat[ic,]>0)+.5*sum(psihat[ic,]==0))/nboot
temp=sort(psihat[ic,])
cimat[ic,1]=temp[icl]
cimat[ic,2]=temp[icu]
}
test<-2*test
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvec[2]<-alpha/2
}
if(hoch)dvec<-alpha/(2*c(1:ncon))
dvec<-2*dvec
if(plotit && connum==1){
plot(c(psihat[1,],0),xlab="",ylab="Est. Difference")
points(psihat[1,])
abline(0,0)
}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-
tmeans<-apply(xx,2,est,...)
psi<-1
output[ic,2]<-tmeans[ic]
output[ic,1]<-ic
output[ic,5:6]<-cimat[ic,]
}
}
bdms1<-function(x,con){
# This function is used by bdm
#
# Pool all data and rank
pool<-x[[1]]
JK<-length(x)
for (j in 2:JK)pool<-c(pool,x[[j]])
N<-length(pool)
rval<-rank(pool)
rvec<-list()
up<-length(x[[1]])
rvec[[1]]<-rval[1:up]
rbar<-mean(rvec[[1]])
nvec<-length(rvec[[1]])
for(j in 2:JK){
down<-up+1
up<-down+length(x[[j]])-1
rvec[[j]]<-rval[down:up]
nvec[j]<-length(rvec[[j]])
rbar[j]<-mean(rvec[[j]])
}
phat<-(rbar-.5)/N
phat<-as.matrix(phat)
svec<-NA
for(j in 1:JK)svec[j]<-sum((rvec[[j]]-rbar[j])^2)/(nvec[j]-1)
svec<-svec/N^2
VN<-N*diag(svec/nvec)
top<-con[1,1]*sum(diag(VN))
Ftest<-N*(t(phat)%*%con%*%phat)/top
nu1<-con[1,1]^2*sum(diag(VN))^2/sum(diag(con%*%VN%*%con%*%VN))
lam<-diag(1/(nvec-1))
nu2<-sum(diag(VN))^2/sum(diag(VN%*%VN%*%lam))
sig<-1-pf(Ftest,nu1,nu2)
list(F=Ftest,nu1=nu1,nu2=nu2,q.hat=phat,p.value=sig)
}
r1mcp<-function(x,alpha=.05,bhop=FALSE){
#
# Do all pairwise comparisons using a modification of
# the Brunner, Dette and Munk (1997) rank-based method.
# FWE is controlled using Rom's technique.
#
# Setting bhop=T, FWE is controlled using the
# Benjamini-Hochberg Method.
#
#
#
if(is.matrix(x))x <- listm(x)
if(!is.list(x))
J<-length(x)
for(j in 1:J) {
xx <- x[[j]]
x[[j]] <- xx[!is.na(xx)] # Remove missing values
}
#
CC<-(J^2-J)/2
ncon<-CC
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
}
output<-matrix(0,CC,5)
dimnames(output)<-list(NULL,c("Level","Level","test.stat","p.value","p.crit"))
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
temp<-bdm(x[c(j,jj)])
output[ic,3]<-temp$F
output[ic,4]<-temp$p.value
}}}
temp2<-order(0-output[,4])
output[temp2,5]<-dvec[1:length(temp2)]
list(output=output)
}
tamhane<-function(x,x2=NA,cil=NA,crit=NA){
#
# First stage of Tamhane's method
#
# x contains first stage data
# x2 contains second stage data
#
# cil is the desired length of the confidence intervals.
# That is, cil is the distance between the upper and lower
# ends of the confidence intervals.
#
J<-length(x)
tempn<-0
svec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
svec[j]<-var(temp)
}
A<-sum(1/(tempn-1))
df<-J/A
paste("The degrees of freedom are:",df)
if(is.na(crit))stop("Enter a critical value and reexecute this function")
if(is.na(cil))stop("To proceed, you must specify the length of the confidence
intervals.")
d<-(cil/(2*crit))^2
n.vec<-NA
for(j in 1:J){
n.vec[j]<-max(tempn[j]+1,floor(svec[j]/d)+1)
}
ci.mat<-NA
if(!is.na(x2[1])){
if(is.matrix(x2))x2<-listm(x2)
if(!is.list(x2))stop("Data must be stored in list mode or in matrix mode.")
TT<-NA
U<-NA
J<-length(x)
nvec2<-NA
nvec2[j]<-length(x2[[j]])
if(nvec2[j] <n.vec[j]-tempn[j]){
paste("The required number of observations for group",j," in the second stage is ")
paste(n.vec[j]-tempn[j]," but only ",nvec2[j]," are available")
stop()
}
TT[j]<-sum(x[[j]])
U[j]<-sum(x2[[j]])
print(c(TT[j],U[j],nvec2[j]))
}
b<-sqrt(tempn*((tempn+nvec2)*d-svec)/(nvec2*svec))
b<-(b+1)/(tempn+nvec2)
print(c(b,svec))
xtil<-TT*(1-nvec2*b)/tempn+b*U
print(xtil)
jall<-(J^2-J)/2
ci.mat<-matrix(0,ncol=4,nrow=jall)
dimnames(ci.mat)<-list(NULL,c("Group","Group","ci.low","ci.high"))
ic<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic<-ic+1
ci.mat[ic,1]<-j
ci.mat[ic,2]<-k
ci.mat[ic,3]<-xtil[j]-xtil[k]-cil/2
ci.mat[ic,4]<-xtil[j]-xtil[k]+cil/2
}}}}
list(n.vec=n.vec,ci.mat=ci.mat)
}
r2mcp<-function(J,K,x,grp=NA,alpha=.05,bhop=FALSE){
#
# Do all pairwise comparisons of
# using a rank-based method that tests for equal distributions.
#
# If the data are in the wrong order, grp can be used to rearrange the
#
#
JK <- J * K
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JK) {
xx <- x[[j]]
}
#
if(JK != length(x)){
print("Warning: The number of groups does not match")
print("the number of contrast coefficients.")
}
for(j in 1:JK){
temp<-x[[j]]
x[[j]]<-temp
}
#
CC<-(J^2-J)/2
ncon<-CC*(K^2-K)/2
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
}
Fac.A<-matrix(0,CC,5)
dimnames(Fac.A)<-list(NULL,c("Level","Level","test.stat","p.value","p.crit"))
mat<-matrix(c(1:JK),ncol=K,byrow=TRUE)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
ic<-ic+1
Fac.A[ic,1]<-j
Fac.A[ic,2]<-jj
temp<-bdm2way(2,K,x[c(mat[j,],mat[jj,])])
#Fac.A[ic,3]<-temp$outputA$F
#Fac.A[ic,4]<-temp$outputA$sig
Fac.A[ic,3]<-temp$A.F
Fac.A[ic,4]<-temp$p.valueA
}}}
temp2<-order(0-Fac.A[,4])
Fac.A[temp2,5]<-dvec[1:length(temp2)]
CCB<-(K^2-K)/2
ic<-0
Fac.B<-matrix(0,CCB,5)
dimnames(Fac.B)<-list(NULL,c("Level","Level","test.stat","p.value","p.crit"))
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
Fac.B[ic,1]<-k
Fac.B[ic,2]<-kk
mat1<-cbind(mat[,k],mat[,kk])
temp<-bdm2way(J,2,x[c(mat1[,1],mat1[,2])])
#Fac.B[ic,3]<-temp$outputB$F
#Fac.B[ic,4]<-temp$outputB$sig
Fac.B[ic,3]<-temp$B.F
Fac.B[ic,4]<-temp$p.valueB
}}}
temp2<-order(0-Fac.B[,4])
Fac.B[temp2,5]<-dvec[1:length(temp2)]
CCI<-CC*CCB
Fac.AB<-matrix(0,CCI,7)
dimnames(Fac.AB)<-list(NULL,c("Lev.A","Lev.A","Lev.B","Lev.B","test.stat",
"p.value","p.crit"))
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
Fac.AB[ic,1]<-j
Fac.AB[ic,2]<-jj
Fac.AB[ic,3]<-k
Fac.AB[ic,4]<-kk
val<-c(mat[j,k],mat[j,kk],mat[jj,k],mat[jj,kk])
temp<-bdm2way(2,2,x[val])
Fac.AB[ic,5]<-temp$AB.F
Fac.AB[ic,6]<-temp$p.valueAB
}}}}}}
temp2<-order(0-Fac.AB[,6])
Fac.AB[temp2,7]<-dvec[1:length(temp2)]
list(Factor.A=Fac.A,Factor.B=Fac.B,Factor.AB=Fac.AB)
}
spmcpa<-function(J,K,x,est=tmean,JK=J*K,grp=c(1:JK),con=0,avg=FALSE,alpha=.05,
nboot=NA,pr=TRUE,...){
#
# A percentile bootstrap for multiple comparisons among
# all main effects for independent groups in a split-plot design
# The analysis is done by generating bootstrap samples and
# using an appropriate linear contrast.
#
# data stored in list mode or in a matrix.
# If in list mode, x[[1]] contains the data
# x[[K]] is the data for level 1,K
# x[[K+1]] is the data for level 2,1, x[[2K]] is level 2,K, etc.
#
# If the data are in a matrix, column 1 is assumed to
# correspond to x[[1]], column 2 to x[[2]], etc.
#
# When in list mode x is assumed to have length JK, the total number of
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
if(pr)print("As of Sept. 2005, est defaults to tmean")
JK<-J*K
data<-list()
data[[j]]<-x[[grp[j]]] # Now have the groups in proper order.
}
x<-data
jp<-1-K
kv<-0
kv2<-0
for(j in 1:J){
jp<-jp+K
xmat<-matrix(NA,ncol=K,nrow=length(x[[jp]]))
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
xx<-x
# Next determine the n_j values
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
nvec[j]<-length(x[[jp]])
}
if(avg){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
Jm<-J-1
for (j in 1:Jm){
jp<-j+1
for(k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
if(!avg){
MJK<-K*(J^2-J)/2 # NUMBER OF COMPARISONS
JK<-J*K
MJ<-(J^2-J)/2
cont<-matrix(0,nrow=J,ncol=MJ)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
ic<-ic+1
cont[j,ic]<-1
cont[jj,ic]<-0-1
}}}
tempv<-matrix(0,nrow=K-1,ncol=MJ)
con1<-rbind(cont[1,],tempv)
for(j in 2:J){
con2<-rbind(cont[j,],tempv)
con1<-rbind(con1,con2)
}
con<-con1
if(K>1){
for(k in 2:K){
con1<-push(con1)
con<-cbind(con,con1)
}}}
d<-ncol(con)
if(is.na(nboot)){
if(d<=4)nboot<-1000
if(d>4)nboot<-5000
}
#
# Now take bootstrap samples from jth level
# of Factor A and average K corresponding estimates
# of location.
#
bloc<-matrix(NA,nrow=J,ncol=nboot)
mvec<-NA
ik<-0
for(j in 1:J){
paste("Working on level ",j," of Factor A")
x<-matrix(NA,nrow=nvec[j],ncol=K)
#
for(k in 1:K){
ik<-ik+1
x[,k]<-xx[[ik]]
if(!avg)mvec[ik]<-est(xx[[ik]],...)
}
tempv<-apply(x,2,est,...)
data<-matrix(sample(nvec[j],size=nvec[j]*nboot,replace=TRUE),nrow=nboot)
bvec<-matrix(NA,ncol=K,nrow=nboot)
mat<-listm(x)
for(k in 1:K){
temp<-x[,k]
bvec[,k]<-apply(data,1,rmanogsub,temp,est,...) # An nboot by K matrix
}
if(avg){
mvec[j]<-mean(tempv)
bloc[j,]<-apply(bvec,1,mean)
}
if(!avg){
if(j==1)bloc<-bvec
if(j>1)bloc<-cbind(bloc,bvec)
}
}
if(avg)bloc<-t(bloc)
connum<-d
test<-1
psihat[ic,]<-apply(bloc,1,bptdpsi,con[,ic])
#test[ic]<-sum((psihat[ic,]>0))/nboot
}
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvec[1]<-alpha/2
}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-
list(NULL,c("con.num","psihat","p.value","p.sig","ci.lower","ci.upper"))
tmeans<-mvec
psi<-1
output[ic,1]<-ic
temp3<-round(output[ic,4]*nboot)+1
icl<-round(dvec[ncon]*nboot)+1
icu<-nboot-(icl-1)
}
output[,3]<-2*output[,3]
}
spmcpi<-function(J,K,x,est=tmean,JK=J*K,grp=c(1:JK),alpha=.05,nboot=NA,
SEED=TRUE,pr=TRUE,SR=FALSE,...){
#
# Multiple comparisons for interactions
# in a split-plot design.
# The analysis is done by taking difference scores
# among all pairs of dependent groups and
# determining which of
# these differences differ across levels of Factor A.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
if(JK!=length(x)){
print("Something is wrong.")
paste(" Expected ",JK," groups but x contains ", length(x), "groups instead.")
stop()
}
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
JMK<-J*MK
Jm<-J-1
data<-list()
}
x<-data
jp<-1-K
kv<-0
kv2<-0
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
xx<-x
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
#
MJMK<-MJ*MK
con<-matrix(0,nrow=JMK,ncol=MJMK)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
ic<-ic+1
cont[j,ic]<-1
cont[jj,ic]<-0-1
}}}
tempv<-matrix(0,nrow=MK-1,ncol=MJ)
for(j in 2:J){
}
con<-con1
if(MK>1){
for(k in 2:MK){
con1<-push(con1)
}}
d<-ncol(con)
if(is.na(nboot)){
if(d<=4)nboot<-1000
if(d>4)nboot<-5000
}
connum<-d
#
# of location.
#
bloc<-matrix(NA,ncol=J,nrow=nboot)
mvec<-NA
it<-0
for(j in 1:J){
x<-matrix(NA,nrow=nvec[j],ncol=MK)
#
im<-0
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
im<-im+1
kp<-j*K+k-K
kpp<-j*K+kk-K
x[,im]<-xx[[kp]]-xx[[kpp]]
it<-it+1
mvec[it]<-est(x[,im],...)
}}}
bvec<-matrix(NA,ncol=MK,nrow=nboot)
mat<-listm(x)
for(k in 1:MK){
temp<-x[,k]
bvec[,k]<-apply(data,1,rmanogsub,temp,est,...) # An nboot by MK matrix
}
if(j==1)bloc<-bvec
}
test<-1
psihat[ic,]<-apply(bloc,1,bptdpsi,con[,ic])
#test[ic]<-sum((psihat[ic,]>0))/nboot
}
ncon<-ncol(con)
if(SR){
okay=FALSE
if(!okay)stop('For estimators other than onestep and mom, use SR=FALSE')
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvec[1]<-alpha/2
}}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-
tmeans<-mvec
psi<-1
output[ic,1]<-ic
icu<-nboot-(icl-1)
}
if(SR)output[,4]<-2*output[,4]
}
sppbb<-function(J,K,x,est=tmean,JK=J*K,grp=c(1:JK),nboot=500,SEED=TRUE,pr=TRUE,...)
{
#
# A percentile bootstrap for main effects
# among dependent groups in a split-plot design
# The analysis is done based on all pairs
# of difference scores. The null hypothesis is that
# all such differences have a typical value of zero.
#
#
#
# using grp
#
if(pr)print('As of Oct, 2014, the argument est defaults to tmean')
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
data<-list()
}
x<-data
jp<-1-K
kv<-0
kv2<-0
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
xx<-x
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
#
# Now stack the data in an N by K matrix
#
x<-matrix(NA,nrow=nvec[1],ncol=K)
#
for(k in 1:K)x[,k]<-xx[[k]]
kc<-K
for(j in 2:J){
temp<-matrix(NA,nrow=nvec[j],ncol=K)
for(k in 1:K){
kc<-kc+1
temp[,k]<-xx[[kc]]
}
x<-rbind(x,temp)
}
# Now call function rmdzero to do the analysis
temp<-rmdzero(x,est=est,nboot=nboot,...)
list(p.value=temp$p.value,center=temp$center)
}
spmcpb<-function(J,K,x,est=tmean,JK=J*K,grp=c(1:JK),dif=TRUE,alpha=.05,
nboot=NA,pr=TRUE,...){
#
# A percentile bootstrap for all pairwise
# multiple comparisons
# among dependent groups in a split-plot design
#
# If dif=T, the analysis is done based on all pairs
# of difference scores.
# Otherwise, marginal measures of location are used.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
data<-list()
}
x<-data
jp<-1-K
kv<-0
kv2<-0
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
xx<-x
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
#
# Now stack the data in an N by K matrix
#
x<-matrix(NA,nrow=nvec[1],ncol=K)
#
for(k in 1:K)x[,k]<-xx[[k]]
kc<-K
for(j in 2:J){
temp<-matrix(NA,nrow=nvec[j],ncol=K)
for(k in 1:K){
kc<-kc+1
temp[,k]<-xx[[kc]]
x<-rbind(x,temp)
}}
# Now call function rmmcppb to do the analysis
temp<-rmmcppb(x,est=est,nboot=nboot,dif=dif,alpha=alpha,plotit=FALSE,...)
list(output=temp$output,con=temp$con,num.sig=temp$num.sig)
}
bwamcp<-function(J,K,x,tr=.2,JK=J*K,grp=c(1:JK),alpha=.05,op=TRUE){
#
# All pairwise comparisons among levels of Factor A
# in a split-plot design using trimmed means.
#
# Data among dependent groups are pooled for each level
# of Factor A.
# Then this function calls lincon.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
if(!op){
data<-list()
}
x<-data
data<-list()
jp<-1-K
kv<-0
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
if(k==1)temp<-x[[jp]]
if(k>1)temp<-c(temp,x[[kv]])
}
data[[j]]<-temp
}
print("Group numbers refer to levels of Factor A")
temp<-lincon(data,tr=tr,alpha=alpha)
}
if(op){
JK<-J*K
MJ<-(J^2-J)/2
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
ic<-ic+1
cont[j,ic]<-1
cont[jj,ic]<-0-1
}}}
for(j in 2:J){
}
con<-con1
if(K>1){
for(k in 2:K){
con1<-push(con1)
}}
print("Contrast Matrix Used:")
print(con)
temp<-lincon(x,con=con,tr=tr,alpha=alpha)
}
temp
}
pcor<-function(x,y=NA){
if(!is.na(y[1]))temp<-wincor(x,y,tr=0)
if(is.na(y[1]))temp<-winall(x,tr=0)
list(cor=temp$cor,p.value=temp$siglevel)
}
apgdis<-function(m,est=sum,se=TRUE,...){
#
# For multivariate data,
# compute distance between each pair
# of points and measure depth of a point
# in terms of its distance to all
# other points
#
# Using se=T ensures that ordering of distance
# will not change with a change in scale.
#
#
m<-elimna(m) # eliminate any missing values
temp<-0
if(se){
for(j in 1:ncol(m))m[,j]<-(m[,j]-median(m[,j]))/mad(m[,j])
}
disx<-outer(m[,j],m[,j],"-")
temp<-temp+disx^2
}
temp<-sqrt(temp)
dis<-apply(temp,1,est,...)
temp2<-order(dis)
center<-m[temp2[1],]
list(center=center,distance=dis)
}
rd2plot<-function(x,y,fr=.8,xlab="",ylab=""){
#
# Expected frequency curve
# for two groups.
#
x<-elimna(x)
y<-elimna(y)
rmdx<-NA
rmdy<-NA
rmdx[i]<-sum(near(x,x[i],fr))
}
rmdy[i]<-sum(near(y,y[i],fr))
}
rmdx<-rmdx/length(x)
rmdy<-rmdy/length(y)
plot(c(x,y),c(rmdx,rmdy),type="n",ylab=ylab,xlab=xlab)
sx<-sort(x)
xorder<-order(x)
sysm<-rmdx[xorder]
lines(sx,sysm)
sy<-sort(y)
yorder<-order(y)
sysm<-rmdy[yorder]
lines(sy,sysm,lty=2)
}
depth2<-function(x,pts=NA,plotit=TRUE,xlab="VAR 1",ylab="VAR 2"){

#
# Compute exact depths for bivariate data
if(ncol(x)!=2)stop("x must be a matrix with 2 columns")
x<-elimna(x)
if(ncol(pts)!=2)stop("Argument pts must be stored as a matrix with 2 columns")
pts<-as.matrix(pts)
ndepth<-NA
ndepth[i]<-depth(pts[i,1],pts[i,2],x)
}
if(plotit){
m<-x
plot(m,xlab=xlab,ylab=ylab)
flag<-(ndepth==max(ndepth))
if(sum(flag)==1)center<-m[flag,]
if(sum(flag)>1)center<-apply(m[flag,],2,mean)
points(center[1],center[2],pch="+")
temp<-ndepth
flag<-(temp>=median(temp))
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
ndepth
}
fdepth<-function(m,pts=NA,plotit=TRUE,cop=3,center=NA,xlab="VAR 1",
ylab="VAR 2"){
#
# Determine depth of points in pts, relative to
# points in m. If pts is not specified,
# depth of all points in m are determined.
#
# m and pts can be vectors or matrices with
# p columns (the number of variables).
#
# Determine center, for each point, draw a line
# connecting it with center, project points onto this line
# and determine depth of the projected points.
# The final depth of a point is its minimum depth
# among all projections.
#
# plotit=TRUE creates a scatterplot when working with
# bivariate data and pts=NA
#
# There are three options for computing the center of the
# cloud of points when computing projections, assuming center=NA:
#
# cop=2 uses MCD center
# cop=3 uses median of the marginal distributions.
#
# If a value for center is passed to this function,
# this value is used to determine depths.
#
# When plotting,
# center is marked with a cross, +.
#
library(MASS)
if(cop!=2 && cop!=3 && cop!=4)stop("Only cop=2, 3 or 4 is allowed")
if(is.list(m))stop("Store data in a matrix; might use function listm")
m<-as.matrix(m)
pts<-as.matrix(pts)
if(!is.na(pts[1]))remm<-m
nm<-nrow(m)
nm1<-nm+1
if(!is.na(pts[1])){
if(ncol(m)!=ncol(pts))stop("Number of columns of m is not equal to number of
columns for pts")
}
m<-as.matrix(m)
if(ncol(m)==1)dep<-unidepth(as.vector(m[,1]),pts=pts)
if(ncol(m)>1){
if(is.na(center[1])){
if(cop==2){
center<-cov.mcd(m)$center
}
if(cop==4){
center<-cov.mve(m)$center
}
if(cop==3){
center<-apply(m,2,median)
}}
if(is.na(pts[1])){
mdep <- matrix(NA,nrow=nrow(m),ncol=nrow(m))
}
if(!is.na(pts[1])){
mdep <- matrix(NA,nrow=nrow(m),ncol=nrow(pts))
}
B<-m[i,]-center
dis<-NA
BB<-B^2
bot<-sum(BB)
if(bot!=0){
if(is.na(pts[1])){
for (j in 1:nrow(m)){
A<-m[j,]-center
temp<-sum(A*B)*B/bot
dis[j]<-sign(sum(A*B))*sqrt(sum(temp^2))
}}
if(!is.na(pts[1])){
m<-rbind(remm,pts)
A<-m[j,]-center
}}
#
# For ith projection, store depths of
# points in mdep[i,]
#
if(is.na(pts[1]))mdep[i,]<-unidepth(dis)
if(!is.na(pts[1])){
mdep[i,]<-unidepth(dis[1:nm],dis[nm1:nrow(m)])
}}
if(bot==0)mdep[i,]<-rep(0,ncol(mdep))
}
dep<-apply(mdep,2,min)
if(ncol(m)==2 && is.na(pts[1])){
flag<-chull(m)
dep[flag]<-min(dep)
}
}
if(ncol(m)==2){
if(is.na(pts[1]) && plotit){
plot(m,xlab=xlab,ylab=ylab)
x<-m
temp<-dep
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}}
dep<-round(dep*nrow(m))/nrow(m)
dep
}
unidepth<-function(x,pts=NA){
#
# Determine depth of points in the vector x
#
if(!is.vector(x))stop("x should be a vector")
pup<-apply(outer(pts,x,FUN="<="),1,sum)/length(x)
pdown<-apply(outer(pts,x,FUN="<"),1,sum)/length(x)
pdown<-1-pdown
m<-matrix(c(pup,pdown),nrow=2,byrow=TRUE)
dep<-apply(m,2,min)
dep
}
opreg<-
function(x,y,regfun=tsreg,cop=3,MC=FALSE,varfun=pbvar,corfun=pbcor,STAND=TRUE,xout=
FALSE){
#
# using projection-type outlier detection method
#
# Note: argument xout is not relevant here, but is included to avoid conflicts
when using regci.
#
if(MC)library(parallel)
x<-as.matrix(x)
m<-cbind(x,y)
m<-elimna(m) # eliminate any rows with missing data
if(!MC)ivec<-outpro(m,plotit=FALSE,cop=cop,STAND=STAND)$keep
if(MC)ivec<-outproMC(m,plotit=FALSE,cop=cop,STAND=STAND)$keep
np1<-ncol(x)+1
coef<-regfun(m[ivec,1:ncol(x)],m[ivec,np1])$coef
vec<-rep(1,length(y))
residuals<-y-cbind(vec,x)%*%coef
stre=NULL
yhat<-y-residuals
if(!is.na(e.pow)){
stre=sqrt(e.pow)
}
list(coef=coef,residuals=residuals,Strength.Assoc=stre,Explanatory.Power=e.pow)
}
mgvdep<-function(m,se=FALSE){
#
# Find the center of a scatterplot, add point that
# increases the generalized variance by smallest amount
# continue for all points
# return the MGV depths.
#
# Essentially the same as mgvar which
# determine MGV distances, only here,
# follow convention that deepest points
# have the largest numerical value. Here
# depth of the deepest values equal one.
#
temp<-apgdis(m,se=se)$distance
icen<-ncol(m)
temp3<-order(temp)
chkit<-sum(duplicated(temp[temp3[1:icen]]))
icen<-icen+chkit
flag<-rep(TRUE,length(temp))
flag[temp3[1:icen]]<-FALSE
# set duplicated central values to F
varvec<-0
varvec[!flag]<-NA
while(sum(flag)>0){
ic<-0
chk<-NA
remi<-NA
if(flag[i]){
ic<-ic+1
chk[ic]<-gvar(rbind(m[!flag,],m[i,]))
remi[ic]<-i
}}
sor<-order(chk)
k<-remi[sor[1]]
varvec[k]<-chk[sor[1]]
flag[k]<-F
}
varvec[is.na(varvec)]<-0
varvec<-1/(1+varvec)
varvec
}
fdepthv2<-function(m,pts=NA,plotit=TRUE){
#
# Determine depth of points in pts relative to
# points in m
#
# Draw a line between each pair of distinct points
# and determine depth of the projected points.
# The final depth of a point is its minimum depth
# among all projections.
#
# This function is slower than fdepth and requires
# space for a nc by nc matrix, nc=(n^2-n)/2.
# But it allows
# data to have a singular covariance matrix
# and it provides a more accurate approximation of
# halfspace depth.
#
# bivariate data and pts=NA
#
# When plotting,
# center is marked with a cross, +.
#
if(!is.na(pts[1]))remm<-m
if(!is.matrix(m))dep<-unidepth(m)
if(is.matrix(m)){
nm<-nrow(m)
nt<-nm
nm1<-nm+1
if(!is.na(pts[1])){
if(ncol(m)!=ncol(pts))stop("Number of columns of m is not equal to number of
columns for pts")
nt<-nm+nrow(pts)
}}
if(ncol(m)==1)depth<-unidepth(m)
if(ncol(m)>1){
nc<-(nrow(m)^2-nrow(m))/2
if(is.na(pts[1]))mdep <- matrix(0,nrow=nc,ncol=nrow(m))
if(!is.na(pts[1])){
mdep <- matrix(0,nrow=nc,ncol=nrow(pts))
}
ic<-0
for (iall in 1:nm){
for (i in 1:nm){
if(iall < i){
ic<-ic+1
B<-m[i,]-m[iall,]
dis<-NA
BB<-B^2
bot<-sum(BB)
if(bot!=0){
if(is.na(pts[1])){
A<-m[j,]-m[iall,]
}}
if(!is.na(pts[1])){
m<-rbind(remm,pts)
A<-m[j,]-m[iall,]
}}
#
# For ic_th projection, store depths of
# points in mdep[ic,]
#
if(is.na(pts[1]))mdep[ic,]<-unidepth(dis)
if(!is.na(pts[1])){
mdep[ic,]<-unidepth(dis[1:nm],dis[nm1:nrow(m)])
}}
if(bot==0)mdep[ic,]<-rep(0,ncol(mdep))
}}}
dep<-apply(mdep,2,min)
}
if(ncol(m)==2 &&is.na(pts[1])){
flag<-chull(m)
dep[flag]<-min(dep)
}
if(ncol(m)==2){
if(is.na(pts[1]) && plotit){
plot(m)
x<-m
temp<-dep
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}}
dep
}
g2plot<-function(x1,x2,op=4,rval=15,fr=.8,aval=.5,xlab="X",ylab=""){
#
# plot estimates of the density functions for two groups.
#
# op=1: Use Rosenblatt shifted histogram
#
# op=2:
# Use kernel density estimate
# Using the built-in S+ function density,
#
# op=3: Use expected frequency curve.
#
# op=4: Use adaptive kernel estimator
#
x1<-elimna(x1)
x2<-elimna(x2)
if(op==3){
rd2plot(x1,x2,fr=fr,xlab=xlab,ylab=ylab)
print("Might consider using op=4 if graph is ragged")
}
if(op==2){
tempx<-density(x1,na.rm=TRUE,kernel="epanechnikov")
tempy<-density(x2,na.rm=TRUE,kernel="epanechnikov")
plot(c(tempx$x,tempy$x),c(tempx$y,tempy$y),type="n",xlab=xlab,ylab=ylab)
lines(tempx$x,tempx$y)
lines(tempy$x,tempy$y,lty=2)
}
if(op==1){
y1 <- sort(x1)
z1 <- 1
z2 <- 1
par(yaxt = "n")
temp <- floor(0.01 * length(x1))
if(temp == 0)
temp <- 5
ibot <- y1[temp]
itop <- y1[floor(0.99 * length(x1))]
xaxis1 <- seq(ibot, itop, length = rval)
for(i in 1:rval)
z1[i] <- kerden(x1, 0, xaxis1[i])
y2 <- sort(x2)
temp <- floor(0.01 * length(x2))
if(temp == 0)
temp <- 5
ibot <- y2[temp]
itop <- y2[floor(0.99 * length(x2))]
xaxis2 <- seq(ibot, itop, length = rval)
for(i in 1:rval)
z2[i] <- kerden(x2, 0, xaxis2[i])
plot(c(xaxis1,xaxis2),c(z1,z2), xlab =xlab, ylab =ylab, type = "n")
lines(xaxis1,z1)
lines(xaxis2,z2,lty=2)
}
if(op==4){
x1<-sort(x1)
x2<-sort(x2)
z1<-akerd(x1,aval=aval,fr=fr,pyhat=TRUE,plotit=FALSE)
plot(c(x1,x2),c(z1,z2), xlab =xlab, ylab =ylab, type = "n")
lines(x1,z1)
lines(x2,z2,lty=2)
}
}
mulwmw<-function(m1,m2,plotit=TRUE,cop=3,alpha=.05,nboot=1000,pop=4,fr=.8,pr=FALSE)
{
#
#
# Determine center correpsonding to two
# independent groups, project all points onto line
# connecting the centers,
# then based on the projected distances,
# estimate p=probability that a randomly sampled
# point from group 1 is less than a point from group 2
# based on the projected distances.
#
# plotit=TRUE creates a plot of the projected data
# pop=1 plot two dotplots based on projected distances
# pop=2 boxplots
# pop=3 expected frequency curve.
# pop=4 adaptive kernel density
#
# cloud of points when computing projections:
# cop=1 uses Donoho-Gasko median
#
# When using cop=2 or 3, default critical value for outliers
# is square root of the .975 quantile of a
# chi-squared distribution with p degrees
# of freedom.
#
# Donoho-Gasko (Tukey) median is marked with a cross, +.
#
if(is.null(dim(m1))||dim(m1)[2]<2){print("Data are assumed to be stored in")
print(" a matrix or data frame having two or more columns.")
stop(" For univariate data, use the function outbox or out")
}
m1<-elimna(m1) # Remove missing values
m2<-elimna(m2)
n1=nrow(m1)
n2=nrow(m2)
if(cop==1){
if(ncol(m1)>2){
center1<-dmean(m1,tr=.5)
}
if(ncol(m1)==2){
tempd<-NA
for(i in 1:nrow(m1))
tempd[i]<-depth(m1[i,1],m1[i,2],m1)
mdep<-max(tempd)
flag<-(tempd==mdep)
if(sum(flag)==1)center1<-m1[flag,]
if(sum(flag)>1)center1<-apply(m1[flag,],2,mean)
mdep<-max(tempd)
flag<-(tempd==mdep)
}}
if(cop==2){
center1<-cov.mcd(m1)$center
}
if(cop==3){
center1<-apply(m1,2,median)
}
if(cop==4){
center1<-smean(m1)
center2<-smean(m2)
}
center<-(center1+center2)/2
B<-center1-center2
if(sum(center1^2)<sum(center2^2))B<-(0-1)*B
BB<-B^2
bot<-sum(BB)
disx<-NA
disy<-NA
if(bot!=0){
for (j in 1:nrow(m1)){
AX<-m1[j,]-center
tempx<-sum(AX*B)*B/bot
disx[j]<-sign(sum(AX*B))*sqrt(sum(tempx^2))
}
AY<-m2[j,]-center
tempy<-sum(AY*B)*B/bot
disy[j]<-sign(sum(AY*B))*sqrt(sum(tempy^2))
}
}
if(plotit){
if(pop==1){
par(yaxt="n")
xv<-rep(2,length(disx))
yv<-rep(1,length(disy))
plot(c(disx,disy),c(xv,yv),type="n",xlab="",ylab="")
xv<-rep(1.6,length(disx))
yv<-rep(1.4,length(disy))
points(disx,xv)
points(disy,yv)
}
if(pop==2)boxplot(disx,disy)
if(pop==3)rd2plot(disx,disy,fr=fr)
if(pop==4)g2plot(disx,disy,fr=fr)
}
m<-outer(disx,disy,FUN="-")
m<-sign(m)
phat<-(1-mean(m))/2
if(bot==0)phat<-.5
print("Computing critical values")
m1<-t(t(m1)-center1)
v1<-mulwmwcrit(m1,m2,cop=cop,alpha=alpha,iter=nboot,pr=pr)
list(phat=phat,lower.crit=v1[1],upper.crit=v1[2],n1=n1,n2=n2)
}
mulwmwcrit<-
function(mm1,mm2,plotit=TRUE,cop=3,iter=1000,alpha=.05,SEED=NA,pr=FALSE){
#
#
# Determine critical value for the function mulwmw
#
if(!is.matrix(mm1))stop("Data are assumed to be stored in a matrix having two or
more columns. For univariate data, use the function outbox or out")
if(is.na(SEED))set.seed(2)
val<-NA
n1<-nrow(mm1)
n2<-nrow(mm2)
for(it in 1:iter){
ivec1<-sample(c(1:n1),replace=TRUE)
ivec2<-sample(c(1:n2),replace=TRUE)
m1<-mm1[ivec1,]
m2<-mm2[ivec2,]
if(cop==1){
if(ncol(m1)>2){
}
if(ncol(m1)==2){
tempd<-NA
mdep<-max(tempd)
flag<-(tempd==mdep)
mdep<-max(tempd)
flag<-(tempd==mdep)
}}
if(cop==2){
}
if(cop==3){
}
B<-center1-center2
if(sum(center1^2)>sum(center2^2))B<-(0-1)*B
BB<-B^2
bot<-sum(BB)
disx<-NA
disy<-NA
if(bot!=0){
AX<-m1[j,]-center
}
AY<-m2[j,]-center
}}
m<-sign(m)
val[it]<-(1-mean(m))/2
if(bot==0)val[it]<-.5
if(pr)print(paste("Iteration ",it," of ",iter," complete"))
}
val<-sort(val)
low<-round(alpha*iter/2)+1
up<-iter-low
crit<-NA
crit[1]<-val[low]
crit[2]<-val[up]
crit
}
dmean<-function(m,tr=.2,dop=1,cop=2){
#
# Compute multivariate measure of location
# using Donoho-Gasko method.
#
# dop=1, use fdepth to compute depths
# dop=2, use fdepthv2 to compute depths
#
# cop=1, Tukey median; can't be used here.
# cop=2, use MCD in fdepth
# cop=3, use marginal medians in fdepth
# cop=4, use MVE in fdepth
#
if(is.list(m))m<-matl(m)
if(!is.matrix(m))stop("Data must be stored in a matrix or in list mode.")
if(ncol(m)==1){
if(tr==.5)val<-median(m)
if(tr>.5)stop("Amount of trimming must be at most .5")
if(tr<.5)val<-mean(m,tr)
}
if(ncol(m)>1){
temp<-NA
if(ncol(m)!=2){
# Use approximate depth
if(dop==1)temp<-fdepth(m,plotit=FALSE,cop=cop)
if(dop==2)temp<-fdepthv2(m)
}
# Use exact depth if ncol=2
if(ncol(m)==2){
for(i in 1:nrow(m))
temp[i]<-depth(m[i,1],m[i,2],m)
}
mdep<-max(temp)
flag<-(temp==mdep)
if(tr==.5){
if(sum(flag)==1)val<-m[flag,]
if(sum(flag)>1)val<-apply(m[flag,],2,mean)
}
if(tr<.5){
flag2<-(temp>=tr)
if(sum(flag2)==0 && sum(flag)>1)val<-apply(as.matrix(m[flag,]),2,mean)
if(sum(flag2)==0 && sum(flag)==1)val=m[flag,]
if(sum(flag2)==1)val<-m[flag2,]
if(sum(flag2)>1)val<-apply(m[flag2,],2,mean)
}}
val
}
lsqs2<-function(x,y,MD=FALSE,tr=.05,plotit=TRUE){
# cf Liu and Singh, JASA 1993, 252-260
#
if(is.list(y))y<-matl(y)
disyx<-NA # depth of y in x
disxy<-NA # depth of x in y
if(!is.matrix(x) && !is.matrix(y)){
x<-x[!is.na(x)]
y<-y[!is.na(y)]
#
tempxx<-NA
tempxx[i]<-sum(x[i]<=x)/length(x)
if(tempxx[i]>.5)tempxx[i]<-1-tempxx[i]
}
temp<-sum(x[i]<=y)/length(y)
if(temp>.5)temp<-1-temp
disxy[i]<-mean(temp>tempxx)
}
tempyy<-NA
tempyy[i]<-sum(y[i]<=y)/length(y)
if(tempyy[i]>.5)tempyy[i]<-1-tempyy[i]
}
temp<-sum(y[i]<=x)/length(x)
if(temp>.5)temp<-1-temp # depth of y_i in x
disyx[i]<-mean(temp>tempyy)
}
qhatxy<-mean(disyx)
qhatyx<-mean(disxy)
qhat<-(qhatxy+qhatyx)/2
}
if(is.matrix(x) && is.matrix(x)){
if(!MD){
if(ncol(x)!=2 || ncol(y)!=2){
tempyy<-fdepth(y)
temp<-fdepth(y,x)
disxy[i]<-mean(temp[i]>tempyy)
}
tempxx<-NA
tempxx<-fdepth(x)
temp<-fdepth(x,pts=y)
for(i in 1:nrow(y)){
disyx[i]<-mean(temp[i]>tempxx)
}}
if(ncol(x)==2 && ncol(y)==2){
if(plotit){
plot(rbind(x,y),type="n",xlab="Var 1",ylab="VAR 2")
points(x)
points(y,pch="o")
temp<-NA
temp[i]<-depth(x[i,1],x[i,2],x)
}
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
temp<-NA
temp[i]<-depth(y[i,1],y[i,2],y)
}
xx<-y[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,],lty=2)
lines(xx[c(temp[1],temp[length(temp)]),],lty=2)
}
tempyy<-NA
for(i in 1:nrow(y))tempyy[i]<-depth(y[i,1],y[i,2],y)
temp<-depth(x[i,1],x[i,2],y)
disxy[i]<-mean(temp>tempyy)
}
tempxx<-NA
for(i in 1:nrow(x))tempxx[i]<-depth(x[i,1],x[i,2],x)
temp<-depth(y[i,1],y[i,2],x)
disyx[i]<-mean(temp>tempxx)
}
}}
if(MD){
mx<-apply(x,2,median)
my<-apply(y,2,median)
vx<-apply(x,2,winval,tr=tr)-apply(x,2,mean,trim=tr)+mx
vx<-var(vx)
vy<-apply(y,2,winval,tr=tr)-apply(y,2,mean,trim=tr)+my
vy<-var(vy)
tempxx<-1/(1+mahalanobis(x,mx,vx))
tempyx<-1/(1+mahalanobis(y,mx,vx))
disyx[i]<-mean(tempyx[i]>tempxx)
}
tempyy<-1/(1+mahalanobis(y,my,vy))
tempxy<-1/(1+mahalanobis(x,my,vy))
disxy[i]<-mean(tempxy[i]>tempyy)
}
}
qhatxy<-sum(disxy)
qhatyx<-sum(disyx)
qhat<-(qhatxy+qhatyx)/(length(disxy)+length(disyx))
}
qhatyx<-mean(disyx)
qhatxy<-mean(disxy)
list(qhatxy,qhatyx,qhat)
}
depthg2<-
function(x,y,alpha=.05,nboot=500,MD=FALSE,plotit=TRUE,op=FALSE,fast=FALSE,SEED=TRUE
,
xlab="VAR 1",ylab="VAR 2"){
#
# Compare two independent groups based on p measures
# for each group.
#
# The method is based on Tukey's depth if MD=F;
# otherwise the Mahalanobis depth is used.
# If p>2, then Mahalanobis depth is used automatically
#
# The method is designed to be sensitive to differences in scale
#
x=elimna(x)
y=elimna(y)
x=as.matrix(x)
y=as.matrix(y)
if(is.matrix(x) && is.matrix(y)){ # YES, code is odd.
nv1<-nrow(x)
nv2<-nrow(y)
if(ncol(x)!=ncol(y))stop("Number of columns of x is not equal to number for y")
if(ncol(x) >2)MD<-T
plot(rbind(x,y),type="n",xlab=xlab,ylab=ylab)
points(x,pch="*")
points(y,pch="o")
temp<-NA
temp[i]<-depth(x[i,1],x[i,2],x)
}
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
temp<-NA
temp[i]<-depth(y[i,1],y[i,2],y)
}
xx<-y[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
}
data1<-matrix(sample(nv1,size=nv1*nboot,replace=TRUE),nrow=nboot)
qhatd<-NA
dhatb<-NA
for(ib in 1:nboot){
if(op)print(paste("Bootstrap sample ",ib," of ",nboot, "is complete."))
if(!fast)temp<-lsqs2(x[data1[ib,],],y[data2[ib,],],plotit=FALSE,MD=MD)
if(fast)temp<-lsqs2.for(x[data1[ib,],],y[data2[ib,],],plotit=FALSE,MD=MD)
qhatd[ib]<-temp[[1]]-temp[[2]]
}
temp<-sort(qhatd)
lv<-round(alpha*nboot/2)
uv<-nboot-lv
difci<-c(temp[lv+1],temp[uv])
}
#
if(!is.matrix(x) && !is.matrix(y)){
nv1<-length(x)
nv2<-length(y)
qhatd<-NA
dhatb<-NA
for(ib in 1:nboot){
if(!fast)temp<-lsqs2(x[data1[ib,]],y[data2[ib,]],plotit=FALSE,MD=MD)
if(fast)temp<-lsqs2.for(x[data1[ib,]],y[data2[ib,]],plotit=FALSE,MD=MD)
qhatd[ib]<-temp[[1]]-temp[[2]]
dhatb[ib]<-(temp[[1]]+temp[[2]])/2
}}
temp<-sort(qhatd)
temp2<-sort(dhatb)
lv<-round(alpha*nboot/2)
uv<-nboot-lv
difci<-c(temp[lv+1],temp[uv])
list(difci=difci)
}
hochberg<-
function(x,x2=NA,cil=NA,crit=NA,con=0,tr=.2,alpha=.05,iter=10000,SEED=TRUE){
#
# A generalization of Hochberg's two-stage method
# method to trimmed mean.
#
# x contains first stage data
# x2 contains second stage data
#
# cil is the desired length of the confidence intervals.
# That is, cil is the distance between the upper and lower
# ends of the confidence intervals.
#
x3<-x2
J<-length(x)
tempn<-0
svec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
svec[j]<-winvar(temp,tr=tr)/(1-2*tr)^2
}
tempt<-floor((1-2*tr)*tempn)
A<-sum(1/(tempt-1))
df<-J/A
print(paste("If using the tables of Studentized range distribution,"))
print(paste("the degrees of freedom are:",df))
if(!is.list(x2) && !is.matrix(x2)){
x2<-list()
for(j in 1:J)x2[[j]]<-NA
}
if(is.na(cil))stop("To proceed, you must specify the maximum length of the
confidence intervals.")
if(is.na(crit)){
print("Approximating critical value")
crit<-trange(tempn-1,alpha=alpha,iter=iter,SEED=SEED)
print(paste("The critical value is ",crit))
}
#
if(con[1] == 0){
Jm<-J-1
ncon <- (J^2 - J)/2
con <- matrix(0, J, ncon)
id <- 0
for(j in 1:Jm) {
jp <- j + 1
for(k in jp:J) {
id <- id + 1
con[j, id] <- 1
con[k, id] <- 0 - 1
}
}
}
ncon <- ncol(con)
avec<-NA
for(i in 1:ncon){
temp<-con[,i]
avec[i]<-sum(temp[temp>0])
}
dvec<-(cil/(2*crit*avec))^2
d<-max(dvec)
n.vec<-NA
for(j in 1:J){
n.vec[j]<-max(tempn[j],floor(svec[j]/d)+1)
print(paste("Need an additional ", n.vec[j]-tempn[j],
" observations for group", j))
}
#
# Do second stage if data are supplied
#
ci.mat=NULL
if(!is.na(x2[1])){
if(is.matrix(x2))x2<-listm(x2)
temp2<-n.vec-tempn
#if(!is.list(x3) && !is.matrix(x3) && sum(temp2)>0)stop("No second stage data
supplied; this function is terminating")
if(length(x) != length(x2))warning("Number of groups in first stage data does not
match the number in the second stage.")
ci.mat<-NA
if(!is.na(x2[1]) || sum(temp2)==0){
xtil<-NA
nvec2<-NA
for(j in 1:J){
nvec2[j]<-0
temp<-x2[[j]]
if(!is.na(temp[1]))nvec2[j]<-length(x2[[j]])
if(nvec2[j] <n.vec[j]-tempn[j])warning(paste("The required number of observations
for group",j," in the second stage is ",n.vec[j]-tempn[j]," but only ",nvec2[j],"
are available"))
xtil[j]<-mean(c(x[[j]],x2[[j]]),tr=tr,na.rm=TRUE)
}
ci.mat<-matrix(0,ncol=3,nrow=ncon)
dimnames(ci.mat)<-list(NULL,c("con.num","ci.low","ci.high"))
for(ic in 1:ncon){
ci.mat[ic,1]<-ic
bvec<-con[,ic]*sqrt(svec/(nvec2+tempn))
A<-sum(bvec[bvec>0])
C<-0-sum(bvec[bvec<0])
D<-max(A,C)
ci.mat[ic,2]<-sum(con[,ic]*xtil)-crit*D
ci.mat[ic,3]<-sum(con[,ic]*xtil)+crit*D
}}}
list(ci.mat=ci.mat,con=con)
}
trange<-function(dfvec,iter=10000,alpha=.05,SEED=TRUE){
if(SEED)set.seed(1)
dfv<-length(dfvec)/sum(1/dfvec)
vals<-NA
tvals<-NA
J<-length(dfvec)
for(i in 1:iter){
for(j in 1:J){
tvals[j]<-rt(1,dfvec[j])
}
vals[i]<-max(tvals)-min(tvals)
}
vals<-sort(vals)
ival<-round((1-alpha)*iter)
qval<-vals[ival]
qval
}
lsqs3<-
function(x,y,plotit=TRUE,cop=2,ap.dep=FALSE,v2=FALSE,pv=FALSE,SEED=TRUE,nboot=1000,
ypch="o",xpch="+"){
#
# Compute the typical depth of x in y,
# Compute the typical depth of y in x,
# use the maximum of the two typical depths
# as a test statistic.
# This method is designed to be sensitive to
# shifts in location.
#
# Use Tukey's depth; bivariate case only.
#
# cop=2 use MCD location estimator when
# computing depth with function fdepth
# cop=3 uses medians
# cop=3 uses MVE
#
# xpch="+" means when plotting the data, data from the first
# group are indicated by a +
# ypch="o" are data from the second group
#
x<-elimna(x)
y<-elimna(y)
x<-as.matrix(x)
y<-as.matrix(y)
nx=nrow(x)
ny=nrow(y)
if(ncol(x) != ncol(y))stop("Number of variables not equal")
#
if(ncol(x)==2){
if(plotit){
plot(rbind(x,y),type="n",xlab="VAR 1",ylab="VAR 2")
points(x,pch=xpch)
points(y,pch=ypch)
if(nrow(x)>50){
if(!ap.dep){
print("If execution time is high, might use ap.dep=FALSE")
}
if(!ap.dep)temp<-depth2(x,plotit=FALSE)
if(ap.dep)temp<-fdepth(x,plotit=FALSE,cop=cop)
}
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
if(ap.dep)temp<-fdepth(y,plotit=FALSE,cop=cop)
if(!ap.dep)temp<-depth2(y,plotit=FALSE)
if(!ap.dep)temp<-fdepth(y,plotit=FALSE)
xx<-y[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
}
tempyx<-NA
tempxy<-NA
if(ap.dep)tempyx<-fdepth(x,y,plotit=FALSE,cop=cop)
if(!ap.dep)tempyx<-depth2(x,y,plotit=FALSE)
if(ap.dep)tempxy<-fdepth(y,x,plotit=FALSE,cop=cop)
tempxy<-depth2(y,x,plotit=FALSE)
}
if(ncol(x)==1){
tempyx<-unidepth(as.vector(x),as.vector(y))
tempxy<-unidepth(as.vector(y),as.vector(x))
}
if(ncol(x)>2){
if(!v2){
tempxy<-fdepth(y,x,plotit=FALSE,cop=cop)
tempyx<-fdepth(x,y,plotit=FALSE,cop=cop)
}
if(v2){
tempxy<-fdepthv2(y,x,plotit=FALSE)
tempyx<-fdepthv2(x,y,plotit=FALSE)
}}
qhatxy<-mean(tempxy)
qhatyx<-mean(tempyx)
qhat<-max(c(qhatxy,qhatyx))
n1<-nrow(x)
n2<-nrow(y)
nv<-(3*min(c(n1,n2))+max(c(n1,n2)))/4
if(ncol(x)==1)crit<-.2536-.4578/sqrt(nv)
if(ncol(x)>7)crit<-.013
rej<-"Fail to reject"
if(qhat<=crit)rej<-"Reject"
testv=NULL
pval=NULL
if(pv){
if(SEED)set.seed(2)
rej="NULL"
for(i in
1:nboot)testv[i]=lsqs3.sub(rmul(n1,ncol(x)),rmul(n2,ncol(x)),cop=cop,ap.dep=ap.dep,
v2=v2,)$test
pval=mean(qhat>=testv)
}
list(n1=nx,n2=ny,avg.depth.of.x.in.y=qhatxy,avg.depth.of.y.in.x=qhatyx,test=qhat,cr
it=crit,Decision=rej,p.value=pval)
}
# The next function is used to compute p-values for lsqs3; it avoids lsqs3 calling
itself.
lsqs3.sub<-
function(x,y,plotit=FALSE,cop=2,ap.dep=FALSE,v2=FALSE,pv=FALSE,SEED=TRUE,nboot=1000
,ypch="o",xpch="+"){
#
# Compute the typical depth of x in y,
# Compute the typical depth of y in x,
# use the maximum of the two typical depths
# as a test statistic.
# This method is designed to be sensitive to
# shifts in location.
#
# Use Tukey's depth; bivariate case only.
#
# cop=2 use MCD location estimator when
# computing depth with function fdepth
# cop=3 uses medians
# cop=3 uses MVE
#
# xpch="+" means when plotting the data, data from the first
# group are indicated by a +
# ypch="o" are data from the second group
#
x<-elimna(x)
y<-elimna(y)
x<-as.matrix(x)
y<-as.matrix(y)
nx=nrow(x)
ny=nrow(y)
if(ncol(x) != ncol(y))stop("Number of variables not equal")
#
if(ncol(x)==2){
if(plotit){
plot(rbind(x,y),type="n",xlab="VAR 1",ylab="VAR 2")
points(x,pch=xpch)
points(y,pch=ypch)
if(nrow(x)>50){
if(!ap.dep){
print("If execution time is high, might use ap.dep=FALSE")
}
}
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
if(ap.dep)temp<-fdepth(y,plotit=FALSE,cop=cop)
if(!ap.dep)temp<-fdepth(y,plotit=FALSE)
xx<-y[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
}
tempyx<-NA
tempxy<-NA
if(ap.dep)tempyx<-fdepth(x,y,plotit=FALSE,cop=cop)
if(!ap.dep)tempyx<-depth2(x,y,plotit=FALSE)
if(ap.dep)tempxy<-fdepth(y,x,plotit=FALSE,cop=cop)
tempxy<-depth2(y,x,plotit=FALSE)
}
if(ncol(x)==1){
tempyx<-unidepth(as.vector(x),as.vector(y))
tempxy<-unidepth(as.vector(y),as.vector(x))
}
if(ncol(x)>2){
if(!v2){
tempxy<-fdepth(y,x,plotit=FALSE,cop=cop)
tempyx<-fdepth(x,y,plotit=FALSE,cop=cop)
}
if(v2){
tempxy<-fdepthv2(y,x,plotit=FALSE)
tempyx<-fdepthv2(x,y,plotit=FALSE)
}}
qhatxy<-mean(tempxy)
qhatyx<-mean(tempyx)
qhat<-max(c(qhatxy,qhatyx))
n1<-nrow(x)
n2<-nrow(y)
nv<-(3*min(c(n1,n2))+max(c(n1,n2)))/4
if(ncol(x)>7)crit<-.013
rej<-"Fail to reject"
if(qhat<=crit)rej<-"Reject"
testv=NULL
pval=NULL
if(pv){
if(SEED)set.seed(2)
rej="NULL"
for(i in
1:nboot)testv[i]=lsqs3.sub(rmul(n1,ncol(x)),rmul(n2,ncol(x)),cop=cop,ap.dep=ap.dep,
v2=v2,)$test
pval=mean(qhat>=testv)
}
list(n1=nx,n2=ny,avg.depth.of.x.in.y=qhatxy,avg.depth.of.y.in.x=qhatyx,test=qhat,cr
it=crit,Decision=rej,p.value=pval)
}
kercon<-function(x,y,pyhat=FALSE,cval=NA,plotit=TRUE,eout=FALSE,xout=FALSE,
outfun=out,iran=.05,xlab="X",ylab="Y",pch='.'){
#
# Compute conditional local weighted regression with Epanechnikov kernel
#
# cf. Fan, Annals of Statistics, 1993, 21, 196-217.
#
d<-ncol(x)
if(d!=2)stop("Argument x should have two columns only")
np1<-d+1
x<-m[,1:d]
y<-m[,np1]
yhat1<-NA
if(eout && xout)stop("Can't have both eout and xout=F")
if(eout){
flag<-outfun(m)$keep
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
x<-m[,1:d]
y<-m[,np1]
if(is.na(cval[1])){temp<-idealf(x[,2])
cval<-c(temp$ql,median(x[,2]),temp$qu)
}
xrem<-x
x2<-x[,2]
n<-nrow(x)
sig<-sqrt(var(x2))
temp<-idealf(x2)
A1<-min(c(sig,iqr))
A<-1.77
hval<-A*(1/n)^(1/6) # Silverman, 1986, p. 86
svec<-NA
for(j in 1:d){
temp<-idealf(x[,j])
A<-min(c(sig,iqr))
svec[j]<-A
x[,j]<-x[,j]/A
}
hval<-hval*sqrt(mean(svec^2))
ilow<-round(iran*length(y))
iup<-round((1-iran)*length(y))
for(il in 1:length(cval)){
temp4<-NA
for(j in 1:nrow(x)){
temp4[j]<-((x2[j]-cval[il])/A1)^2
}
yhat<-NA
epan1<-ifelse(temp4<1,.75*(1-temp4),0) # Epanechnikov kernel for x2
for(j in 1:n){
yhat[j]<-NA
temp1<-cbind(x[,1]-x[j,1],x[,2]-cval[il]/A)/hval
temp1<-temp1^2
temp<-.5*(d+2)*(1-temp1)/gamma(.5)^2
epan<-ifelse(temp1<1,temp,0) # Epanechnikov kernel, for both x1 and x2
if(epan1[j]>0)epan[j]<-epan[j]/epan1[j]
if(epan1[j]==0)epan[j]<-0
chkit<-sum(epan!=0)
if(chkit >= np1){
vals<-lsfit(x[,1],y,wt=epan)$coef
yhat[j]<-x[j,1]*vals[2]+vals[1]
}}
if(plotit){
xorder<-order(xrem[,1])
if(il==1)plot(xrem[,1],y,xlab=xlab,ylab=ylab,pch=pch)
lines(xrem[xorder[ilow:iup],1],yhat[xorder[ilow:iup]],lty=il)
}}
m<-"Done"
if(pyhat)m<-yhat
m
}
mscor<-function(m,corfun=spear,cop=3,MM=FALSE,gval=NA,ap=TRUE,pw=TRUE,STAND=TRUE,
outfun=outpro,alpha=.05){
#
#
# Compute a skipped correlation matrix
#
# corfun indicates the correlation to be used
# corfun=pcor uses Pearson's correlation
# corfun=spear uses Spearman's correlation
#
# When calling outpro,
# STAND=T means marginals are first standardized.
# This function returns the p by p matrix of correlations
#
# Method: Eliminate outliers using a projection technique.
#
# cop determines how center of the scatterplot is
# estimated; see the function outpro.
# cop=l Donoho-Gasko halfspace median
# cop=2 MCD measure of location
# cop=3 marginal medians
# cop=4 MVE measure of location
#
# Eliminate any outliers and compute
# correlations using remaining data.
#
# gval is critical value for determining whether a point
# is an outlier. It is determined automatically if not specified,
# assuming that Spearman's correlation is used. Critical
# values when using some other correlation have not been
# determined.
#
# Hypothesis of zero correlations tested with FWE=.05
#
# AGRUMENTS:
# MM; see function outpro
# ap=T all pairwise comparisons are tested
# ap=F first variable is tested versus all others
# (for a total of p-1 tests).
# pw=T, print message about high execution time
# pw=F, suppress the message.
#
if(alpha!=.05)stop('For alpha other than .05, use mscorpb or mscorpbMC')
m<-elimna(m)
p<-ncol(m)
pm<-p-1
n<-nrow(m)
if(p<2)stop("Something wrong; number of variables is < 2")
if(pw && cop==1){
print("If execution time is too high,")
print("use cop=2 or 4 rather than 1")
}
if(ap){
inter<-c(2.374,2.780,3.030,3.208,3.372,3.502,3.722,3.825,3.943)
slope<-c(5.333,8.8,25.67,32.83,51.53,75.02,111.34,123.16,126.72)
expo<-c(-1,-1,-1.2,-1.2,-1.3,-1.4,-1.5,-1.5,-1.5)
if(p>10){
qvec<-NA
for(i in 1:9)qvec[i]<-inter[i]+slope[i]*nêxpo[i]
pval<-c(2:10)
temp<-lsfit(pval,qvec)$coef
}
}
if(!ap){
inter<-c(2.374,2.54,2.666,2.92,2.999,3.097,3.414,3.286,3.258)
slope<-c(5.333,8.811,14.89,20.59,51.01,52.15,58.498,64.934,59.127)
expo<-c(-1,-1,-1.2,-1.2,-1.5,-1.5,-1.5,-1.5,-1.5)
if(p>10){
qvec<-NA
for(i in 1:9)qvec[i]<-inter[i]+slope[i]*nêxpo[i]
pval<-c(1:9)
temp<-lsfit(pval,qvec)$coef
}
}
if(p<=10)crit<-inter[pm]+slope[pm]*nêxpo[pm]
if(p>10)crit<-temp[2]*p+temp[1]
if(cop!=1 && is.na(gval))gval<-sqrt(qchisq(.975,ncol(m)))
temp<-outfun(m,plotit=FALSE,MM=MM,gval=gval,cop=cop,STAND=STAND)$keep
mcor<-corfun(m[temp,])$cor
test<-abs(mcor*sqrt((nrow(m)-2)/(1-mcor^2)))
diag(test) <- NA
if(!ap){
test<-as.matrix(test[1,])
}
list(cor=mcor,crit.val=crit,test.stat=test)
}
dfried<-function(m,plotit=TRUE,pop=0,fr=.8,v2=FALSE,op=FALSE){
#
# Compare dependent groups using halfspace depth of
# 0 relative to distribution of differences.
#
# When plotting differences scores:
# pop=1 Plot expected frequency curve
# pop=2 kernel density estimate
# pop=3 S+ kernel density estimate
# pop=4 boxplot
#
if(!is.matrix(m))stop("m should be a matrix having at least 2 columns.")
m<-elimna(m)
library(MASS)
K<-ncol(m)
n<-nrow(m)
if(n<=10 && !op)print("With n<=10, might want to use op=T")
J<-(K^2-K)/2
dcen<-cov.mcd(m)$center
center<-NA
pval<-matrix(NA,ncol=J,nrow=nrow(m))
zvec<-rep(0,J)
ic<-0
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
pval[,ic]<-m[,k]-m[,kk]
center[ic]<-dcen[k]-dcen[kk]
}}}
pval0<-rbind(pval,zvec)
if(ncol(pval)==1)temp<-unidepth(as.vector(pval0))
if(!v2){
if(ncol(pval)>1)temp<-fdepth(pval0,center=center)
}
if(v2){
if(ncol(pval)>1)temp<-fdepthv2(pval0)
}
big.dep<-max(temp)
if(op){
v3<-dmean(pval,tr=.5,dop=2)
v3<-t(as.matrix(v3))
big.dep<-max(max(temp),fdepthv2(pval0,v3))
}
phat<-temp[nrow(m)+1]/big.dep
if(K==2)crit<-0.95-1.46/n^.5
if(K==3)crit<-1.00-1.71/n^.5
if(K==4)crit<-1.06-1.77/n^.5
if(K==5)crit<-1.11-1.76/n^.5
if(K==6)crit<-1.41-1.62/n^.3
if(K==7)crit<-1.49-1.71/n^.3
if(K>=8)crit<-1.39-1.38/n^.3
crit<-min(c(crit,1))
if(plotit && ncol(pval)==1){
if(pop==0)akerd(pval,fr=fr)
if(pop==1)rdplot(pval,fr=fr)
if(pop==2)kdplot(pval)
if(pop==3)skerd(pval)
if(pop==4)boxplot(pval)
}
list(phat=phat,crit.val=crit)
}
wrregfun<-function(slope,x=x,y=y){
x<-as.matrix(x)
res<-y-x%*%slope
v1<-rank(res)
v2<-sqrt(12)*(v1/(length(y)+1)-.5)
wrregfun<-sum(v2*res)
wrregfun
}
spat.sub<-function(x,theta){
xx<-x
for(i in 1:ncol(x))xx[,i]<-x[,i]-theta[i]
xx<-xx^2
temp<-sqrt(apply(xx,1,sum))
val<-mean(temp)
val
}
spat<-function(x){
#
# compute spatial median
#
if(!is.matrix(x))stop("x must be a matrix")
x<-elimna(x)
START<-apply(x,2,median)
val=optim(START,spat.sub,x=x,method='BFGS')$par
val
}
rungen<-function(x,y,est=onestep,fr=1,plotit=TRUE,scat=TRUE,pyhat=FALSE,
eout=FALSE,xout=FALSE,xlab="x",ylab="y",outfun=out,LP=TRUE,pch='.',...){
#
# running interval smoother that can be used with any measure
# of location or scale. By default, an M-estimator is used.
#
# LP=TRUE, the plot is further smoothed via lows
#
scat<-as.logical(scat)
m<-cbind(x,y)
m<-elimna(m)
if(eout && xout)stop("Not allowed to have eout=xout=T")
if(eout){
flag<-outfun(m,plotit=FALSE)$keep
m<-m[flag,]
}
if(xout){
flag<-outfun(m[,1])$keep
m<-m[flag,]
}
x=m[,1]
y=m[,2]
rmd<-c(1:length(x))
for(i in 1:length(x))rmd[i]<-est(y[near(x,x[i],fr)],...)
if(LP){
ord=order(x)
x=x[ord]
rmd=rmd[ord]
y=y[ord]
rmd=lplot(x,rmd,plotit=FALSE,pyhat=TRUE,pr=FALSE,STR=FALSE)$yhat
}
if(plotit){
if(scat){
plot(c(x,x),c(y,rmd),xlab=xlab,ylab=ylab,type="n")
points(x,y,pch=pch)
}
if(!scat)plot(c(x,x),c(y,rmd),type="n",ylab=ylab,xlab=xlab)
points(x,rmd,type="n")
sx<-sort(x)
xorder<-order(x)
sysm<-rmd[xorder]
lines(sx,sysm)
}
if(pyhat)output<-rmd
if(!pyhat)output<-"Done"
list(output=output)
}
#adpchk<-function(x,y,adfun=adrun,gfun=runm3d,xlab="First Fit",
adpchk<-function(x,y,adfun=adrun,gfun=rplot,xlab="First Fit",
ylab="Second Fit",...){
#
# Compare adfun, usually an additive fit, to fit
# based on gfun.
#
fit1<-adfun(x,y,pyhat=TRUE,plotit=FALSE)
if(is.list(fit1))fit1=fit1$yhat
fit2<-gfun(x,y,pyhat=TRUE,plotit=FALSE)$yhat
if(is.list(fit2))fit2=fit2$yhat
plot(fit1,fit2,xlab=xlab,ylab=ylab)
abline(0,1)
}
riplot<-function(x,y,adfun=adrun,plotfun=lplot,eout=FALSE,xout=TRUE,scale=FALSE){
#
# Plot used to investigate regression interaction
# (the extent a generalized additive model does not fit data).
# Compute additive fit, plot residuals
# versus x, an n by 2 matrix.
#
if(!is.matrix(x))stop(" x must be a matrix")
if(ncol(x)!=2)stop(" x must have two columns only")
yhat<-adfun(x,y,pyhat=TRUE,eout=eout,xout=xout,plotit=FALSE)
plotfun(x,y-yhat,eout=eout,xout=xout,scale=scale)
}
adtestv2<-
function(x,y,est=tmean,nboot=500,alpha=.05,fr=NA,xout=TRUE,outfun=outpro,com.pval=F
ALSE,SEED=TRUE,qval=.5,...){
#
# For two predictors, test the hypothesis that the regression model is additive.
That is, there is no interaction.
# In essence, for the model Y=g_1(X_1)+g_2(X_2)+g_3(X_1X_2), test H_0:
g_3(X_1X_2)=0
#
# The method fits an additive model using running interval smoother and the
backfitting
# algorithm and then tests the hypothesis that the median of X_1X_2, given the
residuals,
# is a straight horizontal line.
#
if(ncol(x)!=2)stop("There should be two predictors")
temp<-cbind(x,y)
p<-ncol(x)
p1<-p+1
temp<-elimna(temp)
x<-temp[,1:p]
x<-as.matrix(x)
y<-temp[,p1]
if(xout){
flag<-outfun(x,plotit=FALSE,...)$out.id
keepit[flag]<-FALSE
x<-x[keepit,]
y<-y[keepit]
}
if(alpha<.05 && nboot<=100)warning("You used alpha<.05 and nboot<=100")
if(is.na(fr)){
fr<-.8
if(ncol(x)==2){
nval<-c(20,30,50,80,100,200,300,400)
fval<-c(0.40,0.36,0.3,0.25,0.23,.12,.08,.015)
if(length(y)<=400)fr<-approx(nval,fval,length(y))$y
if(length(y)>400)fr<-.01
}
}
if(SEED)set.seed(2)
x<-as.matrix(x)
}
}
yhat<-adrun(x,y,est=est,plotit=FALSE,fr=fr,pyhat=TRUE)
regres<-y-yhat
test2=medind(regres,x[,1]*x[,2],qval=qval,nboot=nboot,com.pval=com.pval,SEED=SEED,a
lpha=alpha,
pr=TRUE,xout=xout,outfun=outfun,...)
test2
}
adtests1<-function(vstar,yhat,res,mflag,x,fr){
bres<-adrun(x,ystar,fr=fr,pyhat=TRUE,plotit=FALSE)
bres<-ystar-bres
rval<-0
}
rval
}
runsm2g<-function(x1,y1,x2,val=median(x2),est=tmean,sm=FALSE,fr=.8,xlab="X",
ylab="Y",...){
#
# Plot of running interval smoother for two groups
# Groups are defined according to whether x2<val,
# then a smooth of x1 versus y1 for both groups is created.
#
# est is measure of location which defaults to 20% trimming
#
#
m<-cbind(x1,y1,x2)
m<-elimna(m)
x2<-m[,3]
flag<-(x2<val)
x1<-m[flag,1]
y1<-m[flag,2]
x2<-m[!flag,1]
y2<-m[!flag,2]
runmean2g(x1, y1, x2, y2, fr = fr, est = est,sm=sm,xlab=xlab,
ylab=ylab,...)
}
rung3hat<-function(x,y,est=tmean,pts,fr=1,...){
#
# Compute y hat for each row of data in the matrix pts
# using a running interval method
#
# pts is an m by p matrix, m>=1.
#
if(!is.matrix(x))stop("Predictors are not stored in a matrix.")
if(!is.matrix(pts))stop("The third argument, pts, must be a matrix.")
library(MASS)
m<-cov.mve(x)
nval<-1
rmd[i]<-est(y[near3d(x,pts[i,],fr,m)],...)
nval[i]<-length(y[near3d(x,pts[i,],fr,m)])
}
list(rmd=rmd,nval=nval)
}
lta.sub<-function(X,theta,h){
np<-ncol(X)
p<-np-1
x<-X[,1:p]
y<-X[,np]
temp<-t(t(x)*theta[2:np])
yhat<-apply(temp,1,sum)+theta[1]
res<-abs(y-yhat)
res<-sort(res)
val<-sum(res[1:h])
val
}
ltareg<-function(x, y, tr = 0.2, h = NA,op=2)
{
#
# Compute the least trimmed absolute value regression estimator.
# The default amount of trimming is .2
# op=1, use ltsreg as initial estimate
# op!=1, use tsreg
#
# If h is specfied, use h smallest residuals, and ignore tr
#
x<-as.matrix(x)
library(MASS)
if(is.na(h)) h <- length(y) - floor(tr * length(y))
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(op==1)temp<-ltsreg(x,y)$coef
if(op!=1)temp<-tsreg(x,y)$coef
START<-temp
coef<-nelderv2(X,np,FN=lta.sub,START=START,h=h)
res <- y - x%*%coef[2:np] - coef[1]
}
nelderv2<-function(x,N,FN,START=c(rep(1,N)),STEP=c(rep(1,N)),
XMIN=c(rep(0,N)),XSEC=c(rep(0,N)),...){
# NELDER-MEAD method for minimzing a function
#
# TAKEN FROM OLSSON, J QUALITY TECHNOLOGY, 1974, 6, 56.
#
# x= n by p matrix containing data; it is used by
# function to be minimized.
# N= number of parameters
#
# FN=the function to be minimized
# FORM: FN(x,theta), theta is vector containing
# values for N parameters.
#
# START = starting values.
# STEP=initial step.
# This function returns the N values for theta that minimize FN
#
ICOUNT<-500
REQMIN<-.0000001
NN<-N+1
P<-matrix(NA,nrow=N,ncol=NN)
P[,NN]<-START
PBAR<-NA
RCOEFF<-1
ECOEFF<-2
CCOEFF<-.5
KCOUNT<-ICOUNT
ICOUNT<-0
DABIT<-2.04067e-35
BIGNUM<-1.e38
KONVGE<-5
XN<-N
DN<-N
Y<-rep(0,NN)
Y[NN]<-FN(x,START,...)
ICOUNT<-ICOUNT+1
for(J in 1:N){
DCHK<-START[J]
START[J]<-DCHK+STEP[J]
for(I in 1:N){
P[I,J]<-START[I]
}
Y[J]<-FN(x,START,...)
ICOUNT<-ICOUNT+1
START[J]<-DCHK
}
I1000<-TRUE
while(I1000){
YLO<-Y[1]
YNEWLO<-YLO
ILO<-1
IHI<-1
for(I in 2:NN){
if(Y[I] < YLO){
YLO<-Y[I]
ILO<-I}
if(Y[I] > YNEWLO){
YNEWLO<-Y[I]
IHI<-I}
}
DCHK<-(YNEWLO+DABIT)/(YLO+DABIT)-1
if(abs(DCHK) < REQMIN){
I1000<-FALSE
next
}
KONVGE<-KONVGE-1
if(KONVGE == 0){
KONVGE<-5
for(I in 1:N){
COORD1<-P[I,1]
COORD2<-COORD1
for(J in 2:NN){
if(P[I,J] < COORD1)COORD1<-P[I,J]
if(P[I,J] > COORD2)COORD2<-P[I,J]
} # 2010 CONTINUE
DCHK<-(COORD2+DABIT)/(COORD1+DABIT)-1
if(abs(DCHK) > REQMIN)break
}
}
if(ICOUNT >= KCOUNT){
I1000<-F
next
}
for(I in 1:N){
Z<-0.0
Z<-sum(P[I,1:NN]) # 6
Z<-Z-P[I,IHI]
PBAR[I]<-Z/DN
}
PSTAR<-(1.+RCOEFF)*PBAR-RCOEFF*P[,IHI]
YSTAR<-FN(x,PSTAR,...)
ICOUNT<-ICOUNT+1
if(YSTAR < YLO && ICOUNT >= KCOUNT){
P[,IHI]<-PSTAR
Y[IHI]<-YSTAR
next
}
IFLAG<-TRUE
if(YSTAR < YLO){
P2STAR<-ECOEFF*PSTAR+(1-ECOEFF)*PBAR
Y2STAR<-FN(x,P2STAR,...)
ICOUNT<-ICOUNT+1
if(Y2STAR >= YSTAR){
P[,IHI]<-PSTAR
Y[IHI]<-YSTAR
next #In essence, go to 19 which goes to 1000
}
IFLAG<-TRUE
while(YSTAR < Y[IHI]){
P[,IHI]<-P2STAR
Y[IHI]<-Y2STAR
IFLAG<-FALSE
break
L<-sum(Y[1:NN] > YSTAR)
if(L > 1){
P[,IHI]<-PSTAR
Y[IHI]<-YSTAR
IFLAG<-TRUE
break
}
if(L > 1)break # go to 19
if(L != 0){
P[1:N,IHI]<-PSTAR[1:N]
Y[IHI]<-YSTAR
}
I1000<-FALSE
break
I1000<-FALSE
next
}
P2STAR[1:N]<-CCOEFF*P[1:N,IHI]+(1-CCOEFF)*PBAR[1:N]
Y2STAR<-FN(x,P2STAR,...)
ICOUNT<-ICOUNT+1
} # END WHILE
}
if(IFLAG){
for(J in 1:NN){
P[,J]=(P[,J]+P[,ILO])*.5
XMIN<-P[,J]
Y[J]<-FN(x,XMIN,...)
}
ICOUNT<-ICOUNT+NN
if(ICOUNT < KCOUNT)next
I1000<-F
next
}
Y[IHI]<-YSTAR
}
for(J in 1:NN){
XMIN[1:N]<-P[1:N,J]
}
Y[J]<-FN(x,XMIN,...)
YNEWLO<-BIGNUM
for(J in 1:NN){
if (Y[J] < YNEWLO){
YNEWLO<-Y[J]
IBEST<-J
}}
Y[IBEST]<-BIGNUM
YSEC<-BIGNUM
for(J in 1:NN){
if(Y[J] < YSEC){
YSEC<-Y[J]
ISEC<-J
}}
XMIN[1:N]<-P[1:N,IBEST]
XSEC[1:N]<-P[1:N,ISEC]
XMIN
}
nelder<-function(x,N,FN,START=c(rep(1,N)),STEP=c(rep(1,N)),
XMIN=c(rep(0,N)),XSEC=c(rep(0,N))){
# NELDER-MEAD method for minimzing a function
#
# TAKEN FROM OLSSON, J QUALITY TECHNOLOGY, 1974, 6, 56.
#
# x= n by p matrix containing data; it is used by
# function to be minimized.
# N= number of parameters
#
# FN=the function to be minimized
# FORM: FN(x,theta), theta is vector containing
# values for N parameters.
#
# START = starting values.
# STEP=initial step.
# This function returns the N values for theta that minimize FN
#
ICOUNT<-500
REQMIN<-.0000001
NN<-N+1
P<-matrix(NA,nrow=N,ncol=NN)
P[,NN]<-START
PBAR<-NA
RCOEFF<-1
ECOEFF<-2
CCOEFF<-.5
KCOUNT<-ICOUNT
ICOUNT<-0
DABIT<-2.04067e-35
BIGNUM<-1.e38
KONVGE<-5
XN<-N
DN<-N
Y<-rep(0,NN)
Y[NN]<-FN(x,START)
ICOUNT<-ICOUNT+1
for(J in 1:N){
DCHK<-START[J]
START[J]<-DCHK+STEP[J]
for(I in 1:N){
P[I,J]<-START[I]
}
Y[J]<-FN(x,START)
ICOUNT<-ICOUNT+1
START[J]<-DCHK
}
I1000<-T
while(I1000){
YLO<-Y[1]
YNEWLO<-YLO
ILO<-1
IHI<-1
for(I in 2:NN){
if(Y[I] < YLO){
YLO<-Y[I]
ILO<-I}
if(Y[I] > YNEWLO){
YNEWLO<-Y[I]
IHI<-I}
}
DCHK<-(YNEWLO+DABIT)/(YLO+DABIT)-1
if(abs(DCHK) < REQMIN){
I1000<-F
next
}
KONVGE<-KONVGE-1
if(KONVGE == 0){
KONVGE<-5
for(I in 1:N){
COORD1<-P[I,1]
COORD2<-COORD1
for(J in 2:NN){
if(P[I,J] < COORD1)COORD1<-P[I,J]
if(P[I,J] > COORD2)COORD2<-P[I,J]
} # 2010 CONTINUE
DCHK<-(COORD2+DABIT)/(COORD1+DABIT)-1
if(abs(DCHK) > REQMIN)break
}
}
I1000<-F
next
}
for(I in 1:N){
Z<-0.0
Z<-sum(P[I,1:NN]) # 6
Z<-Z-P[I,IHI]
PBAR[I]<-Z/DN
}
PSTAR<-(1.+RCOEFF)*PBAR-RCOEFF*P[,IHI]
YSTAR<-FN(x,PSTAR)
ICOUNT<-ICOUNT+1
if(YSTAR < YLO && ICOUNT >= KCOUNT){
P[,IHI]<-PSTAR
Y[IHI]<-YSTAR
next
}
IFLAG<-T
if(YSTAR < YLO){
P2STAR<-ECOEFF*PSTAR+(1-ECOEFF)*PBAR
Y2STAR<-FN(x,P2STAR)
ICOUNT<-ICOUNT+1
if(Y2STAR >= YSTAR){
P[,IHI]<-PSTAR
Y[IHI]<-YSTAR
next #In essence, go to 19 which goes to 1000
}
IFLAG<-T
while(YSTAR < Y[IHI]){
P[,IHI]<-P2STAR
Y[IHI]<-Y2STAR
IFLAG<-F
break
L<-sum(Y[1:NN] > YSTAR)
if(L > 1){
P[,IHI]<-PSTAR
Y[IHI]<-YSTAR
IFLAG<-T
break
}
if(L > 1)break # go to 19
if(L != 0){
Y[IHI]<-YSTAR
}
I1000<-F
break
I1000<-F
next
}
P2STAR[1:N]<-CCOEFF*P[1:N,IHI]+(1-CCOEFF)*PBAR[1:N]
Y2STAR<-FN(x,P2STAR)
ICOUNT<-ICOUNT+1
} # END WHILE
}
if(IFLAG){
for(J in 1:NN){
P[,J]<-(P[,J]+P[,ILO])*.5
XMIN<-P[,J]
Y[J]<-FN(x,XMIN)
}
ICOUNT<-ICOUNT+NN
if(ICOUNT < KCOUNT)next
I1000<-F
next
}
Y[IHI]<-YSTAR
}
for(J in 1:NN){
XMIN[1:N]<-P[1:N,J]
}
Y[J]<-FN(x,XMIN)
YNEWLO<-BIGNUM
for(J in 1:NN){
if (Y[J] < YNEWLO){
YNEWLO<-Y[J]
IBEST<-J
}}
Y[IBEST]<-BIGNUM
YSEC<-BIGNUM
for(J in 1:NN){
if(Y[J] < YSEC){
YSEC<-Y[J]
ISEC<-J
}}
XMIN[1:N]<-P[1:N,IBEST]
XSEC[1:N]<-P[1:N,ISEC]
XMIN
}
splotg2<-function(x,y,op=TRUE,xlab="X",ylab="Rel. Freq."){
#
# Frequency plot
# op=TRUE, lines are drawn.
#
x<-x[!is.na(x)]
freqx<-NA
freqx[i]<-sum(x==temp[i])
}
freqx<-freqx/length(x)
y<-y[!is.na(y)]
tempy<-sort(unique(y))
freqy<-NA
for(i in 1:length(tempy)){
freqy[i]<-sum(y==tempy[i])
}
freqy<-freqy/length(y)
plot(c(temp,tempy),c(freqx,freqy),type="n",xlab=xlab,ylab=ylab)
points(temp,freqx)
points(tempy,freqy,pch="o")
if(op){
lines(temp,freqx)
lines(tempy,freqy,lty=2)
}
}
stein1.tr<-function(x,del,alpha=.05,pow=.8,tr=.2){
#
# Extension of Stein's method when performing all pairwise
# comparisons among J dependent groups.
#
# If x represents a single group, one-sample analysis is performed.
#
if(tr < 0 || tr >=.5)stop("Argument tr must be between 0 and .5")
if(is.matrix(x))m<-x
if(is.list(x))m<-matl(x)
if(!is.matrix(x) && !is.list(x))m<-matrix(x,ncol=1)
m<-elimna(m)
m<-as.matrix(m)
ntest<-1
n<-nrow(m)
J<-ncol(m)
if(ncol(m) > 1)ntest<-(J^2-J)/2
g<-floor(tr*nrow(m))
df<-n-2*g-1
t1<-qt(pow,df)
t2<-qt(alpha/(2*ntest),df)
dv<-(del/(t1-t2))^2
nvec<-NA
if(ntest > 1){
ic<-0
for (j in 1:ncol(m)){
for (jj in 1:ncol(m)){
if(j<jj){
ic<-ic+1
dif<-m[,j]-m[,jj]
nvec[ic]<-floor(winvar(dif,tr=tr)/dv)+1
}}}}
if(ntest == 1)nvec[1]<-floor(winvar(m[,1],tr=tr)/dv)+1
N<-max(c(n,nvec))
N
}
stein2.tr<-function(x,y,alpha=.05,tr=.2,null.value=0){
#
# Extension of Stein's method when performing all pairwise
# comparisons among J dependent groups.
#
# If x represents a single group, one-sample analysis is performed.
#
if(tr < 0 || tr >=.5)stop("Argument tr must be between 0 and .5")
if(is.list(x))m<-matl(x)
if(!is.matrix(x) && !is.list(x))m<-matrix(x,ncol=1)
if(!is.matrix(y) && !is.list(y))y<-matrix(y,ncol=1)
m<-elimna(m)
m<-as.matrix(m)
g<-floor(tr*nrow(m))
df<-nrow(m)-2*g-1
m<-rbind(m,y)
ic<-0
ntest<-(ncol(m)^2-ncol(m))/2
if(ntest==0)ntest<-1
test<-matrix(NA,ncol=3,nrow=ntest)
for (j in 1:ncol(m)){
for (jj in 1:ncol(m)){
if(j<jj){
ic<-ic+1
dif<-m[,j]-m[,jj]
test[ic,1]<-j
test[ic,2]<-jj
test[ic,3]<-sqrt(nrow(m))*(1-2*tr)*(mean(dif,tr=tr,na.rm=TRUE)-
null.value)/sqrt(winvar(dif,tr=tr))
}}}
crit<-qt(1-alpha/(2*ntest),df)
if(ntest == 1)
test<-sqrt(nrow(m))*(1-2*tr)*mean(m[,1],tr=tr,na.rm=TRUE)/sqrt(winvar(m[,1],tr=tr))
list(test.stat=test,crit.val=crit)
}
runmbo<-function(x,y,fr=1,est=tmean,xlab="X",ylab="Y",pts=x,RNA=FALSE,atr=0,
pyhat=FALSE,eout=FALSE,outfun=out,plotit=TRUE,xout=FALSE,scat=TRUE,nboot=40,SEED=TR
UE,...){
#
# running interval smooth with bagging
#
#
#
# RNA=F, do not remove missing values when averaging
# (computing the smooth) at x
# xout=T removes points for which x is an outlier
# eout=F removes points for which (x,y) is an outlier
# nmin estimate y|x only when number of points close
# to x is > nmin
# atr is amount of trimming when averaging over the bagged
# values
# est is the measure of location to be estimated
# est=tmean means estimate 20% trimmed mean of y given x
#
if(SEED)set.seed(2)
temp<-cbind(x,y)
if(ncol(temp)>2)stop("Use run3bo with more than 1 predictor")
if(eout){
flag<-outfun(temp,plotit=FALSE)$keep
temp<-temp[flag,]
}
if(xout){
temp<-temp[flag,]
}
x<-temp[,1]
y<-temp[,2]
pts<-as.matrix(pts)
mat<-matrix(NA,nrow=nboot,ncol=nrow(pts))
vals<-NA
for(it in 1:nboot){
idat<-sample(c(1:length(y)),replace=TRUE)
xx<-temp[idat,1]
yy<-temp[idat,2]
mat[it,]<-runhat(xx,yy,pts=pts,est=est,fr=fr,...)
}
rmd<-apply(mat,2,mean,na.rm=RNA,tr=atr)
if(plotit){
if(scat){
plot(c(x,x),c(y,rmd),xlab=xlab,ylab=ylab,type="n")
points(x,y)
}
if(!scat)plot(c(x,x),c(y,rmd),type="n",xlab=xlab,ylab=ylab)
points(x, rmd, type = "n")
sx <- sort(x)
xorder <- order(x)
sysm <- rmd[xorder]
lines(sx, sysm)
}
output="Done"
output
}
run3bo<-function(x,y,fr=1,est=tmean,theta = 50, phi = 25,nmin=0,

pyhat=FALSE,eout=FALSE,outfun=out,plotit=TRUE,xout=FALSE,nboot=40,SEED=TRUE,STAND=T
RUE,
expand=.5,scale=FALSE,xlab="X",ylab="Y",zlab="",ticktype="simple",...){
#
#
#
#
library(MASS)
library(akima)
if(SEED)set.seed(2)
temp<-cbind(x,y)
x<-as.matrix(x)
p<-ncol(x)
p1<-p+1
if(p>2)plotit<-F
x<-temp[,1:p]
x<-as.matrix(x)
y<-temp[,p1]
if(xout){
flag<-outfun(x,plotit=FALSE,STAND=STAND,...)$out.id
keepit[flag]<-FALSE
x<-x[keepit,]
y<-y[keepit]
}
mat<-matrix(NA,nrow=nboot,ncol=length(y))
vals<-NA
for(it in 1:nboot){
idat<-sample(c(1:length(y)),replace=TRUE)
xx<-temp[idat,1:p]
yy<-temp[idat,p1]
tmy<-rung3hat(xx,yy,pts=x,est=est,fr=fr,...)$rmd
mat[it,]<-tmy
}
rmd<-apply(mat,2,mean,na.rm=TRUE)
flag<-!is.na(rmd)
rmd<-elimna(rmd)
x<-x[flag,]
y<-y[flag]
nval<-NA
m<-cov.mve(x)
#if(ncol(x)!=2)stop("When plotting, x must be an n by 2 matrix")
y<-y[nval>nmin]
x<-x[nval>nmin,]
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
}
last<-"Done"
if(pyhat)last<-rmd
list(output=last)
}
ancom<-function(x1,y1,x2,y2,dchk=FALSE,plotit=TRUE,plotfun=rplot,nboot=500,
alpha=.05,SEED=TRUE,PARTEST=FALSE,tr=0,...){
#
# Omnibus ANCOVA
# tr=0 is recommended for general use. tr>0 might result in
# poor control over the probability of a Type I error.
# PARTEST=T will test the hypothesis of parallel regression lines.
#
# Setting plotfun=rplotsm will smooth the plots via bagging
#
# dchk=T, points in design space with a halfspace of zero are eliminated
#
# PARTEST=F tests hypothesis that regression surface is a horizontal
# plane through the origin
# PARTEST=T tests the hypothesis that the two regression surfaces
# are parallel.
#
flag1<-rep(TRUE,length(y1))
flag2<-rep(TRUE,length(y2))
if(dchk){
dep1<-fdepth(x2,x1) # depth of points in x1 relative to x2
dep2<-fdepth(x1,x2)
flag1<-(dep1>0)
flag2<-(dep2>0)
}
n1<-sum(flag1)
n2<-sum(flag2)
n<-n1+n2
y<-c(n2*y1[flag1]/n,0-n1*y2[flag2]/n)
x1<-as.matrix(x1)
x1<-x1[flag1,]
x2<-as.matrix(x2)
x2<-x2[flag2,]
x1<-as.matrix(x1)
x2<-as.matrix(x2)
x<-rbind(x1,x2)
if(plotit){
if(ncol(x)<=2)plotfun(x,y,...)
}
if(PARTEST)output<-indt(x,y,nboot=nboot,alpha=alpha,SEED=SEED)
if(!PARTEST)output<-indt0(x,y,nboot=nboot,alpha=alpha,SEED=SEED)
list(dstat=output$dstat,critd=output$critd)
}
indt0<-function(x,y,nboot=500,alpha=.05,flag=1,SEED=TRUE){
#
# Test the hypothesis that the regression plane
# between x and y is a flat horizontal plane with intercept 0
# The method is based on results in
# Stute et al. (1998, JASA, 93, 141-149).
#
# flag=1 gives Kolmogorov-Smirnov test statistic
# flag=2 gives the Cramer-von Mises test statistic
# flag=3 causes both test statistics to be reported.
#
if(SEED)set.seed(2)
x<-as.matrix(x)
temp <- cbind(x, y)
pval<-ncol(temp)-1
x <- temp[,1:pval]
y <- temp[, pval+1]
x<-as.matrix(x)
}
}
# ith row of mflag indicates which rows of the matrix x are less
# than or equal to ith row of x
#
yhat<-0
res<-y-yhat
print("Taking bootstrap sample, please wait.")
rvalb<-apply(data,1,indt0sub,yhat,res,mflag,x,tr)
mstatb<-apply(abs(rvalb),2,median)
dstatb<-sort(dstatb)
wstatb<-sort(wstatb)
mstatb<-sort(mstatb)
rval<-indt0sub(v,yhat,res,mflag,x,tr)
dstat<-NA
wstat<-NA
critd<-NA
critw<-NA
critd<-dstatb[ib]
}
wstat<-mean(rval^2)
critw<-wstatb[ib]
}
list(dstat=dstat,wstat=wstat,critd=critd,critw=critw)
}
indt0sub<-function(vstar,yhat,res,mflag,x,tr){
bres<-res*vstar
rval<-0
}
rval
}
smeancr<-function(m,nullv=rep(0,ncol(m)),cop=3,MM=FALSE,SEED=NA,
nboot=500,plotit=TRUE,xlab="VAR 1",ylab="VAR 2",STAND=TRUE){
#
#
# Test hypothesis that multivariate skipped estimators
# are all equal to the null value, which defaults to zero.
# The level of the test is .05.
#
# That is, determine center of data using:
#
# cop=2 MCD,
# cop=4 MVE
#
# For each point
# consider the line between it and the center
#
#
#
#
if(is.na(SEED))set.seed(2)
m<-elimna(m)
n<-nrow(m)
crit.level<-.05
if(n<=120)crit.level<-.045
val<-matrix(NA,ncol=ncol(m),nrow=nboot)
for(j in 1: nboot){
mm<-m[data[j,],]
temp<-outpro(mm,plotit=FALSE,cop=cop,STAND=STAND)$keep
val[j,]<-apply(mm[temp,],2,mean)
}
temp<-pdis(rbind(val,nullv))
sig.level<-sum(temp[nboot+1]<temp[1:nboot])/nboot
if(ncol(m)==2 && plotit){
plot(val[,1],val[,2],xlab=xlab,ylab=ylab)
temp3<-smean(m,cop=cop,STAND=STAND)
points(temp3[1],temp3[2],pch="+")
ic<-round((1-crit.level)*nboot)
temp<-pdis(val)
temp.dis<-order(temp)
xx<-val[temp.dis[1:ic],]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
list(p.value=sig.level,crit.level=crit.level)
}
rplotsm<-function(x,y,est=tmean,fr=1,plotit=TRUE,pyhat=FALSE,nboot=40,atr=0,nmin=0,
outfun=outpro,eout=FALSE,xlab="X",ylab="Y",scat=TRUE,SEED=TRUE,expand=.5,scale=FALS
E,STAND=TRUE,
varfun=pbvar,pr=TRUE,ticktype="simple",theta=50,phi=25,...){
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
if(ncol(x)==1){
val<-runmbo(x,y,est=est,scat=scat,fr=fr,plotit=plotit,pyhat=TRUE,STAND=STAND,
xlab=xlab,ylab=ylab,eout=eout,nboot=nboot,outfun=outfun,SEED=SEED,atr=atr,...)
}
if(ncol(x)>1){
if(ncol(x)==2 && !scale){
if(pr){
print("scale=F is specified.")
print("If there is dependence, use scale=T")
}}
if(ncol(x)>2)plotit<-F
val<-run3bo(x,y,est=est,fr=fr,nmin=nmin,plotit=plotit,pyhat=TRUE,phi=phi,
theta=theta,xlab=xlab,ylab=ylab,ticktype=ticktype,STAND=STAND,
#eout=eout,outfun=outfun,SEED=SEED,expand=expand,scale=scale,nboot=nboot,...)
SEED=SEED,expand=expand,scale=scale,nboot=nboot,...)
val<-val$output
}
E.power<-varfun(val[!is.na(val)])/varfun(y)
if(!pyhat)val <- NULL
E.power=as.numeric(E.power)
list(Strength.Assoc=sqrt(E.power),Explanatory.Power = E.power, yhat = val)
}
zdepth<-function(m,pts=m,zloc=median,zscale=mad){
#
# Compute depth of points as in Zuo, Annals, 2003
#
if(!is.matrix(m))stop("argument m should be a matrix")
if(!is.matrix(pts))stop("argument pts should be a matrix")
if(ncol(m)!=ncol(pts))stop("Number of columns for m and pts are not equal")
np<-ncol(m)
val<-NA
pval<-pts[i,]
START<-rep(1,np)/sqrt(np)
temp<-nelderv2(m,np,FN=zdepth.sub,START=START,zloc=zloc,zscale=zscale,pts=pval)
temp<-temp/sqrt(sum(temp^2))
y<-t(t(m)*temp)
y<-apply(y,1,sum)
ppro<-sum(pval*temp)
val[i]<-abs(ppro-zloc(y))/zscale(y)
}
val
}
zdepth.sub<-function(x,theta,zloc=median,zscale=mad,pts=NA){
theta<-theta/sqrt(sum(theta^2))
temp<-t(t(x)*theta)
ppro<-sum(t(t(pts)*theta))
val<-0-abs(ppro-zloc(yhat))/zscale(yhat)
val
}
zdist=zdepth
opregpb<-function(x,y,nboot=1000,alpha=.05,om=TRUE,ADJ=TRUE,SEED=TRUE,
nullvec=rep(0,ncol(x)+1),plotit=TRUE,opdis=2,gval=sqrt(qchisq(.95,ncol(x)+1))){
#
# generate bootstrap estimates
# use projection-type outlier detection method followed by
# TS regression.
#
# om=T and ncol(x)>1, means an omnibus test is performed,
# otherwise only individual tests of parameters are performed.
#
# opdis=2, means that Mahalanobis distance is used
# opdis=1, means projection-type distance is used
#
# gval is critical value for projection-type outlier detection
# method
#
# ADJ=T, Adjust p-values as described in Section 11.1.5 of the text.
#
if(SEED)set.seed(2)
x<-as.matrix(x)
m<-cbind(x,y)
p1<-ncol(x)+1
x<-m[,1:ncol(x)]
x<-as.matrix(x)
y<-m[,p1]
if(nrow(x)!=length(y))stop("Sample size of x differs from sample size of y")
bvec<-apply(data,1,regboot,x,y,regfun=opreg)
# using Hochberg method
bvec<-t(bvec)
dvec<-alpha/(c(1:ncol(x)))
test<-NA
icl0<-round(alpha*nboot/2)
icl<-round(alpha*nboot/(2*ncol(x)))
icu0<-nboot-icl0
icu<-nboot-icl
output<-matrix(0,p1,6)
vlabs="Intercept"
for(j in 2:p1)vlabs[j]=paste("Slope",j-1)
dimnames(output)<-list(vlabs,c("Param.","p.value","p.crit",
"ci.lower","ci.upper","s.e."))
pval<-NA
for(i in 1:p1){
output[i,1]<-i-1
se.val<-var(bvec[,i])
output[i,6]<-sqrt(se.val)
if(i==1){
output[i,4]<-temp[icl0+1]
output[i,5]<-temp[icu0]
}
if(i>1){
output[i,4]<-temp[icl+1]
output[i,5]<-temp[icu]
}
pval[i]<-sum((temp>nullvec[i]))/length(temp)
if(pval[i]>.5)pval[i]<-1-pval[i]
}
fac<-2
if(ADJ){
# Adjust p-value if n<60
nval<-length(y)
if(nval<20)nval<-20
if(nval>60)nval<-60
fac<-2-(60-nval)/40
}
pval[1]<-2*pval[1]
pval[2:p1]<-fac*pval[2:p1]
output[,2]<-pval
temp2<-order(0-pval[2:p1])
zvec<-dvec[1:ncol(x)]
output[temp2+1,3]<-zvec
output[1,3]<-NA
output[,2]<-pval
om.pval<-NA
temp<-opreg(x,y)$coef
if(om && ncol(x)>1){
temp2<-rbind(bvec[,2:p1],nullvec[2:p1])
if(opdis==1)dis<-pdis(temp2,center=temp[2:p1])
if(opdis==2){
cmat<-var(bvec[,2:p1]-apply(bvec[,2:p1],2,mean)+temp[2:p1])
dis<-mahalanobis(temp2,temp[2:p1],cmat)
}
om.pval<-sum((dis[nboot+1]<=dis[1:nboot]))/nboot
}
# do adjusted p-value
nval<-length(y)
if(nval<20)nval<-20
if(nval>60)nval<-60
adj.pval<-om.pval/2+(om.pval-om.pval/2)*(nval-20)/40
plot(bvec[,2],bvec[,3],xlab="Slope 1",ylab="Slope 2")
temp.dis<-order(dis[1:nboot])
xx<-bvec[temp.dis[1:ic],2:3]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
list(output=output,om.pval=om.pval,adj.om.pval=adj.pval)
}
kslope<-function(x,y,pyhat=FALSE,pts=x){
#
# Estimate slope at points in pts using kernel method
#
# See Doksum et al. 1994, JASA, 89, 571-
#
x<-m[,1]
y<-m[,2]
n<-length(y)
sig<-sqrt(var(x))
temp<-idealf(x)
A<-min(c(sig,iqr))
yhat<-NA
vval<-NA
vals<-NA
rhosq<-NA
for(k in 1:n){
temp1<-NA
for(j in 1:n){
temp1[j]<-((x[j]-x[k])/A)^2
}
epan<-ifelse(temp1<1,.75*(1-temp1),0) # Epanechnikov kernel, p. 76
chkit<-sum(epan!=0)
if(chkit >= 2){
temp4<-lsfit(x,y,wt=epan)
vals[k]<-temp4$coef[2]
}}
vals
}
nearl<-function(x,pt,fr=1){
# determine which values in x are near and less than pt
# based on fr * mad
m<-mad(x)
if(m==0){
temp<-idealf(x)
}
dis<-abs(x-pt)
dflag<-dis <= fr*m
flag2<-(x<pt)
dflag<-dflag*flag2
dflag
}
nearr<-function(x,pt,fr=1){
# determine which values in x are near and less than pt
# based on fr * mad
m<-mad(x)
if(m==0){
temp<-idealf(x)
}
dis<-abs(x-pt)
dflag<-dis <= fr*m
flag2<-(x>pt)
dflag<-dflag*flag2
dflag
}
mgvmean<-function(m,op=0,outfun=outbox,se=TRUE){
#
#
# using the MGV method
#
# Eliminate outliers using MGV method
#
# op=0 pairwise distances of points
# op=1 MVE distances
# op=2 MCD distances
#
# outfun indicates outlier rule to be applied to
# the MGV distances.
# By default, use boxplot rule
#
#
m<-elimna(m)
temp<-outmgv(m,op=op,plotit=FALSE)$keep
val
}
smgvcr<-function(m,nullv=rep(0,ncol(m)),SEED=TRUE,op=0,
nboot=500,plotit=TRUE){
#
#
# Test hypothesis that estimand of the MGV estimator
# is equal to the null value, which defaults to zero vector.
#
# Argument op: See function outmgv
#
if(SEED)set.seed(2)
m<-elimna(m)
n<-nrow(m)
crit.level<-.05
for(j in 1: nboot){
mm<-m[data[j,],]
temp<-outmgv(mm,plotit=FALSE,op=op)$keep
val[j,]<-apply(mm[temp,],2,mean)
}
temp<-mgvar(rbind(val,nullv),op=op)
flag2<-is.na(temp)
if(sum(flag2)>0)temp[flag2]<-0
plot(val[,1],val[,2],xlab="VAR 1",ylab="VAR 2")
temp3<-mgvmean(m,op=op)
temp<-mgvar(val)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
}
lts.sub<-function(X,theta,h){
np<-ncol(X)
p<-np-1
x<-X[,1:p]
y<-X[,np]
res<-(y-yhat)^2
res<-sort(res)
val<-sum(res[1:h])
val
}
ltsgreg<-function(x, y, tr = 0.2, h = NA,xout=FALSE,outfun=outpro,...)

{
#
# Compute the least trimmed absolute value regression estimator.
# The default amount of trimming is .2
#
# Can simply use ltsreg with tr=amount of trimming.
#
x<-as.matrix(x)
library(MASS)
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
X<-cbind(x,y)
}
if(is.na(h)) h <- length(y) - floor(tr * length(y))
temp<-ltsReg(y~x)$coef
START<-temp
coef<-nelderv2(X,np,FN=lts.sub,START=START,h=h,p=p)
}
locreg<-function(x,y,pyhat=FALSE,pts=NA,np=100,plotit=TRUE,eout=FALSE,outfun=out,
xlab="X",ylab="Y",pch='.'){
#
# Compute local weighted regression with Epanechnikov kernel
#
# See Fan, Annals of Statistics, 1993, 21, 196-217.
# cf. Bjerve and Doksum, Annals of Statistics, 1993, 21, 890-902
#
# With np=100, the function plots a smooth using
# middle 80% of the x values versus y
# With np=0, it plots using all x values
# or all values in pts if values are stored in it.
# With np=0, pts=x is used.
#
# pyhat=T, the function returns the estimated y values
# corresponding to x values in pts. If pts=NA, pts=x
# is assumed.
#
if(eout){
keep<-outfun(m,plotit=FALSE)$keep
m<-m[keep,]
}
x<-m[,1]
y<-m[,2]
n<-length(x)
sig<-sqrt(var(x))
temp<-idealf(x)
A<-min(c(sig,iqr))
yhat<-NA
temp<-NA
if(is.na(pts[1])){
if(np>0)pts<-seq(min(x),max(x),length=np)
if(np==0)pts<-x
}
pts<-sort(pts)
yhat[i]<-NA
temp[j]<-((x[j]-pts[i])/A)^2
}
epan<-ifelse(temp<1,.75*(1-temp),0)
chkit<-sum(epan!=0)
if(chkit > 1){
vals<-lsfit(x,y,wt=epan)$coef
yhat[i]<-vals[2]*pts[i]+vals[1]
}
}
if(plotit){
plot(x,y,xlab=xlab,ylab=ylab,pch=pch)
if(np>0){
ilow<-round(.1*np)
iup<-round(.9*np)
}
if(np==0){
ilow<-1
iup<-length(pts)
}
lines(pts[ilow:iup],yhat[ilow:iup])
}
m<-"Done"
if(pyhat)m<-yhat
m
}
qreg.sub<-function(X,theta,qval=.5){
np<-ncol(X)
p<-np-1
x<-X[,1:p]
y<-X[,np]
res<-y-yhat
flag<-(res<=0)
rval<-(qval-flag)*res
val<-sum(rval)
val
}
rmmcppb<-function(x,y=NULL,alpha=.05,
con=0,est=onestep,plotit=TRUE,dif=TRUE,grp=NA,nboot=NA,BA=FALSE,hoch=FALSE,xlab="Gr
oup 1",ylab="Group 2",pr=TRUE,SEED=TRUE,SR=FALSE,...){
#
# Use a percentile bootstrap method to compare dependent groups.
# By default,
# specified by con, a J-by-C matrix, where C is the number of
#
# If est=onestep or mom, method SR (see my book on robust methods)
#
# Otherwise, Hochberg is used.
#
# dif=T indicates that difference scores are to be used
# dif=F indicates that measure of location associated with
# marginal distributions are used instead.
#
#
#
# A sequentially rejective method is used to control alpha using method SR.
#
# Argument BA: When using dif=F, BA=T uses a correction term
# when computing a p-value.
#
if(hoch)SR=FALSE #Assume Hochberg if hoch=TRUE even if SR=TRUE
if(SR){
okay=FALSE
SR=okay # 'Only use method SR (argument SR=TRUE) when est=onestep or mom
}
if(dif){
if(pr){print("dif=TRUE, so analysis is done on difference scores.")
print(" Each confidence interval has probability coverage 1-alpha.")
print("Also note that a sequentially rejective method is being used")
}
temp<-rmmcppbd(x,y=y,alpha=.05,con=con,est,plotit=plotit,grp=grp,nboot=nboot,
hoch=TRUE,...)
output<-temp$output
con<-temp$con
}
if(!dif){
if(pr){
print("dif=FALSE, so analysis is done on marginal distributions")
if(!BA){
if(identical(est,onestep))print("With M-estimator or MOM, suggest using BA=T and
hoch=T")
if(identical(est,mom))print("With M-estimator or MOM, suggest using BA=T and
hoch=T")
}}
mode.")
if(is.list(x)){
if(is.matrix(con)){
of groups.")
}}
if(is.list(x)){
mat<-matl(x)
}
groups.")
mat<-x
}
x<-mat
J<-ncol(mat)
xcen<-x
for(j in 1:J)xcen[,j]<-x[,j]-est(x[,j],...)
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
if(is.na(nboot)){
if(d<=4)nboot<-1000
if(d>4)nboot<-5000
}
n<-nrow(mat)
connum<-ncol(con)
xbars<-apply(mat,2,est,...)
psidat<-NA
for (ic in 1:connum)psidat[ic]<-sum(con[,ic]*xbars)
psihatcen<-matrix(0,connum,nboot)
bvec<-matrix(NA,ncol=J,nrow=nboot)
bveccen<-matrix(NA,ncol=J,nrow=nboot)
#if(pr)print("Taking bootstrap samples. Please wait.")
for(ib in 1:nboot){
bvec[ib,]<-apply(x[data[ib,],],2,est,...)
bveccen[ib,]<-apply(xcen[data[ib,],],2,est,...)
}
#
#
test<-1
bias<-NA
psihatcen[ic,]<-apply(bveccen,1,bptdpsi,con[,ic])
bias[ic]<-sum((psihatcen[ic,]>0))/nboot-.5
ptemp<-(sum(psihat[ic,]>0)+.5*sum(psihat[ic,]==0))/nboot
if(BA)test[ic]<-ptemp-.1*bias[ic]
if(!BA)test[ic]<-ptemp
test[ic]<-max(test[ic],0) # bias corrected might be less than zero
}
test<-2*test
ncon<-ncol(con)
dvec<-alpha/c(1:ncon) # Assume Hochberg unless specified otherwise
if(SR){
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
dvecba<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
dvecba<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvecba<-dvec
dvec[2]<-alpha
}}
if(hoch)dvec<-alpha/c(1:ncon)
dvecba<-dvec
if(plotit && ncol(bvec)==2){
z<-c(0,0)
one<-c(1,1)
plot(rbind(bvec,z,one),xlab=xlab,ylab=ylab,type="n")
points(bvec)
totv<-apply(x,2,est,...)
cmat<-var(bvec)
dis<-mahalanobis(bvec,totv,cmat)
temp.dis<-order(dis)
xx<-bvec[temp.dis[1:ic],]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
if(BA)zvec<-dvecba[1:ncon]
dimnames(output)<-
list(NULL,c("con.num","psihat","p.value","p.sig","ci.lower","ci.upper"))
tmeans<-apply(mat,2,est,...)
psi<-1
output[ic,1]<-ic
#icl<-round(output[ic,4]*nboot/2)+1 # This adjustment causes confusion; it's not
based on Hochberg
icu<-nboot-(icl-1)
}
}
ids=NA
num.sig=nrow(output)
ior=order(output[,3],decreasing=TRUE)
for(j in 1:nrow(output)){
if(output[ior[j],3]<=output[ior[j],4])break
else num.sig=num.sig-1
}
}
linconb<-function(x,con=0,tr=.2,alpha=.05,nboot=599,pr=TRUE,SEED=TRUE){
#
# involving trimmed means using the bootstrap-t bootstrap method.
#
#
#
# groups 5 and 6.
#
#
# This function uses functions trimparts and trimpartt written for this
# book.
#
#
#
#
if(pr){
}
con<-as.matrix(con)
J<-length(x)
for(j in 1:J){
xx<-x[[j]]
}
Jm<-J-1
d<-(J^2-J)/2
if(sum(con^2)==0){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
if(nrow(con)!=length(x))stop("The number of groups does not match the number of
bvec<-array(0,c(J,2,nboot))
nsam=matl(lapply(x,length))
for(j in 1:J){
xcen<-x[[j]]-mean(x[[j]],tr)
bvec[j,,]<-apply(data,1,trimparts,tr) # A 2 by nboot matrix. The first row
# contains the bootstrap trimmed means, the second row
# contains the bootstrap squared standard errors.
}
m1<-bvec[,1,] # J by nboot matrix containing the bootstrap trimmed means
m2<-bvec[,2,] # J by nboot matrix containing the bootstrap sq. se.
consq<-con[,d]^2
bot<-apply(m2,2,trimpartt,consq)
boot[d,]<-abs(top)/sqrt(bot)
}
ic<-floor((1-alpha)*nboot)
testb<-sort(testb)
dimnames(test)<-list(NULL,c("con.num","test","se","p.value"))
test[d,1]<-d
psihat[d,1]<-d
test[d,2]<-testit$test[1,2]
pval<-mean((abs(testit$test[1,2])<boot[d,]))
test[d,4]<-pval
psihat[d,3]<-testit$psihat[1,2]-testb[ic]*testit$test[1,4]
psihat[d,4]<-testit$psihat[1,2]+testb[ic]*testit$test[1,4]
test[d,3]<-testit$test[1,4]
}
list(n=nsam,psihat=psihat,test=test,crit=testb[ic],con=con)
}
linconbt=linconb
pdclose<-function(x,pts=x,fr=1,MM=FALSE,MC=FALSE,STAND=TRUE){
#
# For each point in pts, determine which points
# (values in x)
# are close to it based on projected distances.
#
x<-as.matrix(x)
pts<-as.matrix(pts)
if(ncol(x)>1){
if(STAND){
x=standm(x)
m1=apply(x,1,mean)
v=apply(x,1,sd)
for(j in 1:ncol(x))pts[,j]=(pts[,j]-m1[j])/v[j]
}}
outmat<-matrix(NA,ncol=nrow(x),nrow=nrow(pts))
center<-pts[i,]
if(!MC)blob<-pdis(x,center=center,MM=MM)
if(MC)blob<-pdisMC(x,center=center,MM=MM)
#
# Note: distances already divided by
# interquartile range
#
# Determine which points in m are close to pts
flag2<-(blob < fr)
outmat[i,]<-flag2
}
# Return matrix, ith row indicates which points
# in x are close to pts[i,]
#
outmat
}
adtestl<-function(x,y,est=tmean,nboot=100,alpha=.05,fr=NA,SEED=TRUE,...){
#
# Test the hypothesis that the regression model is additive.
# Use a variation of Stute et al. (1998, JASA, 93, 141-149).
# method, and running interval version of the backfitting
# algorithm
#
if(!is.matrix(x))stop("X values should be stored in a matrix")
if(ncol(x)==1)stop("There should be two or more predictors")
temp<-cbind(x,y)
p<-ncol(x)
p1<-p+1
temp<-elimna(temp)
x<-temp[,1:p]
x<-as.matrix(x)
y<-temp[,p1]
if(is.na(fr)){
fr<-.8
if(ncol(x)==2){
nval<-c(20,30,50,80,150)
fval<-c(0.40,0.36,0.18,0.15,0.09)
}
}
if(SEED)set.seed(2)
x<-as.matrix(x)
}
}
yhat<-adrunl(x,y,plotit=FALSE,fr=fr,pyhat=TRUE)
regres<-y-yhat
print("Taking bootstrap sample, please wait.")
rvalb<-apply(data,1,adtestls1,yhat,regres,mflag,x,fr)
dstatb<-sort(dstatb)
wstatb<-sort(wstatb)
rval<-adtestls1(v,yhat,regres,mflag,x,fr)
wstat<-mean(rval^2)
critd<-dstatb[ib]
critw<-wstatb[ib]
list(dstat=dstat,wstat=wstat,critd=critd,critw=critw)
}
adtestls1<-function(vstar,yhat,res,mflag,x,fr){
bres<-adrunl(x,ystar,fr=fr,pyhat=TRUE,plotit=FALSE)
bres<-ystar-bres
rval<-0
}
rval
}
adcom<-function(x,y,est=mean,tr=0,nboot=600,alpha=.05,fr=NA,
jv=NA,SEED=TRUE,...){
#
# Test the hypothesis that component
# jv
# is zero. That is, in a generalized additive model, test
# H_0: f_jv(X_jv) = 0.
# algorithm
#
# if jv=NA, all components are tested.
#
# Current version allows only 0 or 20% trimming
#
x=as.matrix(x)
if(!is.matrix(x))stop("X values should be stored in a matrix")
temp<-cbind(x,y)
p<-ncol(x)
p1<-p+1
temp<-elimna(temp)
x<-temp[,1:p]
x<-as.matrix(x)
y<-temp[,p1]
if(is.na(fr)){
if(tr==.2){
nval<-c(20,40,60,80,120,160)
fval<-c(1.2,1,.85,.75,.65,.65)
}
if(tr==0){
nval<-c(20,40,60,80,120,160)
fval<-c(.8,.7,.55,.5,.5,.5)
}
}
if(is.na(fr))stop("Span can be deteremined only for 0 or .2 trimming")
if(SEED)set.seed(2)
x<-as.matrix(x)
}
}
if(!is.na(jv))prval<-jv
if(is.na(jv))prval<-c(1:ncol(x))
c.sum<-matrix(NA,nrow=length(prval),ncol=2)
dimnames(c.sum)<-list(NULL,c("d.stat","p.value"))
for(ip in 1:length(prval)){
flag<-rep(TRUE,ncol(x))
flag[prval[ip]]<-FALSE
yhat<-adrun(x[,flag],y,plotit=FALSE,fr=fr,pyhat=TRUE)
regres<-y-yhat
temp<-indt(x[,!flag],regres)
c.sum[ip,1]<-temp$dstat
c.sum[ip,2]<-temp$p.value.d
}
list(results=c.sum)
}
logadr<-
function(x,y,est=mean,iter=10,pyhat=FALSE,plotit=TRUE,fr=.8,xout=FALSE,eout=xout,
outfun=out,theta=50,phi=25,expand=.5,STAND=TRUE,ticktype="simple",scale=FALSE,...){
#
# additive model based on a variation of Copas' (1983) smooth
# for binary outcomes.
# (Use backfitting algorithm.)
#
x<-as.matrix(x)
p<-ncol(x)
p1<-p+1
y<-m[,p1]
x<-m[,1:p]
x<-as.matrix(x)
if(STAND){
for (ip in 1:p)x[,ip]<-(x[,ip]-mean(x[,ip]))/sqrt(var(x[,ip]))
}
if(xout){
flag<-outfun(x,plotit=FALSE)$out.id
keepit[flag]<-FALSE
x<-x[keepit,]
y<-y[keepit]
}
x<-as.matrix(x)
if(p==1)val<-logrsm(x[,1],y,pyhat=TRUE,plotit=plotit,fr=fr,...)$output
if(p>1){
np<-p+1
x<-m[,1:p]
y<-m[,np]
fhat<-matrix(NA,ncol=p,nrow=length(y))
fhat.old<-matrix(NA,ncol=p,nrow=length(y))
res<-matrix(NA,ncol=np,nrow=length(y))
dif<-1
for(i in 1:p)
fhat.old[,i]<-logrsm(x[,i],y,pyhat=TRUE,plotit=FALSE,fr=fr)$output
eval<-NA
for(it in 1:iter){
for(ip in 1:p){
res[,ip]<-y
for(ip2 in 1:p){
if(ip2 != ip)res[,ip]<-res[,ip]-fhat.old[,ip2]
}
fhat[,ip]=logrsm(x[,ip],y,pyhat=TRUE,plotit=FALSE,fr=fr)$output
}
eval[it]<-sum(abs(fhat/sqrt(sum(fhat^2))-fhat.old/sqrt(sum(fhat.old^2))))
if(it > 1){
itm<-it-1
dif<-abs(eval[it]-eval[itm])
}
fhat.old<-fhat
if(dif<.01)break
}
#print(fhat)
val<-apply(fhat,1,sum)
aval<-est(y-val,...)
val<-val+aval
flag=(val<0)
val[flag]=0
flag=(val>1)
val[flag]=1
if(plotit && p==2){
fitr<-val
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
fitr<-interp(mkeep[,1],mkeep[,2],fitr)
persp(fitr,theta=theta,phi=phi,expand=expand,xlab="x1",ylab="x2",zlab="",
}}
if(!pyhat)val<-"Done"
val
}
qhomtsub<-function(isub,x,y,qval){
#
# Perform quantile regression using x[isub] to predict y[isub]
# 1, 2, 3, ..., n
#
#
#
#
temp<-qplotreg(xmat,y[isub],qval=qval,plotit=FALSE)
regboot<-temp[1,2]-temp[2,2]
regboot
}
qplotreg<-function(x,
y,qval=c(.2,.8),q=NULL,plotit=TRUE,xlab="X",ylab="Y",xout=FALSE,outfun=out,...){
#
# Compute the quantile regression line for each of the
# quantiles indicated by qval.
# plotit=TRUE, plot the results.
#
if(!is.null(q))qval=q
if(ncol(xy)>2)stop("Only One Predictor Allowed")
x=xy[,1]
y=xy[,2]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
}
n<-length(qval)
coef<-matrix(NA,ncol=2,nrow=n)
x<-as.matrix(x)
if(ncol(x)>1)stop("This version allows one predictor only.")
if(plotit)plot(x,y,xlab=xlab,ylab=ylab)
for(it in 1:n){
coef[it,]<-qreg(x,y,qval=qval[it],pr=FALSE)$coef
dimnames(coef)=list(NULL,c("Inter.","Slope"))
if(plotit)abline(coef[it,1],coef[it,2])
}
coef
}
ancmpbpb<-function(x1,y1,x2,y2,fr1=1,fr2=1,alpha=.05,pts=NA,est=tmean,nboot=NA,
bhop=FALSE,SEED=TRUE,...){
print("This function has been eliminated. Please use ancmppb instead.")
}
qsm<-
function(x,y,qval=c(.2,.5,.8),fr=.8,plotit=TRUE,scat=TRUE,pyhat=FALSE,eout=FALSE,xo
ut=FALSE,outfun=out,op=TRUE,LP=TRUE,
xlab='X',ylab='Y',pch='.'){
#
# running interval smoother for the quantiles stored in
# qval
#
# op=T, use Harrell-Davis estimator
# op=F, use single order statistic
#
# LP=TRUE: The initial smooth is smoothed again using LOESS
#
m<-cbind(x,y)
if(ncol(m)!=2)stop("Must have exactly one predictor. For more than one, use
qhdsm.")
m<-elimna(m)
x<-m[,1]
y<-m[,2]
if(eout){
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
x<-m[,1]
y<-m[,2]
rmd<-c(1:length(x))
if(pyhat)outval<-matrix(NA,ncol=length(qval),nrow=length(x))
if(scat)plot(x,y,xlab=xlab,ylab=ylab,pch=pch)
if(!scat)plot(x,y,type="n",xlab=xlab,ylab=ylab)
for(it in 1:length(qval)){
if(!op)for(i in 1:length(x))rmd[i]<-qest(y[near(x,x[i],fr)],q=qval[it])
if(op)for(i in 1:length(x))rmd[i]<-hd(y[near(x,x[i],fr)],q=qval[it])
if(pyhat)outval[,it]<-rmd
points(x,rmd,type="n")
sx<-sort(x)
xorder<-order(x)
sysm<-rmd[xorder]
if(LP)sysm=lplot(sx,sysm,pyhat=TRUE,plotit=FALSE)$yhat.values
lines(sx,sysm)
}
if(pyhat)output<-outval
if(!pyhat)output<-"Done"
list(output=output)
}
locvar<-function(x,y,pyhat=FALSE,pts=x,plotit=TRUE){
#
# For each x, estimate VAR(y|x)
# with the method used by Bjerve and Doksum
# i.e., use Fan's kernel regression method.
#
yhat<-locreg(x,y,pyhat=TRUE,plotit=FALSE,pts=x)
val<-locreg(x,(y-yhat)^2,pyhat=pyhat,pts=pts,plotit=plotit)
val
}
smmval<-function(dfvec,iter=10000,alpha=.05,SEED=TRUE){
#
# Determine the upper 1-alpha quantile of the maximum of
# K independent Student's T random variables.
# dfvec is a vector of length K containing the degrees of freedom
#
# So this distribution is similar to a Studentized maximum modulus distribution
but
# the T statistics are not based on an estimate of an assumed common variance.
#
if(SEED)set.seed(1)
vals<-NA
tvals<-NA
J<-length(dfvec)
for(i in 1:iter){
for(j in 1:J){
tvals[j]<-rt(1,dfvec[j])
}
vals[i]<-max(abs(tvals))
}
vals<-sort(vals)
qval<-vals[ival]
qval
}
bwmedimcp<-function(J,K,x,JK=J*K,grp=c(1:JK),alpha=.05){
#
# these differences differ across levels of Factor A
# using trimmed means.
#
# For MOM or M-estimators, use spmcpi which uses a bootstrap method
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
if(JK!=length(x))stop("Something is wrong. Expected ",JK," groups but x contains ",
length(x), "groups instead.")
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
JMK<-J*MK
MJMK<-MJ*MK
Jm<-J-1
data<-list()
}
x<-data
output<-matrix(0,MJMK,7)
dimnames(output)<-list(NULL,c("A","A","B","B","psihat","sig","crit.sig"))
jp<-1-K
kv<-0
kv2<-0
test<-NA
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
m<-matrix(c(1:JK),J,K,byrow=TRUE)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
x1<-x[[m[j,k]]]-x[[m[j,kk]]]
x2<-x[[m[jj,k]]]-x[[m[jj,kk]]]
temp<-qdtest(x1,x2)
output[ic,5]<-median(x1)-median(x2)
test[ic]<-temp$p.value
}}}}}}
ncon<-length(test)
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
zvec<-dvec[1:ncon]
}
output
}
bwmedbmcp<-
function(J,K,x,JK=J*K,grp=c(1:JK),con=0,alpha=.05,dif=FALSE,pool=FALSE,bop=FALSE,nb
oot=100,SEED=TRUE){
#
# All pairwise comparisons among levels of Factor B
#
# Data are pooled for each level
# of Factor B.
# bop=T, use bootstrap estimates of standard errors.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
data<-list()
}
x<-data
if(pool){
data<-list()
m1<-matrix(c(1:JK),J,K,byrow=TRUE)
for(k in 1:K){
for(j in 1:J){
flag<-m1[j,k]
if(j==1)temp<-x[[flag]]
if(j>1){
temp<-c(temp,x[[flag]])
}}
data[[k]]<-temp
}
print("Group numbers refer to levels of Factor B")
if(!dif)temp<-lincdm(data,con=con,alpha=alpha,nboot=nboot,mop=bop)
if(dif)temp<-qdmcpdif(data,con=con,alpha=alpha)
return(temp)
}
if(!pool){
for(j in 1:J){
data<-list()
ic<-0
for(k in 1:K){
ic<-ic+1
data[[ic]]<-x[[mat[j,k]]]
}
print(paste("For level ", j, " of Factor A:"))
if(!dif)temp<-lincdm(data,con=con,alpha=alpha,nboot=nboot,mop=bop)
if(dif)temp<-qdmcpdif(data,con=con,alpha=alpha)
print(temp$test)
print(temp$psihat)
}}
}
gamplot<-
function(x,y,sop=TRUE,pyhat=FALSE,eout=FALSE,xout=FALSE,outfun=out,plotit=TRUE,
xlab="X",ylab="",zlab="",theta=50,phi=25,expand=.5,scale=TRUE,ticktype="simple"){
#
# Plot regression surface using generalized additive model
#
# sop=F, use usual linear model y~x1+x2...
# sop=T, use splines
#
library(akima)
library(mgcv)
x<-as.matrix(x)
np<-ncol(x)
np1<-np+1
if(ncol(x)>4)stop("x should have at most four columns of data")
x<-m[,1:np]
x<-as.matrix(x)
y<-m[,np1]
if(xout && eout)stop("Can't have xout=eout=T")
if(eout){
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
x<-m[,1:np]
x<-as.matrix(x)
y<-m[,np1]
if(!sop){
if(ncol(x)==1)fitr<-fitted(gam(y~x[,1]))
if(ncol(x)==2)fitr<-fitted(gam(y~x[,1]+x[,2]))
if(ncol(x)==3)fitr<-fitted(gam(y~x[,1]+x[,2]+x[,3]))
if(ncol(x)==4)fitr<-fitted(gam(y~x[,1]+x[,2]+x[,3]+x[,4]))
}
if(sop){
if(ncol(x)==1)fitr<-fitted(gam(y~s(x[,1])))
if(ncol(x)==2)fitr<-fitted(gam(y~s(x[,1])+s(x[,2])))
if(ncol(x)==3)fitr<-fitted(gam(y~s(x[,1])+s(x[,2])+s(x[,3])))
if(ncol(x)==4)fitr<-fitted(gam(y~s(x[,1])+s(x[,2])+s(x[,3])+s(x[,4])))
}
last<-fitr
if(plotit){
if(ncol(x)==1){
plot(x,fitr,xlab=xlab,ylab=ylab)
}
if(ncol(x)==2){
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
persp(fitr,theta=theta,phi=phi,expand=expand,xlab=xlab,ylab=ylab,zlab=zlab,
}
}
last
}
rgvar<-function(x,est=covmcd,...){
#
# compute a robust generalized variance
#
# choices for est are:
# var
# covmcd
# covmve
# skipcov with MM=F (boxplot) MM=T (MAD-MEDIAN), op=1 (MGV method)
# op=2 (projection method for outliers)
# covroc (S+ only as of Dec, 2005)
# Rocke's measure of scatter, this requires that the command
# library(robust) has been executed.
#
library(MASS)
val<-prod(eigen(est(x,...))$values)
val
}
rgvarseb<-function(x,nboot=100,est=skipcov,SEED=TRUE,...){
#
n<-nrow(x)
val<-NA
for(i in 1:nboot){
data<-sample(n,n,replace=TRUE)
val[i]<-rgvar(x[data,],est=est,...)
}
se<-sqrt(var(val))
se
}
covmve<-function(x){
library(MASS)
val<-cov.mve(x)
list(center=val$center,cov=val$cov)
}
mvecov<-function(x){
library(MASS)
val<-cov.mve(x)
val$cov
}
rgvar2g<-function(x,y,nboot=100,est=covmcd,alpha=.05,cop=3,op=2,SEED=TRUE,...){
#
# Two independent groups.
# Test hypothesis of equal generalized variances.
#
# Choices for est include:
# var
# covmcd
# covmve
# covroc Rocke's measure of scatter, this requires that the command
# library(robust) has been executed.
#
if(SEED)set.seed(2)
se1<-rgvarseb(x,nboot=nboot,est=est,SEED=SEED,...)
se2<-rgvarseb(y,nboot=nboot,est=est,SEED=SEED,...)
dif<-rgvar(x,est=est,...)-rgvar(y,est=est,...)
test.stat<-dif/sqrt(se1^2+se2^2)
test.stat
}
covmcd<-function(x,nsamp="sample"){
#
# nsamp="best" is the default used by R,
# meaning that the number of samples is chosen so that
# exhaustive enumeration is done up to 5000 samples
# nsamp="sample" the number of samples
# is min(5*p, 3000)
#
library(MASS)
val<-cov.mcd(x,nsamp=nsamp)
list(center=val$center,cov=val$cov)
}
mcdcov<-function(x,nsamp="sample"){
#
# nsamp="best" is the default used by R,
# meaning that the number of samples is chosen so that
# exhaustive enumeration is done up to 5000 samples
# nsamp="sample" the number of samples
# is min(5*p, 3000)
#
#library(lqs)
library(MASS)
val<-cov.mcd(x,nsamp=nsamp)
val$cov
}
ancdes<-function(x,depfun=fdepth,DH=FALSE,FRAC=.5,...){
#
# Choose points for design of an ANCOVA
# x is the n by p matrix m.
#
# FRAC some value between 0 and 1.
#
# FRAC is the fraction of the least deep points that will not be returned when
# DH=TRUE
# That is, return 1-FRAC deepest points.
# For example, FRAC=.2 means that the deepest 80% of the
# data will be returned.
#
# DH=F, return deepest point and those points on the
# .5 depth contour
#
if(!is.matrix(x))stop("x must be a matrix or a data frame")
temp<-depfun(x,plotit=FALSE,...)
temp2<-order(temp)
if(!DH){
val<-matrix(x[temp2[length(temp)],],ncol=ncol(x))
nmid<-round(length(temp)/2)
id2<-(temp[temp2[nmid]]==temp)
val2<-matrix(x[id2,],ncol=ncol(x))
if(!is.matrix(val2))val2<-t(as.matrix(val2))
val<-rbind(val,val2)
}
if(DH){
bot=round(length(temp)*FRAC)
val=matrix(x[temp2[bot:length(temp)],],ncol=ncol(x))
}
val=elimna(val)
val
}
stacklist<-function(x){
#
# Assumes x has list mode with each entry a
# matrix having p columns.
#
# Goal: stack the data into a matrix having p columns.
#
p<-ncol(x[[1]])
xx<-as.matrix(x[[1]])
temp<-as.matrix(x[[j]])
xx<-rbind(xx,temp)
}
xx
}
smvar<-function(x,y,fr=.6,xout=TRUE,eout=FALSE,xlab="X",ylab="VAR(Y|
X)",pyhat=FALSE,plotit=TRUE,nboot=40,
RNA=FALSE,SEED=TRUE){
#
# Estimate VAR(Y|X) using bagged version of running interval method
#
# xout=T eliminates all points for which x is an outlier.
# eout=F eliminates all points for which (x,y) is an outlier.
#
# pyhat=T will return estimate for each x.
#
# RNA=T removes missing values when applying smooth
# with RNA=F, might get NA for some pyhat values.
#
# plotit=TRUE, scatterplot of points x versus square of
# predicted y minus y
# stemming from a smooth. Then plots a line indicating
# var(y|x) using bagged smooth
#
temp <- cbind(x, y)
x <- temp[, 1]
y <- temp[, 2]
yhat<-lplot(x, y, pyhat = TRUE, plotit = FALSE)$yhat.values
yvar<-(y-yhat)^2
estvar<-runmbo(x,y,est=var,pyhat=TRUE,fr=fr,plotit=FALSE,RNA=RNA,nboot=nboot)
if(plotit){
plot(c(x,x),c(yvar,estvar),type="n",xlab=xlab,ylab=ylab)
points(x,yvar)
sx<-sort(x)
xorder<-order(x)
sysm<-estvar[xorder]
lines(sx,sysm)
}
output <- "Done"
if(pyhat)output <- estvar
output
}
locvarsm<-function(x,y,pyhat=FALSE,pts=x,plotit=TRUE,nboot=40,RNA=TRUE,xlab="X",
ylab="VAR(Y|
X)",op=2,xout=TRUE,eout=FALSE,pr=TRUE,fr=.6,scat=TRUE,outfun=out,SEED=TRUE){
#
# For each x, estimate VAR(y|x) using bootstrap bagging.
# with
# op=1 uses Fan's kernel method plus bootstrap bagging.
# op=2 uses running interval smoother plus bootstrap bagging
#
# xout=T eliminates points where there are outliers among x values
# this option applies only when using op=2 and when using
# running interval smoother.
# eout=T eliminates outliers among cloud of all data.
#
if(SEED)set.seed(2)
temp<-cbind(x,y)
temp<-elimna(temp)
x<-temp[,1]
y<-temp[,2]
if(op==2){
if(pr){
print("Running interval method plus bagging has been chosen")
print("op=1 will use Fan's method plus bagging")
}}
if(op==1){
if(pr){
print("Fan's method plus bagging has been chosen (cf. Bjerve and Doksum)")
print("op=2 will use running interval plus bagging")
}
mat <- matrix(NA, nrow = nboot, ncol = nrow(temp))
for(it in 1:nboot) {
idat <- sample(c(1:length(y)), replace = T)
xx <- temp[idat, 1]
yy <- temp[idat, 2]
mat[it, ] <- locvar(xx,yy,pts=x,pyhat=TRUE,plotit=FALSE)
}
rmd<-apply(mat,2,mean)
if(plotit) {
plot(c(x, x), c(y, rmd), type = "n", xlab = xlab, ylab= ylab)
sx <- sort(x)
xorder <- order(x)
sysm <- rmd[xorder]
lines(sx, sysm)
}
output<-"Done"
if(pyhat)output <- rmd
}
if(op==2){
output<-runmbo(x,y,fr=fr,est=var,xlab=xlab,ylab=ylab,pyhat=pyhat,eout=eout,
xout=xout,RNA=RNA,plotit=plotit,scat=scat,nboot=nboot,outfun=outfun,SEED=SEED)
}
output
}
mcp2atm<-function(J,K,x,tr=.2,alpha=.05,grp=NA,op=FALSE,pr=TRUE){
#
# Test all linear contrasts associated with
# main effects for Factor A and B and all interactions based on trimmed means
# By default,
# tr=.2, meaning 20% trimming is used.
#
# bbmcpEP has an option for pooling over the levels of the factors.
#
#
#
JK <- J * K
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JK) {
xx <- x[[j]]
}
#
if(JK != length(x))
warning("The number of groups does not match the number of contrast
coefficients.")
for(j in 1:JK){
temp<-x[[j]]
x[[j]]<-temp
}
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
if(!op){
Factor.A<-lincon(x,con=conA,tr=tr,alpha=alpha,pr=pr)
Factor.B<-lincon(x,con=conB,tr=tr,alpha=alpha,pr=FALSE)
Factor.AB<-lincon(x,con=conAB,tr=tr,alpha=alpha,pr=FALSE)
}
All.Tests<-NA
if(op){
Factor.A<-NA
Factor.B<-NA
Factor.AB<-NA
con<-cbind(conA,conB,conAB)
All.Tests<-lincon(x,con=con,tr=tr,alpha=alpha)
}
list(Factor.A=Factor.A,Factor.B=Factor.B,Factor.AB=Factor.AB,All.Tests=All.Tests,co
nA=conA,conB=conB,conAB=conAB)
}
bbmcp=mcp2atm
mdifloc<-function(x,y,est=tukmed,...){
#
# Compute multivariate measure of location associated
# with the distribution of x-y
#
# By default, use Tukey's median.
#
x<-as.matrix(x)
y<-as.matrix(y)
FLAG<-F
if(ncol(x)!=ncol(y))stop("x and y should have the same number of columns")
if(ncol(x)==1 && ncol(y)==1)FLAG<-T
if(FLAG)val<-loc2dif(x,y,est=est,...)
if(!FLAG){
J<-(ncol(x)^2-ncol(x))/2
mat<-matrix(NA,ncol=ncol(x),nrow=nrow(x)*nrow(y))
for(j in 1:ncol(x))mat[,j]<-as.vector(outer(x[,j], y[,j], FUN = "-"))
val<-est(mat,...)
}
val
}
mdiflcr<-function(m1,m2,tr=.5,nullv=rep(0,ncol(m1)),plotit=TRUE,
SEED=TRUE,pop=1,fr=.8,nboot=600){
#
# For two independent groups, let D=X-Y.
# Let theta_D be median of marginal distributions
# Goal: Test theta_D=0
#
# This is a multivariate analog of Wilcoxon-Mann-Whitney method
# Only alpha=.05 can be used.
#
# When plotting:
# pop=1 Use scatterplot
# pop=2 Use expected frequency curve.
# pop=3 Use adaptive kernel density
#
if(!is.matrix(m1))stop("m1 is not a matrix")
if(!is.matrix(m2))stop("m2 is not a matrix")
if(ncol(m1)!=ncol(m2))stop("number of columns for m1 and m2 are not equal")
n1<-nrow(m1)
n2<-nrow(m2)
if(SEED)set.seed(2)
data1 <- matrix(sample(n1, size = n1 * nboot, replace = T), nrow = nboot)
data2 <- matrix(sample(n2, size = n2 * nboot, replace = T), nrow = nboot)
bcon <- matrix(NA, ncol = ncol(m1), nrow = nboot)
for(j in 1:nboot)bcon[j,]<-mdifloc(m1[data1[j,],],m2[data2[j,],],est=lloc,tr=tr)
tvec<-mdifloc(m1,m2,est=lloc,tr=tr)
tempcen <- apply(bcon, 1, mean)
smat <- var(bcon - tempcen + tvec)
temp <- bcon - tempcen + tvec
bcon <- rbind(bcon, nullv)
dv <- mahalanobis(bcon, tvec, smat)
bplus <- nboot + 1
sig.level <- 1 - sum(dv[bplus] >= dv[1:nboot])/nboot
if(plotit && ncol(m1)==2){
if(pop==2)rdplot(mdif,fr=fr)
if(pop==1){
plot(mdif[,1],mdif[,2],xlab="VAR 1",ylab="VAR 2",type="n")
points(mdif[,1],mdif[,2],pch=".")
points(center[1],center[2],pch="o")
points(0,0,pch="+")
}
if(pop==3)akerdmul(mdif,fr=fr)
}
list(p.value=sig.level,center=tvec)
}
mwmw<-function(m1,m2,cop=5,pr=TRUE,plotit=TRUE,pop=1,fr=.8,op=1,dop=1){
#
# Compute measure of effect size, p,
# a multivariate analog of Wilcoxon-Mann-Whitney p
#
# When plotting:
# pop=1 Use scatterplot
# pop=2 Use expected frequency curve.
# pop=3 Use adaptive kernel density
#
# dop=1, use method A1 approximation of halfspace depth
# dop=2, use method A2 approximation of halfspace depth
#
# cop determines how center of data is determined when
# approximating halfspace depth
# cop=1, Halfspace medina
# cop=2, MCD
# cop=3, marginal medians
# cop=4, MVE
# cop=5, skipped mean
#
library(akima)
if(is.null(dim(m1)))stop("m1 is not a matrix or data frame")
if(is.null(dim(m2)))stop("m2 is not a matrix or data frame")
if(ncol(m1)!=ncol(m2))stop("number of columns for m1 and m2 are not equal")
if(ncol(m1)==1)stop("Use R function cid or bmp")
nn<-min(c(nrow(m1),nrow(m2)))
mdif<-matrix(as.vector(outer(m1[,1],m2[,1],"-")),ncol=1)
for(j in 2:ncol(m1)){
mdif<-cbind(mdif,matrix(as.vector(outer(m1[,j],m2[,j],"-")),ncol=1))
}
if(op==1){
if(ncol(m1)==2)temp2<-depth2(rbind(mdif,c(rep(0,ncol(m1)))))
#if(ncol(m1)==3)temp2<-depth3(rbind(mdif,c(rep(0,ncol(m1)))))
if(ncol(m1)>2){
if(cop==1)center<-dmean(mdif,tr=.5,dop=dop)
if(cop==2)center<-cov.mcd(mdif)$center
if(cop==3)center<-apply(mdif,2,median)
if(cop==4)center<-cov.mve(mdif)$center
if(cop==5)center<-smean(mdif)
temp2<-fdepth(rbind(mdif,c(rep(0,ncol(m1)))))
}}
if(op==2){
temp2<-pdis(rbind(mdif,c(rep(0,ncol(m1)))))
temp2<-1/(temp2+1)
}
center<-dmean(mdif,tr=.5,dop=dop)
phat<-temp2[nrow(mdif)+1]/max(temp2)
# phat is relative depth of zero vector
crit<-NA
alpha<-c(.1,.05,.025,.01)
crit[1]<-1-1.6338/sqrt(nn)
crit[2]<-1-1.8556/sqrt(nn)
crit[3]<-1-2.0215/sqrt(nn)
crit[4]<-1-2.1668/sqrt(nn)
if(pr){
print("For alpha=.1,.05,.025,.01, the correspoding critical values are")
print(crit)
print("Reject if phat is less than or equal to the critical value")
}
if(plotit && ncol(m1)==2){
if(pop==2)rdplot(mdif,fr=fr)
if(pop==1){
plot(mdif[,1],mdif[,2],xlab="VAR 1",ylab="VAR 2",type="n")
points(mdif[,1],mdif[,2],pch=".")
points(center[1],center[2],pch="o")
points(0,0,pch="+")
}
if(pop==3)akerdmul(mdif,fr=fr)
}
list(phat=phat,center=center,crit.val=crit)
}
qreg<-function(x, y,qval=.5, q=NULL,pr=FALSE,xout=FALSE,

outfun=outpro,plotit=FALSE,xlab="X",ylab="Y",op=1,v2=TRUE,method='br',WARN=FALSE,..
.)
{
#
# Compute the quantile regression line. That is, the goal is to
# determine the qth (qval) quantile of Y given X using the
# the Koenker-Bassett approach.
#
# v2=T, uses the function rq in the R library quantreg
# v2=F, uses an older and slower version
# op=1 has to do with the old version.
#
# method=scad, see Wu and Liu (2009). VARIABLE SELECTION IN QUANTILE REGRESSION,
Statistica Sinica 19, 801-817.
#
x<-as.matrix(x)
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(!v2){
temp<-ltareg(x,y,0,op=op)
if(qval==.5){
coef<-temp$coef
res<-temp$res
}
if(qval!=.5){
START<-temp$coef
coef<-nelderv2(X,np,FN=qreg.sub,START=START,qval=qval)
}}
if(v2){
library(quantreg)
x<-as.matrix(x)
if(!WARN)options(warn=-1)
temp<-rq(y~x,tau=qval,method=method)
coef<-temp[1]$coefficients
if(!WARN)options(warn=0)
}
if(ncol(x)==1){
if(plotit){
abline(coef)
}}
}
qindbt.sub<-function(isub,x,y,qval){
#
# 1, 2, 3, ..., n
#
#
#
#
regboot<-NA
for(i in 1:length(qval)){
regboot[i]<-qreg(xmat,y[isub],qval[i])$coef[2]
}
regboot
}
runmq<-function(x,y,HD=FALSE,qval=c(.2,.5,.8),xlab="X",ylab="Y",fr=1,
sm=FALSE,nboot=40,SEED=TRUE,eout=FALSE,xout=FALSE,...){
#
# Plot of running interval smoother based on specified quantiles in
# qval
#
#
#
rmd1<-NA
xx<-cbind(x,y)
p<-ncol(xx)-1
xx<-elimna(xx)
x<-xx[,1:p]
y<-xx[,ncol(xx)]
sx1<-sort(x)
xorder1<-order(x)
for(it in 1:length(qval)){
if(!sm){
if(!HD)temp<-rungen(x,y,est=qest,fr=fr,pyhat=TRUE,plotit=FALSE,q=qval[it])
if(HD)temp<-rungen(x,y,est=hd,fr=fr,pyhat=TRUE,plotit=FALSE,q=qval[it])
rmd1<-temp[1]$output
sysm1<-rmd1[xorder1]
lines(sx1,sysm1)
}
if(sm){
if(!HD)temp<-runmbo(x,y,est=qest,fr=fr,pyhat=TRUE,plotit=FALSE,SEED=SEED,
nboot=nboot,eout=FALSE,xout=FALSE,q=qval[it])
if(HD)temp<-runmbo(x,y,est=hd,fr=fr,pyhat=TRUE,plotit=FALSE,SEED=SEED,
nboot=nboot,eout=FALSE,xout=FALSE,q=qval[it])
rmd1<-temp
lines(sx1,sysm1)
}
}}
ritest<-
function(x,y,adfun=adrun,plotfun=lplot,eout=FALSE,xout=TRUE,plotit=TRUE,flag=3,
nboot=500,alpha=.05,tr=.2,...){
#
# There are two methods for testing for regression interactions
# using robust smooths.
# The first, performed by this function, fits an additive model
# and test the hypothesis that the residuals, given x, is a
# horizontal plane.
#
# The second, which is done by function adtest, tests the hypothesis
# that a generalized additive model fits the data.
#
# Plot used to investigate regression interaction
# (the extent a generalized additive model does not fit data).
# Compute additive fit, plot residuals
# versus x, an n by 2 matrix.
#
if(!is.matrix(x))stop(" x must be a matrix")
if(ncol(x)!=2)stop(" x must have two columns only")
yhat<-adfun(x,y,pyhat=TRUE,eout=eout,xout=xout,plotit=FALSE)
res<-y-yhat
output<-indt(x,res,flag=flag,nboot=nboot)
if(plotit)plotfun(x,y-yhat,eout=eout,xout=xout,expand = 0.5,scale=FALSE,xlab="X",
ylab="Y",zlab="",theta=50,phi=25,...)
output
}
gvar2g<-function(x,y,nboot=100,DF=TRUE,eop=1,est=skipcov,
alpha=.05,cop=3,op=1,MM=FALSE,SEED=TRUE,pr=FALSE,fast=FALSE,...){
#
# Two independent groups.
# Test hypothesis of equal generalized variances.
#
# DF=T, means skipcov with MM=F is used.
#
# That is, W-estimator based on a projection outlier detection method
# and Carling's method applied to projections.
# if equal sample sizes, adjusted critical value is used where appopriate
#
# DF=F
# no adjusted critical value is used and any robust measure of
# scatter can be used.
#
# Choices for est include:
# var
# covmcd
# covmve
# covroc Rocke's measure of scatter,
#
# op, cop and eop, see skipcov
# adjusted critical level should be used with
# skipcov and alpha=.05 only.
# fast=T, will use skipcov.for if it is available.
#
# Function returns ratio of first estimate divided by second estimate
#
if(SEED)set.seed(2)
#if(!is.matrix(x))stop("x should be a matrix with ncol>1")
if(is.null(dim(x)))stop("x should be a matrix or data frame with ncol>1")
if(is.null(dim(y)))stop("y should be a matrix or data frame with ncol>1")
#if(!is.matrix(y))stop("y should be a matrix with ncol>1")
if(ncol(x)==1 || ncol(y)==1)stop("Only multivariate data are allowed")
n1<-nrow(x)
n2<-nrow(y)
adalpha<-NA
if(DF){
if(n1==n2 && alpha==.05){
p1<-ncol(x)
if(p1==2){
if(n1>=20)adalpha<-1.36/n1+.05
}
if(p1==3){
if(n1>=20)adalpha<-1.44/n+.05
}
if(p1==4){
if(n1>=40)adalpha<-2.47/n1+.05
}
if(p1==5){
if(n1>=40)adalpha<-3.43/n+.05
}
if(p1==6){
if(n1>=60)adalpha<-4.01/n1+.05
}}}
val<-NA
for(j in 1:nboot) {
data1 <- sample(n1, size = n1, replace = T)
data2 <- sample(n2, size = n2, replace = T)
if(!DF){
val[j]<-rgvar(as.matrix(x[data1,]),est=est,...)-
rgvar(as.matrix(y[data2,]),est=est,...)
}
if(DF){val[j]<-
if(!fast){
rgvar(as.matrix(x[data1,]),est=skipcov,op=op,outpro.cop=cop,MM=MM,...)-
rgvar(as.matrix(y[data2,]),est=skipcov,op=op,outpro.cop=cop,MM=MM,...)
}
if(fast){
rgvar(as.matrix(x[data1,]),est=skipcov.for,op=op,outpro.cop=cop,MM=MM,...)-
rgvar(as.matrix(y[data2,]),est=skipcov.for,op=op,outpro.cop=cop,MM=MM,...)
}
if(pr)print(c(j,val[j]))
}}
p.value<-sum(val<0)/nboot
p.value<-2*min(p.value,1-p.value)
est1=rgvar(x,est=est)
est2=rgvar(y,est=est)
list(p.value=p.value,adjusted.crit.level=adalpha,ratio.of.estimates=est1/est2,n1=n1
,n2=n2)
}
grit<-function(x,y,itest=1,sm.fun=rplot,nboot=500,alpha=.05,SEED=TRUE,
fr=1,plot.fun=rplot,plotit=TRUE,...){
#
# Fit a running interval smoother using projection distances
# excluding the predictor variable itest
# itest=1 by default, meaning that the goal is to test
# the hypothesis that the first variable does not contribute
# to the regression model
#
# Method fits a smooth using x_1, ..., x_p, excluding variabe itest
# Then x_itest and the resulting residuals are passed to indt
# Alternative choices for smooth include
# sm.fun=lplot, and if p>2, runpd
#
if(!is.matrix(x))stop("Should have two or more predictors stored in a matrix")
p<-ncol(x)
pp<-p+1
x<-elimna(cbind(x,y))
y<-x[,pp]
x<-x[,1:p]
flag[itest]<-FALSE
temp<-sm.fun(x[,flag],y,plotit=FALSE,pyhat=TRUE,fr=fr)
res<-y-temp
test.it<-indt(x[,itest],res)
if(plotit)plot.fun(x[,itest],res,...)
test.it
}
stackit<-function(x,jval){
#
# Take a matrix having p columns and convert
# it to a matrix having jval columns and np/jval rows
# So take first jval columns, and rbind this with
# next jval columns, etc.
#
x<-as.matrix(x)
chkit<-ncol(x)%%jval
if(chkit!=0)stop("ncol(x) is not a multiple of jval")
xval<-x[,1:jval]
xval<-as.matrix(xval)
iloop<-ncol(x)/jval-1
il<-1
iu<-jval
for(i in 1:iloop){
il<-il+jval
iu<-iu+jval
temp<-x[,il:iu]
temp<-as.matrix(temp)
xval<-rbind(xval,temp)
}
xval
}
ancmg<-function(x,y,pool=TRUE,jcen=1,fr=1,depfun=fdepth,nmin=8,op=3,tr=.2,pts=NULL,
SEED=TRUE,pr=TRUE,cop=3,con=0,nboot=NA,alpha=.05,bhop=FALSE){
#
# ANCOVA
# for two or more groups based on trimmed means or medians
# Two or more covariates is assumed.
#
# op=1 use omnibus test for trimmed means, with trimming given by tr
# op=2 use omnibus test for medians.
# (Not recommended when there are tied values, use op=4)
# op=3 multiple comparisons using trimming and percentile bootstrap.
# This method seems best for general use.
# op=4 multiple comparisons using medians and percentile bootstrap
#
# y is matrix with J columns, so have J groups.
# or y can have list mode with length J
#
# x is a matrix with Jp columns, so first p columns
# correspond to the p covariates in the first group, etc.
# Or,
# x can have list mode with length J and each component
# being a matrix with p columns.
# So if covariates for group 1 are in the matrix m1
# x[[1]]<-m1 will store them in x, x having list mode
#
# nmin is the minimum sample size allowed for any group
# when testing hypotheses.
# If a design point results in a sample size <nmin,
# that point is eliminated.
#
# pool=T means pool the data when determining the center of the
# design points and the measure of scatter when applying the smooth
#
# pool=F, does not pool but rather use the data from group
# jcen to determine the center and the measure of scatter
#
# pts, a matrix that can be used to specify design points to be used
# number of columns should equal number of covariates.
#
# depfun determines how depth of a point is determined,
# default is projection depth
#
# The output includes a matrix of sample sizes. The ith row
# corresponds to the ith point used to compare groups.
# The jth column indicates the number of points (the sample size)
# that was found for the jth group. That is, how many points
# in the jth group were found that are close to the design point
# under consideration.
#
# The command
# see=ancmg
# results in see[[1]] containing the results for the first point, see[[2]] the
results for the 2nd point etc.
#
library(MASS)
output<-NULL
if(SEED)set.seed(2) # set the seed so that MVE always gives same result
if(pr){
if(op==1)print("Trimmed means are to be compared. For medians, use op=2")
if(op==2)print("Medians are to be compared. For trimmed means, use op=1")
if(op==3)print("trimmed means are compared. For medians, use op=4")
if(op==4)print("medians are compared. For trimmed means, use op=3")
}
nval<-NA
if(is.matrix(y))J<-ncol(y)
if(is.list(y))J<-length(y)
if(is.list(x))pval<-ncol(x[[1]])
if(J==1)stop("Only have one group stored in y")
if(pval==1)stop("For one covariate only, using ancgm1")
if(is.matrix(x)){
if(ncol(x)%%J!=0)stop("Number of columns of x should be a multiple of ncol(y)")
}
if(is.matrix(x)){
pval<-ncol(x)/J
if(pval==1)stop("For one covariate only, using ancgm1")
temp<-seq(1,ncol(x),pval)
js<-temp[jcen]
jcenp<-js+pval-1
if(jcenp > ncol(x))stop("jcen has an invalid value")
xcen<-x[,js:jcenp]
}
if(is.list(x))xcen<-x[[jcen]]
if(pool){
if(is.matrix(x))xval<-stackit(x,pval)
if(is.list(x))xval<-stacklist(x)
mval<-cov.mve(xval)
if(is.null(pts))pts<-ancdes(xval,depfun=depfun,cop=cop)
}
if(!pool){
if(is.null(pts))pts<-ancdes(xcen,depfun=depfun,cop=cop)
mval<-cov.mve(xcen)
}
npts=1
if(is.matrix(pts))npts=nrow(pts)
nval<-matrix(NA,ncol=J,nrow=npts)
icl<-0-pval+1
icu<-0
for(j in 1:J){
icl<-icl+pval
icu<-icu+pval
if(is.matrix(x) && is.matrix(y)){
nval[i,j]<-length(y[near3d(x[,icl:icu],pts[i,],fr,mval),j])
}
if(is.matrix(x) && is.list(y)){
tempy<-y[[j]]
nval[i,j]<-length(tempy[near3d(x[,icl:icu],pts[i,],fr,mval)])
}
if(is.list(x) && is.matrix(y)){
xm<-as.matrix(x[[j]])
nval[i,j]<-length(y[near3d(xm,pts[i,],fr,mval),j])
}
if(is.list(x) && is.list(y)){
tempy<-y[[j]]
nval[i,j]<-length(tempy[near3d(xm,pts[i,],fr,mval)])
}
#
}}
flag<-rep(TRUE,nrow(pts))
for(i in 1:npts){
if(min(nval[i,])<nmin)flag[i]<-FALSE
}
nflag<-FALSE
if(sum(flag)==0){
print("Warning: No design points found with large enough sample size")
nflag<-TRUE
}
flag=as.logical(flag)
if(!nflag){
pts<-pts[flag,] # eliminate points for which the sample size is too small
nval<-nval[flag,]
if(!is.matrix(pts))pts<-t(as.matrix(pts))
output<-matrix(NA,nrow=nrow(pts),ncol=3)
dimnames(output)<-list(NULL,c("point","test.stat","p-value"))
if(op==3 || op==4)output<-list()
}
if(op==1 || op==2)output[i,1]<-i
icl<-0-pval+1
icu<-0
yval<-list()
for(j in 1:J){
icl<-icl+pval
icu<-icu+pval
yval[[j]]<-y[near3d(x[,icl:icu],pts[i,],fr,mval),j]
}
tempy<-y[[j]]
yval[[j]]<-tempy[near3d(x[,icl:icu],pts[i,],fr,mval)]
}
yval[[j]]<-y[near3d(x[[j]],pts[i,],fr,mval),j]
}
tempy<-y[[j]]
yval[[j]]<-tempy[near3d(x[[j]],pts[i,],fr,mval)]
}
#
}
if(op==1)temp<-t1way(yval,tr=tr)
if(op==2)
{
print("WARNING: NOT RECOMMENDED FOR DISCRETE DATA WITH TIES")
print("RECOMMENDATION: Set the argument op=4")
temp<-med1way(yval,SEED=SEED,pr=FALSE)
}
if(op==1 || op==2){
conout=NULL
output[i,3]<-temp$p.value
output[i,2]<-temp$TEST
}
if(op==3){
output[[i]]=linconpb(yval,alpha=alpha,SEED=SEED,con=con,bhop=bhop,tr=tr,nboot=nboot
)
}
if(op==4){output[[i]]<-
medpb(yval,alpha=alpha,SEED=SEED,con=con,bhop=bhop,nboot=nboot)
}
}
if(nflag)output<-NULL
if(op==1 || op==2)tempout=output
if(op==3 || op==4){
tempout=list()
conout=list()
for(j in 1:length(output))tempout[[j]]=output[[j]]$output
for(j in 1:length(output))conout[[j]]=output[[j]]$con
}
#list(points.chosen=pts,sample.sizes=nval,output=tempout,contrast.coef=conout)
list(points.chosen=pts,sample.sizes=nval,point=tempout,contrast.coef=conout[[1]])
}
ancmg1<-function(x,y,pool=TRUE,jcen=1,fr=1,depfun=fdepth,nmin=8,op=3,tr=.2,
SEED=TRUE,pr=TRUE,pts=NA,con=0,nboot=NA,alpha=.05,bhop=FALSE){
#
# ANCOVA
# for two or more groups based on trimmed means or medians
# Single covariate is assumed.
#
# FOR TWO OR MORE COVARIATES, USE ANCMG
#
# for two groups and one covariate, also consider ancova and ancGpar
#
# op=1 use omnibus test for trimmed means, with trimming given by tr
# op=2 use omnibus test for medians.
# (Not recommended when there are tied values, use op=4)
# op=3 multiple comparisons using trimming and percentile bootstrap.
# This method seems best for general use.
# op=4 multiple comparisons using medians and percentile bootstrap
#
# y is matrix with J columns, so have J groups.
# or y can have list mode with length J
#
# x is a matrix with Jp columns, so first p columns
# correspond to the p covariates in the first group, etc.
#
# Or,
# x can have list mode with length J
#
# nmin is the minimum sample size allowed for any group
# when testing hypotheses.
# If a design point results in a sample size <nmin,
# that point is eliminated.
#
# pool=T means pool the data when determining the center of the
# design points and the measure of scatter when applying the smooth
#
# pool=F, does not pool but rather use the data from group
# jcen to determine center and the measure of scatter
#
# The output includes a matrix of sample sizes. The ith row
# corresponds to the ith point used to compare groups.
# The jth column indicates the number of points (the sample size)
# that was found for the jth group. That is, how many points
# in the jth group were found that are close to the design point
# under consideration.
#
if(SEED)set.seed(2) # set the seed so that MVE always gives same result
if(pr){
if(op==1)print("Trimmed means are to be compared. For medians, use op=2")
if(op==2)print("Medians are to be compared. For trimmed means, use op=1")
if(op==3)print("20% trimmed means are compared. For medians, use op=4")
if(op==4)print("medians are compared. For 20% trimmed means, use op=3")
}
output<-NULL
conout=NULL
nval<-NA
if(is.data.frame(y))y=as.matrix(y)
if(is.matrix(y))J<-ncol(y)
if(is.matrix(x))Jx=ncol(x)
if(is.list(y))J<-length(y)
if(is.list(x))Jx<-length(x)
if(J!=Jx)stop("Only one covariate allowed. Number of covariates not equal to number
of groups")
if(J==1)stop("Only have one group stored in y")
if(is.matrix(x)){
if(ncol(x)%%J!=0)stop("Number of columns of x should be a multiple of ncol(y)")
}
if(is.matrix(x)){
xcen<-x[,jcen]
}
if(is.list(x))xcen<-x[[jcen]]
if(is.na(pts[1])){
if(pool){
if(is.matrix(x))xval<-stackit(x,1)
if(is.list(x))xval<-stacklist(x)
temp<-idealf(xval)
pts<-temp$ql
pts[2]<-median(xval)
pts[3]<-temp$qu
}
if(!pool){
temp<-idealf(xcen)
pts<-temp$ql
pts[2]<-median(xval)
pts[3]<-temp$qu
}}
nval<-matrix(NA,ncol=J,nrow=length(pts))
for(j in 1:J){
nval[i,j]<-length(y[near(x[,j],pts[i],fr=fr)])
}
tempy<-y[[j]]
nval[i,j]<-length(tempy[near(x[,j],pts[i],fr=fr)])
}
nval[i,j]<-length(y[near(xm,pts[i],fr=fr),j])
}
tempy<-y[[j]]
nval[i,j]<-length(tempy[near(xm,pts[i],fr=fr)])
}
#
}}
flag<-rep(TRUE,length(pts))
if(min(nval[i,])<nmin)flag[i]<-F
}
nflag<-F
if(sum(flag)==0){
print("Warning: No design points found with large enough sample size")
nflag<-T
}
if(!nflag){
pts<-pts[flag] # eliminate points for which the sample size is too small
nval<-nval[flag,]
if(!is.matrix(pts))pts<-t(as.matrix(pts))
output<-matrix(NA,nrow=length(pts),ncol=3)
dimnames(output)<-list(NULL,c("point","test.stat","p-value"))
if(op==3 || op==4)output<-list()
}
if(op==1 || op==2)output[i,1]<-i
icl<-0-pval+1
icu<-0
yval<-list()
for(j in 1:J){
yval[[j]]<-y[near(x[,j],pts[i],fr=fr),j]
}
tempy<-y[[j]]
yval[[j]]<-tempy[near(x[,j],pts[i],fr=fr)]
}
yval[[j]]<-y[near3d(x[[j]],pts[i],fr=fr),j]
}
tempy<-y[[j]]
yval[[j]]<-tempy[near(x[[j]],pts[i],fr=fr)]
}
#
}
if(op==1)temp<-t1way(yval,tr=tr)
if(op==2)temp<-med1way(yval,SEED=SEED,pr=FALSE)
if(op==1 || op==2){
output[i,2]<-temp$TEST
output[i,3]<-temp$p.value
}
if(op==3){
output[[i]]<-
linconpb(yval,alpha=alpha,SEED=SEED,con=con,bhop=bhop,est=tmean,nboot=nboot)
}
if(op==4){output[[i]]<-
medpb(yval,alpha=alpha,SEED=SEED,con=con,bhop=bhop,nboot=nboot)
}
}
if(op==1 || op==2)tempout=output
if(nflag)output<-NULL
if(op==3 || op==4){
conout=list()
tempout=list()
for(j in 1:length(output))tempout[[j]]=output[[j]]$output
for(j in 1:length(output))conout[[j]]=output[[j]]$con
}
#list(points.chosen=pts,sample.sizes=nval,output=tempout,contrast.coef=conout[[1]])
list(points.chosen=pts,sample.sizes=nval,point=tempout,contrast.coef=conout[[1]])
}
qhomtv2<-
function(x,y,nboot=100,alpha=.05,qval=c(.2,.8),plotit=TRUE,SEED=TRUE,WARN=FALSE){
#
# Test hypothesis of homoscedasticiy by
# computing a confidence interval for beta_1-beta_2, the
# difference between the slopes of the qval[2] and qval[1]
# regression slopes, where qval[1] and qval[2] are
# the quantile regression slopes
# estimated via the Koenker-Bassett method.
# So by default, use the .8 quantile slope minus the
# the .2 quantile slope.
#
print("Note: adjusted confidence intervals are used;")
print("they can differ from p-values")
print("FWE is not controlled")
if(length(qval)!=2)stop("Argument qval should have 2 values")
x<-as.matrix(x)
p<-ncol(x)
x<-xy[,1:p]
x<-as.matrix(x)
pp<-p+1
y<-xy[,pp]
bvec1<-apply(data,1,qhomtsub2,x,y,qval[1]) # A p by nboot matrix
bvec2<-apply(data,1,qhomtsub2,x,y,qval[2])
bvec1<-as.matrix(bvec1)
bvec2<-as.matrix(bvec2)
if(p==1){
bvec1<-t(bvec1)
bvec2<-t(bvec2)
}
se<-NA
for(j in 1:p)se[j]<-sqrt(var(bvec1[j,]-bvec2[j,]))
temp1<-rqfit(x,y,qval[1])$coef[2:pp]
temp2<-rqfit(x,y,qval[2])$coef[2:pp]
crit.ad<-NA
dif<-temp2-temp1
regci<-NA
regci1<-dif-crit*se
regci2<-dif+crit*se
sig.level<-2*(1-pnorm(abs(dif)/se))
regci.ad<-NA
if(alpha==.05 && qval[1]==.2 && qval[2]==.8)
crit.ad<-qnorm(0-.09/sqrt(length(y))+.975)
output<-matrix(NA,ncol=7,nrow=p)
dimnames(output)<-list(NULL,c("Est 1","Est 2","Dif","SE",
"ci.lower","ci.upper","p.value"))
output[,1]<-temp1
output[,2]<-temp2
output[,3]<-dif
output[,4]<-se
output[,5]<-regci1
output[,6]<-regci2
output[,7]<-sig.level
ci.ad<-c(dif-crit.ad*se,dif+crit.ad*se)
output
}
qhomtsub2<-function(isub,x,y,qval){
#
# Perform quantile regression using x[isub] to predict y[isub]
# 1, 2, 3, ..., n
#
#
#
#
pp<-ncol(x)+1
temp<-rqfit(xmat,y[isub],qval)$coef[2:pp]
temp
}
rslope<-function(x,y,fr=1,est=tmean,nmin=10,pts=x,plotit=FALSE,xlab="X",
ylab="Y",...){
#
# Estimate slope at points in pts.
#
#
#
temp<-cbind(x,y)
x<-temp[,1]
y<-temp[,2]
vals<-rep(NA,length(pts))
flagl<-nearl(x,fr=fr,pts[i])
flagr<-nearr(x,fr=fr,pts[i])
flagr<-as.logical(flagr)
flagl<-as.logical(flagl)
if(sum(flagl)>=nmin && sum(flagr)>=nmin){
yl<-est(y[flagl],...)
yr<-est(y[flagr],...)
xl<-est(x[flagl],...)
xr<-est(x[flagr],...)
vals[i]<-(yr-yl)/(xr-xl)
}}
if(plotit){
plot(c(x,x[1],x[2]),c(vals,-5,5),xlab=xlab,ylab=ylab)
xord<-order(x)
lines(x[xord],vals[xord])
}
vals
}
rslopesm<-function(x,y,fr=1,est=tmean,nmin=10,pts=x,plotit=FALSE,xlab="X",
ylab="Y",SEED=TRUE,nboot=40,xout=FALSE,RNA=TRUE,atr=.2,scat=TRUE,pyhat=TRUE,...){
#
# For a regression line predicting Y given X
# Estimate slope at points in pts with bagging
# followed by a smooth.
#
# pyhat=T, returns estimated slopes corresponding to the sorted
# x values.
# atr controls the amount of trimming.
#
# OUTPUT: by default, the estimated slopes at
# X_1<=X_2<=...<=X_n
# That is, for the x values written in ascending order, the
# slope is estimated for each value. If the slope is not considered
# estimable, the estimate is set to NA.
#
# pts is used if the goal is to estimate the slope for some
# other collection of points.
#
# nmin controls how many points close to x are required when
# deciding that the slope is estimable.
# plotit=TRUE will plot the estimates.
#
# The plotted points are the estimates using rslope and
# the solid line gives the estimated values reported by this function
#
#
if(SEED) set.seed(2)
temp<-cbind(x,y)
if(ncol(temp)!=2)stop("One predictor only is allowed")
if(xout) {
flag <- outfun(temp[, 1], plotit = FALSE)$keep
temp <- temp[flag, ]
x<-temp[,1]
y<-temp[,2]
}
flag<-order(x)
x<-x[flag]
y<-y[flag]
mat<-matrix(NA,nrow=nboot,ncol=length(pts))
vals<-NA
for(it in 1:nboot) {
idat <- sample(c(1:length(y)), replace = T)
xx <- temp[idat, 1]
yy <- temp[idat, 2]
# mat[it, ] <- runhat(xx, yy, pts = x, est = est, fr = fr, ...)
mat[it,]<-rslope(xx,yy,fr=fr,est=est,nmin=nmin,pts=x,plotit=FALSE)
}
rmd<-apply(mat,2,mean,na.rm=RNA,tr=atr)
flag<-is.na(rmd)
rmdsm<-lplot(x,rmd,pyhat=TRUE,plotit=plotit)
output<-"Done"
if(pyhat){
temp<-rep(NA,length(x))
temp[!flag]<-rmdsm$yhat.values
output<-temp
}
output
}
m1way<-function(x,est=hd,nboot=599,SEED=TRUE,...){
#
# Test the hypothesis that J measures of location are equal
# using the percentile bootstrap method.
# By default, medians are compared using 599 bootstrap samples.
# and the Harrell-Davis Estimator. To use the usual sample median, set
# est=median
#
#
#
J<-length(x)
nval<-vector("numeric",length(x))
gest<-vector("numeric",length(x))
bvec<-matrix(0,J,nboot)
for(j in 1:J){
print(paste("Working on group ",j))
gest[j]<-est(x[[j]])
xcen<-x[[j]]-est(x[[j]],...)
bvec[j,]<-apply(data,1,est,...) # A J by nboot matrix
# containing the bootstrap values of est.
}
testb<-apply(bvec,2,wsumsq,nval)
p.value<-1 - sum(teststat >= testb)/nboot
list(teststat=teststat,p.value=p.value)
}
oancpb<-function(x1,y1,x2,y2,est=tmean,tr=.2,pts=NA,fr1=1,fr2=1,nboot=600,
alpha=.05,plotit=TRUE,SEED=TRUE,PRO=FALSE,...){
#
# with a percentile bootstrap combined with a running interval
# smooth.
#
# CURRENTLY SEEMS THAT THE R FUNCTION ancGLOB is better.
#
# This function performs an omnibus test using data corresponding
# to K design points specified by the argument pts. If
# pts=NA, K=5 points are chosen for you (see Introduction to Robust
# Estimation and Hypothesis Testing.)
# Null hypothesis is that conditional distribution of Y, given X for first
# group, minus the conditional distribution of Y, given X for second
# group is equal to zero.
# The strategy is to choose K specific X values
# and then test the hypothesis that all K differences are zero.
#
# If you want to choose specific X values, Use the argument
# pts
# Example: pts=c(1,3,5) will use X=1, 3 and 5.
#
# For multiple comparisons using these J points, use ancpb
#
#
# PRO=F, means Mahalanobis distance is used.
# PRO=T, projection distance is used.
#
# fr1 and fr2 are the spans used to fit a smooth to the data.
#
stop('USE ancGLOB')
#
#
gv1<-vector("list")
if(is.na(pts[1])){
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
for (i in 1:5){
j<-i+5
gv1[[i]]<-temp1
gv1[[j]]<-temp2
}
#
loc<-NA
if(SEED)set.seed(2)
bvec<-matrix(NA,nrow=nboot,ncol=5)
for(j in 1:5){
k<-j+5
loc[j]<-est(gv1[[j]])-est(gv1[[k]])
xx<-matrix(sample(gv1[[j]],size=length(gv1[[j]])*nboot,replace=TRUE),
nrow=nboot)
yy<-matrix(sample(gv1[[k]],size=length(gv1[[k]])*nboot,replace=TRUE),
nrow=nboot)
bvec[,j]<-apply(xx,1,FUN=est,...)-apply(yy,1,FUN=est,...)
}
nullv<-rep(0,5)
if(!PRO){
mvec<-apply(bvec,2,FUN=mean)
m1<-var(t(t(bvec)-mvec+loc))
temp<-mahalanobis(rbind(bvec,nullv),loc,m1)
}
if(PRO){
temp<-pdis(rbind(bvec,nullv))
}
}
if(!is.na(pts[1])){
npt<-length(pts)
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,nrow=2*length(pts),ncol=3)
}
j<-i+npt
mat[i,1]<-pts[i]
if(length(temp1)<=10)print(paste("Warning, there are",length(temp1)," points
corresponding to the design point X=",pts[i]))
if(length(temp2)<=10)print(paste("Warning, there are",length(temp2)," points
corresponding to the design point X=",pts[i]))
gv1[[i]]<-temp1
gv1[[j]]<-temp2
}
loc<-NA
if(SEED)set.seed(2)
bvec<-matrix(NA,nrow=nboot,ncol=npt)
for(j in 1:npt){
k<-j+npt
loc[j]<-est(gv1[[j]])-est(gv1[[k]])
xx<-matrix(sample(gv1[[j]],size=length(gv1[[j]])*nboot,replace=TRUE),
nrow=nboot)
yy<-matrix(sample(gv1[[k]],size=length(gv1[[k]])*nboot,replace=TRUE),
nrow=nboot)
bvec[,j]<-apply(xx,1,FUN=est,...)-apply(yy,1,FUN=est,...)
}
nullv<-rep(0,npt)
if(!PRO){
mvec<-apply(bvec,2,FUN=mean)
m1<-var(t(t(bvec)-mvec+loc))
temp<-mahalanobis(rbind(bvec,nullv),loc,m1)
}
if(PRO)temp<-pdis(rbind(bvec,nullv))
}
if(plotit)runmean2g(x1,y1,x2,y2,fr=fr1,est=est,...)
list(p.value=sig.level)
}
rqfitpv<-function(x,y,alpha=.05,nullval=rep(0,ncol(cbind(x,y))),
qval=.5,xout=FALSE,outfun=out,...){
#
# Compute a p-value for slope parameter when fitting a
# quantile regression model to data.
#
stop("This function has been removed. Use qregci")
x<-as.matrix(x)
p<-ncol(x)
np<-p+1
output<-matrix(NA,ncol=4,nrow=np)
dimnames(output)<-list(NULL,c("Param.","ci.low","ci.up","p.value"))
for(j in 1:np){
output[j,1]<-j-1
ci<-rqfit(x,y,qval=qval,xout=xout,outfun=outfun,...)$ci[j,]
output[j,2]<-ci[1]
output[j,3]<-ci[2]
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-rqfit(x,y,alpha=alph[i],qval=qval,xout=xout,outfun=outfun,...)$ci[j,]
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
chkit<-rqfit(x,y,alpha=alph[i],qval=qval,xout=xout,outfun=outfun,...)$ci[j,]
}}
output[j,4]<-p.value
}
output
}
adtest<-
function(x,y,est=tmean,nboot=100,alpha=.05,fr=NA,xout=FALSE,outfun=out,SEED=TRUE,..
.){
#
# Test the hypothesis that the regression model is additive.
# algorithm
#
x=as.matrix(x)
temp<-cbind(x,y)
p<-ncol(x)
p1<-p+1
temp<-elimna(temp)
x<-temp[,1:p]
x<-as.matrix(x)
y<-temp[,p1]
if(xout){
flag<-outfun(x,plotit=FALSE,...)$out.id
keepit[flag]<-FALSE
x<-x[keepit,]
y<-y[keepit]
}
if(is.na(fr)){
fr<-.8
if(ncol(x)==2){
nval<-c(20,30,50,80,150)
fval<-c(0.40,0.36,0.18,0.15,0.09)
if(length(y)>150)fr<-7.57/length(y)+.05
}
}
if(SEED)set.seed(2)
x<-as.matrix(x)
}
}
yhat<-adrun(x,y,est=est,plotit=FALSE,fr=fr,pyhat=TRUE)
regres<-y-yhat
print("Taking bootstrap samples, please wait.")
rvalb<-apply(data,1,adtests1,yhat,regres,mflag,x,fr)
rval<-adtests1(v,yhat,regres,mflag,x,fr)
wstat<-mean(rval^2)
}
rhom<-
function(x,y,op=1,op2=FALSE,tr=.2,plotit=TRUE,xlab="NA",ylab="NA",zlab="ABS(res)",
est=median,sm=FALSE,SEED=TRUE,xout=FALSE,outfun=outpro,...){
# For regression model, Y=m(X)+s(X)e,
# where s(X) models heteroscedasticity, and e has median 0,
# test hypothesis s(X)=1 for any X
#
# For p>1, method tests for each p whether residuals and x_j
# have a horizontal regression line.
#
# op2=F, tests for homogeneity using running interval smoother
# op2=T, test of independence based on Y-M(Y), M(Y) some measure
# of location given by argument est.
# In general, op2=T should NOT be used when the goal is to test
# the hypothesis of a homoscedastic error term.
#
# op=1 test using regression method (function regci)
# op=2 test using Winsorized correlation
# tr is amount of Winsorizing. A heteroscedastic bootstrap method is used.
wincor is not asymptotically correct.
# op=3 test using a wild boostrap method
#
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
x<-xy[,1:p]
y<-xy[,pp]
x<-as.matrix(x)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
x<-as.matrix(x)
}
output<-NA
if(ncol(x)==1){
if(!op2)res<-y-runhat(x,y,est=est,pts=x)
if(op2)res<-y-est(y)
if(op==1)output<-regci(x,abs(res),SEED=SEED,pr=FALSE)$regci[2,5]
if(op==2)output<-wincorci(x,abs(res),tr=tr,SEED=SEED)$p.value
if(op==3)output<-indt(x,abs(res),SEED=SEED)$p.value.d
}
if(ncol(x)>1){
pv<-ncol(x)+1
if(!op2)res<-y-rung3hat(x,y,est=est,pts=x)$rmd
if(op2)res<-y-est(y)
if(op==1)output<-regci(x,abs(res),pr=FALSE)$regci[2:pv,5]
if(op==2)output<-winall(cbind(x,abs(res)),tr=tr)$p.values[1:ncol(x),pv]
if(op==3)output<-indt(x,abs(res),SEED=SEED)$p.value.d
}
if(plotit){
if(ncol(x)==1){
if(xlab=='NA')xlab="X"
if(ylab=='NA')ylab="ABS(res)"
if(!sm)rungen(x,abs(res),est=est,xlab=xlab,ylab=ylab)
if(sm)runmbo(x,abs(res),est=est,xlab=xlab,ylab=ylab)
}
if(ncol(x)==2){
if(xlab=='NA')xlab="X1"
if(ylab=='NA')ylab="X2"
if(sm)rung3d(x,abs(res),est=est,xlab=xlab,ylab=ylab,zlab=zlab)
if(!sm)run3bo(x,abs(res),est=est,xlab=xlab,ylab=ylab,zlab=zlab)
}}
list(p.value=output)
}
gk.sigmamu <- function(x, c1 = 4.5, c2 = 3.0, mu.too = FALSE, ...)
{
n <- length(x)
medx <- median(x)

sigma0 <- median(abs(x - medx))
w <- abs(x - medx) / sigma0
w <- ifelse(w<=c1,(1.0 - (w / c1)^2)^2,0)
mu <- sum(x * w) / sum(w)
x <- (x - mu) / sigma0

rho <- x^2
rho[rho > c2^2] <- c2^2
sigma2 <- sigma0^2 / n * sum(rho)
if(mu.too)
c(mu, sqrt(sigma2))
else
sqrt(sigma2)
}
gk <- function(x, y, ...)

{
((gk.sigmamu(x + y, ...))^2 - (gk.sigmamu(x - y, ...))^2) / 4.0
}
hard.rejection <- function(distances, p, beta = 0.9, ...)

{
d0 <- qchisq(beta, p) * median(distances) / qchisq(0.5, p)
weights <- double(length(distances))
weights[distances <= d0] <- 1.0
weights
}
#
#
#
gkcov<-function(x,y,gk.sigmamu=taulc,...){
#
# Compute robust covariance using the Gnanadesikan-Kettenring
# estimator.
# (cf. Marrona & Zomar, 2002, Technometrics
#
val<-.25*(gk.sigmamu(x+y,...)-gk.sigmamu(x-y,...))
val
}
covogk<-function(x,sigmamu=taulc,v=gkcov,n.iter=1,beta=.9,...){
#
# Compute robust (weighted) covariance matrix in Maronna and Zamar
# (2002, Technometrics, eq. 7).
#
# n.iter number of iterations. 1 seems to be best
# sigmamu is any user supplied function having the form
# sigmamu(x,mu.too=F) and which computes a robust measure of
# of dispersion if mu.too=F. If mu.too=T, it returns
# a robust measure of location as well.
# v is any robust covariance
#
x<-elimna(x) # remove any rows with missing data
temp<-ogk.pairwise(x,sigmamu=sigmamu,v=v,n.iter=n.iter,beta=beta,...)$wcovmat
temp
}
ogk<-function(x,sigmamu=taulc,v=gkcov,n.iter=1,beta=.9,...){
#
#
# sigmamu is any user supplied function having the form
# sigmamu(x,mu.too=F) and which computes a robust measure of
# of dispersion if mu.too=F. If mu.too=T, it returns
# a robust measure of location as well.
# v is any robust covariance
#
x<-elimna(x) # remove any rows with missing data
temp<-ogk.pairwise(x,sigmamu=sigmamu,v=v,n.iter=n.iter,beta=beta,...)
list(center=temp$wcenter,cov=temp$wcovmat)
}
ogk.pairwise <- function(X,n.iter=1,sigmamu=taulc,v=gkcov,beta=.9,...)

#weight.fn=hard.rejection,beta=.9,...)
{
# Downloaded (and modified slightly) from www.stats.ox.ac.uk/~konis/pairwise.q
# Corrections noted by V. Todorov have been incorporated
#
data.name <- deparse(substitute(X))
X <- as.matrix(X)
n <- dim(X)[1]
p <- dim(X)[2]
Z <- X
U <- diag(p)
A <- list()
# Iteration loop.
for(iter in 1:n.iter) {
# Compute the vector of standard deviations d and
# the correlation matrix U.
d <- apply(Z, 2, sigmamu, ...)
Z <- sweep(Z, 2, d, '/')
for(i in 1:(p - 1)) {

for(j in (i + 1):p) {
U[j, i] <- U[i, j] <- v(Z[ , i], Z[ , j], ...)
}
}
# Compute the eigenvectors of U and store them in

# the columns of E.
E <- eigen(U, symmetric = TRUE)$vectors
# Compute A, there is one A for each iteration.
A[[iter]] <- d * E
# Project the data onto the eigenvectors.
Z <- Z %*% E
}
# End of orthogonalization iterations.
# Compute the robust location and scale estimates for

# the transformed data.
# sqrt.gamma <- apply(Z, 2, sigmamu, mu.too = TRUE, ...)

sqrt.gamma <- apply(Z, 2, sigmamu, mu.too = TRUE)
center <- sqrt.gamma[1, ]
sqrt.gamma <- sqrt.gamma[2, ]
# Compute the mahalanobis distances.
Z <- sweep(Z, 2, center)

Z <- sweep(Z, 2, sqrt.gamma, '/')
distances <- rowSums(Z^2)
# From the inside out compute the robust location and

# covariance matrix estimates. See equation (5).
covmat <- diag(sqrt.gamma^2)
for(iter in seq(n.iter, 1, -1)) {

covmat <- A[[iter]] %*% covmat %*% t(A[[iter]])
center <- A[[iter]] %*% center
}
center <- as.vector(center)
# Compute the reweighted estimate. First, compute the

# weights using the user specified weight function.
#weights <- weight.fn(distances, p, ...)

weights <- hard.rejection(distances, p, beta=beta,...)
sweights <- sum(weights)
# Then compute the weighted location and covariance

# matrix estimates.
wcenter <- colSums(sweep(X, 1, weights, '*')) / sweights
Z <- sweep(X, 2, wcenter)

Z <- sweep(Z, 1, sqrt(weights), '*')
wcovmat <- (t(Z) %*% Z) / sweights;
list(center = center,
covmat = covmat,
wcenter = wcenter,
wcovmat = wcovmat,
distances = distances,
sigmamu = deparse(substitute(sigmamu)),
v = deparse(substitute(v)),
data.name = data.name,
data = X)
}
gk.sigmamu <- function(x, c1 = 4.5, c2 = 3.0, mu.too = FALSE, ...)

{
n <- length(x)
medx <- median(x)

sigma0 <- median(abs(x - medx))
# w <- (x - medx) / sigma0
# w <- (1.0 - (w / c1)^2)^2
#w[w < 0.0] <- 0.0
w <- abs(x - medx) / sigma0
w <- ifelse(w<=c1,(1.0 - (w / c1)^2)^2,0)
mu <- sum(x * w) / sum(w)
x <- (x - mu) / sigma0

rho <- x^2
rho[rho > c2^2] <- c2^2
sigma2 <- sigma0^2 / n * sum(rho)
if(mu.too)
c(mu, sqrt(sigma2))
else
sqrt(sigma2)
}
gk <- function(x, y, ...)

{
((gk.sigmamu(x + y, ...))^2 - (gk.sigmamu(x - y, ...))^2) / 4.0
}
hard.rejection <- function(distances, p, beta = 0.9, ...)

{
d0 <- qchisq(beta, p) * median(distances) / qchisq(0.5, p)
weights <- double(length(distances))
weights[distances <= d0] <- 1.0
weights
}
outogk<-function(x,sigmamu=taulc,v=gkcov,op=TRUE,SEED=FALSE,
beta=max(c(.95,min(c(.99,1/nrow(x)+.94)))),n.iter=1,plotit=TRUE,...){
#
# Use the ogk estimator to
# determine which points are outliers
#
# op=T uses robust Mahalanobis distance based on
# the OGK estimator with beta adjusted so that
# the outside rate per observation is approximately .05
# under normality.
# op=F returns the outliers based on the distances used
# by the OGK estimator
# (Currently, op=T seems best for detecting outliers.)
#
x<-elimna(x)
if(!op){
temp<-ogk.pairwise(x,sigmamu=sigmamu,v=v,beta=beta,n.iter=n.iter,...)
vals<-hard.rejection(temp$distances,p=ncol(x),beta=beta,...)
flag<-(vals==1)
vals<-c(1:nrow(x))
outid<-vals[!flag]
keep<-vals[flag]
if(is.matrix(x)){
plot(x[,1],x[,2],xlab="X", ylab="Y",type="n")
if(sum(!flag)>0)points(x[!flag,1],x[!flag,2],pch="o")
}}}
if(op){
temp<-out(x,cov.fun=ogk,beta=beta,plotit=plotit,SEED=SEED)
outid<-temp$out.id
keep<-temp$keep
}
list(out.id=outid,keep=keep,distances=temp$dis)
}
splot<-function(x,op=TRUE,VL=FALSE,xlab="X",ylab="Rel.
Freq.",frame.plot=TRUE,plotit=TRUE){
#
# Frequency plot
#
# For each unique value in x,
# the relatively frequency is determined and plotted.
#
# op=TRUE a line connecting the relative frequencies is drawn if VL=FALSE.
# VL=TRUE, a vertical line is drawn for each unique value in x;
# the height of the line indicates the relative frequency.
#
# op=FALSE. No lines are drawn
#
# The function returns the sample size as well as the frequencies
# associated with each unique value stored in x.
#
x<-x[!is.na(x)]
freq<-NA
freq[i]<-sum(x==temp[i])
}
rmfreq=freq
nval=sum(freq)
freq<-freq/length(x)
tfreq<-freq
tfreq[1]<-0
tfreq[2]<-max(freq)
if(plotit){
plot(temp,tfreq,xlab=xlab,ylab=ylab,type="n",frame.plot=frame.plot)
points(temp,freq,pch="*")
if(op)
if(!VL)lines(temp,freq)
if(VL){
for(i in 1:length(temp))lines(c(temp[i],temp[i]),c(0,freq[i]))
}}
den=sum(rmfreq)
list(n=nval,frequencies=rmfreq,rel.freq=rmfreq/den)
}
outcov<-function(x,y=NA,outfun=outogk,plotit=FALSE){
#
# Remove outliers and compute covariances
#
keep<-outfun(x,plotit=plotit)$keep
val<-var(x[keep,])
if(ncol(val)==2)val<-val[1,2]
list(cov=val)
}
covout<-function(x,y=NA,outfun=outogk,plotit=FALSE){
#
# Remove outliers and compute covariances
#
keep<-outfun(x,plotit=plotit)$keep
val<-var(x[keep,])
if(ncol(val)==2)val<-val[1,2]
val
}
tbscor<-function(x,y=NA){
#
# Compute a correlation coefficient using the TBS measure of scatter
#
x<-elimna(x)
n<-nrow(x)
p<-ncol(x)
temp<-tbs(x)$cov
val<-matrix(NA,p,p)
for(j in 1:p){
for(k in 1:p){
val[j,k]<-temp[k,j]/sqrt(temp[k,k]*temp[j,j])
}}
test<-abs(val*sqrt((n-2)/(1-val^2)))
if(p==2){
val<-val[1,2]
p.value<-c("Greater than .1")
crit<-20.20/n+1.89
if(test>=crit)p.value<-c("Less than .1")
crit<-30.41/n+2.21
crit<-39.72/n+2.5
crit<-58.55/n+2.80
}
list(cor=val,test.stat=test,p.value=p.value)
}
skiptbs<-function(x,y=NA,plotit=FALSE){
#
# Remove outliers and compute correlations
#
x<-elimna(x)
n<-nrow(x)
keep<-outtbs(x,plotit=plotit)$keep
val<-cor(x[keep,])
p.value<-NA
test<-NA
crit.05<-30.41/n+2.21
vat<-val
diag(vat)<-0
test<-abs(vat*sqrt((n-2)/(1-vat^2)))
diag(test)<-NA
if(ncol(val)==2){
val<-val[1,2]
crit<-20.20/n+1.89
crit<-30.41/n+2.21
crit<-39.72/n+2.5
crit<-58.55/n+2.80
}
list(cor=val,test.stat=test,p.value=p.value,crit.05=crit.05)
}
skipogk<-function(x,y=NA,plotit=FALSE){
#
# Remove outliers and compute correlations
#
x<-elimna(x)
n<-nrow(x)
keep<-outogk(x,plotit=plotit)$keep
val<-cor(x[keep,])
p.value<-NA
test<-NA
crit.05<-15.49/n+2.68
vat<-val
diag(vat)<-0
test<-abs(vat*sqrt((n-2)/(1-vat^2)))
diag(test)<-NA
if(ncol(val)==2){
val<-val[1,2]
crit<-4.8/n+2.72
crit<-15.49/n+2.68
crit<-14.22/n+3.26
crit<-24.83/n+3.74
}
list(cor=val,test.stat=test,p.value=p.value,crit.05=crit.05)
}
rqfit<-
function(x,y,qval=0.5,alpha=0.05,xout=FALSE,outfun=outpro,res=FALSE,method='br',...
){
#
# Do a quantile regression fit
#
if(alpha!=.05)stop("This function only allows alpha=0.05. Use qregci")
library(quantreg)
xx<-cbind(x,y)
p<-ncol(xx)-1
xx<-elimna(xx)
x<-xx[,1:p]
y<-xx[,ncol(xx)]
x=as.matrix(x)
if(xout){
x<-x[flag,]
y<-y[flag]
}
residuals<-NA
if(res)residuals<-rq(y~x)$residuals
temp<-summary(rq(y~x,tau=qval,alpha=alpha,method=method))
temp0<-temp[[4]]
if(is.matrix(temp[[3]]))temp0<-temp[[3]] #Newer R version
temp<-temp0
coef<-temp[,1]
ci<-temp[,2:3]
list(coef=coef,ci=ci,residuals=residuals)
}
rqtest.sub<-function(isub,x,y,qval=.5){
#
# 1, 2, 3, ..., n
#
#
#
regboot<-rqfit(xmat,y[isub],qval=qval)$coef
regboot
}

+(M^2/2+c1*(5*c1+16*M)/30)*chi.int2(p,0,M+c1)
+(M^2/2-M^2*(M^4-5*M^2*c1^2+15*c1^4)/(30*c1^4))*(
#
#
{
c1 <- 0
}
else
{
M <- sqrt(p)
c1 <- c1.plus.M - M
iter <- 1
crit <- 100
eps <- 1e-5
{
deps <- 1e-4
M.old <- M
c1.old <- c1
fc <- er - r*(M^2/2+c1*(5*c1+16*M)/30)
fcp <- fcM - fcc1 - r*(M-(5*c1+16*M)/30+c1*9/30)
M <- M - fc/fcp
c1 <- c1.plus.M - M
crit <- abs(fc)
iter <- iter+1
}
}
}

c1 <- 2*p
iter <- 1
crit <- 100
eps <- 1e-5
{
c1.old <- c1
c1 <- c1 - fc/fcp
if (c1 < 0) c1 <- c1.old/2
crit <- abs(fc)
iter <- iter+1
}
}
k <- 1
iter <- 1
crit <- 100
eps <- 1e-5
{
k.old <- k
k <- k - fk/fkp
if (k > k.old*1.5) k <- k.old*1.5
crit <- abs(fk)
iter <- iter+1
}
return(k)
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
+ivec2*(M^2/2+c1*(5*c1+16*M)/30)
+(1/2+M^4/(2*c1^4)-M^2/c1^2)*x^2
+(4*M/(3*c1^2)-4*M^3/(3*c1^4))*x^3
+(3*M^2/(2*c1^4)-1/(2*c1^2))*x^4
-4*M*x^5/(5*c1^4)+x^6/(6*c1^4)))
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
}
olstests1<-function(vstar,yhat,res,x){
p<-ncol(x)
pp<-p+1
vals<-lsfit(x,ystar)$coef[2:pp]
test<-sum(vals^2)
test
}
kerreg<-function(x,y,pyhat=FALSE,pts=NA,plotit=TRUE,theta=50,phi=25,expand=.5,
scale=FALSE,zscale=FALSE,eout=FALSE,xout=FALSE,outfun=out,np=100,xlab="X",ylab="Y",
zlab="Z",
varfun=pbvar,e.pow=TRUE,pr=TRUE,ticktype="simple",pch='.',...){
#
# Compute local weighted regression with Epanechnikov kernel
#
# See Fan, Annals of Statistics, 1993, 21, 196-217.
# cf. Bjerve and Doksum, Annals of Statistics, 1993, 21, 890-902
#
# With a single predictor, this function calls locreg
# See locreg for information about np and plotting
#
library(akima)
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
d<-ncol(x)
np1<-d+1
if(xout && eout)stop("Can't have eout=xout=T")
if(eout){
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
if(zscale){
for(j in 1:np1){
m[,j]<-(m[,j]-median(m[,j]))/mad(m[,j])
}}
x<-m[,1:d]
x<-as.matrix(x)
y<-m[,np1]
n<-nrow(x)
if(d>1){
xrem<-x
pi<-gamma(.5)^2
cd<-c(2,pi)
if(d==2)A<-1.77
if(d==3)A<-2.78
if(d>2){
for(j in 3:d)cd[j]<-2*pi*cd[j-2]/j # p. 76
}
if(d>3)A<-(8*d*(d+2)*(d+4)*(2*sqrt(pi))^d)/((2*d+1)*cd[d]) # p. 87
hval<-A*(1/n)^(1/(d+4)) # p. 86
for(j in 1:d){
temp<-idealf(x[,j])
A<-min(c(sig,iqr))
x[,j]<-x[,j]/A
}
xx<-cbind(rep(1,nrow(x)),x)
yhat<-NA
for(j in 1:n){
yhat[j]<-NA
temp1<-t(t(x)-x[j,])/(hval)
temp1<-temp1^2
temp<-.5*(d+2)*(1-temp1)/cd[d]
epan<-ifelse(temp1<1,temp,0) # Epanechnikov kernel, p. 76
chkit<-sum(epan!=0)
if(chkit >= np1){
vals<-lsfit(x,y,wt=epan)$coef
yhat[j]<-xx[j,]%*%vals
}}
if(plotit && d==2){
if(pr){
if(!scale){
print("scale=F is specified")
print("If there is dependence, might use scale=T")
}}
m<-elimna(cbind(xrem,yhat))
xrem<-m[,1:d]
yhat<-m[,np1]
fitr<-yhat
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
for(k in ip1:length(fitr))if(sum(xrem[i,]==xrem[k,])==2)iout[k]<-0
}
fitr<-fitr[iout>=1]
mkeep<-xrem[iout>=1,]
persp(fit,theta=theta,phi=phi,expand=expand,xlab=xlab,ylab=ylab,zlab=zlab,
}}
if(d==1){
yhat<-locreg(x[,1],y,pyhat=TRUE,np=np,plotit=plotit,pts=pts,
xlab=xlab,ylab=ylab,pch=pch)
yhat2<-locreg(x[,1],y,pyhat=TRUE,np=0,plotit=FALSE)
}
if(d>1)yhat2<-yhat
m<-NULL
#E.pow<-varfun(yhat2[!is.na(yhat2)])/varfun(y)
# Estimate of explanatory power performs poorly.
if(pyhat)m<-yhat
#list(Strength.Assoc=sqrt(E.pow),Explanatory.Power=E.pow,yhat=m)
m
}
attract<-function(X, Y, k = 5)
{
# Works in Splus but not in R.
# For simple linear regression: plots k elemental starts and
# their domains of attraction. Calls conc2.
l1coef <- l1fit(X, Y)$coef
X <- as.matrix(X)
nr <- dim(X)[1]
nc <- dim(X)[2] + 1
J <- 1:nc
dom <- matrix(nrow = k, ncol = nc)
par(mfrow = c(1, 2))
plot(X, Y)
title("a) 5 Elemental Starts")
for(i in 1:k) {
## get J
J <- sample(nr, nc) ## get bJ, the elem fit
if(abs(X[J[1]] - X[J[2]]) < 1/100000000) {
slope <- 0
}
else {
slope <- (Y[J[1]] - Y[J[2]])/(X[J[1]] - X[J[2]])
}
int <- Y[J[1]] - slope * X[J[1]]
fit <- c(int, slope)
yhat <- X %*% fit[2:nc] + fit[1]
lines(X, yhat)
## get the domain of attraction for LTA concentration
dom[i, ] <- conc2(X, Y, start = fit)$coef
}
plot(X, Y)
for(i in 1:k) {
fit <- dom[i, ]
yhat <- X %*% fit[2:nc] + fit[1]
lines(X, yhat)
}
title("b) The Corresponding Attractors")
}
bg2ci<-function(x, alpha = 0.05)

{
#gets BGse with middle n^0.8 cases for sample median and
#the corresponding robust 100 (1-alpha)% CI. This is optimal
#for estimating the SE but is not resistant.
n <- length(x)
up <- 1 - alpha/2
med <- median(x)
ln <- max(1,floor(n/2) - ceiling(0.5 * n^0.8))
un <- n - ln
rdf <- un - ln - 1
cut <- qt(up, rdf)
d <- sort(x)
se2 <- (d[un] - d[ln])/(2 * n^0.3)
rval <- cut * se2
rlo2 <- med - rval
rhi2 <- med + rval
#got low and high endpoints of robust CI
list(int = c(rlo2, rhi2), med = med, se2 = se2)
}
cav<-function(alpha = 0.01, k = 5)
{
#gets n(asy var) for the alpha trimmed mean
#and T_(A,n)(k) if errors are Cauchy(0,1)
z <- tan(pi * (alpha - 0.5))
val <- (z - atan(z))/((1 - 2 * alpha) * atan(z))
ntmav <- val + (2 * alpha * (tan(pi * (alpha - 0.5)))^2)/(1 - 2 * alpha
)^2
zj <- k
alphaj <- 0.5 + atan( - k)/pi
alphaj <- ceiling(100 * alphaj)/100
zj <- tan(pi * (alphaj - 0.5))
val <- (zj - atan(zj))/((1 - 2 * alphaj) * atan(zj))
natmav <- val + (2 * alphaj * (tan(pi * (alphaj - 0.5)))^2)/(1 - 2 *
alphaj)^2
return(ntmav, natmav)
}
cci<-function(x, alpha = 0.05)

{
#gets classical 100 (1-alpha)% CI
#defaults are alpha = .05
n <- length(x)
up <- 1 - alpha/2
mn <- mean(x)
v <- var(x)
se <- sqrt(v/n)
val <- qt(up, n - 1) * se
lo <- mn - val
hi <- mn + val
list(int = c(lo, hi), mean = mn, se = se)
}
cgci<-function(x, alpha = 0.05, ks = 3.5)

{
#gets T_S,n with a coarse grid
# and the corresponding robust 100 (1-alpha)% CI
n <- length(x)
up <- 1 - alpha/2
med <- median(x)
madd <- mad(x, constant = 1)
d <- sort(x) ##get robust T_S,n CI
lo <- sum(x < (med - ks * madd))
hi <- sum(x > (med + ks * madd))
tp <- max(hi, lo)/n
if(tp == 0)
tp <- 0
if(tp > 0 && tp <= 0.01)
tp <- 0.01
if(tp > 0.01 && tp <= 0.1)
tp <- 0.1
if(tp > 0.1 && tp <= 0.25)
tp <- 0.25
if(tp > 0.25 && tp <= 0.4)
tp <- 0.4
if(tp > 0.4)
tp <- 0.49
tstmn <- mean(x, trim = tp)
#have obtained the two stage trimmed mean
ln <- floor(n * tp)
un <- n - ln
if(ln > 0) {
d[1:ln] <- d[(ln + 1)]
d[(un + 1):n] <- d[un]
}
den <- ((un - ln)/n)^2
swv <- var(d)/den
#got the scaled Winsorized variance
rdf <- un - ln - 1
rval <- qt(up, rdf) * sqrt(swv/n)
tslo <- tstmn - rval
tshi <- tstmn + rval
##got low and high endpoints of robust T_S,n CI
list(int = c(tslo, tshi), tp = tp)
}
cltv<-
function(gam = 0.5)
{
# Gets asy var for lts(h) and lta(h)at Cauchy C(0,1)
# where h/n -> gam.
k <- tan((pi * gam)/2)
num <- 2 * k - pi * gam
den <- pi * (gam - (2 * k)/(pi * (1 + k^2)))^2
ltsv <- num/den
num <- gam
den <- 4 * (1/pi - 1/(pi * (1 + k^2)))^2
ltav <- num/den
return(ltsv, ltav)
}
cmba2<-
function(x, csteps = 5, ii = 1)
{
# gets the covmba estimator using 98, 95, 90, 80, 70, 60 and 50% trimming
n <- dim(x)[1]
p <- dim(x)[2]
mds <- matrix(nrow = n, ncol = 8, 0) ##get the DGK estimator
covs <- var(x)
mns <- apply(x, 2, mean)
cmd <- sqrt(mahalanobis(x, mns, covs)) ## concentrate
for(i in 1:csteps) {
md2 <- mahalanobis(x, mns, covs)
medd2 <- median(md2)
mns <- apply(x[md2 <= medd2, ], 2, mean)
covs <- var(x[md2 <= medd2, ])
}
mds[, 8] <- sqrt(mahalanobis(x, mns, covs))
covb <- covs
mnb <- mns ##get the square root of det(covb)
critb <- prod(diag(chol(covb))) ##get the resistant estimator
covv <- diag(p)
med <- apply(x, 2, median)
md2 <- mahalanobis(x, center = med, covv)
smd2 <- sort(md2)
val <- p + 3
tem <- 1:7
tem[1] <- smd2[val + floor(0.02 * n)]
tem[7] <- median(md2)
medd2 <- tem[7]
for(j in ii:7) {
## get the start
val2 <- tem[j]
mns <- apply(x[md2 <= val2, ], 2, mean)
covs <- var(x[md2 <= val2, ]) ## concentrate
}
mds[, j] <- sqrt(mahalanobis(x, mns, covs))
plot(cmd, mds[, j])
identify(cmd, mds[, j])
crit <- prod(diag(chol(covs)))
if(crit < critb) {
critb <- crit
covb <- covs
mnb <- mns
}
}
pairs(mds) ##scale for better performance at MVN
rd2 <- mahalanobis(x, mnb, covb)
const <- median(rd2)/(qchisq(0.5, p))
covb <- const * covb
list(center = mnb, cov = covb, mds = mds)
}
conc2<-
function(x, y, start = l1fit(x, y)$coef)
{ #Finds that LTA attractor of the start.
nc <- dim(x)[2] + 1
res <- y - (x %*% start[2:nc] + start[1])
ares <- abs(res)
cov <- ceiling(length(y)/2)
m <- sort(ares, partial = cov)[cov]
old <- sum(ares[ares <= m])
new <- old - 1
ct <- 0
while(new < old) {
ct <- ct + 1
start <- l1fit(x[ares <= m, ], y[ares <=
m])$coef
res <- y - (x %*% start[2:nc] + start[1
])
ares <- abs(res)
m <- sort(ares, partial = cov)[cov]
new <- sum(ares[ares <= m]) #print(old)
if(new < old) {
old <- new
new <- new - 1
}
}
list(coef = start, ct = ct)
}
concmv<-
function(n = 100, csteps = 5, gam = 0.4, outliers = TRUE, start = 2)
{
#Shows how concentration works when p = 2.
# Use start = 1 for DGK, start = 2 for MBA sphere, start = 3 for MBA MAD
p <- 2 #A <- cbind(c(1, 0.9), c(0.9, 1))
x <- matrix(rnorm(n * p), ncol = p, nrow = n) #A <- diag(sqrt(1:p))
#if(outliers == T) {
# val <- floor(gam * n)
# tem <- 10 + 0 * 1:p
# x[1:val, ] <- x[1:val, ] + tem
#}
#x <- x %*% A
A <- cbind(c(1, 0.4), c(0.4, 1))
B <- cbind(c(0.5, 0), c(0, 0.5))
if(outliers == T) {
val <- floor(gam * n)
x[(val + 1):n, ] <- x[(val + 1):n, ] %*% A
x[1:val, ] <- x[1:val, ] %*% B
x[1:val, 1] <- x[1:val, 1] + 0
x[1:val, 2] <- x[1:val, 2] + 6
}
else {
x <- x %*% A
}
if(start == 1) {
covs <- var(x)
}
if(start == 2) {
covv <- diag(p)
medd2 <- median(md2) ## get the start
}
if(start >= 2) {
tem <- apply(x, 2, mad)^2
covv <- diag(tem)
}
## concentrate
plot(x[, 1], x[, 2])
points(x[md2 <= medd2, 1], x[md2 <= medd2, 2], pch = 15)
identify(x[, 1], x[, 2])
}
}
concsim<-
function(n = 100, p = 2, steps = 5, gam = 0.4, runs = 20)
{
# This Splus function is used to determine when the DD
# plot separates outliers from non-outliers for various starts.
A <- sqrt(diag(1:p))
mbact <- 0
fmcdct <- 0
mbct <- 0
madct <- 0
dgkct <- 0
for(i in 1:runs) {
x <- matrix(rnorm(n * p), ncol = p, nrow = n)
## outliers have mean (10, 10 sqrt(2), ..., 10 sqrt(p))^T
tem <- 10 + 0 * 1:p
x[1:val, ] <- x[1:val, ] + tem
x <- x %*% A #MBA
out <- covmba(x, csteps = steps)
center <- out$center
cov <- out$cov
rd2 <- mahalanobis(x, center, cov)
if(min(rd2[1:val]) > max(rd2[(val + 1):n]))
mbact <- mbact + 1
#DGK
covs <- var(x)
mns <- apply(x, 2, mean) ## concentrate
for(i in 1:steps) {
}
rd2 <- mahalanobis(x, mns, covs)
if(min(rd2[1:val]) > max(rd2[(val + 1):n])) dgkct <- dgkct + 1
#Median Ball start
covv <- diag(p)
covs <- var(x[md2 <= medd2, ]) ## concentrate
for(i in 1:steps) {
}
if(min(rd2[1:val]) > max(rd2[(val + 1):n])) mbct <- mbct + 1
#MAD start
covv <- diag(tem)
for(i in 1:steps) {
}
if(min(rd2[1:val]) > max(rd2[(val + 1):n])) madct <- madct + 1
#FMCD
out <- cov.mcd(x)
cov <- out$cov
fmcdct <- fmcdct + 1
}
list(mbact = mbact, fmcdct = fmcdct, dgkct = dgkct, mbct = mbct, madct
= madct)
}
corrsim<-
function(n = 100, p = 3, eps = 0.4, nruns = 100, type = 1)
{
#For R, first type "library(lqs)" before using this function
# This function generates 100 n by p matrices x.
# The output is the 100 sample correlations between the MDi and RDi
# RDi uses covmba for type = 1, rmba for type = 2, cov.mcd for type = 3
# mahalanobis gives squared Maha distances
corrs <- 1:nruns
for(i in 1:nruns) {
wt <- 0 * (1:n)
#The following 3 commands make x elliptically contoured.
#zu <- runif(n)
#x[zu < eps,] <- x[zu < eps,]*5
#x <- x^2
# To make marginals of x lognormal, use
#x <- exp(x)
center <- apply(x, 2, mean)
cov <- var(x)
md2 <- mahalanobis(x, center, cov)
if(type == 1) {
out <- covmba(x)
}
if(type == 2) {
out <- rmba(x)
}
if(type == 3) {
out <- cov.mcd(x)
}
cov <- out$cov
# need square roots for the usual distances
md <- sqrt(md2)
rd <- sqrt(rd2)
const <- sqrt(qchisq(0.5, p))/median(rd)
rd <- const * rd
# wt[rd < sqrt(qchisq(0.975, p))] <- 1
# corrs[i] <- cor(md[wt > 0], rd[wt > 0])}
corrs[i] <- cor(md, rd)
}
cmean <- mean(corrs)
cmin <- min(corrs)
clt95 <- sum(corrs < 0.95)
clt80 <- sum(corrs < 0.8)
list(cmean = cmean, cmin = cmin, clt95 = clt95, clt80 = clt80,
corrs = corrs)
}
covdgk<-
function(x, csteps = 10)
{
#computes the scaled DGK multivariate estimator
p <- dim(x)[2]
covs <- var(x)
mns <- apply(x[md2 <= medd2, ], 2,
mean)
}
##scale for consistency at MVN
covs <- const * covs
list(center = mns, cov = covs)
}
covmba <- function(x, csteps = 5)

{ # gets the MBA estimator
zx <- x
x <- as.matrix(x)
p <- dim(x)[2]
##get the DGK estimator
covs <- var(x)
if(p > 1){
mean)
}
if(p == 1){
mns <- mean(x[md2 <= medd2])
covs <- var(x[md2 <= medd2])
}
}
covb <- covs
critb <- prod(diag(chol(covb)))
##get the resistant estimator
covv <- diag(p)
if(p > 1){
}
if(p == 1){
mns <- mean(zx[md2 <= medd2])
covs <- var(zx[md2 <= medd2])
}
## concentrate
if(p > 1){
mean)
}
if(p == 1){
mns <- mean(zx[md2 <= medd2])
covs <- var(zx[md2 <= medd2])
}
}
if(crit < critb) {
critb <- crit
covb <- covs
mnb <- mns
}
##scale for better performance at MVN
list(center = mnb, cov = covb)
}
covmba2<-
function(x, csteps = 5)
{ # gets the MBA estimator, use covmba2 instead of covmba if p > 1
p <- dim(x)[2]
covs <- var(x)
mean)
}
covb <- covs
covv <- diag(p)
mean)
}
if(crit < critb) {
critb <- crit
covb <- covs
mnb <- mns
}
}
covsim2<-
function(n=100, p = 2, steps = 5, gam = 0.4, runs = 20)
{
# plot separates outliers from non-outliers.
mbact <- 0
for(i in 1:runs) {
tem <- 10 + 0 * 1:p
x[1:val, ] <- x[1:val, ] + tem
x <- x %*% A
out <- covmba(x, csteps = steps)
cov <- out$cov
mbact <- mbact + 1
}
list(mbact = mbact)
}
ctrviews<-
function(x, Y, ii = 1)
{
# Uses classical distances instead of robust distances.
# Trimmed views for 90, 80, ... 0 percent
# trimming. Allows visualization of m
# and crude estimatation of c beta in models
# of the form y = m(x^T beta) + e.
# Workstation: activate a graphics
# device with command "X11()" or "motif()."
# R needs command "library(lqs)."
# Advance the view with the right mouse button.
# In R, highight "stop."
x <- as.matrix(x)
cov <- var(x)
labs <- c("90%", "80%", "70%", "60%", "50%", "40%", "30%", "20%", "10%",
"0%")
tem <- seq(0.1, 1, 0.1)
for(i in ii:10) {
val <- quantile(rd2, tem[i])
bhat <- lsfit(x[rd2 <= val, ], Y[rd2 <= val])$coef
ESP <- x %*% bhat[-1]
plot(ESP, Y)
title(labs[i])
identify(ESP, Y)
print(bhat)
}
}
ddcomp<-
function(x, steps = 5)
{
# Makes 4 DD plots using the FMCD and MBA estimators.
# Click left mouse button to identify points.
# Click right mouse button to end the function.
# Unix systems turn on graphics device eg enter
# command "X11()" or "motif()" before using.
# R users need to type "library(lqs)" before using.
p <- dim(x)[2]
cov <- var(x)
# MD is the classical and RD the robust distance
MD <- sqrt(md2) #DGK start
mns <- center
covs <- cov ## concentrate
for(i in 1:steps) {
}
rd <- sqrt(rd2) #Scale the RD so the plot follows the 0-1 line
#if the data is multivariate normal.
RDdgk <- const * rd
plot(MD, RDdgk)
abline(0, 1)
identify(MD, RDdgk)
title("DGK DD Plot") #MBA
out <- covmba(x)
cov <- out$cov
rd <- sqrt(rd2) #Scale the RD so the plot follows the identity line
RDm <- const * rd
plot(MD, RDm)
abline(0, 1)
identify(MD, RDm)
title("MBA DD Plot") #FMCD
out <- cov.mcd(x)
cov <- out$cov
RDf <- const * rd
plot(MD, RDf)
abline(0, 1)
identify(MD, RDf)
title("FMCD DD Plot") #Median Ball start
covv <- diag(p)
for(i in 1:steps) {
}
RDmb <- const * rd
plot(MD, RDmb)
abline(0, 1)
identify(MD, RDmb)
title("Med Ball DD Plot")
}
ddmv<-
function(n = 100, p = 2, steps = 5, gam = 0.4,
outtype = 2, est = 1)
{
# plot separates outliers from non-outliers for various starts.
# Workstation needs to activate a graphics
# device with the command "X11()" or "motif()."
## est = 1 for DGK, 2 for median ball, 3 for MAD
x <- matrix(rnorm(n * p), ncol = p, nrow
= n)
tem <- 10 + 0 * 1:p
x[1:val, ] <- x[1:val, ] + tem
#if outtype = 1, outliers are Np(10 1, Ip) nonoutliers Np(0,Ip)
if(outtype == 2) x <- x %*% A
## get the start
if(est == 1) {
#DGK classical start
covs <- var(x)
}
if(est == 2) {
#Median Ball high breakdown start
covv <- diag(p)
md2 <- mahalanobis(x, center =
med, covv)
## get the start
mns <- apply(x[md2 <= medd2, ],
2, mean)
}
if(est == 3) {
#MAD high breakdown start
covv <- diag(tem)
md2 <- mahalanobis(x, center =
med, covv)
## get the start
mns <- apply(x[md2 <= medd2, ],
2, mean)
}
## concentrate and plot, highlighting outliers
MD <- sqrt(mahalanobis(x, mns, covs))
for(i in 1:steps) {
md <- sqrt(mahalanobis(x, mns,
covs))
medd <- median(md)
mns <- apply(x[md <= medd, ], 2,
mean)
covs <- var(x[md <= medd, ])
rd <- sqrt(mahalanobis(x, mns,
covs))
plot(MD, rd)
points(MD[1:val], rd[1:val], pch
= 15)
identify(MD, rd)
}
}
ddplot<-
function(x)
{
# Makes a DD plot. cov.mcd is used for the RDi.
# Click left mouse button to identify points.
# Click right mouse button to end the function.
# Unix systems turn on graphics device eg enter
# command "X11()" or "motif()" before using.
# R users need to type "library(lqs)" before using.
p <- dim(x)[2]
cov <- var(x)
out <- cov.mcd(x) # or use out <- cov.mve(x)
cov <- out$cov
# md is the classical and rd the robust distance
MD <- sqrt(md2)
rd <- sqrt(rd2)
#Scale the RD so the plot follows the 0-1 line
RD <- const * rd
plot(MD, RD)
abline(0, 1)
identify(MD, RD) # list(MD = MD, RD = RD)
}
ddsim<-
function(n = 100, p = 3, eps = 0.4, type = 1)
{
# R: type "library(lqs)" before using if type = 3.
# Rapidly plots 20 DD plots in a row.
# Unix: type "X11()" or "motif()" to
# turn on a graphics device.
# RDi uses covmba for type = 1, rmba for type = 2, cov.mcd for type = 3
med <- 1:20
for(i in 1:20) {
## For elliptically contoured data, use:
#zu <- runif(n)
#x[zu < eps,] <- x[zu < eps,]*5
#x <- x^2
##For lognormal marginals, add:
#x <- exp(x)
cov <- var(x)
if(type == 1) {
out <- covmba(x)
}
if(type == 2) {
out <- rmba(x)
}
if(type == 3) {
out <- cov.mcd(x)
}
cov <- out$cov
md <- sqrt(md2)
rd <- sqrt(rd2) #Scale the RDi so plot follows 0-1 line
rd <- const * rd
plot(md, rd)
abline(0, 1)
med[i] <- median(md) #The following command can be inserted
#to slow down the plots "identify(md,rd)"
}
list(med = med)
}
deav<-
function(alpha = 0.01, k = 5)
{
#and T_(A,n)(k) if errors are DE(0,1)
z <- - log(2 * alpha)
num <- 2 - (2 + 2 * z + z^2) * exp( - z)
den <- (1 - exp( - z)) * (1 - 2 * alpha)
val1 <- num/den
num <- 2 * alpha * z^2
den <- (1 - 2 * alpha)^2
ntmav <- val1 + num/den
zj <- k * log(2)
alphaj <- 0.5 * exp( - zj)
zj <- - log(2 * alphaj)
num <- 2 - (2 + 2 * zj + zj^2) * exp( - zj)
den <- (1 - exp( - zj)) * (1 - 2 * alphaj)
val1 <- num/den
num <- 2 * alphaj * zj^2
den <- (1 - 2 * alphaj)^2
natmav <- val1 + num/den
}
deltv<-
function(gam = 0.5)
{
# Gets asy var for lts(h) and lta(h) at standard double exp
# where h/n -> gam.
k <- -1 * log(1 - gam)
num <- 2 - (2 + 2 * k + k^2) * exp( - k)
den <- (gam - k * exp( - k))^2
ltsv <- num/den
ltav <- 1/gam
return(ltsv, ltav)
}
diagplot<-
function(x, Y)
{
# Scatterplot matrix of OLS diagnostics.
# Workstation need to activate a graphics
n <- length(Y)
rmat <- matrix(nrow = n, ncol = 7)
out <- lsfit(x, Y)
tem <- ls.diag(out)
rmat[, 1] <- tem$cooks
rmat[, 2] <- tem$hat
rmat[, 3] <- tem$std.res
rmat[, 4] <- tem$stud.res
rmat[, 5] <- tem$dfits
rmat[, 6] <- Y - out$resid
rmat[, 7] <- Y
pairs(rmat, labels = c("Cook's CD", "leverages", "stand resid",
"stud resid", "DFFITS", "YHAT", "Y"))
}
ellipse <- function(x, center = apply(x, 2, mean), cov = var(x), alph = 0.95)
{# Makes a covering interval. The x should have 2 columns.
mu1 <- center[1]
mu2 <- center[2]
w <- solve(cov)
w11 <- w[1, 1]
w12 <- w[1, 2]
w22 <- w[2, 2]
tem <- x[, 2] - mu2
y2 <- seq(min(tem), max(tem), length = 100)
xc <- qchisq(alph, 2)
el <- matrix(0, 2, 2)
ind <- 0
for(i in 1:100) {
j1 <- (y2[i] * w12)^2
j2 <- w11 * ((y2[i])^2 * w22 - xc)
# print(i)
# print(j1 - j2)
if((j1 - j2) >= 0) {
ind <- ind + 2
tem <- (y2[i] * w12)^2
tem <- tem - w11 * ((y2[i])^2 *
w22 - xc)
tem <- sqrt(tem)
term <- ( - y2[i] * w12 + tem)/
w11
el <- rbind(el, c((term + mu1), (
y2[i] + mu2)))
term <- ( - y2[i] * w12 - tem)/
w11
el <- rbind(el, c((term + mu1), (
y2[i] + mu2)))
}
}
el <- el[3:ind, ]
nn <- dim(x)[1]
if((ind - 2) > nn) {
tem <- sample((ind - 2), nn)
el <- el[tem, ]
}
xt <- cbind(x[, 1], el[, 1])
yt <- cbind(x[, 2], el[, 2])
matplot(xt, yt)
}
essp<-
function(x, Y, M = 50)
{
# Trimmed view or ESSP for M percent
# trimming. Allows visualization of g
# and crude estimation of c beta in models
# of the form y = g(x^T beta,e).
# Click on the right mouse button to finish.
# In R, highlight "stop."
x <- as.matrix(x)
tval <- M/100
out <- cov.mcd(x)
cov <- out$cov
val <- quantile(rd2, (1 - tval))
bhat <- lsfit(x[rd2 <= val, ], Y[rd2 <= val])$
coef
ESP <- x %*% bhat[-1]
plot(ESP, Y)
identify(ESP, Y)
return(bhat[-1])
}
ffL<-
function(x, y)
{
# for unix, use X11() to turn on the graphics device before using this function
# this function makes a FF lambda plot where the competing models are Y^L
n <- length(y)
rmat[, 1] <- y - lsfit(x, y)$resid
ytem <- (y^(0.5) - 1)/0.5
rmat[, 2] <- ytem - lsfit(x, ytem)$resid
rmat[, 3] <- log(y) - lsfit(x, log(y))$resid
ytem <- (y^(-0.5) - 1)/-0.5
ytem <- (y^(-1) - 1)/-1
pairs(rmat, labels = c("YHAT", "YHAT^(0.5)", "YHAT^(0)", "YHAT^(-0.5)",
"YHAT^(-1)"))
min(cor(rmat))
}
fflynx<-function(){
# R users need to type library(ts) and data(lynx)
Y <- log10(lynx)
FAR2 <- 1:114
FAR11 <- 1:114
FAR12 <- 1:114
SETAR272 <- 1:114
SETAR252 <- 1:114
for(i in 3:114){
FAR2[i ] <- 1.05 + 1.41*Y[i-1] -0.77*Y[i-2]}
for(i in 12:114){
FAR11[i ] <- 1.13*Y[i-1] -0.51*Y[i-2] + .23*Y[i-3] -0.29*Y[i-4]
+ .14*Y[i-5] -0.14*Y[i-6] + 0.08*Y[i-7] -0.04*Y[i-8]
+ .13*Y[i-9] + 0.19*Y[i-10] - .31*Y[i-11] }
for(i in 13:114){
FAR12[i ] <- 1.123 + 1.084*Y[i-1] -0.477*Y[i-2] + .265*Y[i-3] -0.218*Y[i-4]
+ .180*Y[i-9] - .224*Y[i-12] }
for(i in 13:114){
if( Y[i-2] <= 3.116){
SETAR272[i ] <- 0.546 + 1.032*Y[i-1] -0.173*Y[i-2] + .171*Y[i-3] -0.431*Y[i-4]
+ .332*Y[i-5] - .284*Y[i-6] + .210*Y[i-7]}
else {SETAR272[i ] <- 2.632 + 1.492*Y[i-1] -1.324*Y[i-2]}
}
for(i in 13:114){
if( Y[i-2] <= 3.05){
SETAR252[i ] <- 0.768 + 1.064*Y[i-1] -0.200*Y[i-2] + .164*Y[i-3] -0.428*Y[i-4]
+ .181*Y[i-5] }
else {SETAR252[i ] <- 2.254 + 1.474*Y[i-1] -1.202*Y[i-2]}
}
x <- cbind(Y,FAR2,FAR11,FAR12,SETAR272,SETAR252)
x <- x[13:114,]
print(cor(x))
pairs(x)
}
ffplot<-
function(x, y, nsamps = 7)
{
# For Unix, use X11() to turn on the graphics device before
# using this function. For R, first type library(lqs).
# Makes an FF plot with several resistant estimators.
# Need the program mbareg..
n <- length(y)
lsfit <- y - lsfit(x, y)$residuals
print("got OLS")
l1fit <- y - l1fit(x, y)$residuals
print("got L1")
almsfit <- y - lmsreg(x, y)$resid
print("got ALMS")
altsfit <- y - ltsreg(x, y)$residuals
print("got ALTS")
mbacoef <- mbareg(x, y, nsamp = nsamps)$coef
MBAFIT <- mbacoef[1] + x %*% mbacoef[-1]
print("got MBA")
rmat[, 1] <- y
rmat[, 2] <- lsfit
rmat[, 3] <- l1fit
rmat[, 4] <- almsfit
rmat[, 5] <- altsfit
rmat[, 6] <- MBAFIT
pairs(rmat, labels = c("Y", "OLS Fit", "L1 Fit", "ALMS Fit",
"ALTS Fit", "MBAREG Fit"))
}
ffplot2<-
{
# For Unix, use X11() to turn on the graphics device before
# using this function. For R, first type library(lqs).
# Makes an FF plot with several resistiant estimators.
# Need the program mbareg.
n <- length(y)
lsfit <- y - lsfit(x, y)$residuals
print("got OLS")
almsfit <- y - lmsreg(x, y)$resid
print("got ALMS")
altsfit <- y - ltsreg(x, y)$residuals
print("got ALTS")
MBAFIT <- mbacoef[1] + x %*% mbacoef[-1]
print("got MBA")
rmat[, 1] <- y
rmat[, 2] <- lsfit
rmat[, 3] <- almsfit
rmat[, 4] <- altsfit
rmat[, 5] <- MBAFIT
pairs(rmat, labels = c("Y", "OLS Fit", "ALMS Fit", "ALTS Fit", "MBAREG Fit"))
}
fysim<-function( runs = 20)

{
# 20 FY plots for simulated AR(2) time series data
fycorr <- 1:runs
for(i in 1: runs){
Y <- ardata()$arts
out <- ar.yw(Y)
Yts <- Y[10:200]
FIT <- Yts - out$resid[10:200]
plot(FIT,Yts)
abline(0,1)
fycorr[i] <- cor(FIT,Yts)
}
list(fycorr=fycorr)
}
gamper<-
function(h, k=500)
{
n <- 10000
c <- 5000
gam0 <- min((n - c)/n, (1 - (1 - 0.2^(1/k))^(1/
h))) * 100
print(gam0)
}
gamper2<-
function(p, k = 500)
{
##estimates the amount of contamination fmcd can tolerate
n <- 10000
c <- 5000
h <- p + 1
gam0 <- min((n - c)/n, (1 - (1 - 0.2^(1/k))^(1/h))) * 100
print(gam0)
}
llrdata <- function(n = 100, q=5)

{
# Generates data for loglinear regression.
#
y <- 0 * 1:n
beta <- 0 * 1:q
beta[1:3] <- 1
alpha <- -2.5
x <- matrix(rnorm(n * q), nrow = n,
ncol = q)
x <- 0.5*x + 1
SP <- alpha + x%*%beta
y <- rpois(n,lambda=exp(SP))
list(x=x,y=y)
}
llressp <- function(x,y)

{
# Makes the ESSP for loglinear regression.
# Workstation: need to activate a graphics
#
# If q is changed, change the formula in the glm statement.
q <- 5
# change formula to x[,1]+ ... + x[,q] with q
out <- glm(y ~ x[, 1] + x[, 2] + x[, 3] +
x[, 4] + x[,5], family = poisson)
ESP <- x %*% out$coef[-1] + out$coef[1]
Y <- y
plot(ESP,Y)
abline(mean(y),0)
fit <- y
fit <- exp(ESP)
indx <- sort.list(ESP)
lines(ESP[indx],fit[indx])
lines(lowess(ESP,y),type="s")
}
llrplot<-
function(x, y)
{
# Makes ESSP, the weighted forward response and residual plots for loglinear
regression.
#
q <- 5 # change formula to x[,1]+ ... + x[,q] with q
out <- glm(y ~ x[, 1] + x[, 2] + x[, 3] + x[, 4] + x[, 5], family =
poisson)
Y <- y
plot(ESP, Y)
abline(mean(y), 0)
Ehat <- exp(ESP)
lines(ESP[indx], Ehat[indx])
lines(lowess(ESP, y), type = "s")
title("a) ESSP")
Vhat <- (y - Ehat)^2
plot(Ehat, Vhat)
abline(0, 1)
#abline(lsfit(Ehat, Vhat)$coef)
title("b)")
Z <- y
Z[y < 1] <- Z[y < 1] + 0.5
MWRES <- sqrt(Z) * (log(Z) - x %*% out$coef[-1] - out$coef[1])
MWFIT <- sqrt(Z) * log(Z) - MWRES
plot(MWFIT, sqrt(Z) * log(Z))
abline(0, 1)
#abline(lsfit(MWFIT, sqrt(Z) * log(Z))$coef)
title("c) WFRP Based on MLE")
plot(MWFIT, MWRES)
title("d) WRP Based on MLE")
}
llrsim<-
function(n = 100, nruns = 1, type = 1)
{
# Runs llrpot 10 times on simulated LLR.
# Type = 1 for Poisson data, Type = 2 for negative binomial data
# Calls llrdata, oddata, llrplot.
q <- 5
for(i in 1:nruns) {
if(type == 1)
out <- llrdata(n, q)
else out <- oddata(n, q)
x <- out$x
y <- out$y
llrplot(x, y) #identify(MWFIT, MWRES)
}
}
llrwtfrp <- function(x,y)

{
# Makes the weighted forward response and residual plots for loglinear regression.
# Workstation: need to activate a graphics
#
q <- 5
out <- glm(y ~ x[, 1] + x[, 2] + x[, 3] +
x[, 4] + x[,5], family = poisson)
Z <- y
Z[y<1] <- Z[y<1] + 0.5
out2<-lsfit(x,y=log(Z),wt=Z)
#WRES <- sqrt(Z)*(log(Z) - x%*%out2$coef[-1] - out2$coef[1])
WRES <- out2$res
WFIT <- sqrt(Z)*log(Z) - WRES
MWRES <- sqrt(Z)*(log(Z) - x%*%out$coef[-1] - out$coef[1])
MWFIT <- sqrt(Z)*log(Z) - MWRES
par(mfrow=c(2,2))
plot(WFIT,sqrt(Z)*log(Z))
abline(0,1)
title("a) Weighted Forward Response Plot")
plot(WFIT,WRES)
title("b) Weighted Residual Plot")
plot(MWFIT,sqrt(Z)*log(Z))
abline(0,1)
title("c) WFRP Based on MLE")
plot(MWFIT,MWRES)
title("d) WRP Based on MLE")
}
lmsviews<-
{
# Trimmed views using lmsreg for 90, 80, ... 0 percent
# and crudely estimation of c beta in models
# Workstation: activate a graphics device
# with commands "X11()" or "motif()."
# Advance the view with the right mouse button and
# in R, highight "stop."
x <- as.matrix(x)
out <- cov.mcd(x)
cov <- out$cov
labs <- c("90%", "80%", "70%", "60%", "50%", "40%", "30%", "20%", "10%",
"0%")
tem <- seq(0.1, 1, 0.1)
for(i in ii:10) {
b <- lmsreg(x[rd2 <= val, ], Y[rd2 <= val])$coef
ESP <- x %*% b[-1]
plot(ESP, Y)
title(labs[i])
identify(ESP, Y)
print(b)
}
}
lrdata <- function(n = 200, type = 3)

{
# Generates data for logistic regression.
# If X|y=1 ~ N(mu_1,I) and X|Y=0 ~ N(0,I) then beta = mu_1 and alpha = -0.5 ||
mu_1||^2.
#
q <- 5
y <- 0 * 1:n
y[(n/2 + 1):n] <- y[(n/2 + 1):n] + 1
beta <- 0 * 1:q
if(type == 1) {
beta[1] <- 1
alpha <- -0.5
}
if(type == 2) {
beta <- beta + 1
alpha <- -q/2
}
if(type == 3) {
beta[1:3] <- 1
alpha <- -1.5
}
x <- matrix(rnorm(n * q), nrow = n,
ncol = q)
if(type == 1) {
x[(n/2 + 1):n, 1] <- x[(n/2 + 1
):n, 1] + 1
}
if(type == 2) {
x[(n/2 + 1):n, ] <- x[(n/2 + 1
):n, ] + 1
}
if(type == 3) {
x[(n/2 + 1):n, 1:3 ] <- x[(n/2 + 1
):n, 1:3 ] + 1
}
#X|y=0 ~ N(0, I) and X|y=1 ~ N(beta,I)
out <- glm(y ~ x[, 1] + x[, 2] + x[, 3] +
x[, 4] + x[,5], family = binomial)
list(alpha = alpha, beta = beta, lrcoef = out$coef,x=x,y=y)
}
lressp <- function(x,y,slices=10)

{
# Makes the ESSP for logistic regression.
# If X|y=1 ~ N(mu_1,I) and X|Y=0 ~ N(0,I) then beta = mu_1 and alpha = ||mu_1||^2.
#
q <- 5
out <- glm(y ~ x[, 1] + x[, 2] + x[, 3] +
x[, 4] + x[,5], family = binomial)
Y <- y
plot(ESP,Y)
abline(mean(y),0)
fit <- y
fit <- exp(ESP)/(1 + exp(ESP))
# lines(sort(ESP),sort(fit))
lines(ESP[indx],fit[indx])
fit2 <- fit
n <- length(y)
val <- as.integer(n/slices)
for(i in 1: (slices-1)){
fit2[((i-1)*val+1):(i*val)] <- mean(y[indx[((i-1)*val+1):(i*val)]])
}
fit2[((slices-1)*val+1):n] <- mean(y[indx[((slices-1)*val+1):n]])
# fit2 is already sorted in order corresponding to indx
lines(ESP[indx],fit2)
#list(fit2=fit2,n=n,slices=slices,val=val)
}
lsviews<-
{
# This function is the same as tvreg except that the untrimmed
# cases are highlighted. It compares the LS fits for 90, 80,
# ..., 0 percent trimming. Used to visualize g if y = g(beta^T x,e).
# Workstation: activate a graphics
# In R, highlight ``stop."
x <- as.matrix(x)
out <- cov.mcd(x)
cov <- out$cov
labs <- c("90%", "80%", "70%", "60%", "50%", "40%", "30%", "20%", "10%",
"0%")
tem <- seq(0.1, 1, 0.1)
for(i in ii:10) {
bhat <- lsfit(x[rd2 <= val, ], Y[rd2 <= val])$coef
ESP <- bhat[1] + x %*% bhat[-1]
plot(ESP, Y)
points(ESP[rd2 <= val], Y[rd2 <= val], pch = 15, cex = 1.4)
abline(0, 1)
title(labs[i])
identify(ESP, Y)
print(bhat)
}
}
maha<-
function(x)
{
# Generates the classical mahalanobis distances.
cov <- var(x)
return(sqrt(mahalanobis(x, center, cov)))
}
mbalata<-
function(x, y, k=6, nsamp = 7)
{
#gets the median ball fit with 7 centers, med resid crit, 7 ball sizes
x <- as.matrix(x)
n <- dim(x)[1]
q <- dim(x)[2]
# q + 1 is number of predictors including intercept
vals <- c(q + 3 + floor(n/100), q + 3 + floor(n/40), q + 3 +
floor(n/20), q + 3 + floor(n/10), q + 3 + floor(n/5), q +
3 + floor(n/3), q + 3 + floor(n/2))
covv <- diag(q)
centers <- sample(n, nsamp)
temp <- lsfit(x, y)
mbaf <- temp$coef ## get LATA criterion
res <- temp$residuals
crit <- k^2*median(res^2)
cn <- sum(res^2 <= crit)
absres <- sort(abs(res))
critf <- sum(absres[1:cn]) ##
for(i in 1:nsamp) {
md2 <- mahalanobis(x, center = x[centers[i], ], covv)
smd2 <- sort(md2)
for(j in 1:7) {
temp <- lsfit(x[md2 <= smd2[vals[j]], ], y[md2 <=
smd2[vals[j]]])
#Use OLS on rows with md2 <= cutoff = smd2[vals[j]]
res <- y - temp$coef[1] - x %*% temp$coef[-1]
## get LATA criterion
crit <- k^2*median(res^2)
cn <- sum(res^2 <= crit)
absres <- sort(abs(res))
crit <- sum(absres[1:cn]) ##
if(crit < critf) {
critf <- crit
mbaf <- temp$coef
}
}
}
list(coef = mbaf, critf = critf)
}
mbamv<-
function(x, y, nsamp = 7)
{
# This function is for simple linear regression. The
# highlighted boxes get weight 1. Click on right
# mouse button to advance plot. Only uses 50% trimming.
x <- as.matrix(x)
n <- dim(x)[1]
q <- dim(x)[2]
covv <- diag(q)
for(i in 1:nsamp) {
med <- median(md2)
plot(x, y)
points(x[md2 < med], y[md2 < med], pch = 15)
abline(lsfit(x[md2 < med],y[md2 < med]))
identify(x, y)
}
}
mbamv2<-
function(x, Y, nsamp = 7)
{
# This function is for multiple linear regression. The
# highlighted boxes get weight 1. Click on right
# mouse button to advance plot. Only uses 50% trimming.
x <- as.matrix(x)
n <- dim(x)[1]
q <- dim(x)[2]
covv <- diag(q)
for(i in 1:nsamp) {
med <- median(md2)
if(q ==1){out <- lsfit(x[md2 < med],Y[md2 < med])}
else{out <- lsfit(x[md2 < med,],Y[md2 < med])}
FIT <- out$coef[1] + x%*%out$coef[-1]
RES <- Y - FIT
par(mfrow=c(2,1))
plot(FIT,Y)
points(FIT[md2 < med], Y[md2 < med], pch = 15)
abline(0,1)
identify(FIT, Y)
plot(FIT,RES)
points(FIT[md2 < med], RES[md2 < med], pch = 15)
abline(0,0)
identify(FIT, RES)
}
}
mbareg<-
function(x, y, nsamp = 7)
{
#gets the mbareg fit with 7 centers, med resid crit, 7 ball sizes
x <- as.matrix(x)
n <- dim(x)[1]
q <- dim(x)[2] # q + 1 is number of predictors including intercept
vals <- c(q + 3 + floor(n/100), q + 3 + floor(n/40), q + 3 + floor(n/20
), q + 3 + floor(n/10), q + 3 + floor(n/5), q + 3 + floor(n/3),
q + 3 + floor(n/2))
covv <- diag(q)
temp <- lsfit(x, y)
mbaf <- temp$coef
critf <- median(temp$residuals^2)
for(i in 1:nsamp) {
smd2 <- sort(md2)
for(j in 1:7) {
temp <- lsfit(x[md2 <= smd2[vals[j]], ], y[md2 <= smd2[
vals[j]]])
#Use OLS on rows with md2 <= cutoff = smd2[vals[j]]
res <- y - temp$coef[1] - x %*% temp$coef[-1]
crit <- median(res^2)
if(crit < critf) {
critf <- crit
mbaf <- temp$coef
}
}
}
list(coef = mbaf, critf = critf)
}
med2ci<-
function(x, cc = 4, alpha = 0.05)
{
#gets ~ 50% trimmed mean se for sample median and the corresponding robust 100 (1-
alpha)% CI
#defaults are alpha = .05, cc = 5 may be better than the default
up <- 1 - alpha/2
n <- length(x)
med <- median(x)
ln <- floor(n/2) - ceiling(sqrt(n/cc))
un <- n - ln
low <- ln + 1
d <- sort(x)
if(ln > 0) {
d[1:ln] <- d[(low)]
d[(un + 1):n] <- d[un]
}
den <- ((un - ln)/n)^2
swv <- var(d)/den
rdf <- un - low
rlo <- med - rval
rhi <- med + rval
list(int = c(rlo, rhi), med = med, swv = swv)
}
medci<-
function(x, alpha = 0.05)
{
#gets Bloch and Gastwirth SE for sample median and the corresponding resistant 100
(1-alpha)% CI
n <- length(x)
up <- 1 - alpha/2
med <- median(x)
ln <- floor(n/2) - ceiling(sqrt(n/4))
un <- n - ln
d <- sort(x)
rdf <- un - ln - 1
cut <- qt(up, rdf)
sebg <- 0.5 * (d[un] - d[ln + 1])
rval <- cut * sebg
rlo <- med - rval
rhi <- med + rval
list(int = c(rlo, rhi), med = med, sebg = sebg)
}
MLRplot<-function(x, Y)
{
# Forward response plot and residual plot.
# R needs command "library(lqs)" if a robust estimator replaces lsfit.
x <- as.matrix(x)
out <- lsfit(x, Y)
cook <- ls.diag(out)$cooks
n <- dim(x)[1]
p <- dim(x)[2] + 1
tem <- cook > min(0.5, (2 * p)/n)
bhat <- out$coef
FIT <- bhat[1] + x %*% bhat[-1]
plot(FIT, Y)
abline(0, 1)
points(FIT[tem], Y[tem], pch = 15)
identify(FIT, Y)
title("Forward Response Plot")
RES <- Y - FIT
plot(FIT, RES)
points(FIT[tem], RES[tem], pch = 15)
identify(FIT, RES)
title("Residual Plot")
}
mlrplot2 <- function(x, Y)

{
# Forward response plot and residual plot for two mbareg estimators.
# R needs command "library(lqs)" if a robust estimator replaces lsfit.
x <- as.matrix(x)
out <- mbareg(x, Y)
bhat <- out$coef
FIT <- bhat[1] + x %*% bhat[-1]
plot(FIT, Y)
abline(0, 1)
identify(FIT, Y)
title("MBA Forward Response Plot")
RES <- Y - FIT
plot(FIT, RES)
identify(FIT, RES)
title("MBA Residual Plot")
#
out <- mbalata(x, Y)
bhat <- out$coef
FIT <- bhat[1] + x %*% bhat[-1]
plot(FIT, Y)
abline(0, 1)
identify(FIT, Y)
title("MBALATA Forward Response Plot")
RES <- Y - FIT
plot(FIT, RES)
identify(FIT, RES)
title("MBALATA Residual Plot")
}
mplot<-
function(x)
{
# Makes a DD plot only using the MDi, the RDi are not used.
p <- dim(x)[2]
cov <- var(x)
md <- sqrt(md2)
rd <- md
rd <- const * rd
plot(md, rd)
abline(0, 1)
identify(md, rd)
}
nav<-
function(alpha = 0.01, k = 5)
{
#and T_(A,n)(k) if errors are N(0,1)
z <- - qnorm(alpha)
den <- 1 - (2 * z * dnorm(z))/(2 * pnorm(z) - 1
)
val <- den/(1 - 2 * alpha)
ntmav <- val + (2 * alpha * z^2)/(1 - 2 * alpha
)^2
zj <- k * qnorm(0.75)
alphaj <- pnorm( - zj)
zj <- - qnorm(alphaj)
den <- 1 - (2 * zj * dnorm(zj))/(2 * pnorm(zj) -
1)
val <- den/(1 - 2 * alphaj)
natmav <- val + (2 * alphaj * zj^2)/(1 - 2 *
alphaj)^2
}
nltv<-
function(gam = 0.5)
{
# Gets asy var for lts(h) and lta(h) at standard normal
# where h/n -> gam.
k <- qnorm(0.5 + gam/2)
den <- gam - 2 * k * dnorm(k)
ltsv <- 1/den
tem <- (1 - exp( - (k^2)/2))^2
ltav <- (2 * pi * gam)/(4 * tem)
return(ltsv, ltav)
}
oddata<-
function(n = 100, q = 5, theta = 1)
{
# Generates overdispersion (negative binomial) data for loglinear regression.
#
y <- 1:n
pr <- 1/(1 + theta)
beta <- 0 * 1:q
beta[1:3] <- 1
alpha <- -2.5
x <- matrix(rnorm(n * q), nrow = n, ncol = q)
x <- 0.5 * x + 1
SP <- alpha + x %*% beta
y <- rnbinom(n, size = ceiling(exp(SP)), pr)
list(x = x, y = y)
}
pifclean<-
function(k, gam)
{
p <- floor(log(3/k)/log(1 - gam))
list(p = p)
}
piplot<-function(x, y, alpha = 0.05)

{
# Makes an FY plot with prediction limits added.
x <- as.matrix(x)
p <- dim(x)[2] + 1
n <- length(y)
up <- 1:n
low <- up
out <- lsfit(x, y)
tem <- ls.diag(out)
lev <- tem$hat
res <- out$residuals
FIT <- y - res
Y <- y
corfac <- (1 + 15/n)*sqrt(n/(n - p))
val2 <- quantile(res, c(alpha/2, 1 - alpha/2))
#get lower and upper PI limits for each case
for(i in 1:n) {
val <- sqrt(1 + lev[i])
val3 <- as.single(corfac * val2[1] * val)
val4 <- as.single(corfac * val2[2] * val)
up[i] <- FIT[i] + val4
low[i] <- FIT[i] + val3
}
zy <- c(min(low), Y, max(up))
zx <- c(min(FIT), FIT, max(FIT))
#change labels so plot labels are good
ff <- FIT
yy <- Y
Y <- zy
FIT <- zx
plot(FIT, Y, type = "n")
points(ff, yy)
abline(0, 1)
points(ff, up, pch = 17)
points(ff, low, pch = 17)
}
pisim<-function(n = 100, q = 7, nruns = 100, alpha = 0.05, eps = 0.1, shift = 9,

type
= 1)
{
# compares new and classical PIs for multiple linear regression
# if type = 1 for N(0,1) errors, 2 for t3 errors, 3 for exp(1) - 1 errors
# 4 for uniform(-1,1) errors, 5 for (1-eps) N(0,1) + eps N(0,(1+shift)^2) errors
# constant = 1 so there are p = q+1 coefficients
b <- 0 * 1:q + 1
cpicov <- 0
npicov <- 0
acpicov <- 0
opicov <- 0
val3 <- 1:nruns
val4 <- val3
val5 <- val3
pilen <- matrix(0, nrow = nruns, ncol = 4)
coef <- matrix(0, nrow = nruns, ncol = q + 1)
corfac <- (1 + 15/n) * sqrt(n/(n - q - 1))
corfac2 <- sqrt(n/(n - q - 1))
for(i in 1:nruns) {
x <- matrix(rnorm(n * q), nrow = n, ncol = q)
if(type == 1) {
y <- 1 + x %*% b + rnorm(n)
xf <- rnorm(q)
yf <- 1 + xf %*% b + rnorm(1)
}
if(type == 2) {
y <- 1 + x %*% b + rt(n, df = 3)
xf <- rnorm(q)
yf <- 1 + xf %*% b + rt(1, df = 3)
}
if(type == 3) {
y <- 1 + x %*% b + rexp(n) - 1
xf <- rnorm(q)
yf <- 1 + xf %*% b + rexp(1) - 1
}
if(type == 4) {
y <- 1 + x %*% b + runif(n, min = -1, max = 1)
xf <- rnorm(q)
yf <- 1 + xf %*% b + runif(1, min = -1, max = 1)
}
if(type == 5) {
err <- rnorm(n, sd = 1 + rbinom(n, 1, eps) * shift)
y <- 1 + x %*% b + err
xf <- rnorm(q)
yf <- 1 + xf %*% b + rnorm(1, sd = 1 + rbinom(1, 1, eps
) * shift)
}
out <- lsfit(x, y)
fres <- out$resid
coef[i, ] <- out$coef
yfhat <- out$coef[1] + xf %*% out$coef[-1]
w <- cbind(1, x)
xtxinv <- solve(t(w) %*% w)
xf <- c(1, xf)
hf <- xf %*% xtxinv
hf <- hf %*% xf
val <- sqrt(1 + hf) #get classical PI
mse <- sum(fres^2)/(n - q - 1)
val2 <- qt(1 - alpha/2, n - q - 1) * sqrt(mse) * val
up <- yfhat + val2
low <- yfhat - val2
pilen[i, 1] <- up - low
if(low < yf && up > yf) cpicov <- cpicov + 1
#get semiparametric PI
val2 <- quantile(fres, c(alpha/2, 1 - alpha/2))
val3[i] <- as.single(corfac * val2[1] * val)
val4[i] <- as.single(corfac * val2[2] * val)
up <- yfhat + val4[i]
low <- yfhat + val3[i]
if(low < yf && up > yf) npicov <- npicov + 1
# asymptotically conservative PI
val6 <- corfac2 * max(abs(val2))
val5[i] <- val6 * val
up <- yfhat + val5[i]
low <- yfhat - val5[i]
if(low < yf && up > yf) acpicov <- acpicov + 1
# asymptotically optimal PI
sres <- sort(fres)
cc <- ceiling(n * (1 - alpha))
rup <- sres[cc]
rlow <- sres[1]
olen <- rup - rlow
if(cc < n) {
for(j in (cc + 1):n) {
zlen <- sres[j] - sres[j - cc + 1]
if(zlen < olen) {
olen <- zlen
rup <- sres[j]
rlow <- sres[j - cc + 1]
}
}
}
up <- yfhat + corfac * val * rup
low <- yfhat + corfac * val * rlow
if(low < yf && up > yf)
opicov <- opicov + 1
}
pimnlen <- apply(pilen, 2, mean)
mnbhat <- apply(coef, 2, mean)
lcut <- mean(val3)
hcut <- mean(val4)
accut <- mean(val5)
cpicov <- cpicov/nruns
npicov <- npicov/nruns
acpicov <- acpicov/nruns
opicov <- opicov/nruns
list(mnbhat = mnbhat, pimenlen = pimnlen, cpicov = cpicov, npicov =
npicov, acpicov = acpicov, opicov = opicov, lcut = lcut, hcut
= hcut, accut = accut)
}
ratmn<-
function(x, k1 = 6, k2 = 6)
{
#robust 2 stage asymmetically trimmed mean
med <- median(x)
LM <- sum(x < (med - k1 * madd))
nmUM <- sum(x > (med + k2 * madd))
n <- length(x)
# ll (hh) is the percentage to be trimmed to the left (right)
ll <- ceiling((100 * LM)/n)
hh <- ceiling((100 * (nmUM))/n)
tem <- sort(x)
ln <- floor((ll * n)/100)
un <- floor((n * (100 - hh))/100)
low <- ln + 1
val1 <- tem[low]
val2 <- tem[un]
rtmn <- mean(x[(x >= val1) & (x <= val2)])
trmn
}
rmaha<-
function(x)
{
# Produces robust Mahalanobis distances (scaled for normal data).
p <- dim(x)[2]
out <- cov.mcd(x)
cov <- out$cov
rd <- mahalanobis(x, center, cov)
return(const * sqrt(rd))
}
robci <- function(x, alpha = 0.05, trmp = 0.25, ka = 6, ks = 3.5

)
{
#Gets several robust 100 (1-alpha)% CI's for data x.
n <- length(x)
up <- 1 - alpha/2
med <- median(x)
d <- sort(x)
dtem <- d ## get the CI for T_A,
LM <- sum(x < (med - ka * madd))
nmUM <- sum(x > (med + ka * madd))
# ll (hh) is the percentage to be trimmed to the left (right)
hh <- ceiling((100 * (nmUM))/n)
ln <- floor((ll * n)/100)
un <- floor((n * (100 - hh))/100)
low <- ln + 1
val1 <- dtem[low]
val2 <- dtem[un]
tstmn <- mean(x[(x >= val1) & (x <= val2)])
#have obtained the two stage asymmetrically trimmed mean
if(ln > 0) {
d[1:ln] <- d[low]
}
if(un < n) {
d[(un + 1):n] <- d[un]
}
den <- ((un - ln)/n)^2
swv <- var(d)/den
rdf <- un - low
talo <- tstmn - rval
tahi <- tstmn + rval
##got low and high endpoints of robust T_A,n CI
##get robust T_S,n CI
d <- dtem
low <- ceiling((100 * lo)/n)
high <- ceiling((100 * hi)/n)
tp <- min(max(low, high)/100, 0.5)
#have obtained the two stage symetrically trimmed mean
ln <- floor(n * tp)
un <- n - ln
if(ln > 0) {
d[1:ln] <- d[(ln + 1)]
}
if(un < n) {
d[(un + 1):n] <- d[un]
}
den <- ((un - ln)/n)^2
swv <- var(d)/den
rdf <- un - ln - 1
##got low and high endpoints of robust T_S,n CI
##get median CI that uses a scaled Winsorized variance
d <- dtem
lnbg <- floor(n/2) - ceiling(sqrt(n/4))
unbg <- n - lnbg
lowbg <- lnbg + 1
if(lnbg > 0) {
d[1:lnbg] <- d[(lowbg)]
}
if(unbg < n) {
d[(unbg + 1):n] <- d[unbg]
}
den <- ((unbg - lnbg)/n)^2
swv <- var(d)/den
rdf <- unbg - lnbg - 1
cut <- qt(up, rdf)
rval <- cut * sqrt(swv/n)
rlo <- med - rval
rhi <- med + rval
##got median CI that uses a scaled Winsorized variance
##get BG CI
se2 <- 0.5 * (d[unbg] - d[lowbg])
rval <- cut * se2
rlo2 <- med - rval
rhi2 <- med + rval
#got low and high endpoints of BG CI
## get classical CI
mn <- mean(x)
v <- var(x)
se <- sqrt(v/n)
val <- qt(up, n - 1) * se
lo <- mn - val
hi <- mn + val ##got classical CI endpoints
## get trimmed mean CI
d <- dtem
ln <- floor(n * trmp)
un <- n - ln
trmn <- mean(x, trim = trmp)
if(ln > 0) {
d[1:ln] <- d[(ln + 1)]
}
if(un < n) {
d[(un + 1):n] <- d[un]
}
den <- ((un - ln)/n)^2
swv <- var(d)/den
rdf <- un - ln - 1
trlo <- trmn - rval
trhi <- trmn + rval
##got trimmed mean CI endpoints
list(tint = c(lo, hi), taint = c(talo, tahi),
tsint = c(tslo, tshi), bgint = c(rlo2,
rhi2), mint = c(rlo, rhi), trint = c(
trlo, trhi))
}
rrplot<-
{
# Makes an RR plot. Needs the mbareg function.
n <- length(y)
lsres <- lsfit(x, y)$residuals
print("got OLS")
l1res <- l1fit(x, y)$residuals
print("got L1")
almsres <- lmsreg(x, y)$resid
print("got ALMS")
altsres <- ltsreg(x, y)$residuals
print("got ALTS")
out <- mba$coef
MBARES <- y - mbacoef[1] - x %*% mbacoef[-1]
print("got MBA")
rmat[, 1] <- lsres
rmat[, 2] <- l1res
rmat[, 3] <- almsres
rmat[, 4] <- altsres
rmat[, 5] <- MBARES
pairs(rmat, labels = c("OLS residuals",
"L1 residuals", "ALMS residuals",
"ALTS residuals", "MBA residuals"))
}
rrplot2<-
{
# Makes an RR plot. Needs the mbareg function.
n <- length(y)
lsres <- lsfit(x, y)$residuals
print("got OLS")
almsres <- lmsreg(x, y)$resid
print("got ALMS")
altsres <- ltsreg(x, y)$residuals
print("got ALTS")
out <- mba$coef
MBARES <- y - mbacoef[1] - x %*% mbacoef[-1]
print("got MBA")
rmat[, 1] <- lsres
rmat[, 2] <- almsres
rmat[, 3] <- altsres
rmat[, 4] <- MBARES
pairs(rmat, labels = c("OLS residuals",
"ALMS residuals",
"ALTS residuals", "MBA residuals"))
}
rstmn<-
function(x, k1 = 5, k2=5)
{
#robust symmetically trimmed 2 stage mean
#truncates too many cases when the contamination is asymmetric
med <- median(x)
LM <- sum(x < (med - k1 * madd))
nmUM <- sum(x > (med + k2 * madd))
n <- length(x) #ll (hh) is the percentage trimmed to the left (right)
# tp is the trimming proportion
hh <- ceiling((100 * nmUM)/n)
tp <- min(max(ll, hh)/100, 0.5)
mean(x, trim = tp)
}
sir<-
function(x, y, h)
{
# Obtained from STATLIB. Contributed by Thomas Koetter.
# Calculates the effective dimension-reduction (e.d.r.)
# directions by Sliced Inverse Regression (K.C. Li 1991, JASA 86, 316-327)
#
# Input: x n x p matrix, explanatory variable
# y n x 1 vector, dependent variable
# h scalar: if h >= 2 number of slices
# if h <= -2 number of elements within a slice
# 0 < h < 1 width of a slice: h = slicewidth /
# range
#
# Output: list(edr, evalues)
# edr p x p matrix, estimates for the e.d.r. directions
# evalues p x 1 vector, the eigenvalues to the directions
#
# written by Thomas Koetter (thomas@wiwi.hu-berlin.de) 1995
# last modification: 7/18/95
# based on the implementation in XploRe
# a full description of the XploRe program can be found in (chapter 11)
# 'XploRe: An interactive statistical computing environment',
# W. Haerdle, S. Klinke, B.A. Turlach, Springer, 1995
#
# This software can be freely used for non-commercial purposes and freely
# distributed.
#+-----------------------------------------------------------------------------+
#| Thomas Koetter |
#| Institut fuer Statistik und Oekonometrie |
#| Fakultaet Wirtschaftswissenschaften |
#| Humboldt-Universitaet zu Berlin, 10178 Berlin, GERMANY |
#+-----------------------------------------------------------------------------+
#| Tel. voice: +49 30 2468-321 |
#| Tel. FAX: +49 30 2468-249 |
#| E-mail: thomas@wiwi.hu-berlin.de |
#+-----------------------------------------------------------------------------+
n <- nrow(x)
ndim <- ncol(x)
if(n != length(c(y))) {
stop("length of y doesn't match to number of rows of x !!")
}
if( - h > n) {
stop("Number of elements within slices can't exceed number of data !!"
)
}
# stanardize the x variable to z (mean 0 and cov I)
xb <- apply(x, 2, mean)
si2 <- solve(chol(var(x)))
xt <- (x - matrix(xb, nrow(x), ncol(x), byrow = T)) %*% si2
# sort the data regarding y. x values are now packed into slices
ord1 <- order(y)
data <- cbind(y[ord1], xt[ord1, ]) # determine slicing strategy
if(h <= -2) {
# abs(h) is number of elements per slice
h <- abs(h)
ns <- floor(n/h)
condit <- 1:n
choice <- (1:ns) * h
# if there are observations left, add them to the first and last slice
if(h * ns != n) {
hk <- floor((n - h * ns)/2)
choice <- choice + hk
choice[ns] <- n # to aviod numerical problems
}
}
else if(h >= 2) {
# h is number of slices
ns <- h
slwidth <- (data[n, 1] - data[1, 1])/ns
slend <- seq(data[1, 1] + slwidth, length = ns, by = slwidth)
slend[ns] <- data[n, 1]
condit <- c(data[, 1])
choice <- slend
}
else if((0 < h) && (h < 1)) {
# h is widht of a slice divides by the range of y
ns <- floor(1/h)
slwidth <- (data[n, 1] - data[1, 1]) * h
slend <- seq(data[1, 1] + slwidth, length = ns, by = slwidth)
slend[ns] <- data[n, 1] # to aviod numerical problems
condit <- c(data[, 1])
choice <- slend
}
else stop("values of third parameter not valid")
v <- matrix(0, ndim, ndim) # estimate for Cov(E[z|y])
ind <- rep(TRUE, n) # index for already sliced elements
ndim <- ndim + 1
j <- 1 # loop counter
while(j <= ns) {
sborder <- (condit <= choice[j]) & ind # index of slice j
if(any(sborder)) {
# are there elements in slice j ?
ind <- ind - sborder
xslice <- data[sborder, 2:ndim]
if(sum(sborder) == 1) {
# xslice is a vector !
xmean <- xslice
v <- v + outer(xmean, xmean, "*")
}
else {
xmean <- apply(xslice, 2, mean)
v <- v + outer(xmean, xmean, "*") * nrow(xslice
)
}
}
j <- j + 1
}
if(any(ind)) {
print("Error: elements unused !!")
print(ind)
}
v <- (v + t(v))/(2 * n) # to prevent numerical errors (v is symmetric)
eig <- eigen(v)
b <- si2 %*% eig$vectors # estimates for e.d.r. directions
data <- sqrt(apply(b * b, 2, sum))
b <- t(b)/data
return(list(edr = t(b), evalues = eig$values))
}
sirviews<-
{
# Uses the function "sir" from STATLIB.
# and crude estimation of c beta in models
# beta is obtained from SIR.
x <- as.matrix(x)
q <- dim(x)[2]
out <- cov.mcd(x) # or use out <- cov.mve(x)
cov <- out$cov
labs <- c("90%", "80%", "70%", "60%", "50%", "40%", "30%", "20%", "10%",
"0%")
tem <- seq(0.1, 1, 0.1)
h <- q + 7
for(i in ii:10) {
b <- sir(x[rd2 <= val, ], Y[rd2 <= val], h)$edr[, 1]
ESP <- x %*% b
plot(ESP, Y)
title(labs[i])
identify(ESP, Y)
print(b)
}
}
stmci<-
function(x, alpha = 0.05, ks = 3.5)
{
#gets se for sample median and the corresponding robust 100 (1-alpha)% CI
n <- length(x)
up <- 1 - alpha/2
med <- median(x)
low <- ceiling((100 * lo)/n)
high <- ceiling((100 * hi)/n)
tp <- min(max(low, high)/100, 0.5)
#have obtained the two stage symetrically trimmed mean
ln <- floor(n * tp)
un <- n - ln
d <- sort(x)
if(ln > 0) {
d[1:ln] <- d[(ln + 1)]
d[(un + 1):n] <- d[un]
}
den <- ((un - ln)/n)^2
swv <- var(d)/den
rdf <- un - ln - 1
list(int = c(tslo, tshi), tp = tp)
}
symviews<-
function(x, Y)
{
# Makes trimmed views for 90, 80, ..., 0
# percent trimming and sometimes works even if m
# is symmetric about E(x^t beta) where
# y = m(x^T beta ) + e.
# For work stations, activate a graphics
# For R, use "library(lqs)."
# Use the rightmost mouse button to advance
# the view. In R, highlight ``stop."
x <- as.matrix(x)
tem <- seq(0.1, 1, 0.1)
bols <- lsfit(x, Y)$coef
fit <- x %*% bols[-1]
temx <- x[fit > median(fit), ]
temy <- Y[fit > median(fit)]
out <- cov.mcd(temx) # or use out <- cov.mve(temx)
cov <- out$cov
rd2 <- mahalanobis(temx, center, cov)
for(i in 1:10) {
bhat <- lsfit(temx[rd2 <= val, ], temy[rd2 <= val])$coef
ESP <- x %*% bhat[-1]
plot(ESP, Y)
identify(ESP, Y)
print(bhat)
}
}
tmci<-
function(x, alpha = 0.05, tp = 0.25)
{
#gets se for the tp trimmed mean and the corresponding robust 100 (1-alpha)% CI
n <- length(x)
up <- 1 - alpha/2
tmn <- mean(x, trim = tp)
ln <- floor(n * tp)
un <- n - ln
d <- sort(x)
if(ln > 0) {
d[1:ln] <- d[(ln + 1)]
d[(un + 1):n] <- d[un]
}
den <- ((un - ln)/n)^2
swv <- var(d)/den
rdf <- un - ln - 1
tmlo <- tmn - rval
tmhi <- tmn + rval
list(int = c(tmlo, tmhi), tp = tp)
}
Tplt<-
function(x, y)
{
# For Unix, use X11() to turn on the graphics device before using this function.
# This function plots y^L vs OLS fit. If plot is linear for L, use y^L instead of
y.
# This is a graphical method for a response transform.
olsfit <- y - lsfit(x, y)$resid
lam <- c(-1, -2/3, -1/2, -1/3, -1/4, 0, 1/4, 1/
3, 1/2, 2/3, 1)
xl <- c("Y**(-1)", "Y**(-2/3)", "Y**(-0.5)",
"Y**(-1/3)", "Y**(-1/4)", "LOG(Y)",
"Y**(1/4)", "Y**(1/3)", "Y**(1/2)",
"Y**(2/3)", "Y")
for(i in 1:length(lam)) {
if(lam[i] == 0)
ytem <- log(y)
else if(lam[i] == 1)
ytem <- y
else ytem <- (y^lam[i] - 1)/lam[i]
plot(olsfit, ytem, xlab = "YHAT", ylab
= xl[i])
abline(lsfit(olsfit, ytem)$coef)
identify(olsfit, ytem)
}
}
trviews<-
{
# trimming. Increase ii if 90% trimming is too harsh.
# Allows visualization of m and crudely estimation of
# c beta in models of the form y = m(x^T beta) + e.
x <- as.matrix(x)
out <- cov.mcd(x)
cov <- out$cov
labs <- c("90%", "80%", "70%", "60%", "50%", "40%", "30%",
"20%","10%","0%")
tem <- seq(0.1, 1, 0.1)
for(i in ii:10) {
b <- lsfit(x[rd2 <= val, ], Y[rd2 <= val])$coef
ESP <- x %*% b[-1]
plot(ESP, Y)
title(labs[i])
identify(ESP, Y)
print(b)
}
}
tvreg<-
{
# Trimmed views (TV) regression for 90, 80, ..., 0 percent
# trimming. Increase ii if 90% trimming is too harsh.
x <- as.matrix(x)
out <- cov.mcd(x)
cov <- out$cov
labs <- c("90%", "80%", "70%", "60%", "50%",
"40%", "30%", "20%", "10%", "0%")
tem <- seq(0.1, 1, 0.1)
for(i in ii:10) {
b <- lsfit(x[rd2 <= val, ], Y[rd2 <=
val])$coef
FIT <- x %*% b[-1] + b[1]
plot(FIT, Y)
abline(0, 1)
title(labs[i])
identify(FIT, Y)
print(b)
}
}
tvreg2<-
function(X, Y, M = 0)
{
# Trimmed views regression for M percent trimming.
X <- as.matrix(X)
out <- cov.mcd(X)
cov <- out$cov
rd2 <- mahalanobis(X, center, cov)
tem <- (100 - M)/100
val <- quantile(rd2, tem)
b <- lsfit(X[rd2 <= val, ], Y[rd2 <= val])$coef
FIT <- X %*% b[-1] + b[1]
plot(FIT, Y)
abline(0, 1)
identify(FIT, Y)
list(coef = b)
}
wddplot<-
function(x)
{# Shows the southwest corner of the DD plot.
n <- dim(x)[1]
wt <- 0 * (1:n)
p <- dim(x)[2]
cov <- var(x)
out <- cov.mcd(x)
cov <- out$cov
md <- sqrt(md2)
rd <- sqrt(rd2)
rd <- const * rd
wt[rd < sqrt(qchisq(0.975, p))] <- 1
MD <- md[wt > 0]
RD <- rd[wt > 0]
plot(MD, RD)
}
skipcov<-function(m,cop=6,MM=FALSE,op=1,mgv.op=0,outpro.cop=3,STAND=TRUE){
#
#
# Compute skipped covariance matrix
#
# op=1:
#
# cop=2 MCD,
# cop=5 uses TBS
#
# For each point
#
#
#
#
# mgv.op=0, mgv uses all pairwise distances to determine center of the data
# mgv.op=1 uses MVE
# mgv.op=2 uses MCD
#
temp<-NA
m<-elimna(m)
m<-as.matrix(m)
if(op==2)temp<-outmgv(m,plotit=FALSE,op=mgv.op)$keep
if(op==1)temp<-outpro(m,plotit=FALSE,MM=MM,cop=outpro.cop,STAND=STAND,pr=FALSE)
$keep
val<-var(m[temp,])
val
}
hc4wtest<-function(x,y,nboot=500,SEED=TRUE,RAD=TRUE,xout=FALSE,outfun=outpro,...){
#
# Test the hypothesis that all OLS slopes are zero
# using HC4 wild bootstrap using wald test.
#
# This function calls the functions
# olshc4 and
# lstest4
#
if(SEED)set.seed(2)
x<-as.matrix(x)
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
x<-m[,1:p]
y<-m[,pp]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
temp<-lsfit(x,y)
Rsq=ols(x,y)$R.squared
yhat<-mean(y)
res<-y-yhat
s<-olshc4(x, y)$cov[-1, -1]
si<-solve(s)
b<-temp$coef[2:pp]
wtest<-t(b)%*%si%*%b
if(!RAD){
}
rvalb<-apply(data,1,lstest4,yhat,res,x)
sum<-sum(rvalb>= wtest[1,1])
p.val<-sum/nboot
list(p.value=p.val,R.squared=Rsq)
}
lscale<-function(x,m,q)
{
#
# Compute the L-scale as used by Marrona
# Technometrics, 2005, 47, 264-273
#
# so it is assumed that values in x have been centered
# (a measure of location has been subtracted from each value)
# and the results squared.
#
# q is defined in Marrona. For principal components, want to reduce
# to p dimensional data, q=ncol(x)-p
#
hval<-floor((length(x)+m-q+2)/2)
flag<-(x<0)
if(sum(flag)>0)stop("For lscale, all values must be nonnegative")
x<-sort(x)
val<-sum(x[1:hval])
val
}
ortho<-function(x){
# Orthnormalize x
#
y<-qr(x)
y<-qr.Q(y)
y
}
Mpca<-function(x,N1=3,N2=2,tol=.001,N2p=10,Nran=50,
Nkeep=10,SEED=TRUE,op.pro=.1,SCORES=FALSE,pval=NULL){
#
# Robust PCA using Marrona's method (2005, Technometrics)
#
# x is an N by m matrix containing data
# N1, N2, N2p, Nran and Nkeep indicate how many
# iterations are used in the various portions of the
# Marrona robust PCA; see Marrona's paper.
#
# op.pro is the maximum proportion of unexplained
# variance that is desired. If pval is not specified, will
# add variables until this proportion is less than op.pro.
#
# pval, if specified, will use p=pval of the m variables only and report
# the proportion of unexplained variance.
# The weighted covariance matrix is returned as well.
#
# SCORES=T, scores are reported and return based on the number of
# variables indicated by pval. pval must be specified.
#
# pval not specified, computes proportion of unexplained variance
# using p=1, 2 ... variables; results returned in
#
scores<-NULL
wt.cov<-NULL
x<-elimna(x)
if(SEED)set.seed(2)
m<-ncol(x)
n<-nrow(x)
bot<-marpca(x,p=0,N1=N1,N2=N2,tol=tol,N2p=N2p,Nran=Nran,Nkeep=Nkeep,SEED=SEED)
bot<-bot$var.op
mn1<-m-1
rat<-1
it<-0
ratval<-NULL
if(is.null(pval)){
ratval<-matrix(nrow=mn1,ncol=2)
dimnames(ratval)<-list(NULL,c("p","pro.unex.var"))
ratval[,1]<-c(1:mn1)
for(it in 1:mn1){
if(rat>op.pro){
temp<-marpca(x,p=it,N1=N1,N2=N2,tol=tol,N2p=N2p,Nran=Nran,Nkeep=Nkeep,
SEED=SEED)
rat<-temp$var.op/bot
ratval[it,2]<-rat
}}}
if(!is.null(pval)){
if(pval>=m)stop("This method assumes pval<ncol(x)")
temp<-marpca(x,p=pval,N1=N1,N2=N2,tol=tol,N2p=N2p,Nran=Nran,Nkeep=Nkeep,
SEED=SEED)
wt.cov<-temp$wt.cov
ratval<-temp$var.op/bot
}
if(SCORES){
if(is.null(pval))stop("When computing scores, need to specify pval")
temp2<-marpca(x,ncol(x))
ev<-eigen(temp2$wt.cov)
ord.val<-order(ev$values)
mn1<-m-pval+1
Bp<-ev$vectors[,ord.val[mn1:m]] #m by m
xmmu<-x
for(j in 1:m)xmmu[,j]<-x[,j]-temp2$wt.mu[j]
scores<-matrix(ncol=pval,nrow=n)
for(i in 1:n)scores[i,]<-t(Bp)%*%as.matrix(xmmu[i,])
}
list(B=temp$B,a=temp$a,var.op=temp$var.op,unexplained.pro.var=ratval,
scores=scores,wt.cov=wt.cov)
}
mgvcov<-function(m,op=1,cov.fun=rmba,plotit=FALSE){
#
#
# Compute skipped covariance matrix
# using the MGV method
#
# Eliminate any outliers and compute covariance matrix
# op=0, mgv uses all pairwise distances to determine center of the data
# op=1 uses the function indicated by the argument
# cov.fun to determine center of the data cloud.
# default is Olive's median ball
#
#
temp<-NA
m<-elimna(m)
temp<-outmgv(m,plotit=plotit,op=op,cov.fun=cov.fun)$keep
val<-var(m[temp,])
val
}
spca<-function(x,var.fun=pbvar,SCORES=FALSE,pval=1){
#
# Spherical PCA (Locantore et al., 1999, Test, 8, 1-28)
# cf. Marrona, 2005, Technometrics
#
scores<-NULL
mvec<-spat(x)
n<-nrow(x)
m<-ncol(x)
y<-matrix(ncol=m,nrow=n)
xdif<-matrix(ncol=m,nrow=n)
for(i in 1:n){
y[i,]<-x[i,]-mvec
xdif[i,]<-y[i,]
y[i,]<-y[i,]/sqrt(sum(y[i,]^2))
}
e.val<-eigen(var(y))
b<-e.val$vectors
lam<-NA
val<-NA
for(i in 1:n)val[i]<-sum(b[,j]*x[i,])
lam[j]<-var.fun(val)
}
if(SCORES){
ord.val<-order(lam)
mn1<-m-pval+1
Bp<-e.val$vectors[,ord.val[mn1:m]] #m by m
scores<-matrix(ncol=pval,nrow=n)
for(i in 1:n)scores[i,]<-t(as.matrix(Bp))%*%as.matrix(xdif[i,])
}
list(eigen.val=lam,B=b,spat.mu=mvec,scores=scores)
}
sqmad<-function(x){
val<-mad(x)^2
val
}
mscale<-function(x,del){
#
# Compute the M-scale as used by Marrona
# Technometrics, 2005, 47, 264-273
#
# so it is assumed that values in x have been centered
# (a measure of location has been subtracted from each value)
# and the results squared.
#
# del is asdefined in Marrona. For principal components, want to reduce
# to p dimensional data, q=ncol(x)-p, and del is a function of n and q
#
START<-mad(x)
val<-nelderv2(x,1,mscale.sub,START=START,del=del)
val
}
mscale.sub<-function(x,theta,del){
chival<-x/theta[1]
ones<-rep(1,length(x))
vals<-1-(1-chival)^3
chival<-apply(cbind(ones,vals),1,FUN="min")
val<-abs(mean(chival)-del)
val
}
rmba<-function(x, csteps = 5,na.rm=TRUE,plotit=FALSE)

{
# computes the reweighted MBA estimator
# Code supplied by David Olive
#
# x is assumed to be a matrix
#
# plotit=FALSE is used to avoid problems when this function is called
# by other function in WRS
#
x=as.matrix(x)
p <- dim(x)[2]
n <- dim(x)[1] ##get the DGK estimator
covs <- var(x)
mns <- apply(as.matrix(x[md2 <= medd2, ]), 2, mean)
}
covb <- covs
critb <- prod(diag(chol(covb))) ##get the resistant estimator
covv <- diag(p)
# mns <- apply(as.matrix(x[md2 <= medd2, ]), 2, mean)
}
if(crit < critb) {
critb <- crit
covb <- covs
mnb <- mns
}
##reweight the above MBA estimator (mnb,covb) for efficiency
up <- qchisq(0.975, p)
rmnb <- apply(as.matrix(x[rd2 <= up, ]), 2, mean)
rcovb <- var(x[rd2 <= up, ])
rd2 <- mahalanobis(x, rmnb, rcovb)
rcovb <- const * rcovb ## reweight again
up <- qchisq(0.975, p)
rmnb <- apply(as.matrix(x[rd2 <= up, ]), 2, mean)
rcovb <- var(x[rd2 <= up, ])
rcovb <- const * rcovb
cor.b=NULL
temp=outer(sqrt(diag(rcovb)),sqrt(diag(rcovb)),'*')
if(min(diag(rcovb)>0))cor.b=rcovb/temp
list(center = rmnb, cov = rcovb, cor=cor.b)
}
tbscov <- function(x,eps=1e-3,maxiter=20,r=.45,alpha=.05){
# Rocke's contrained s-estimator
# returns covariance matrix only. For both locatiion and scatter, use tbs
#
# r=.45 is the breakdown point
# alpha=.05 is the asymptotic rejection probability.
#
if(!is.matrix(x))stop("x should be a matrix with two or more columns")
x<-elimna(x)
library(MASS)
temp<-cov.mve(x)
t1<-temp$center
s<-temp$cov
n <- nrow(x)
p <- ncol(x)
if(p==1)stop("x should be a matrix with two or more columns")
c1M<-cgen.bt(n,p,r,alpha,asymp=FALSE)
c1<-c1M$c1
if(c1==0)c1<-.001 #Otherwise get division by zero
M<-c1M$M
b0 <- erho.bt(p,c1,M)
crit <- 100
iter <- 1
w1d <- rep(1,n)
w2d <- w1d
while ((crit > eps)&(iter <= maxiter))
{
t.old <- t1
s.old <- s
wt.old <- w1d
v.old <- w2d
d2 <- mahalanobis(x,center=t1,cov=s)
d <- sqrt(d2)
k <- ksolve.bt(d,p,c1,M,b0)
d <- d/k
w1d <- wt.bt(d,c1,M)
w2d <- v.bt(d,c1,M)
t1 <- (w1d %*% x)/sum(w1d)
s <- s*0
for (i in 1:n)
{
xc <- as.vector(x[i,]-t1)
s <- s + as.numeric(w1d[i])*(xc %o% xc)
}
s <- p*s/sum(w2d)
mnorm <- sqrt(as.vector(t.old) %*% as.vector(t.old))
snorm <- eigen(s.old)$values[1]
crit1 <- max(abs(t1 - t.old))
# crit <- max(crit1,crit2)
crit <- max(abs(w1d-wt.old))/max(w1d)
iter <- iter+1
}
# mnorm <- sqrt(as.vector(t1) %*% as.vector(t1))
# snorm <- eigen(s)$values[1]
# return(list(t1=t1,s=s))
s
}
+(M^2/2+c1*(5*c1+16*M)/30)*chi.int2(p,0,M+c1)
+(M^2/2-M^2*(M^4-5*M^2*c1^2+15*c1^4)/(30*c1^4))*(
#
#
{
c1 <- 0
}
else
{
M <- sqrt(p)
c1 <- c1.plus.M - M
iter <- 1
crit <- 100
eps <- 1e-5
{
deps <- 1e-4
M.old <- M
c1.old <- c1
fc <- er - r*(M^2/2+c1*(5*c1+16*M)/30)
fcp <- fcM - fcc1 - r*(M-(5*c1+16*M)/30+c1*9/30)
M <- M - fc/fcp
c1 <- c1.plus.M - M
crit <- abs(fc)
iter <- iter+1
}
}
}

c1 <- 2*p
iter <- 1
crit <- 100
eps <- 1e-5
{
c1.old <- c1
c1 <- c1 - fc/fcp
if (c1 < 0) c1 <- c1.old/2
crit <- abs(fc)
iter <- iter+1
}
}
k <- 1
iter <- 1
crit <- 100
eps <- 1e-5
{
k.old <- k
k <- k - fk/fkp
if (k > k.old*1.5) k <- k.old*1.5
crit <- abs(fk)
iter <- iter+1
}
return(k)
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
+ivec2*(M^2/2+c1*(5*c1+16*M)/30)
+(1/2+M^4/(2*c1^4)-M^2/c1^2)*x^2
+(4*M/(3*c1^2)-4*M^3/(3*c1^4))*x^3
+(3*M^2/(2*c1^4)-1/(2*c1^2))*x^4
-4*M*x^5/(5*c1^4)+x^6/(6*c1^4)))
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
}
{
x1 <- (x-M)/c1
ivec1 <- (x1 < 0)
ivec2 <- (x1 > 1)
}
gvarg<-function(m,var.fun=cov.mba,...){
#
# Compute the generalized variance of a matrix m
# It is assumed that var.fun returns a covariance matrix only
#
# (Some functions return a covariance matrix in list mode: $cov
# These functions do not work here.)
#
# other possible choices for var.fun:
# skipcov
# tbscov
# covout
# covogk
# mgvcov
# mvecov
# mcdcov
#
m<-elimna(m)
m<-as.matrix(m)
temp<-var.fun(m,...)
gvar<-prod(eigen(temp)$values)
gvar
}
marpca<-function(x,p=ncol(x)-1,N1=3,N2=2,tol=.001,N2p=10,Nran=50,
Nkeep=10,SEED=TRUE,LSCALE=TRUE,SCORES=FALSE){
#
# Marrona (2005, Technometrics, 47, 264-273) robust PCA
#
# x is an n by m matrix, p<m
#
# Given p, find a p-dim manifold that minimizes orthogonal distances
# Eq for manifold is Bx=a; this function returns B and a plus
#
# var.op = optimal proportion of unexplained variance, given p
#
x<-elimna(x)
Cmat<-NULL
if(Nkeep>Nran)stop("Must have Nkeep<=Nran")
if(SEED)set.seed(2)
n<-nrow(x)
m<-ncol(x)
q<-m-p
if(q<0)stop("p should have value between 0 and ncol(x)")
if(q>0){
bkeep<-array(dim=c(q,m,Nran))
akeep<-matrix(nrow=Nran,ncol=q)
sig.val<-NA
for(it in 1:Nran){
temp<-marpca.sub(x,p,N1=N1,N2=N2,tol=tol,LSCALE=LSCALE)
bkeep[,,it]<-temp$B
akeep[it,]<-temp$a
sig.val[it]<-temp$var.op
}
ord<-order(sig.val)
bkeep2<-array(dim=c(q,m,Nkeep))
cmatkeep<-array(dim=c(m,m,Nkeep))
akeep2<-matrix(nrow=Nkeep,ncol=q)
sig.val2<-NA
for(it in 1:Nkeep){
temp<-marpca.sub(x,p,N1=0,N2=N2p,tol=tol,B=bkeep[,,ord[it]],a=akeep[ord[it],],
LSCALE=LSCALE)
bkeep2[,,it]<-temp$B
akeep2[it,]<-temp$a
sig.val2[it]<-temp$var.op
cmatkeep[,,it]<-temp$wt.cov
}
ord<-order(sig.val2)
B<-bkeep2[,,ord[1]]
a<-akeep2[ord[1],]
var.op<-sig.val2[ord[1]]
Cmat<-cmatkeep[,,ord[1]]
}
wt.mu<-NULL
if(q==0){
output<-marpca.sub(x,0,LSCALE=LSCALE)
B<-output$B
a<-output$a
var.op<-output$var.op
wt.mu<-output$mu
Cmat<-output$wt.cov
}
scores<-NULL
if(SCORES){
ev<-eigen(Cmat)
ord.val<-order(ev$values)
mn1<-m-p+1
wt.mu<-marpca.sub(x,p=p)$mu
Bp<-ev$vectors[,ord.val[mn1:m]] #m by m
xmmu<-x
for(j in 1:m)xmmu[,j]<-x[,j]-wt.mu[j]
scores<-matrix(ncol=p,nrow=n)
for(i in 1:n)scores[i,]<-t(Bp)%*%as.matrix(xmmu[i,])
}
list(B=B,a=a,var.op=var.op,wt.cov=Cmat,wt.mu=wt.mu,scores=scores)
}
marpca.sub<-function(x,p=ncol(x)-1,N1=3,N2=2,tol=.001,B=NULL,a=NULL,
LSCALE=TRUE){
#
# Marrona (2005, Technometrics, 47, 264-273) robust PCA
#
# Note: setting
# p=0 causes B to be the identity matrix, which is used in the case
# p=ncol(x) to estimate proportion of unexplained variance.
#
wt.cov<-NULL
if(!is.null(B)){
B<-as.matrix(B)
if(ncol(B)==1)B<-t(B)
}
n<-nrow(x)
m<-ncol(x)
q<-m-p
if(q<0)stop("p and q should have values between 1 and ncol(x)")
hval<-floor((n + m - q + 2)/2)
DEL<-Inf
sig0<-Inf
if(is.null(B)){
if(p>0 && p<m){
B<-matrix(runif(q*m),nrow=q,ncol=m)
B<-t(ortho(t(B)))
}
if(p==0)B<-diag(rep(1,m))
}
it<-1
Bx<-matrix(NA,ncol=q,nrow=n) #q by n
for(i in 1:n)Bx[i,]<-B%*%as.matrix(x[i,]) # q by 1
#Bx<-as.matrix(elimna(Bx))
if(is.null(a))a<-apply(Bx,2,FUN="median") # Initial a (coordinatewise medians)
while(it<N1+N2 && DEL>tol){
r<-NA
for(i in 1:n)r[i]<-sum(Bx[i,]-a)^2
if(LSCALE)sig<-lscale(r,m,q)
if(!LSCALE){
delta<-delta<-(n-m+q-1)/(2*n)
sig<-mscale(r,delta)
}
DEL<-1-sig/sig0
sig0<-sig
ord.r<-order(r)
w<-rep(0,n)
w[ord.r[1:hval]]<-1
xx<-x
for(i in 1:n)xx[i,]<-x[i,]*w[i]
mu<-apply(xx,2,FUN="sum")/sum(w) #m by 1 locations
Cmat<-matrix(0,nrow=m,ncol=m)
for(i in 1:n){
temp<-w[i]*as.matrix(x[i,]-mu)%*%t(as.matrix(x[i,]-mu))
Cmat<-Cmat+temp
}
wt.cov<-Cmat/sum(w)
if(it>N1){
temp<-eigen(wt.cov)
ord.eig<-order(temp$values)
for(iq in 1:q)B[iq,]<-temp$vectors[,ord.eig[iq]]
}
a<-B%*%mu
it<-it+1
}
list(B=B,a=a,var.op=sig,mu=mu,wt.cov=wt.cov)
}
qregsm<-function(x,
y,est=hd,qval=.5,sm=TRUE,plotit=TRUE,pyhat=FALSE,fr=0.8,nboot=40,xlab="X",
ylab="Y",xout=FALSE,outfun=outpro,STAND=TRUE,...)
{
#
# Do a smooth of x versus the quantiles of y
#
# qval indicates quantiles of interest.
# Example: qval=c(.2,.8) will create two smooths, one for the
# .2 quantile and the other for the .8 quantile.
#
# est can be any quantile estimator having the argument qval, indicating
# the quantile to be used.
#
# est = hd uses Harrel Davis estimator,
# est = qest uses a single order statistic.
#
# sm=T, bagging will be used.
# pyhat=T returns the estimates
#
chk=FALSE
if(identical(est,hd))chk=TRUE
#if(identical(est,qest))chk=TRUE
if(!chk)stop('For current version, argument est must be hd')
x<-as.matrix(x)
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,np]
}
vals<-matrix(NA,ncol=length(y),nrow=length(qval))
if(sm)vals[i,]<-
rplotsm(x,y,est=est,q=qval[i],pyhat=TRUE,plotit=FALSE,fr=fr,nboot=nboot,
na.rm=FALSE,STAND=STAND)$yhat
#if(!sm)vals[i,]<-
rungen(x,y,est=est,q=qval[i],pyhat=TRUE,plotit=FALSE,fr=fr,na.rm=FALSE)$output
if(!sm)vals[i,]<-
rplot(x,y,est=est,q=qval[i],pyhat=TRUE,plotit=FALSE,fr=fr,na.rm=FALSE)$yhat
}
if(p==1){
if(plotit){
sx <- sort(x)
xorder <- order(x)
sysm <- vals[i,]
#lines(sx, sysm)
lines(sx, sysm[xorder])
}}}
output <- "Done"
if(pyhat)output <- vals
output
}
L1median <- function(X, tol = 1e-08, maxit = 200, m.init = apply(X, 2, median),
trace = FALSE)
{
##
##
##

d <- dim(X); n <- d[1]; p <- d[2]

m <- m.init
k <- 1
mold <- m
X. <- centr(X, m)
X <- X [inorms,]
X. <- X.[inorms,]
w <- ## (0 norm -> 0 weight) :
if (all(dn0 <- dx != 0)) 1/dx

nstep <- 0
nstep <- nstep+1
}
if(trace) {
if(trace >= 2)
"\n", sep="")
nstps[k] <- nstep
}
m <- mold
break
}
k <- k+1
}
if(trace == 1)
return(m)
}
llocv2<-function(x,est=median,...){
if(is.list(x)){
val<-NA
for(i in 1:length(x))val[i]<-est(x[[i]],...)
}
list(center=val)
}
mcppb<-function(x,crit=NA,con=0,tr=.2,alpha=.05,nboot=2000,grp=NA,WIN=FALSE,
win=.1){
#
#
#
# Or the data can be stored in a matrix with J columns
#
# By default, all pairwise comparisons are performed, but contrasts
# groups 5 and 6.
#
#
#
con<-as.matrix(con)
if(is.matrix(x)){
xx<-list()
xx[[i]]<-x[,i]
}
x<-xx
}
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
d<-ifelse(sum(con^2)==0,(J^2-J)/2,ncol(con))
if(is.na(crit) && tr != .2)stop("A critical value must be specified when
the amount of trimming differs from .2")
if(WIN){
if(tr < .2)warning("When Winsorizing, the amount of trimming should be at least
.2")
if(win > tr)stop("Amount of Winsorizing must <= amount of trimming")
if(min(tempn) < 15){warning("Winsorizing with sample sizes less than 15 can")
warning(" result in poor control over the probability of a Type I error")
}
for (j in 1:J){
}
}
if(is.na(crit)){
}
if(is.na(crit) && alpha==.05)crit<-0.0268660714*(1/d)-0.0003321429
if(is.na(crit))crit<-alpha/(2*d)
if(d> 10 && nboot <5000)warning("Suggest using nboot=5000 when the number
of contrasts exceeds 10.")
if(sum(con^2)==0){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
dimnames(psihat)<-list(NULL,c("con.num","psihat","se","ci.lower",
"ci.upper","p.value"))
if(nrow(con)!=length(x))stop("The number of groups does not match the number
of contrast coefficients.")
for(j in 1:J){
print(paste("Working on group ",j))
}
test<-NA
top<-0
for (i in 1:J){
top<-top+con[i,d]*bvec[i,]
}
test[d]<-sum((top>0))/nboot
test[d]<-min(test[d],1-test[d])
top<-sort(top)
psihat[d,4]<-top[icl]
psihat[d,5]<-top[icu]
}
psihat[d,1]<-d
psihat[d,6]<-test[d]
psihat[d,3]<-testit$test[1,4]
}
print("Reminder: To control FWE, reject if the p-value is less than")
print("the crit.p.value listed in the output.")
list(psihat=psihat,crit.p.value=crit,con=con)
}
llocv2<-function(x,est=median,...){
if(is.list(x)){
val<-NA
for(i in 1:length(x))val[i]<-est(x[[i]],...)
}
list(center=val)
}
NMpca<-function(x,B,...){
#
# Robust PCA using orthogonal matrices and
# robust generalized variance method
# This function is used by Ppca
#
n<-x[1]
m<-x[2]
p=x[3]
x=matrix(x[4:length(x)],ncol=m)
B=matrix(B,ncol=m)
vals<-NA
z<-matrix(nrow=n,ncol=p)
B <- t(ortho(t(B))) # so rows are orthogonal
for(i in 1:n)z[i,]<-B%*%as.matrix(x[i,])
vals<-0-gvarg(z)
vals
}
ancbbpb<-
function(x1,y1,x2,y2,fr1=1,est=tmean,fr2=1,nboot=200,pts=NA,plotit=TRUE,SCAT=TRUE,
pch1='+',pch2='o',
SEED=TRUE,alpha=.05,RNA=TRUE,sm=FALSE,LP=TRUE,xout=FALSE,outfun=outpro,...){
#
# Compare two independent groups using an ancova method.
# A running-interval smooth is used to estimate the regression lines and is
# based in part on bootstrap bagging.
#
# This function is limited to two groups and one covariate.
#
# No assumption is made about the parametric form of the regression
# lines.
# Confidence intervals are computed using a percentile bootstrap
# method. Comparisons are made at five empirically chosen design points when
# pts=NA. To compare groups at specified x values, use pts.
# Example: pts=c(60,70,80) will compare groups at the three design points
# 60, 70 and 80.
#
# xout=F, when plotting, keep leverage points
# sm=F, when plotting, do not use bootstrap bagging
#
#
# fr1 and fr2 are the spans used by the smooth.
#
# SCAT=FALSE will suppress the scatterplot when plotting the regression lines.
#
# RNA=F, when computing bagged estimate, NA values are not removed
# resulting in no estimate of Y at the specified design point,
# RNA=T, missing values are removed and the remaining values are used.
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
#
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
if(SEED)set.seed(2)
flag=TRUE
if(is.na(pts[1])){
flag=FALSE
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,8)
dimnames(mat)<-
list(NULL,c("X","n1","n2","DIF","ci.low","ci.hi","p.value","p.crit"))
gv1<-vector("list")
for (i in 1:5){
j<-i+5
mat[,4]<-
runmbo(x1,y1,pts=x1[isub],pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=est,RNA=RNA)-
runmbo(x2,y2,pts=x1[isub],pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=est,RNA=RNA)
gv1[[i]]<-temp1
gv1[[j]]<-temp2
}
I1<-diag(5)
I2<-0-I1
con<-rbind(I1,I2)
estmat1<-matrix(nrow=nboot,ncol=length(isub))
#
for(ib in 1:nboot){
estmat1[ib,]=runmbo(x1[data1[ib,]],y1[data1[ib,]],pts=x1[isub],
pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=est,...)
pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=est,...)
}
dif<-(estmat1<estmat2)
dif0<-(estmat1==estmat2)
pvals=apply(dif,2,mean,na.rm=TRUE)+.5*apply(dif0,2,mean,na.rm=TRUE)
tmat<-rbind(pvals,1-pvals)
pvals=2*apply(tmat,2,min)
mat[,7]<-pvals
for(ij in 1:length(isub)){
dif<-estmat1[,ij]-estmat2[,ij]
dif<-elimna(dif)
nbad<-length(dif)
lo<-round(nbad*alpha/2)
hi<-nbad-lo
dif<-sort(dif)
mat[ij,5]<-dif[lo]
mat[ij,6]<-dif[hi]
}
}
if(!is.na(pts[1])){
n1<-1
n2<-1
vecn<-1
if(n1[i]<=5)print(paste("Warning, there are",n1[i]," points corresponding to the
design point X=",pts[i]))
}
dimnames(mat)<-list(NULL,c("X","n1","n2","DIF","ci.low","ci.hi",
"p.value"))
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
j<-i+length(pts)
gv[[i]]<-g1
gv[[j]]<-g2
}
I2<-0-I1
con<-rbind(I1,I2)
isub=c(1:length(pts))
est1=runmbo(x1,y1,pts=pts,pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=est,...)
est2=runmbo(x2,y2,pts=pts,pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=est,...)
mat[,4]<-est1-est2
for(ib in 1:nboot){
estmat1[ib,]=runmbo(x1[data1[ib,]],y1[data1[ib,]],pts=pts,pyhat=TRUE,plotit=FALSE,
SEED=FALSE,est=est,...)
SEED=FALSE,est=est,...)
}
#
mat[,1]<-pts
mat[,2]<-n1
mat[,3]<-n2
mat[,7]<-pvals
for(ij in 1:length(pts)){
dif<-sort(estmat1[,ij]-estmat2[,ij])
dif<-elimna(dif)
nbad<-length(dif)
hi<-nbad-lo
mat[ij,5]<-dif[lo]
mat[ij,6]<-dif[hi]
}
}
temp2<-order(0-pvals)
zvec=alpha/c(1:length(pvals))
if(flag)mat[temp2,7]=zvec
if(!flag)mat[temp2,8]=zvec
if(plotit)
runmean2g(x1,y1,x2,y2,fr=fr1,est=est,sm=sm,LP=LP,xout=FALSE,SCAT=SCAT,pch1=pch1,pch
2=pch2,...)
# outliers already removed if argument xout=T
list(output=mat)
}
L1medcen <- function(X, tol = 1e-08, maxit = 200, m.init = apply(X, 2, median),
trace = FALSE)
{
##
##
##

d <- dim(X); n <- d[1]; p <- d[2]
m <- m.init
k <- 1
mold <- m
X. <- centr(X, m)
X <- X [inorms,]
X. <- X.[inorms,]
w <- ## (0 norm -> 0 weight) :
if (all(dn0 <- dx != 0)) 1/dx

nstep <- 0
nstep <- nstep+1
}
if(trace) {
if(trace >= 2)
"\n", sep="")
nstps[k] <- nstep
}
m <- mold
break
}
k <- k+1
}
if(trace == 1)
# return(m)
list(center=m)
}
matl<-function(x){
#
# take data in list mode and store it in a matrix
#
J=length(x)
nval=NA
for(j in 1:J)nval[j]=length(x[[j]])
temp<-matrix(NA,ncol=J,nrow=max(nval))
for(j in 1:J)temp[1:nval[j],j]<-x[[j]]
temp
}
list2mat=matl
list2vec<-function(x){
if(!is.list(x))stop("x should have list mode")
res=as.vector(matl(x))
res
}
list2matrix<-function(x){
#
# take data in list mode and store it in a matrix
#
J=length(x)
nval=NA
for(j in 1:J)nval[j]=length(x[[j]])
temp<-matrix(NA,ncol=J,nrow=max(nval))
for(j in 1:J)temp[1:nval[j],j]<-x[[j]]
temp
}
Aband<-function(x,alpha=.05,plotit=TRUE,sm=TRUE,SEED=TRUE,nboot=500,grp=c(1:4),
xlab="X (First Factor)",ylab="Delta",crit=NA,print.all=FALSE,plot.op=FALSE){
#
# Apply the shift function when analyzing main effect in a
# 2 by 2 design.
#
# For variables x1, x2, x3 and x4,
# In effect, this function applies a shift function to the distributions
# d1=(x1+x2)/2 and d2=(x3+x4)/2
# That is, focus on first factor.
# For second factor, use Bband.
#
# grp indicates the groups to be compared. By default grp=c(1,2,3,4)
# meaning that the first level of factor A consists of groups 1 and 2
# and the 2nd level of factor A consists of groups 3 and 4.
# (So level 1 of factor B consists of groups 1 and 3
#
# print.all=F,
# returns number sig, meaning number of confidence intervals that do not
# contain zero,
# the critical value used as well as the KS test statistics.
# print.all=T reports all confidence intervals, the number of which can
# be large.
#
if(!is.list(x) && !is.matrix(x))stop("store data in list mode or a matrix")
if(SEED)set.seed(2)
for(j in 1:length(x))x[[j]]=elimna(x[[j]])/2
if(length(grp)<4)stop("There must be at least 4 groups")
if(length(x)!=4)stop("The argument grp must have 4 values")
x<-x[grp]
n<-c(length(x[[1]]),length(x[[2]]),length(x[[3]]),length(x[[4]]))
# Approximate the critical value
#
vals<-NA
y<-list()
if(is.na(crit)){
print("Approximating critical value. Please wait.")
for(i in 1:nboot){
for(j in 1:4)
y[[j]]<-rnorm(n[j])
temp<-ks.test(outer(y[[1]],y[[2]],FUN="+"),outer(y[[3]],y[[4]],FUN="+"))
vals[i]<-temp[1]$statistic
}
vals<-sort(vals)
ic<-(1-alpha)*nboot
crit<-vals[ic]
}
if(plot.op){
plotit<-F
g2plot(v1,v2)
}
output<-sband(outer(x[[1]],x[[2]],FUN="+"),outer(x[[3]],x[[4]],FUN="+"),
plotit=plotit,crit=crit,flag=FALSE,sm=sm,xlab=xlab,ylab=ylab)
if(!print.all){
numsig<-output$numsig
ks.test.stat<-ks.test(outer(x[[1]],x[[2]],FUN="+"),
outer(x[[3]],x[[4]],FUN="+"))$statistic
output<-matrix(c(numsig,crit,ks.test.stat),ncol=1)
dimnames(output)<-list(c("number sig","critical value","KS test statistics"),
NULL)
}
output
}
Bband<-function(x,alpha=.05,plotit=TRUE,sm=TRUE,SEED=TRUE,nboot=500,grp=c(1:4),
xlab="X (First Level)",ylab="Delta",crit=NA,print.all=FALSE,plot.op=FALSE){
#
# Apply the shift function when analyzing main effect in a
# 2 by 2 design.
#
# d1=(x1+x3)/2 and d2=(x2+x4)/2.
# That is, focus on main effects of Factor B.
#
# meaning that the first level of factor A consists of groups 1 and 2
# and the 2nd level of factor A consists of groups 3 and 4.
# (So level 1 of factor B consists of groups 1 and 3
#
# print.all=F,
# contain zero,
# be large.
#
if(SEED)set.seed(2)
for(j in 1:length(x))x[[j]]=elimna(x[[j]])/2
if(length(x)<4)stop("There must be at least 4 groups")
if(length(grp)!=4)stop("The argument grp must have 4 values")
x<-x[grp]
grp=c(1,3,2,4)
x<-x[grp] # Arrange groups for main effects on factor B
#
vals<-NA
y<-list()
if(is.na(crit)){
for(i in 1:nboot){
for(j in 1:4)
y[[j]]<-rnorm(n[j])
temp<-ks.test(outer(y[[1]],y[[2]],FUN="+"),outer(y[[3]],y[[4]],FUN="+"))
}
vals<-sort(vals)
ic<-(1-alpha)*nboot
crit<-vals[ic]
}
if(plot.op){
plotit<-F
g2plot(v1,v2)
}
output<-sband(outer(x[[1]],x[[2]],FUN="+"),outer(x[[3]],x[[4]],FUN="+"),
if(!print.all){
ks.test.stat<-ks.test(outer(x[[1]],x[[2]],FUN="+"),
outer(x[[3]],x[[4]],FUN="+"))$statistic
NULL)
}
output
}
iband<-function(x,alpha=.05,plotit=TRUE,sm=TRUE,SEED=TRUE,nboot=500,grp=c(1:4),
xlab="First Difference",ylab="Delta",crit=NA,print.all=FALSE,plot.op=FALSE){
#
# Apply the shift function when analyzing interactions in a
# 2 by 2 design.
#
# d1=x1-x2 and d2=x3-x4
#
# meaning that the first four groups are used with the difference between
# the first two compared to the difference between the second two.
# (Rows are being compared in a 2 by 2 design
# To compare difference between groups 1 and 3 versus 2 and 4 (columns in
# a 2 by 2 design), set grp=c(1,3,2,4).
#
# print.all=F,
# contain zero,
# be large.
#
if(SEED)set.seed(2)
if(length(x)<4)stop("There must be at least 4 groups")
for(j in 1:length(x))x[[j]]=elimna(x[[j]])
x<-x[grp]
#
vals<-NA
y<-list()
if(is.na(crit)){
for(i in 1:nboot){
for(j in 1:4)
y[[j]]<-rnorm(n[j])
temp<-ks.test(outer(y[[1]],y[[2]],FUN="-"),outer(y[[3]],y[[4]],FUN="-"))
}
vals<-sort(vals)
ic<-(1-alpha)*nboot
crit<-vals[ic]
}
if(plot.op){
plotit<-F
g2plot(v1,v2)
}
output<-sband(outer(x[[1]],x[[2]],FUN="-"),outer(x[[3]],x[[4]],FUN="-"),
if(!print.all){
ks.test.stat<-ks.test(outer(x[[1]],x[[2]],FUN="-"),
outer(x[[3]],x[[4]],FUN="-"))$statistic
NULL)
}
output
}
disband<-function(x,sm=TRUE,op=1,grp=c(1:4),xlab="First Group",
ylab="Delta"){
#
# A shift-type plot aimed at helping see any disordinal interactions
# in a 2 by 2 design.
#
# x is assumed to be a matrix with columns corresponding to groups
# or x and have list mode.
#
# four groups are analyzed,
#
# meaning that the first four groups are used with the difference between
# the first two compared to the difference between the second two.
#
# For four variables stored in x,
# this function plots the shift function for the first two
# variables as well as the second two.
#
# No disordinal interaction corresponds to the two shift functions being
# identical. That is, the difference between the quantiles is always the same
#
# When plotting, the median of x is marked with a + and the two
# quaratiles are marked with o.
#
# sm=T, shift function is smoothed using:
# op!=1, running interval smoother,
# otherwise use lowess.
#
x=x[grp]
for(j in 1:4)x[[j]]=elimna(x[[j]])
pc<-NA
crit= 1.36 * sqrt((length(x[[1]]) + length(x[[2]]))/(length(x[[1]]) *
length(x[[2]])))
remx=x
for(iloop in 1:2){
if(iloop==1){
x=remx[[1]]
y=remx[[2]]
}
if(iloop==2){
x=remx[[3]]
y=remx[[4]]
}
xsort<-sort(x)
ysort<-c(NA,sort(y))
l<-0
u<-0
ysort[length(y)+1+1]<-NA
{
isub<-max(0,ceiling(length(y)*(ivec/length(x)-crit)))
isub<-min(length(y)+1,floor(length(y)*(ivec/length(x)+crit))+1)
}
xsort<-sort(x)
ysort<-sort(y)
del<-0
ival<-round(length(y)*i/length(x))
if(ival<=0)ival<-1
if(ival>length(y))ival<-length(y)
del[i]<-ysort[ival]-xsort[i]
}
if(iloop==1){
allx<-c(xsort,xsort,xsort)
ally<-c(del,m[,2],m[,3])
}
if(iloop==2){
allx<-c(allx,xsort,xsort,xsort)
ally<-c(ally,del,m[,2],m[,3])
plot(allx,ally,type="n",ylab=ylab,xlab=xlab)
}
ik<-rep(F,length(xsort))
if(sm){
if(op==1){
ik<-duplicated(xsort)
del<-lowess(xsort,del)$y
}
if(op!=1)del<-runmean(xsort,del,pyhat=TRUE)
}
if(iloop==1){
xsort1=xsort[!ik]
del1=del[!ik]
}
if(iloop==2){
lines(xsort1,del1,lty=iloop)
lines(xsort[!ik],del[!ik],lty=iloop)
}}
done="Done"
done
}
scor<-
function(x,y=NULL,corfun=pcor,gval=NA,plotit=FALSE,op=TRUE,MM=FALSE,cop=3,xlab="VAR
1",
ylab="VAR 2",STAND=TRUE,pr=TRUE,SEED=TRUE,MC=FALSE){
#
# Compute a skipped correlation coefficient.
#
#
# For information about the argument cop, see the function
# outpro.
#
# Eliminate any outliers and compute correlation using
# remaining data.
#
# MC=TRUE, the multicore version of outpro is used
#
# corfun=pcor means Pearson's correlation is used.
# corfun=spear means Spearman's correlation is used.
# corfun=tau means Kendall tau is used.
if(SEED){
set.seed(12) # So when using MVE or MCD, get consistent results
}
m<-elimna(m)
if(!MC)temp<-outpro(m,gval=gval,plotit=plotit,op=op,cop=cop,MM=MM,
xlab=xlab,ylab=ylab,STAND=STAND,pr=pr)$keep
if(MC)temp<-outproMC(m,gval=gval,plotit=plotit,op=op,cop=cop,MM=MM,
tcor<-corfun(m[temp,])$cor
if(!is.null(dim((m))))tcor<-tcor[1,2]
test<-abs(tcor*sqrt((nrow(m)-2)/(1-tcor**2)))
if(ncol(m)!=2)diag(test)<-NA
crit<-6.947/nrow(m)+2.3197
if(SEED) {
assign(x=".Random.seed", value=oldSeed, envir=.GlobalEnv)
}
list(cor.value=tcor,test.stat=test,crit.05=crit)
}
cov.mba<-function(x,COR=FALSE){
val<-covmba2(x)$cov
if(COR){
val=val/outer(sqrt(diag(val)),sqrt(diag(val)))
}
val
}
qregci<-
function(x,y,nboot=100,alpha=.05,qval=.5,q=NULL,SEED=TRUE,pr=TRUE,xout=FALSE,outfun
=outpro,...){
#
# Test the hypothesis that the quantile regression slopes are zero.
#
# qval=.5 i.e, default is to
# use the .5 quantile regression line only.
#
# Suggest only using quantiles between
# .2 and .8. If using both .2 and .8 quantiles, or
# the .2, .5 and .8 quantile regression lines.
# FWE is controlled for alpha=.1, .05, .025 and .01.
#
np<-ncol(xx)
p<-np-1
y<-xx[,np]
x<-xx[,1:p]
x<-as.matrix(x)
if(xout){
if(pr)print("Default for argument outfun is now outpro")
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
}
x<-as.matrix(x)
n<-length(y)
#if(pr)print("Taking bootstrap samples. Please wait.")
# determine critical value.
crit<-NA
if(alpha==.1)crit<-1.645-1.19/sqrt(n)
crit.fwe<-crit
if(length(qval)==2 || p==2){
if(alpha==.1)crit.fwe<-1.98-1.13/sqrt(n)
}
}
if(is.na(crit.fwe)){
print("Could not determine a critical value")
print("Only alpha=.1, .05, .025 and .01 are allowed")
}
if(p==1){
bvec<-apply(data,1,qindbt.sub,x,y,qval=qval)
estsub<-NA
estsub[i]<-qreg(x,y,qval[i])$coef[2]
}
if(is.matrix(bvec))se.val<-sqrt(apply(bvec,1,FUN=var))
if(!is.matrix(bvec))se.val<-sqrt(var(bvec))
test<-abs(estsub)/se.val
ci.mat<-matrix(nrow=length(qval),ncol=3)
dimnames(ci.mat)<-list(NULL,c("Quantile","ci.lower","ci.upper"))
ci.mat[,1]<-qval
ci.mat[,2]<-estsub-crit*se.val
ci.mat[,3]<-estsub+crit*se.val
}
if(p>1){
if(length(qval)>1){
print("With p>1 predictors,only the first qval value is used")
}
bvec<-apply(data,1,regboot,x,y,regfun=qreg,qval=qval[1])
se.val<-sqrt(apply(bvec,1,FUN=var))
estsub<-qreg(x,y,qval=qval[1])$coef
ci.mat<-matrix(nrow=np,ncol=3)
dimnames(ci.mat)<-list(NULL,c("Predictor","ci.lower","ci.upper"))
ci.mat[,1]<-c(0:p)
}
list(test=test,se.val=se.val,crit.val=crit,crit.fwe=crit.fwe,
slope.est=estsub,ci=ci.mat)
}
covmba2<-function(x, csteps = 5)
{
# Perform the median ball algorithm.
#
# It returns a measure of location and scatter for the
# multivariate data in x, which is assumed to have
# p>-2 column and n rows.
#
# This code is based on a very slight modificatiion of code originally
# written by David Olive
#
x<-as.matrix(x)
p <- dim(x)[2]
#if(p==1)stop("x should be a matrix with two or more columns of variables")
covs <- var(x)
# mns <- apply(x[md2 <= medd2, ], 2,
mns <- apply(as.matrix(x[md2 <= medd2, ]), 2,
mean)
}
covb <- covs
covv <- diag(p)
# mns <- apply(x[md2 <= medd2, ], 2, mean)
# mns <- apply(x[md2 <= medd2, ], 2,mean)
}
if(crit < critb) {
critb <- crit
covb <- covs
mnb <- mns
}
}
rmmcp<-function(x, y=NULL,con = 0, tr = 0.2, alpha = 0.05,dif=TRUE,hoch=TRUE){
#
# MCP on trimmed means with FWE controlled with Hochberg's method
# hoch=FALSE, will use Rom's method if alpha=.05 or .01 and number of tests is
<=10
#
# Note: confidence intervals are adjusted based on the corresponding critical p-
value.
#
if(!is.null(y))x=cbind(x,y)
flagcon=F
con<-as.matrix(con)
J<-ncol(x)
nval<-nrow(x)
h1<-nrow(x)-2*floor(tr*nrow(x))
df<-h1-1
for(j in 1: J)xbar[j]<-mean(x[,j],tr)
ncon<-CC
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
#print(dvec)
if(sum(con^2)==0){
flagcon<-TRUE
dimnames(test)<-list(NULL,c("Group","Group","test","p.value","p.crit","se"))
temp1<-0
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
q1<-(nrow(x)-1)*winvar(x[,j],tr)
q2<-(nrow(x)-1)*winvar(x[,k],tr)
q3<-(nrow(x)-1)*wincor(x[,j],x[,k],tr)$cov
sejk<-sqrt((q1+q2-2*q3)/(h1*(h1-1)))
if(!dif){
test[jcom,6]<-sejk
test[jcom,3]<-(xbar[j]-xbar[k])/sejk
temp1[jcom]<-2 * (1 - pt(abs(test[jcom,3]), df))
test[jcom,4]<-temp1[jcom]
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
}
if(dif){
dv<-x[,j]-x[,k]
test[jcom,6]<-trimse(dv,tr)
temp<-trimci(dv,alpha=alpha/CC,pr=FALSE,tr=tr)
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
psihat[jcom,3]<-mean(dv,tr=tr)
psihat[jcom,4]<-temp$ci[1]
}
}}}
zvec<-dvec[1:ncon]
ddd<-sum(sigvec)+1
#zvec[ddd:ncon]<-dvec[ddd]
# Redo confidence intervals so that they are consistent with p-values:
#ic=0
#for (j in 1:J){
#for (k in 1:J){
#if (j < k){
#ic=ic+1
#dv<-x[,j]-x[,k]
#temp<-trimci(dv,alpha=zvec[ic],pr=FALSE,tr=tr)
#psihat[ic,4]<-temp$ci[1]
#psihat[ic,5]<-temp$ci[2]
#}}}
}
test[temp2,5]<-zvec
if(!dif){
#psihat[,4]<-psihat[,3]-qt(1-alpha/(2*CC),df)*test[,6]
#psihat[,5]<-psihat[,3]+qt(1-alpha/(2*CC),df)*test[,6]
}}
if(sum(con^2)>0){
if(nrow(con)!=ncol(x))warning("The number of groups does not match the number
ncon<-ncol(con)
dimnames(test)<-list(NULL,c("con.num","test","p.value","p.crit","se"))
temp1<-NA
psihat[d,1]<-d
if(!dif){
sejk<-0
for(j in 1:J){
for(k in 1:J){
djk<-(nval-1)*wincor(x[,j],x[,k], tr)$cov/(h1*(h1-1))
sejk<-sejk+con[j,d]*con[k,d]*djk
}}
sejk<-sqrt(sejk)
test[d,1]<-d
test[d,5]<-sejk
temp1[d]<-2 * (1 - pt(abs(test[d,2]), df))
}
if(dif){
for(j in 1:J){
}
temp1[d]<-trimci(dval,tr=tr,pr=FALSE)$p.value
test[d,1]<-d
test[d,2]<-trimci(dval,tr=tr,pr=FALSE)$test.stat
test[d,5]<-trimse(dval,tr=tr)
psihat[d,2]<-mean(dval,tr=tr)
}}
test[,3]<-temp1
zvec<-dvec[1:ncon]
ddd<-sum(sigvec)+1
}
test[temp2,4]<-zvec
}
num.sig=nrow(test)
if(flagcon){
ior=order(test[,5],decreasing=TRUE)
for(j in 1:nrow(test)){
if(test[ior[j],4]<=test[ior[j],5])break
}
}
if(!flagcon){
}
}
list(n=nval,test=test,psihat=psihat,con=con,num.sig=num.sig)
}
# to be consistent with other function names, also store rmmcp as wmcp

wmcp<-rmmcp
snmreg.sub<-function(X,theta){
np<-ncol(X)
p<-np-1
x<-X[,1:p]
y<-X[,np]
temp<-t(t(x)*theta)
yhat<-yhat
res<-y-yhat
val<-pbvar(res)
val
}
tstsreg<-function(x,y,sc=pbvar,xout=FALSE,outfun=outpro,iter=1,plotit=FALSE,...){
#
# Compute a modified Theil-Sen regression estimator.
# Use s-type initial estimate, eliminate points with
# outlying residuals, then do regular Theil-Sen
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
res=stsreg(x,y,sc=sc,iter=iter)$res
chk<-abs(res-median(res))/mad(res)
xx<-x[chk<=2,]
yy<-y[chk<=2]
temp<-tsreg(xx,yy)
list(coef=temp$coef,residuals=temp$res)
}
tssnmreg<-function(x,y,sc=pbvar,xout=FALSE,outfun=out,plotit=FALSE,...){
#
# Compute a modified Theil--Sen regression estimator.
# Use s-type initial estimate, eliminate points with
# outlying residuals, then do regular Theil--Sen
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
res=snmreg(x,y)$res
xx<-x[chk<=2,]
yy<-y[chk<=2]
temp<-tsreg(xx,yy)
list(coef=temp$coef,residuals=temp$res)
}
gyreg<-function(x,y,rinit=lmsreg,K=2.5){
p=ncol(as.matrix(x))
p1=p+1
x=xy[,1:p]
y=xy[,p1]
library(MASS)
res<-rinit(y~x)$res
res.scale<-abs(res)/mad(res)
flag<-(res.scale >=K)
i0<-sum(flag)
il<-length(y)-i0+1
res.sort<-sort(res.scale)
if(i0>0){
dval<-pnorm(res.sort[il:length(y)])-c(il:length(y))/length(y)
}
if(i0<=0)dval<-0
dval<-max(dval)
ndval<-floor(length(y)*dval)
if(ndval<0)ndval<-0
iup<-length(y)-ndval
rord<-order(res.scale)
flag<-rord[1:iup]
x=as.matrix(x)
temp<-lsfit(x[flag,],y[flag])
list(coef=temp$coef,res=temp$residual)
}
bwrmcp<-function(J,K,x,grp=NA,alpha=.05,bhop=TRUE){
#
# using a rank-based method that tests for equal distributions.
#
# A between by within subjects design is assumed.
# Levels of Factor A are assumed to be independent and
# levels of Factor B are dependent.
#
#
#
if(is.list(x))xrem=matl(x)
JK <- J * K
if(is.matrix(x)){
xrem=x
x <- listm(x)
}
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
# for(j in 1:JK) {
# xx <- x[[j]]
# x[[j]] <- xx[!is.na(xx)] # Remove missing values
# }
#
if(JK != length(x))warning("The number of groups does not match the number of
for(j in 1:JK){
temp<-x[[j]]
x[[j]]<-temp
}
#
CC<-(J^2-J)/2
ncon<-CC*(K^2-K)/2
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
}
Fac.A<-matrix(0,CC,5)
dimnames(Fac.A)<-list(NULL,c("Level","Level","test.stat","p-value","sig.crit"))
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
ic<-ic+1
Fac.A[ic,1]<-j
Fac.A[ic,2]<-jj
datsub=xrem[,c(mat[j,],mat[jj,])]
datsub=elimna(datsub)
#temp<-bwrank(2,K,elimna(x[,c(mat[j,],mat[jj,])]))
temp<-bwrank(2,K,datsub)
Fac.A[ic,3]<-temp$test.A
Fac.A[ic,4]<-temp$p.value.A
}}}
temp2<-order(0-Fac.A[,4])
Fac.A[temp2,5]<-dvec[1:length(temp2)]
CCB<-(K^2-K)/2
ic<-0
Fac.B<-matrix(0,CCB,5)
dimnames(Fac.B)<-list(NULL,c("Level","Level","test.stat","p-value","sig.crit"))
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
Fac.B[ic,1]<-k
Fac.B[ic,2]<-kk
mat1<-cbind(mat[,k],mat[,kk])
rv=c(mat1[,1],mat1[,2])
datsub=elimna(xrem[,sort(c(mat1[,1],mat1[,2]))])
temp<-bwrank(J,2,datsub)
Fac.B[ic,3]<-temp$test.B
Fac.B[ic,4]<-temp$p.value.B
}}}
temp2<-order(0-Fac.B[,4])
Fac.B[temp2,5]<-dvec[1:length(temp2)]
CCI<-CC*CCB
Fac.AB<-matrix(0,CCI,7)
dimnames(Fac.AB)<-list(NULL,c("Lev.A","Lev.A","Lev.B","Lev.B","test.stat","p-
value","sig.crit"))
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j < jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
Fac.AB[ic,1]<-j
Fac.AB[ic,2]<-jj
Fac.AB[ic,3]<-k
Fac.AB[ic,4]<-kk
val<-c(mat[j,k],mat[j,kk],mat[jj,k],mat[jj,kk])
val<-sort(val)
datsub=elimna(xrem[,val])
temp<-bwrank(2,2,datsub)
Fac.AB[ic,5]<-temp$test.AB
#Fac.AB[ic,6]<-temp$sig.AB
Fac.AB[ic,6]<-temp$p.value.AB
}}}}}}
temp2<-order(0-Fac.AB[,6])
Fac.AB[temp2,7]<-dvec[1:length(temp2)]
list(Factor.A=Fac.A,Factor.B=Fac.B,Factor.AB=Fac.AB)
}
ancbbmed<-function(x1,y1,x2,y2,fr1=1,fr2=1,nboot=100,pts=NA,plotit=TRUE,
SEED=TRUE,alpha=.05){
#
# based in part on a bootstrap bagging estimate of the dependent variable.
# No assumption is made about the form of the regression
# Confidence intervals are computed using a percentile bootstrap
# method. Comparisons are made at five empirically chosen design points.
#
#
if(SEED)set.seed(2)
if(is.na(pts[1])){
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,7)
dimnames(mat)<-list(NULL,c("X","n1","n2","DIF","ci.low","ci.hi","p.value"))
gv1<-vector("list")
for (i in 1:5){
j<-i+5
mat[,4]<-runmbo(x1,y1,pts=x1[isub],pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=tmean)-
runmbo(x2,y2,pts=x1[isub],pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=median)
gv1[[i]]<-temp1
gv1[[j]]<-temp2
}
I1<-diag(5)
I2<-0-I1
con<-rbind(I1,I2)
#
for(ib in 1:nboot){
pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=median)
pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=median)
}
mat[,7]<-pvals
for(ij in 1:length(isub)){
dif<-estmat1[,ij]-estmat2[,ij]
dif<-elimna(dif)
nbad<-length(dif)
hi<-nbad-lo
dif<-sort(dif)
mat[ij,5]<-dif[lo]
mat[ij,6]<-dif[hi]
}
}
if(!is.na(pts[1])){
n1<-1
n2<-1
vecn<-1
}
dimnames(mat)<-list(NULL,c("X","n1","n2","DIF","ci.low","ci.hi",
"p.value"))
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
j<-i+length(pts)
gv[[i]]<-g1
gv[[j]]<-g2
}
I2<-0-I1
con<-rbind(I1,I2)
isub=c(1:length(pts))
est1=runmbo(x1,y1,pts=pts,pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=median)
est2=runmbo(x2,y2,pts=pts,pyhat=TRUE,plotit=FALSE,SEED=FALSE,est=median)
mat[,4]<-est1-est2
for(ib in 1:nboot){
SEED=FALSE,est=median)
SEED=FALSE,est=median)
}
#
mat[,1]<-pts
mat[,2]<-n1
mat[,3]<-n2
mat[,7]<-pvals
for(ij in 1:length(pts)){
dif<-sort(estmat1[,ij]-estmat2[,ij])
dif<-elimna(dif)
nbad<-length(dif)
hi<-nbad-lo
mat[ij,5]<-dif[lo]
mat[ij,6]<-dif[hi]
}
}
if(plotit)
runmean2g(x1,y1,x2,y2,fr=fr1,est=median,sm=TRUE)
list(output=mat)
}
miss2na<-function(m,na.val=NULL){
#
# Convert any missing value, indicatd by na.val,
# to NA.
#
# Example, if 999 is missing value, use miss2na(m,999)
#
if(is.null(na.val))stop("Specify a missing value")
if(is.vector(m)){
if(!is.list(m)){
flag=(m==na.val)
m[flag]=NA
}}
if(is.matrix(m)){
x=m[,j]
flag=(x==na.val)
x[flag]=NA
m[,j]=x
}}
if(is.list(m)){
for(j in 1:length(m)){
x=m[[j]]
flag=(x==na.val)
x[flag]=NA
m[[j]]=x
}}
m
}
rm2mcp<-function(J,K,x,est=tmean,alpha=.05,grp=NA,dif=TRUE,nboot=NA,
plotit=FALSE,BA=FALSE,hoch=FALSE,...){
#
# This function performs multiple comparisons for
# dependent groups in a within by within designs.
# It creates the linear contrasts and call calls rmmcppb
# only it is assumed that main effects and interactions for a
#
#
#
JK <- J * K
if(is.matrix(x))
x <- listm(x)
yy <- x
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JK) {
xx <- x[[j]]
# xx[[j]] <- xx[!is.na(xx)]
}
#
#
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
FacA<-rmmcppb(x,con=conA,est=est,plotit=plotit,dif=dif,grp=grp,
FacB<-rmmcppb(x,con=conB,est=est,plotit=plotit,dif=dif,grp=grp,
FacAB<-rmmcppb(x,con=conAB,est=est,plotit=plotit,dif=dif,grp=grp,
list(Factor.A=FacA,Factor.B=FacB,Factor.AB=FacAB)
dcov<-function(m,tr=.2,dop=1,cop=2,pr=TRUE){
#
# Compute multivariate measure of scatter
# using Donoho-Gasko method.
#
# dop=1, use fdepth to compute depths
# dop=2, use fdepthv2 to compute depths
# which is slower but more accurate.
#
# cop=1, use Donoho-Gasko median in fdepth
# cop=2, use MCD in fdepth
# cop=3, use marginal medians in fdepth
# cop=4, use MVE in fdepth
#
if(tr>=.5)stop("Amount of trimming must be less than .5")
if(!is.matrix(m))stop("Data must be stored in a matrix or in list mode.")
if(ncol(m)==1){
if(tr<.5)val<-mean(m,tr)
}
if(ncol(m)>1){
temp<-NA
if(ncol(m)!=2){
if(dop==1)temp<-fdepth(m,plotit=FALSE,cop=cop)
if(dop==2)temp<-fdepthv2(m)
}
# Use exact depth if ncol=2
if(ncol(m)==2){
for(i in 1:nrow(m))
temp[i]<-depth(m[i,1],m[i,2],m)
}}
mdep<-max(temp)
flag<-(temp==mdep)
flag2<-(temp>=tr)
if(sum(flag2)==0)stop("Trimmed all of the data")
if(sum(flag2)==1){
if(pr)print("Warning: Trimmed all but one point")
val<-0
}
if(sum(flag2)>1)val<-var(m[flag2,])
val
}
medr<-function(x,est=median,alpha=.05,nboot=500,grp=NA,op=1,MM=FALSE,cop=3,pr=TRUE,
SEED=TRUE,...){
#
# Test the hypothesis that the distribution for each pairwise
# difference has a measure of location = 0
# By default, the median estimator is used
#
#
# If stored in list mode,
#
# By default, all pairwise differences are used, but contrasts
# two measures of location is
# the first two is equal to the difference between the
# measures of location for groups 5 and 6.
#
#
# op=1, Mahalanobis
# op=4, Projection distance using FORTRAN version
#
#
if(is.matrix(x)){
xx<-list()
xx[[i]]<-x[,i]
}
x<-xx
}
xx<-list()
x<-xx
}
J<-length(x)
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
d<-(J^2-J)/2
data<-list()
bvec<-matrix(NA,ncol=d,nrow=nboot)
for(it in 1:nboot){
for(j in 1:J)data[[j]]<-sample(x[[j]],size=length(x[[j]]),replace=TRUE)
dval<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
dval<-dval+1
bvec[it,dval]<-loc2dif(data[[j]],data[[k]],est=est,...)
}}}}
output<-matrix(NA,nrow=d,ncol=3)
dimnames(output)<-list(NULL,c("Group","Group","psihat"))
tvec<-NA
dval<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
dval<-dval+1
output[dval,1]<-j
output[dval,2]<-k
tvec[dval]<-loc2dif(x[[j]],x[[k]],est=est,...)
output[dval,3]<-tvec[dval]
}}}
tempcen<-apply(bvec,1,mean)
vecz<-rep(0,d)
smat<-var(bvec-tempcen+tvec)
temp<-bvec-tempcen+tvec
bcon<-rbind(bvec,vecz)
if(op==2){
}
if(op==3){
print("Computing p-value. Might take a while with op=3")
dv<-pdis(bcon,MM=MM,cop=cop,center=tvec)
}
if(op==4)dv<-pdis.for(bcon,MM=MM,cop=cop,pr=FALSE,center=tvec)
bplus<-nboot+1
if(op==4)print(sig.level)
list(sig.level=sig.level,output=output)
}
medind<-function(x,y,qval=.5,nboot=1000,com.pval=FALSE,SEED=TRUE,alpha=.05,pr=TRUE,
xout=FALSE,outfun=out,...){
#
# Test the hypothesis that the regression surface is a flat
# horizontal plane.
# The method is based on a modification of a method derived by
# He and Zhu 2003, JASA, 98, 1013-1022.
# Here, resampling is avoided using approximate critical values if
# com.pval=F
#
# critical values are available for 10<=n<=400, p=1,...,8 and
# quantiles
# qval=.25,.5, .75.
#
# To get a p-value, via simulations, set com.pval=T
# nboot is number of simulations used to determine the p-value.
#
if(pr){
if(!com.pval)print("To get a p-value, set com.pval=T")
print("Reject if the test statistic exceeds the critical value")
if(length(y)>400)print("If n>400, current version requires com.pval=TRUE, resulting
in high execution time")
}
#store.it=F
x<-as.matrix(x)
p<-ncol(x)
pp1<-p+1
p.val<-NULL
crit.val<-NULL
yx<-elimna(cbind(y,x)) #Eliminate missing values.
y<-yx[,1]
x<-yx[,2:pp1]
x<-as.matrix(x)
if(xout){
x<-x[flag,]
y<-y[flag]
}
n<-length(y)
if(n>400)com.pval=T
if(qval==.5){
resmat1=matrix(c( 0.0339384580, 0.044080032, 0.050923441, 0.064172557,
0.0153224731, 0.021007108, 0.027687963, 0.032785044,
0.0106482053, 0.014777728, 0.018249546, 0.023638611,
0.0066190573, 0.009078091, 0.011690825, 0.014543009,
0.0031558563, 0.004374515, 0.005519069, 0.007212951,
0.0015448987, 0.002231473, 0.002748314, 0.003725916,
0.0007724197, 0.001021767, 0.001370776, 0.001818037),ncol=4,nrow=7,byrow=TRUE)
resmat2=matrix(c(
0.052847794, 0.061918744, 0.071346969, 0.079163419,
0.021103277, 0.027198076, 0.031926052, 0.035083610,
0.013720585, 0.018454145, 0.022177381, 0.026051716,
0.008389969, 0.010590374, 0.012169233, 0.015346065,
0.004261627, 0.005514060, 0.007132021, 0.008416836,
0.001894753, 0.002416311, 0.003085230, 0.003924706,
resmat3=matrix(c(
0.071555715, 0.082937665, 0.089554679, 0.097538044,
0.031060795, 0.035798539, 0.043862556, 0.053712151,
0.019503635, 0.023776479, 0.027180121, 0.030991367,
0.011030001, 0.013419347, 0.015557409, 0.017979524,
0.005634478, 0.006804788, 0.007878358, 0.008807657,
0.002552182, 0.003603778, 0.004275965, 0.005021989,
resmat4=matrix(c(
0.093267532, 0.101584002, 0.108733965, 0.118340448,
0.038677863, 0.045519806, 0.051402903, 0.060097046,
0.024205231, 0.029360145, 0.034267265, 0.039381482,
0.013739157, 0.015856343, 0.018065898, 0.019956084,
0.006467562, 0.007781030, 0.009037972, 0.010127143,
0.003197162, 0.003933525, 0.004656625, 0.005929469,
resmat5=matrix(c(
0.117216934, 0.124714114, 0.129458602, 0.136456163,
0.048838630, 0.055608712, 0.060580045, 0.067943676,
0.030594644, 0.035003872, 0.040433885, 0.047648696,
0.016940240, 0.019527491, 0.022047442, 0.025313443,
0.008053039, 0.009778574, 0.011490394, 0.013383628,
0.003760567, 0.004376294, 0.005097890, 0.005866240,
resmat6=matrix(c(
0.136961531, 0.144120225, 0.149003907, 0.152667432,
0.055909481, 0.062627211, 0.069978086, 0.081189957,
0.034634825, 0.040740587, 0.044161376, 0.047722045,
0.020165417, 0.023074738, 0.025881208, 0.028479913,
0.009436297, 0.011246968, 0.013220963, 0.015100546,
0.004644596, 0.005334418, 0.006040595, 0.007237195,
resmat7=matrix(c(
0.156184672, 0.163226643, 0.171754686, 0.177142753,
0.070117003, 0.077052773, 0.082728047, 0.090410797,
0.041774517, 0.047379662, 0.053101833, 0.057674454,
0.023384451, 0.026014421, 0.029609042, 0.032619018,
0.010856382, 0.012567043, 0.013747870, 0.016257014,
0.005164004, 0.006131755, 0.006868101, 0.008351046,
resmat8=matrix(c(
0.178399742, 0.180006714, 0.193799396, 0.199585892,
0.078032767, 0.085624186, 0.091511226, 0.102491785,
0.045997886, 0.052181615, 0.057362163, 0.062630424,
0.025895739, 0.029733034, 0.033764463, 0.037873655,
0.012195876, 0.013663248, 0.015487587, 0.017717864,
0.005892418, 0.006876488, 0.007893475, 0.008520783,
crit5=array(cbind(resmat1,resmat2,resmat3,resmat4,resmat5,resmat6,resmat7,
resmat8),c(7,4,8))
flag=TRUE
crit.val=NULL
if(p > 8)flag=FALSE
if(n<10 || n>=400)flag=FALSE
aval<-c(.1,.05,.025,.01)
aokay<-duplicated(c(alpha,aval))
if(sum(aokay)==0)flag=FALSE
if(flag){
nalpha=c(0:4)
asel=c(0,aval)
ialpha=nalpha[aokay]
critit=crit5[,ialpha,p]
nvec<-c(10,20,30,50,100,200,400)
nval<-duplicated(c(n,nvec))
nval<-nval[2:8]
if(sum(nval)>0)crit.val<-critit[nval]
loc<-rank(c(n,nvec))
xx<-c(1/nvec[loc[1]-1]^1.5,1/nvec[loc[1]]^1.5)
yy<-c(critit[loc[1]-1],critit[loc[1]])
icoef<-tsp1reg(xx,yy)$coef
crit.val<-icoef[1]+icoef[2]/n^1.5
}}
mqval<-min(c(qval,1-qval))
if(mqval==.25){
resmat1=matrix(c(
0.029933486, 0.0395983678, 0.054087714, 0.062961453,
0.011122294, 0.0149893431, 0.018154062, 0.022685244,
0.009207200, 0.0113020766, 0.014872309, 0.019930730,
0.004824185, 0.0070402246, 0.010356886, 0.013176896,
0.002370379, 0.0033146605, 0.004428004, 0.005122988,
0.001106460, 0.0016110185, 0.001984450, 0.002650256,
resmat2=matrix(c(
0.0448417783, 0.0602598211, 0.066001091, 0.087040667,
0.0173410522, 0.0224713157, 0.027370822, 0.033435727,
0.0121205549, 0.0150409465, 0.018938516, 0.022643559,
0.0064894201, 0.0084611518, 0.010700320, 0.013232000,
0.0029734778, 0.0040641310, 0.004911086, 0.005769038,
0.0015149104, 0.0020584993, 0.002582982, 0.003114029,
resmat3=matrix(c(
0.0636530860, 0.072974943, 0.083840562, 0.097222407,
0.0216586978, 0.027436566, 0.031875356, 0.036830302,
0.0152898678, 0.018964066, 0.021728817, 0.028959751,
0.0083568493, 0.010071525, 0.012712862, 0.015254576,
0.0039033578, 0.004764140, 0.005577071, 0.006660322,
0.0019139215, 0.002343152, 0.002833612, 0.003465269,
resmat4=matrix(c(
0.085071252, 0.095947936, 0.104197413, 0.118449765,
0.029503024, 0.034198704, 0.039543410, 0.045043759,
0.019203266, 0.022768842, 0.026886843, 0.033481535,
0.011440493, 0.013555017, 0.016138970, 0.018297815,
0.004863139, 0.005756305, 0.007385239, 0.009114958,
0.002635144, 0.003111160, 0.003769051, 0.004215897,
resmat5=matrix(c(
0.102893512, 0.114258558, 0.122545016, 0.130222265,
0.036733497, 0.042504996, 0.048663576, 0.055456582,
0.024192946, 0.028805967, 0.032924489, 0.038209545,
0.012663224, 0.014635216, 0.017275594, 0.019736410,
0.006105572, 0.007310803, 0.008960242, 0.009745320,
0.003067163, 0.003614637, 0.003997615, 0.004812373,
resmat6=matrix(c(
0.117642769, 0.126566104, 0.133106804, 0.142280074,
0.044309420, 0.049731991, 0.053912739, 0.060512997,
0.028607224, 0.033826020, 0.038616476, 0.043546500,
0.015445120, 0.017557181, 0.020040720, 0.022747707,
0.007334749, 0.008406468, 0.009392098, 0.010919651,
0.003352200, 0.003814582, 0.004380562, 0.005252154,
resmat7=matrix(c(
0.106573121, 0.113058950, 0.117388191, 0.121286795,
0.052170054, 0.058363322, 0.064733684, 0.069749344,
0.030696897, 0.035506926, 0.039265698, 0.044437674,
0.016737307, 0.019605734, 0.021253610, 0.022922988,
0.007767232, 0.009231789, 0.010340874, 0.011471110,
0.003998261, 0.004590177, 0.005506926, 0.006217415,
resmat8=matrix(c(
0.119571179, 0.126977461, 0.130120853, 0.133258294,
0.059499563, 0.067185338, 0.071283297, 0.079430577,
0.034310968, 0.039827130, 0.044451690, 0.048512464,
0.018599530, 0.021093909, 0.023273085, 0.027471116,
0.009135712, 0.010901687, 0.012288682, 0.013729545,
0.004382249, 0.005191810, 0.005598429, 0.006484433,
crit5=array(cbind(resmat1,resmat2,resmat3,resmat4,resmat5,resmat6,resmat7,
resmat8),c(7,4,8))
flag=TRUE
crit.val=NULL
if(p > 8)flag=FALSE
if(n<10 || n>=400)flag=FALSE
aval<-c(.1,.05,.025,.01)
if(sum(aokay)==0)flag=FALSE
if(flag){
nalpha=c(0:4)
asel=c(0,aval)
ialpha=nalpha[aokay]
critit=crit5[,ialpha,p]
nvec<-c(10,20,30,50,100,200,400)
nval<-nval[2:8]
if(sum(nval)>0)crit.val<-critit[nval,p]
yy<-c(critit[loc[1]-1],critit[loc[1]])
icoef<-tsp1reg(xx,yy)$coef
}}
if(is.null(crit.val))com.pval=TRUE
# no critical value found, so a p-value will be computed
# the code for checking the file medind.crit, which appears
# next, is not working yet.
gdot<-cbind(rep(1,n),x)
gdot<-ortho(gdot)
x<-gdot[,2:pp1]
x<-as.matrix(x)
coef<-NULL
if(qval==.5)coef<-median(y)
if(qval==.25)coef<-idealf(y)$ql
if(qval==.75)coef<-idealf(y)$qu
if(is.null(coef))coef<-qest(y,q=qval)
res<-y-coef
psi<-NA
psi<-ifelse(res>0,qval,qval-1)
rnmat<-matrix(0,nrow=n,ncol=pp1)
ran.mat<-apply(x,2,rank)
flagvec<-apply(ran.mat,1,max)
for(j in 1:n){
flag<-ifelse(flagvec<=flagvec[j],TRUE,FALSE)
flag<-as.numeric(flag)
rnmat[j,]<-apply(flag*psi*gdot,2,sum)
}
rnmat<-rnmat/sqrt(n)
temp<-matrix(0,pp1,pp1)
for(i in 1:n)temp<-temp+rnmat[i,]%*%t(rnmat[i,])
temp<-temp/n
test<-max(eigen(temp)$values)
if(com.pval){
if(SEED)set.seed(2)
p.val<-0
rem<-0
for(i in 1:nboot){
yboot<-rnorm(n)
if(p==1)xboot<-rnorm(n)
if(p>1)xboot<-rmul(n,p=p)
temp3<-medindsub(x,yboot,qval=qval)
if(test>=temp3)p.val<-p.val+1
rem[i]<-temp3
}
ic10<-round(.9*nboot)
rem<-sort(rem)
p.val<-1-p.val/nboot
# now remember the critical values by storing them in "medind.crit"
#if(store.it)
#write(c(n,p,qval,rem[ic10],rem[ic05],rem[ic025],rem[ic001]),"medind.crit",
#append=T,ncolumns=7)
print("The .1, .05, .025 and .001 critical values are:")
print(c(rem[ic10],rem[ic05],rem[ic025],rem[ic001]))
crit.val<-rem[ic05]
}
names(crit.val)=""
Decision="Fail To Reject"
if(test>=crit.val)Decision="Reject"
list(test.stat=test,crit.value=crit.val,p.value=p.val,Decision=Decision)
}
medindsub<-function(x,y,qval=.5){
#
x<-as.matrix(x)
n<-length(y)
p<-ncol(x)
pp1<-p+1
tvec<-c(qval,0-qval,1-qval,qval-1)
pval<-c((1-qval)/2,(1-qval)/2,qval/2,qval/2)
gdot<-ortho(gdot)
x<-gdot[,2:pp1]
x<-as.matrix(x)
if(qval==.5)coef<-median(y)
if(qval!=.5)coef<-qest(y)
res<-y-coef
psi<-NA
psi<-ifelse(res>0,qval,qval-1)
for(j in 1:n){
flag<-ifelse(flagvec>=flagvec[j],T,F)
}
temp<-temp/n
test
}
linplot<-function(x,con=0,plotfun=akerd,nboot=800,plotit=TRUE,pyhat=FALSE,...){
#
# plot distribtion of the linear contrast
# c_1X_2+c_2X_2+...
#
# con contains contrast coefficients. If not specified,
# con<-c(1,1,...,1)
#
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
#
# If not specified, assume distribution of the sum is to be plotted
#
if(sum(con^2)==0)con<-matrix(1,J,1)
for(j in 1:J){
data<-matrix(sample(x[[j]],size=nboot,replace=TRUE),nrow=nboot)
bvec[j,]<-data
}
bcon<-as.vector(bcon)
dval<-plotfun(bcon,pyhat=pyhat,...)
dval
}
lin2plot<-function(x,con,op=4,nboot=800,plotit=TRUE,pyhat=FALSE){
#
# plot two distribtions.
# The first is the distribtion of the linear contrast
# c_1X_2+c_2X_2+... c_i>0
# and the second is the distribution of c_1X_2+c_2X_2+... c_i<0
#
# con contains contrast coefficients. If not specified,
# function terminates.
#
#
J<-length(x)
if(J != length(con)){
stop("Number of contrast coefficients must equal the number of groups")
}
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
#
# Determine contrast matrix for positive contrast coefficients
#
flag<-(con<0)
con1<-con
con1[flag]<-0
# Determine contrast matrix for negative contrast coefficients
flag<-(con>0)
con2<-con
con2[flag]<-0
for(j in 1:J){
data<-matrix(sample(x[[j]],size=nboot,replace=TRUE),nrow=nboot)
bvec[j,]<-data
}
bcon1<-t(con1)%*%bvec
bcon2<-t(con2)%*%bvec
bcon1<-as.vector(bcon1)
bcon2<-as.vector(bcon2)
fval<-g2plot(bcon1,bcon2,op=op,rval=15,fr=0.8,aval=0.5,xlab="X",ylab="")
fval
}
adrunl<-function(x,y,est=tmean,iter=10,pyhat=FALSE,plotit=TRUE,fr=.8,
xlab="x1",ylab="x2",zlab="",theta=50,phi=25,expand=.5,scale=FALSE,
zscale=TRUE,xout=FALSE,outfun=out,ticktype="simple",...){
#
# additive model based on running interval smoother
# and backfitting algorithm
#
x<-as.matrix(x)
p<-ncol(x)
if(p==1)val<-lplot(x[,1],y,pyhat=TRUE,plotit=plotit,span=fr)$yhat.values
if(p>1){
library(MASS)
library(akima)
np<-p+1
x<-m[,1:p]
y<-m[,np]
dif<-1
for(i in 1:p)
fhat.old[,i]<-lplot(x[,i],y,pyhat=TRUE,plotit=FALSE,span=fr)$yhat.values
eval<-NA
for(it in 1:iter){
for(ip in 1:p){
res[,ip]<-y
for(ip2 in 1:p){
}
fhat[,ip]<-lplot(x[,ip],res[,ip],pyhat=TRUE,plotit=FALSE,span=fr)$yhat.values
}
if(it > 1){
itm<-it-1
}
fhat.old<-fhat
if(dif<.01)break
}
val<-val+aval
if(plotit && p==2){
fitr<-val
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
persp(fitr,theta=theta,phi=phi,xlab=xlab,ylab=ylab,zlab=zlab,expand=expand,
}}
if(!pyhat)val<-"Done"
val
}
Rpca<-function(x,p=ncol(x)-1,locfun=llocv2,loc.val=NULL,iter=100,SCORES=FALSE,
gvar.fun=cov.mba,SEED=TRUE,...){
#
# Robust PCA using random orthogonal matrices and
# robust generalized variance method
#
# locfun, by default, use the marginal medians
# alternatives are mcd, tauloc, spat,...
#
if(SEED)set.seed(2)
x<-elimna(x)
n<-nrow(x)
m<-ncol(x)
if(is.null(loc.val))info<-locfun(x,...)$center
if(!is.null(loc.val))info<-loc.val
for(i in 1:n)x[i,]<-x[i,]-info
vals<-NA
bval<-array(NA,c(p,m,iter))
for(it in 1:iter){
B<-matrix(runif(p*m),nrow=p,ncol=m)
B <- t(ortho(t(B))) # so rows are orthogonal
bval[,,it]<-B
for(i in 1:n)z[i,]<-B%*%as.matrix(x[i,])
#vals[it]<-gvar(z)
vals[it]<-gvarg(z,var.fun=gvar.fun)
}
iord<-order(vals)
Bop<-0-bval[,,iord[iter]]
zval<-NULL
if(SCORES){
for(i in 1:n)z[i,]<-Bop%*%as.matrix(x[i,])
zval<-z
}
list(B=Bop,gen.var=vals[iord[iter]],scores=zval)
}
Rsq<-function(x,y){
res=lsfit(x,y)$residuals
yhat=y-res
rsq=var(yhat)/var(y)
rsq
}
ols<-
function(x,y,xout=FALSE,outfun=outpro,alpha=.05,plotit=FALSE,xlab='X',ylab='Y',zlab
='Z',RES=TRUE,...){
#
# Performs OLS regression calling built-in R function.
#
# xout=T will eliminate any leverage points (outliers among x values)
# if one predictor,
# plotit=TRUE will plot the points and the regression line
#
n=nrow(m)
n.keep=n
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
x<-m[,1:p]
y<-m[,pp]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
n.keep=length(y)
}
x<-as.matrix(x)
temp<-summary(lm(y~x))
CI=matrix(NA,nrow(coef),ncol=2)
CI[,1]=coef[,1]-qt(1-alpha/2,temp[10]$fstatistic[3])*coef[,2]
CI[,2]=coef[,1]+qt(1-alpha/2,temp[10]$fstatistic[3])*coef[,2]
dimnames(CI)=list(NULL,c("low.ci","up.ci"))
coef=cbind(coef,CI)
if(plotit){
if(p==1){
abline(coef[,1])
}
if(p==2){
regp2plot(x,y,regfun=ols,xlab=xlab,ylab=ylab,zlab=zlab)
}}
Ftest<-temp[10]$fstatistic
Ftest.p.value<-1-pf(Ftest[1],Ftest[2],Ftest[3])
Rval=Rsq(x,y)
res=NULL
if(RES)res=y-x%*%coef[2:pp,1]-coef[1,1]
list(n=n,n.keep=n.keep,summary=coef,coef=coef[,1],F.test=temp[10]$fstatistic[1],Fte
st.p.value=Ftest.p.value,
F.test.degrees.of.freedom=temp[10]$fstatistic[2:3],R.squared=Rval,residuals=as.vect
or(res))
}
olstest<-function(x,y,nboot=500,SEED=TRUE,RAD=TRUE,xout=FALSE,outfun=outpro,...){
#
# Test the hypothesis that all OLS slopes are zero.
# Heteroscedasticity is allowed.
#
# RAD=T: use Rademacher function to generate wild bootstrap values.
# RAD=F, use standardized uniform distribution.
#
if(SEED)set.seed(2)
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
x<-m[,1:p]
y<-m[,pp]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
}
x<-as.matrix(x)
temp<-lsfit(x,y)
yhat<-mean(y)
res<-y-yhat
test<-sum(temp$coef[2:pp]^2)
if(!RAD){
data<-matrix(runif(length(y)*nboot),nrow=nboot)#
}
rvalb<-apply(data,1,olstests1,yhat,res,x)
p.val<-sum(rvalb>=test)/nboot
list(p.value=p.val)
}
qrchkv2<-function(x,y,qval=.5,...){
#
# Test of a linear fit based on quantile regression
# The method stems from He and Zhu 2003, JASA, 98, 1013-1022.
# com.pval=F
#
# nboot is number of simulations used to determine p-value.
# Execution time can be quite high
#
# This function quickly determines .1, .05, .025 and .01
# critical values for n<=400 and p<=6 (p= number of predictors)
# and when dealing with the .5 quantile.
# Otherwise, critical values are determined via simulations, which
# can have high execution time.
#
# But, once critical values are determined for a given n, p and
# quantile qval, the function will remember these values and use them
# in the future. They are stored in a file called qrchk.crit
# Currently, however, when you source the Rallfun files, these values
# will be lost. You might save the file qrchk.crit in another file,
# source Rallfun, then copy the save file back to qrchk.crit
#
x=as.matrix(x)
p<-ncol(x)
pp1<-p+1
y<-yx[,1]
x<-yx[,2:pp1]
store.it=F
x<-as.matrix(x)
p.val<-NULL
crit.val<-NULL
x<-as.matrix(x)
# shift the marginal x values so that the test statistic is
# invariant under changes in location
n<-length(y)
x=standm(x)
gdot<-ortho(gdot)
x<-gdot[,2:pp1]
x<-as.matrix(x)
temp<-rqfit(x,y,qval=qval,res=TRUE)
coef<-temp$coef
psi<-NA
psi<-ifelse(temp$residuals>0,qval,qval-1)
for(j in 1:n){
}
temp<-temp/n
test
}
sm2str<-function(xx,y,iv=c(1,2),nboot=100,SEED=TRUE,xout=FALSE,outfun=outpro,
STAND=TRUE,...){
#
# Compare robust measures of association of two predictors
# based on a smooth
#
if(!is.matrix(xx))stop("x should be a matrix with 2 or more columns")
if(ncol(xx)<2)stop("x should be a matrix with 2 or more columns")
val1=NA
val2=NA
x=xx[,iv]
x=xy[,1:2]
y=xy[,3]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(SEED)set.seed(2)
data1<-matrix(sample(length(y),size=length(y)*nboot,replace=TRUE),nrow=nboot)
bvec1=apply(data1,1,sm2str.sub,x[,1],y) # 2 by nboot matrix
bvecd=bvec1-bvec2
pv=akerdcdf(bvecd,pts=0)
vcor=cor(x,method="kendall")
p.crit=.25*abs(vcor[1,2])+.05+(100-length(y))/10000
p.crit=max(c(.05,p.crit))
list(p.value=pv,p.crit=p.crit)
}
sm2str.sub<-function(isub,x,y){
xmat<-x[isub]
val1<-lplot(xmat,y[isub],plotit=FALSE)$Explanatory.power
val1
}
akerdcdf<-function(xx,hval=NA,aval=.5,op=1,fr=.8,pyhat=TRUE,pts=0,plotit=FALSE,
xlab="",ylab=""){
#
# Compute cumulative adaptive kernel density estimate
# for univariate data
# By default (univiate case) determine P(X<=pts),
# pts=0 by default.
#
# op=1 Use expected frequency as initial estimate of the density
# op=2 Univariate case only
# Use normal kernel to get initial estimate of the density
#
fval<-"Done"
if(is.matrix(xx)){
if(ncol(xx)>1)fval<-
akerdmul(xx,pts=pts,hval=hval,aval=aval,fr=fr,pr=pyhat,plotit=plotit)
plotit<-F
}
if(is.matrix(xx) && ncol(xx)==1)xx<-xx[,1]
if(!is.matrix(xx)){
x<-sort(xx)
if(op==1){
m<-mad(x)
if(m==0){
temp<-idealf(x)
}
if(m>0)fhat<-fhat/(2*fr*m)
}
if(op==2){
init<-density(xx)
fhat <- init$y
x<-init$x
}
n<-length(x)
if(is.na(hval)){
sig<-sqrt(var(x))
temp<-idealf(x)
A<-min(c(sig,iqr))
if(A==0)A<-sqrt(winvar(x))/.64
hval<-1.06*A/length(x)^(.2)
# See Silverman, 1986, pp. 47-48
}
dhat<-NA
pts<-sort(pts)
temp<-(pts[j]-x)/(hval*alam)
sq5=0-sqrt(5)
epan=.75*(temp-.2*temp^3/3)/sqrt(5)-.75*(sq5-.2*sq5^3/3)/sqrt(5)
flag=(temp>=sqrt(5))
epan[flag]=1
flag=(temp<sq5)
epan[flag]=0
dhat[j]<-mean(epan)
}
if(plotit){
plot(pts,dhat,type="n",ylab=ylab,xlab=xlab)
lines(pts,dhat)
}
if(pyhat)fval<-dhat
}
fval
}
epmod<-function(x,y,smfun=lplot,xout=FALSE,outfun=outpro,STAND=TRUE,...){
#
# Estimates explanatory power, via a smoother, for all possible
# subsets of the p predictors. Currently limited to p<=5
# By default, use lowess. (smfun=lplot)
#
x<-as.matrix(x)
d<-ncol(x)
p1<-d+1
x<-temp[,1:d]
y<-temp[,p1]
x<-as.matrix(x)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:d]
y<-m[,p1]
}
x<-as.matrix(x)
model<-modgen(d)
mout<-matrix(NA,length(model),2,dimnames=list(NULL,c("Model",
"Explanatory power")))
mout[imod,1]<-imod
mout[imod,2]<-smfun(x[,model[[imod]]],y,plotit=FALSE,...)$Explanatory.power
}
list(models=model,Explanatory.power=mout)
}
resdepth<-function(x,res)
{
##########################################################################
# This function computes the regression depth of a regression line based
# on its residuals. The fit could be, for example, a nonparametric
# regression or smooth.
#
# The algorithm is based on a simple modification of
#
#
##########################################################################
if(!is.vector(x)) stop("x should be a vector")
n <- length(x)
if(n < 2)
flag=is.na(res)
x=x[!flag]
res[!flag]
xord=order(x)
x=x[xord]
res=res[xord]
posres <- res >= 0
negres <- res <= 0
min(depth)
}
depthcom<-function(x1,y1,x2,y2,est=tmean,fr=1){
temp1=depthcomsub(x1,y1,x2,y2,est=est,fr=fr)
temp2=depthcomsub(x2,y2,x1,y1,est=est,fr=fr)
dep=max(c(abs(temp1$dep1-temp1$dep2),abs(temp2$dep1-temp2$dep2)))
dep
}
depthcomsub<-function(x1,y1,x2,y2,est=tmean,fr=1){
x1=(x1-median(x1))/mad(x1)
yh1=runhat(x1,y1,est=tmean,fr=fr)
yh2=runhat(x2,y2,pts=x1,est=tmean,fr=fr)
flag=is.na(yh2)
res1=y1-yh1
res2=y1[!flag]-yh2[!flag]
dep1=resdepth(x1,res1)
dep2=resdepth(x1[!flag],res2)
list(dep1=dep1,dep2=dep2)
}
ancsm<-
function(x1,y1,x2,y2,crit.mat=NULL,nboot=200,SEED=TRUE,REP.CRIT=FALSE,LP=TRUE,
est=tmean,fr=NULL,plotit=TRUE,sm=FALSE,xout=FALSE,outfun=out,xlab="X",ylab="Y",...)
{
#
# Compare two nonparametric
# regression lines corresponding to two independent groups
# using the depths of smooths.
# One covariate only is allowed.
#
# A running interval smoother is used.
#
# sm=T will create smooths using bootstrap bagging.
#
if(ncol(as.matrix(x1))>1)stop("One covariate only is allowed")
if(xout){
flag1=outfun(x1,...)$keep
flag2=outfun(x2,...)$keep
x1=x1[flag1]
y1=y1[flag1]
x2=x2[flag2]
y2=y2[flag2]
}
x1=xy[,1]
xord=order(x1)
x1=x1[xord]
y1=xy[xord,2]
x2=xy[,1]
xord=order(x2)
x2=x2[xord]
y2=xy[xord,2]
n1=length(y1)
n2=length(y2)
if(is.null(fr)){
fr=1
if(min(n1,n2)>150)fr=.2
if(max(n1,n2)<35)fr=.5
}
if(SEED)set.seed(2)
if(is.null(crit.mat[1])){
crit.val=NA
yall=c(y1,y2)
xall=c(x1,x2)
nn=n1+n2
il=n1+1
for(i in 1:nboot){
data=sample(nn,nn,TRUE)
yy1=yall[data[1:n1]]
yy2=yall[data[il:nn]]
xx1=xall[data[1:n1]]
xx2=xall[data[il:nn]]
crit.mat[i]=depthcom(xx1,yy1,xx2,yy2,est=est,fr=fr)
}}
if(plotit)runmean2g(x1,y1,x2,y2,fr=fr,est=est,sm=sm,xlab=xlab,ylab=ylab,LP=LP,...)
dep=depthcom(x1,y1,x2,y2,est=est,fr=fr)
n=min(n1,n2)
pv=1-mean(crit.mat<dep)
if(!REP.CRIT)crit.mat=NULL
list(p.value=pv,crit.mat=crit.mat,test.depth=dep)
}
ts2str.sub<-function(isub,x,y){
val1<-tsreg(x[isub],y[isub])$Explanatory.Power
val1
}
tsplitbt<-function(J,K,x,tr=.2,alpha=.05,JK=J*K,grp=c(1:JK),nboot=599,
SEED=TRUE,monitor=FALSE){
#
# A bootstrap-t for performing a split-plot design
# with trimmed means.
#
#
#
#
# using grp
#
if(SEED)set.seed(2)
if(is.matrix(x)) {
y <- list()
ik=0
il=c(1:K)-K
for(j in 1:J){
il=il+K
zz=x[,il]
zz=elimna(zz)
for(k in 1:K){
ik=ik+1
y[[ik]]=zz[,k]
}}
x <- y
}
JK<-J*K
data<-list()
xcen<-list()
xcen[[j]]<-data[[j]]-mean(data[[j]],tr) # Centered data
}
x<-data
#
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
if(min(nvec)<10){
print("Warning: with small sample sizes, a bootstrap-t method can")
print("result in estimated variances equal to zero, resulting in")
print("this function terminating and giving no results and peculiar error
messages.")
}
blist<-list()
testmat<-matrix(NA,ncol=3,nrow=nboot)
for(iboot in 1:nboot){
iv<-0
for(j in 1:J){
temp<-sample(nvec[j],replace = T)
for(k in 1:K){
iv<-iv+1
tempx<-xcen[[iv]]
blist[[iv]]<-tempx[temp]
}}
if(monitor)print(paste("Bootstrap iteration" ,iboot, "is complete"))
btest<-tsplit(J,K,blist,tr)
testmat[iboot,1]<-btest$Qa
testmat[iboot,2]<-btest$Qb
testmat[iboot,3]<-btest$Qab
}
lcrit<-round((1-alpha)*nboot)
temp3<-sort(testmat[,1])
crit.Qa<-temp3[lcrit]
crit.Qb<-temp3[lcrit]
crit.Qab<-temp3[lcrit]
temp4<-tsplit(J,K,x,tr=tr)
list(Qa=temp4$Qa,Qb=temp4$Qb,Qab=temp4$Qab,crit.Qa=crit.Qa,crit.Qb=crit.Qb,crit.Qab
=crit.Qab)
}
ogkcor<-function(x,y=NA,n.iter=1,sigmamu=taulc,v=gkcov,beta=.9,...){
#
# Compute robust (weighted) correlation matrix in Maronna and Zamar
#
# sigmamu computes a robust measure of location and scale for
# data stored in a single vector.
# v robust correlation coefficient
# estloc, a robust measure of location
#
x<-elimna(x)
n<-nrow(x)
p<-ncol(x)
val<-matrix(NA,p,p)
temp<-ogk(x,sigmamu=sigmamu,v=v,n.iter=n.iter,beta=beta,...)$cov
J=(p^2-p)/2
p.values=matrix(NA,nrow=J,ncol=3)
info=matrix(NA,nrow=J,ncol=4)
dimnames(p.values)<-list(NULL,c("VAR","VAR","p.value"))
dimnames(info)<-list(NULL,c("VAR","VAR","COR","Test.Stat"))
ic=0
for(j in 1:p){
for(k in 1:p){
val[j,k]<-temp[j,k]/sqrt(temp[k,k]*temp[j,j])
test.stat<-abs(val*sqrt((n-2)/(1-val^2)))
if(j<k){
test=test.stat[j,k]
ic=ic+1
p.values[ic,1]=j
p.values[ic,2]=k
info[ic,1]=j
info[ic,2]=k
info[ic,3]=val[j,k]
info[ic,4]=test
p.value=c("Greater than .1")
crit<-4.8/n+2.72
crit<-15.49/n+2.68
crit<-14.22/n+3.26
crit<-24.83/n+3.74
p.values[ic,3]=p.value
}}}
list(cor=val,test.results=info,p.values=p.values)
}
resdepth.sub<-function(x,res)
{
##########################################################################
# This function computes the regression depth of a regression line based
# on its residuals. The fit could be, for example, a nonparmatric
# regression or smooth.
#
# The algorithm is based on a simple modification of
#
#
##########################################################################
if(!is.vector(x)) stop("x should be vectors")
n <- length(x)
if(n < 2)
flag=is.na(res)
x=x[!flag]
res[!flag]
xord=order(x)
x=x[xord]
res=res[xord]
posres <- res >= 0
negres <- res <= 0
min(depth)
}
tbs<- function(x,eps=1e-3,maxiter=20,r=.45,alpha=.05,init.est=OGK){
# Rocke's contrained s-estimator
#
# r=.45 is the breakdown point
# alpha=.05 is the asymptotic rejection probability.
#
library(MASS)
x<-elimna(x)
x=as.matrix(x)
n <- nrow(x)
p <- ncol(x)
LIST=FALSE
if(p==1){
LIST=T
p=2
x=cbind(x,rnorm(nrow(x)))
# Yes, this code is odd, but for moment easiest way of handling p=1
}
temp<-init.est(x)
# very poor outside rate per obs under normality.
t1<-temp$center
s<-temp$cov
c1M<-cgen.bt(n,p,r,alpha,asymp=FALSE)
c1<-c1M$c1
if(c1==0)c1<-.001 #Otherwise get division by zero
M<-c1M$M
b0 <- erho.bt(p,c1,M)
crit <- 100
iter <- 1
w1d <- rep(1,n)
w2d <- w1d
while ((crit > eps)&(iter <= maxiter))
{
t.old <- t1
s.old <- s
wt.old <- w1d
v.old <- w2d
d2 <- mahalanobis(x,center=t1,cov=s)
d <- sqrt(d2)
k <- ksolve.bt(d,p,c1,M,b0)
d <- d/k
w1d <- wt.bt(d,c1,M)
w2d <- v.bt(d,c1,M)
t1 <- (w1d %*% x)/sum(w1d)
s <- s*0
for (i in 1:n)
{
xc <- as.vector(x[i,]-t1)
s <- s + as.numeric(w1d[i])*(xc %o% xc)
}
s <- p*s/sum(w2d)
mnorm <- sqrt(as.vector(t.old) %*% as.vector(t.old))
snorm <- eigen(s.old)$values[1]
crit1 <- max(abs(t1 - t.old))
# crit <- max(crit1,crit2)
crit <- max(abs(w1d-wt.old))/max(w1d)
iter <- iter+1
}
if(LIST){
v1=t1[1]
v2=s[1,1]
return(list(center=v1,var=v2))
}
if(!LIST)return(list(center=t1,cov=s))
}
pcorhc4sub<-function(x,y,CN=FALSE){
#
# using the HC4 method
#
# CN=F degrees of freedom are n-p
#
x<-xy[,1]
y<-xy[,2]
z1=(x-mean(x))/sqrt(var(x))
z2=(y-mean(y))/sqrt(var(y))
ans=olshc4sub(z1,z2,CN=CN)
ci=ans$ci[2,3:4]
ci
}
TWOpNOV<-function(x,y,HC4=FALSE,alpha=.05){
#
# Compute a .95 confidence interval
# for the difference between two dependent Pearson correlations,
# non-overlapping case.
#
# Both x and y are assumed to be matrices with two columns.
# The function compares the correlation between x[,1] and x[,2]
# to the correlation between y[,1] and y[,2].
#
# For simulation results, see Wilcox (2009).
# COMPARING PEARSON CORRELATIONS: DEALING WITH
# HETEROSCEDASTICITY AND NON-NORMALITY, Communications in Statistics--Simulations
# and Computations, 38, 2220-2234.
#
#
if(!HC4 && alpha!=.05)stop('For alpha not equal to .05, must use HC4=TRUE')
if(!is.matrix(y))stop("y should be a matrix")
if(ncol(x)!=2)stop("x should be a matrix with 2 columns")
if(ncol(y)!=2)stop("y should be a matrix with 2 columns")
x1=xy[,1]
x2=xy[,2]
y1=xy[,3]
y2=xy[,4]
r12=cor(x1,x2)
r13=cor(x1,y1)
r14=cor(x1,y2)
r23=cor(x2,y1)
r24=cor(x2,y2)
r34=cor(y1,y2)
term1=.5*r12*r34*(r13^2+r14^2+r23^2+r24^2)
term2=r12*r13*r14+r12*r23*r24+r13*r23*r34+r14*r24*r34
corhat=(term1+r13*r24+r14*r23-term2)/((1-r12^2)*(1-r34^2))
if(!HC4)temp=pcorbv4(x1,x2,SEED=FALSE)
if(HC4)temp=pcorhc4(x1,x2,alpha=alpha)
ci12=temp$ci[1]
ci12[2]=temp$ci[2]
if(!HC4)temp=pcorbv4(y1,y2,SEED=FALSE)
if(HC4)temp=pcorhc4(y1,y2,alpha=alpha)
ci34=temp$ci[1]
ci34[2]=temp$ci[2]
terml=2*corhat*(r12-ci12[1])*(ci34[2]-r34)
termu=2*corhat*(ci12[2]-r12)*(r34-ci34[1])
L=r12-r34-sqrt((r12-ci12[1])^2+(ci34[2]-r34)^2-terml)
U=r12-r34+sqrt((r12-ci12[2])^2+(ci34[1]-r34)^2-termu)
list(est.1=r12,est.2=r34,ci.lower=L,ci.upper=U)
}
TWOpov<-function(x,y,alpha=.05,CN=FALSE){
#
# Comparing two dependent correlations: Overlapping case
#
# x is assumed to be a matrix with 2 columns
#
# Compare correlation of x[,1] with y to x[,2] with y
#
# returns a confidence stored in
# ci
#
if(ncol(x)!=2)stop("x should be a matrix with two columns")
x1y=elimna(cbind(x[,1],y))
x2y=elimna(cbind(x[,2],y))
xx=elimna(x)
r12=cor(x1y[,1],x1y[,2])
r13=cor(x2y[,1],x2y[,2])
r23=cor(xx[,1],xx[,2])
ci12=pcorhc4(x1y[,1],x1y[,2],alpha=alpha,CN=CN)$ci
ci13=pcorhc4(x2y[,1],x2y[,2],alpha=alpha,CN=CN)$ci
corhat=((r23-.5*r12*r13)*(1-r12^2-r13^2-r23^2)+r23^3)/((1-r12^2)*(1-r13^2))
term1=2*corhat*(r12-ci12[1])*(ci13[2]-r13)
term2=2*corhat*(r12-ci12[2])*(ci13[1]-r13)
L=r12-r13-sqrt((r12-ci12[1])^2+(ci13[2]-r13)^2-term1)
U=r12-r13+sqrt((r12-ci12[2])^2+(ci13[1]-r13)^2-term2)
list(est.rho1=r12,est.rho2=r13,ci=c(L,U))
}
sm2str.sub<-function(isub,x,y){
xmat<-x[isub]
val1<-lplot(xmat,y[isub],plotit=FALSE)$Explanatory.power
val1
}
sm2strv7<-function(xx,y,iv=c(1,2),nboot=100,SEED=TRUE,xout=FALSE,outfun=outpro,
STAND=TRUE,...){
#
# Compare robust measures of association of two predictors
# based on a smooth
#
# x is a matrix with two columns
# robust explanatory of x[,1] with y is compared to x[,2] with y.
# xout=T eliminates any leverage points found with outfun, which
# defaults to outpro, a projecion method for detecting outliers.
#
# iv: indicates the two columns of x that will be used. By default, col 1 and 2
are used.
#
if(!is.matrix(xx))stop("x should be a matrix with 2 or more columns")
if(ncol(xx)<2)stop("x should be a matrix with 2 or more columns")
val1=NA
val2=NA
x=xx[,iv]
x=xy[,1:2]
y=xy[,3]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(SEED)set.seed(2)
bvecd=bvec1-bvec2
pv=akerdcdf(bvecd,pts=0)
vcor=cor(x,method="kendall")
p.crit=.25*abs(vcor[1,2])+.05+(100-length(y))/10000
p.crit=max(c(.05,p.crit))
list(p.value=pv,p.crit=p.crit)
}
pcorhc4<-function(x,y,alpha=.05,CN=FALSE){
#
# using the HC4 method
#
# CN=F, degrees of freedom are n-p; seems better for general use.
#
x<-xy[,1]
y<-xy[,2]
z1=(x-mean(x))/sqrt(var(x))
z2=(y-mean(y))/sqrt(var(y))
ans=olshc4(z1,z2,alpha=alpha,CN=CN)
list(r=ans$ci[2,2],ci=ans$ci[2,3:4],p.value=ans$ci[2,5])
}
regpreS<-function(x,y,regfun=lsfit,error=absfun,nboot=100,
mval=round(5*log(length(y))),locfun=mean,pr=TRUE,
xout=FALSE,outfun=out,
plotit=TRUE,xlab="Model Number",ylab="Prediction Error",SEED=TRUE,...){
#
# Stepwise selection of predictors based on
# estimates of prediction error using the regression method
# regfun,
# which defaults to least squares. Prediction error
# is estimated with .632 method.
#
#
# The argument error defaults to absolute error. To use
# squared error, set error=sqfun.
#
#
# Shao (JASA, 1996, 655-665). (Resampling n vectors of observations,
#
if(SEED)set.seed(2)
q=ncol(x)
qm1=q-1
x<-as.matrix(x)
d<-ncol(x)
p1<-d+1
x<-temp[,1:d]
y<-temp[,d+1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
flag<-outfun(x,SEED=FALSE,...)$keep
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
adit=NULL
pval=c(1:ncol(x))
#pval=c(1:q)
allp=pval
for(ip in 1:qm1){
model=list()
for(j in 1:length(pval))model[[j]]=c(adit,pval[j])
temp=regpre(x,y,model=model,pr=FALSE,plotit=FALSE,adz=FALSE,regfun=regfun,
SEED=SEED)$estimates
pbest=order(temp[,5])
adit=model[[pbest[1]]]
pval=allp[-adit]
}
output=model[[pbest[1]]]
output=c(output,allp[-output])
output
}
akp.effect<-function(x,y,EQVAR=TRUE,tr=.2){
#
# Computes the robust effect size suggested by
#Algina, Keselman, Penfield Psych Methods, 2005, 317-328
library(MASS)
x<-elimna(x)
y<-elimna(y)
n1<-length(x)
n2<-length(y)
s1sq=winvar(x,tr=tr)
s2sq=winvar(y,tr=tr)
spsq<-(n1-1)*s1sq+(n2-1)*s2sq
sp<-sqrt(spsq/(n1+n2-2))
cterm=1
if(tr>0)cterm=area(dnormvar,qnorm(tr),qnorm(1-tr))+2*(qnorm(tr)^2)*tr
cterm=sqrt(cterm)
if(EQVAR)dval<-cterm*(tmean(x,tr)-tmean(y,tr))/sp
if(!EQVAR){
dval<-cterm*(tmean(x,tr)-tmean(y,tr))/sqrt(s1sq)
dval[2]=cterm*(tmean(x,tr)-tmean(y,tr))/sqrt(s2sq)
}
dval
}
akp.effect.ci<-function(x,y,tr=.2,nboot=2000,alpha=.05,SEED=TRUE){
#
# Confidence interval for the trim-Winsorized analog of Cohen's d.
#
if(SEED)set.seed(2)
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
be.f=NA
for(i in 1:nboot){
X=sample(x,n1,replace=TRUE)
Y=sample(y,n2,replace=TRUE)
be.f[i]=akp.effect(X,Y,tr)
}
L=alpha*nboot/2
U=nboot-L
be.f=sort(be.f)
ci=be.f[L+1]
ci[2]=be.f[U]
est=akp.effect(x,y,tr=tr)
list(akp.effect=est,ci=ci)
}
kms.effect<-function(x,y,tr=.2,pr=TRUE){
#
# Computes the robust effect size using a simple generalization of the method in
# Kulinskaya, E., Morgenthaler, S. & Staudte, R. (2008).
# Meta Analysis: A guide to calibrating and combining statistical evidence p. 177
#Cohen d=.2, .5 .8 is sometimes taken to be small, medium and large effect sizes.
# For equal variances, their measure of effect size corresponds to .1, .25 and .
4; KMS p. 180
if(pr){
print('Note: Under normality and homoscedasticity, the KMS effect size is half of
Cohen d')
print(' So for d = .2, .5 and .8, the corresponding KMS effect size is 0.1, 0.25
and 0.40, respectively')
}
library(MASS)
x<-elimna(x)
y<-elimna(y)
n1<-length(x)
n2<-length(y)
N=n1+n2
q=n2/N
s2sq=winvar(y,tr=tr)
t1=tmean(x,tr=tr)
t2=tmean(y,tr=tr)
top=q*s1sq+(1-q)*s2sq
bot=q*(1-q)
sigsq=top/bot # Quantity in brackets KMS p. 176 eq 21.1
varrho=s2sq/s1sq
d1=(t1-t2)/sqrt(s1sq)
del=d1/sqrt(1/(1-q)+varrho/q)
del=(1-2*tr)*del
list(effect.size=del)
}
wwwtrim<-function(J,K,L,data,tr=.2,grp=c(1:p),alpha=.05,p=J*K*L){
# Perform a within by within by within (three-way) anova on trimmed means.
#
# That is, there are three factors with a total of JKL dependent groups.
#
# The argument data is assumed to contain the raw
#
#
#
if(is.list(data))data=listm(elimna(matl(data)))
if(is.matrix(data))data=listm(elimna(data))
print(p)
print(length(data))
}
tmeans<-0
h<-0
v<-0
for (i in 1:p){
}
v=covmtrim(data,tr=tr)
jm1<-J-1
cj<-diag(1,jm1,J)
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
lm1<-L-1
cl<-diag(1,lm1,L)
}
ltsR<-function(x,y,RES=FALSE,varfun=pbvar,corfun=pbcor){
#
library(MASS)
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
temp=ltsreg(x,y)$coef
x=as.matrix(x)
p=ncol(x)+1
res<-y-x%*%temp[2:p]-temp[1]
yhat<-y-res
if(!RES)res=NULL
if(is.na(e.pow))e.pow<-1
list(coef=temp,residuals=res,Explanatory.Power=e.pow,
Strength.Assoc=sqrt(e.pow))
}
standmar<-function(x,locfun=lloc,est=mean,scat=var,...){
# standardize a matrix x
#
x=as.matrix(x)
m1=apply(x,2,est,na.rm=TRUE)
v1=apply(x,2,scat,na.rm=TRUE)
p=ncol(x)
for(j in 1:p)x[,j]=(x[,j]-m1[j])/sqrt(v1[j])
x
}
qsmcobs<-function(x,y,qval=.5,xlab="X",ylab="Y",FIT=TRUE,pc=".",plotit=TRUE,
xout=FALSE,outfun=out,q=NULL,lambda=0,...){
#
# Plots smooths of quantile regression lines using R package cobs
#
# qval is the quantile
# qsmcobs(x,y,qval=c(.2,.5,.8)) will plot three smooths corresponding to
#
# FIT=T, uses the values returned by predict
# FIT=F, determines predicted Y for each X and plots the results
library(cobs)
x=as.matrix(x)
if(xout){
x<-x[flag,]
y<-y[flag]
}
yhat=NULL
res=NULL
if(plotit)plot(x,y,xlab=xlab,ylab=ylab,pch=pc)
if(FIT){
for(j in 1:length(qval)){
if(plotit)lines(predict(cobs(x,y,tau=qval[j],lambda=lambda,print.mesg=FALSE,print.w
arn=FALSE)))
}}
if(!FIT){
temp=cobs(x,y,tau=qval[j],print.mesg=FALSE,print.warn=FALSE,lambda=lambda)
xord=order(x)
if(plotit)lines(x[xord],temp$fitted[xord])
}
if(length(qval)==1){
yhat=temp$fitted
#res=y-yhat
# yhat is only for the unique x values. If x has,say,
# three tied values = 6, then
# yhat contains only one predicted value for x=6, not three yhat values
# all equal to the predicted value at x=6
}
}
list(yhat=yhat)
}
Qdepthcom<-function(x1,y1,x2,y2,qval){
temp1=Qdepthcomsub(x1,y1,x2,y2,qval)
temp2=Qdepthcomsub(x2,y2,x1,y1,qval)
dep=max(c(abs(temp1$dep1-temp1$dep2),abs(temp2$dep1-temp2$dep2)))
dep
}
Qdepthcomsub<-function(x1,y1,x2,y2,qval){
yh1=qsmcobs(x1,y1,FIT=FALSE,qval=qval,plotit=FALSE)$yhat
temp2=cobs(x2,y2,print.mesg=FALSE,print.warn=FALSE,tau=qval)
yh2=predict(temp2,z=x1)
yh2=yh2[,2]
flag=is.na(yh2)
res1=y1-yh1
res2=y1[!flag]-yh2[!flag]
dep1=resdepth(x1,res1)
dep2=resdepth(x1[!flag],res2)
list(dep1=dep1,dep2=dep2)
}
mulgreg<-function(x,y,cov.fun=rmba){
#
# Do Multivariate regression in Rousseeuw, Van Aelst, Van Driessen Agullo
# (2004) Technometrics, 46, 293-305
#
# (y can be multivariate)
#
library(MASS)
if(!is.matrix(y))stop("y is not a matrix")
X<-cbind(x,y)
X<-elimna(X)
qy<-ncol(y)
qx<-ncol(x)
qxp1<-qx+1
tqyqx<-qy+qx
y<-X[,qxp1:tqyqx]
# compute initial estimate of slopes and intercept:
locscat<-cov.fun(X)
sig<-locscat$cov
mu<-locscat$center
sigxx<-sig[1:qx,1:qx]
sigxy<-sig[1:qx,qxp1:tqyqx]
sigyy<-sig[qxp1:tqyqx,qxp1:tqyqx]
Bhat<-solve(sigxx)%*%sigxy
sige<-sigyy-t(Bhat)%*%sigxx%*%Bhat
sige.inv<-solve(sige)
Ahat<-t(mu[qxp1:tqyqx]-t(Bhat)%*%mu[1:qx])
resL<-matrix(nrow=nrow(X),ncol=qy)
for(i in 1:nrow(X))resL[i,]<-y[i,]-t(Bhat)%*%X[i,1:qx]
for(j in 1:qy)resL[,j]<-resL[,j]-Ahat[j]
list(coef=rbind(Ahat,Bhat),residuals=resL)
}
tsp1reg<-function(x,y,plotit=FALSE,HD=FALSE,OPT=TRUE){
#
# Compute the Theil-Sen regression estimator.
#
# OPT=TRUE, compute the intercept using median(y)-beta_1median(X)
# OPT=FALSE compute the intercept using median of y-beta_1X
#
x<-temp[,1]
y<-temp[,2]
ord<-order(x)
xs<-x[ord]
ys<-y[ord]
v1<-vec1[vec2>0]
v2<-vec2[vec2>0]
if(!HD)slope<-median(v1/v2,na.rm=TRUE)
if(HD)slope<-hd(v1/v2,na.rm=TRUE)
if(OPT){
if(!HD)coef<-median(y,na.rm=TRUE)-slope*median(x,na.rm=TRUE)
if(HD)coef<-hd(y,na.rm=TRUE)-slope*hd(x,na.rm=TRUE)
}
if(!OPT){
if(!HD)coef<-median(y-slope*x,na.rm=TRUE)
if(HD)coef<-hd(y-slope*x,na.rm=TRUE)
}
names(coef)<-"Intercept"
coef<-c(coef,slope)
if(plotit){
plot(x,y,xlab="X",ylab="Y")
abline(coef)
}
res<-y-slope*x-coef[1]
}
gplot<-function(x,xlab="Group",ylab="",xnum=FALSE){
if(!xnum)par(xaxt="n")
mval<-NA
vals<-x[[1]]
gval<-rep(1,length(x[[1]]))
vals<-c(vals,x[[j]])
gval<-c(gval,rep(j,length(x[[j]])))
}
plot(gval,vals,xlab=xlab,ylab=ylab)
}
trimpb<-function(x,y=NULL,tr=.2,alpha=.05,nboot=2000,WIN=FALSE,win=.1,
plotit=FALSE,pop=1,null.value=0,pr=TRUE,xlab="X",fr=NA,SEED=TRUE){
#
# Compute a 1-alpha confidence interval for
# a trimmed mean.
#
#
# win is the amount of Winsorizing before bootstrapping
# when WIN=T.
#
#
# nv is null value. That test hypothesis trimmed mean equals nv
#
# plotit=TRUE gives a plot of the bootstrap values
# pop=3 boxplot
# pop=5 histogram
# pop=6 adaptive kernel density estimate.
#
# fr controls the amount of smoothing when plotting the bootstrap values
# via the function rdplot. fr=NA means the function will use fr=.8
# (When plotting bivariate data, rdplot uses fr=.6 by default.)
#
# If y is not null, the function uses x-y; so can be used for two dependent
variables.
#
if(pr){
}
x<-x[!is.na(x)]
if(WIN){
if(win > tr)stop("The amount of Winsorizing must be <= to the amount of trimming")
x<-winval(x,win)
}
crit<-alpha/2
icu<-nboot-icl
bvec<-NA
bvec<-apply(data,1,mean,tr) # Bootstrapped trimmed means
bvec<-sort(bvec)
#p.value<-sum(bvec<null.value)/nboot
p.value<-mean(bvec<null.value)+.5*mean(bvec==null.value)
p.value<-2*min(p.value,1-p.value)
ci<-NA
ci[1]<-bvec[icl]
ci[2]<-bvec[icu]
if(plotit){
if(pop==1)rdplot(as.vector(bvec),fr=fr,xlab=xlab)
if(pop==2)kdplot(as.vector(bvec),rval=rval)
if(pop==3)boxplot(as.vector(bvec))
if(pop==4)stem(as.vector(bvec))
if(pop==5)hist(as.vector(bvec))
if(pop==6)akerd(as.vector(bvec),xlab=xlab)
}
list(estimate=mean(x,tr=tr),ci=ci,p.value=p.value)
}
cobs2g<-function(x1,y1,x2,y2,xlab="X",ylab="Y",qval=.5,xout=FALSE,outfun=out,...){
#
# Plot two regression lines, estimated via COBS
# (quantile regression using B-splines)
#
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
library(cobs)
x1=xy[,1]
xord=order(x1)
x1=x1[xord]
y1=xy[xord,2]
x2=xy[,1]
xord=order(x2)
x2=x2[xord]
y2=xy[xord,2]
points(x1,y1)
lines(x1,temp1$fitted)
lines(x2,temp2$fitted,lty=2)
}
wwtrim<-function(J,K,x,grp=c(1:p),p=J*K,tr=.2){
#
# repeated measures on both factors.
#
#
#
# using grp
#
data<-x
print(p)
print(length(data))
}
tmeans<-0
h<-length(data[[grp[1]]])
v<-matrix(0,p,p)
for (i in 1:p)tmeans[i]<-mean(data[[grp[i]]],tr=tr,na.rm=TRUE)
v<-covmtrim(data,tr=tr)
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
Qa<-trimww.sub(cmat,tmeans,v,h,J,K)
Qa.siglevel<-1-pf(Qa,J-1,999)
Qb<-trimww.sub(cmat,tmeans,v,h,J,K)
Qb.siglevel<-1-pf(Qb,K-1,999)
Qab<-trimww.sub(cmat,tmeans,v,h,J,K)
Qab.siglevel<-1-pf(Qab,(J-1)*(K-1),999)
list(Qa=Qa,Qa.siglevel=Qa.siglevel,
Qb=Qb,Qb.siglevel=Qb.siglevel,
Qab=Qab,Qab.siglevel=Qab.siglevel)
}
dnormvar<-function(x){
x^2*dnorm(x)
}
ebarplot<-function(x,y=NULL,nse=2, liw = uiw, aui=NULL, ali=aui,
err="y", tr=0,ylim=NULL, sfrac = 0.01, gap=0, add=FALSE,
col=par("col"), lwd=par("lwd"), slty=par("lty"), xlab="Group",
ylab=NULL, ...) {
# plots error bars using the data in
# x, which is assumed to be a matrix with J columns (J groups) or
# x has list mode.
# nse indicates how many standard errors to use when plotting.
#
# By default, means are used. To use a trimmed mean, set
# tr to some value between 0 and .5
# So tr=.2 would use a 20% trimmed mean
#
#
if(tr==.5)stop("For medians, use ebarplot.med")
if(!is.null(y)){
if(is.matrix(x))stop("When y is given, x should not be a matrix")
if(is.list(x))stop("When y is given, x should not be in list mode")
rem=x
x=list()
x[[1]]=rem
x[[2]]=y
}
mval<-NA
if(!is.list(x) && is.null(y))stop("This function assumes there
are two or more groups")
for(j in 1:length(x))mval[j]<-mean(x[[j]],na.rm=TRUE,tr=tr)
se<-NA
#for(j in 1:length(x))se[j]<-sqrt(var(x[[j]],na.rm=TRUE)/length(x[[j]])
for(j in 1:length(x))se[j]<-trimse(x[[j]],na.rm=TRUE,tr=tr)
uiw<-nse*se
plotCI(mval,y=NULL, uiw=uiw, liw = uiw, aui=NULL, ali=aui,
col=par("col"), lwd=par("lwd"), slty=par("lty"), xlab=xlab,
ylab=ylab)
}
Scov<-function(m){
#
# Compute Davies' covariance S-estimator
#
library("rrcov")
res=CovSest(m)
center=res@center
z=res@cov
list(center=center,cov=z)
}
outproad<-function(m,center=NA,plotit=TRUE,op=TRUE,MM=FALSE,cop=3,
xlab="VAR 1",ylab="VAR 2",rate=.05,iter=100,ip=6,pr=TRUE,SEED=TRUE,STAND=TRUE){
#
# Adjusts the critical value, gval used by outpro,
# so that the outside rate per observation, under normality
# is approximatley equal to the value given by the argument
# rate, which defaults to .05.
# That is, expected proportion of points declared outliers under normality
# is intended to be rate=.05
#
# When dealing with p-variate data, p>9, this adjustment can be crucial
#
m=elimna(m)
n=nrow(m)
if(SEED)set.seed(2)
z=array(rmul(n*iter*ncol(m)),c(iter,n,ncol(m)))
newq=0
gtry=NA
for(itry in 1:ip){
newq=newq+9/10îtry
gtry[itry]=newq
}
gtry=c(.95,.975,gtry[-1])
if(pr)print("Computing adjustment")
for(itry in 1:ip){
val=NA
for(i in 1:iter){
temp=outpro(z[i,,],gval = sqrt(qchisq(gtry[itry],ncol(m))),
center=center,plotit=FALSE,op=op,MM=MM,cop=cop,STAND=STAND)$out.id
val[i]=length(temp)
}
erate=mean(val)/n
if(erate<rate){
newgval=sqrt(qchisq(gtry[itry],ncol(m)))
break
}}
res=outpro(m,gval=newgval,center=center,plotit=TRUE,op=op,MM=MM,
cop = cop, xlab = "VAR 1", ylab = "VAR 2",STAND=STAND)
list(n=res$n,n.out=res$n.out,out.id=res$out.id,keep=res$keep,used.gval=newgval)
}
# FOLLOWING CODE IS NO LONGER NEEDED but is retained in case it is desired to use

the original version of rdepth
mdepreg.sub<-function(X,theta){
np<-ncol(X)
p<-np-1
x<-X[,1:p]
y<-X[,np]
res<-y-yhat
val<-0-mregdepth(x,res)
val
}
l2drmci<-function(x,y=NULL,est=median,alpha=.05,nboot=2000,SEED=TRUE,pr=TRUE,
na.rm=TRUE,...){
#
# the distribution of x-y,
# x and y are possibly dependent
#
# na.rm=F, assumes missing values occur at random and will use
# all of the data that is not missing.
# na.rm=T eliminates any pair with one or both values are missing.
#
if(is.null(y[1])){
if(!is.matrix(x) & !is.data.frame(x))stop("With y missing, x should be a matrix")
}
if(!is.null(y[1])){
if(length(x)!=length(y))stop('Unequal sample sizes. Might use wmwpb instead')
x<-cbind(x,y)
}
if(ncol(x)!=2)stop("Should have bivariate data")
data<-matrix(sample(nrow(x),size=nrow(x)*nboot,replace=TRUE),nrow=nboot)
bvec<-NA
for(i in 1:nboot)bvec[i]<-
loc2dif(x[data[i,],1],x[data[i,],2],est=est,na.rm=na.rm,...)
bvec<-sort(bvec)
up<-nboot-low
list(ci=c(bvec[low],bvec[up]),p.value=sig.level)
}
rmmismcp<-function(x,y=NA,alpha=.05,con=0,est=tmean,plotit=TRUE,grp=NA,nboot=500,
SEED=TRUE,xlab="Group 1",ylab="Group 2",pr=FALSE,...){
#
# Use a percentile bootstrap method to compare marginal measures of location
for dependent groups.
# Missing values are allowed; vectors of observations that contain
# missing values are not simply removed as done by rmmcppb.
# Only marginal measures of location are compared,
# The function computes a .95 confidence interval for all linear contrasts
#
# By default, a 20% trimmed is used and a sequentially rejective method
#
# nboot is the bootstrap sample size.
#
#
#
mode.")
if(is.list(x)){
if(is.matrix(con)){
of groups.")
}}
if(is.list(x)){
mat<-matl(x)
}
groups.")
mat<-x
}
J<-ncol(x)
Jm<-J-1
flag.con=F
if(sum(con^2)==0){
flag.con=T
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
n<-nrow(x)
connum<-ncol(con)
xbars<-apply(x,2,est,na.rm=TRUE)
psidat<-NA
for(ib in 1:nboot){
bvec[ib,]<-apply(x[data[ib,],],2,est,na.rm=TRUE,...)
}
#
# Now have an nboot by J matrix of bootstrap measures of location.
#
test<-1
for(ib in 1:nboot){
psihat[ic,ib]=sum(con[,ic]*bvec[ib,])
}
matcon=c(0,psihat[ic,])
dis=mean((psihat[ic,]<0))+.5*mean((psihat[ic,]==0))
test[ic]<-2*min(c(dis,1-dis)) # the p-value
}
ncon<-ncol(con)
z<-c(0,0)
one<-c(1,1)
points(bvec)
totv<-apply(x,2,est,na.rm=TRUE,...)
cmat<-var(bvec)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-list(NULL,c("con.num","psihat","p.value",
"crit.sig","ci.lower","ci.upper"))
tmeans<-apply(x,2,est,na.rm=TRUE,...)
psi<-1
output[ic,1]<-ic
icl<-round(output[ic,4]*nboot/2)+1
icu<-nboot-(icl-1)
}
if(!flag.con){
}
if(flag.con){
CC=(J^2-J)/2
dimnames(test)<-list(NULL,c("Group","Group","psi.hat","p.value","p.crit",
"ci.low","ci.upper"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,1]=j
test[jcom,2]=k
test[jcom,3:5]=output[jcom,2:4]
test[jcom,6:7]=output[jcom,5:6]
con=NULL
}}}}
if(!flag.con)test=output
#num.sig<-sum(output[,4]<=output[,5])
if(flag.con)num.sig<-sum(test[,4]<=test[,5])
if(!flag.con)num.sig<-sum(test[,3]<=test[,4])
list(output=test,con=con,num.sig=num.sig)
}
mulrank<-function(J,K,x,grp=c(1:p),p=J*K){
#
# Perform the Munzel and Brunner
# multivariate one-way rank-based ANOVA
# (Munzel and Brunner, Biometrical J., 2000, 42, 837--854
#
#
# Have a J by K design with J independent levels and K dependent
# measures
#
#
newx=list()
GV=matrix(c(1:p),ncol=K,byrow=TRUE)
if(is.list(x)){
temp=NA
jk=0
for(j in 1:J){
temp=elimna(matl(x[GV[j,]]))
for(k in 1:K){
jk=jk+1
newx[[jk]]=temp[,k]
}}
x=NA
x=newx
}
if(is.matrix(x)){
x=elimna(x)
x<-listm(x)
}
xx<-list()
nvec<-NA
for(j in 1:p){
xx[[j]]<-x[[grp[j]]]
nvec[j]<-length(xx[[j]])
}
Nrow=nvec[GV[,1]]
v<-matrix(0,p,p)
Ja<-matrix(1,J,J)
Ia<-diag(1,J)
Pa<-Ia-Ja/J
Jb<-matrix(1,K,K)
Ib<-diag(1,K)
Pb<-Ib-Jb/K
cona<-kron(Pa,Ib)
xr<-list()
N<-0
jj=0
for(k in 1:K){
temp<-x[[k]]
jk<-k
for (j in 2:J){
jj=jj+1
jk<-jk+K
temp<-c(temp,x[[jk]])
}
N<-length(temp)
pr<-rank(temp)
xr[[k]]<-pr[1:nvec[k]] #Put ranks of pooled data for first
# variable in xr
top<-nvec[k]
jk<-k
bot<-1
for (j in 2:J){
jk<-jk+K
bot<-bot+nvec[jk]
top<-top+nvec[jk]
xr[[jk]]<-pr[bot:top] # Put midranks in xr
}}
phat<-NA
botk<-0
for(j in 1:J){
for(k in 1:K){
botk<-botk+1
phat[botk]<-(mean(xr[[botk]])-.5)/N
}}
klow<-1-K
kup<-0
for(j in 1:J){
klow<-klow+K
kup<-kup+K
sel<-c(klow:kup)
v[sel,sel]<-covmtrim(xr[klow:kup],tr=0)/N
}
qhat<-matrix(phat,J,K,byrow=TRUE)
test<-N*t(phat)%*%cona%*%phat/sum(diag(cona%*%v))
nu1<-sum(diag(cona%*%v))^2/sum(diag(cona%*%v%*%cona%*%v))
sig.level<-1-pf(test,nu1,1000000)
list(test.stat=test[1,1],nu1=nu1,p.value=sig.level,N=N,q.hat=qhat)
}
lincon<-function(x,con=0,tr=.2,alpha=.05,pr=TRUE,crit=NA,SEED=TRUE,KB=FALSE){
#
# A heteroscedastic test of d linear contrasts using trimmed means.
#
# The data are assumed to be stored in $x$ in list mode, a matrix
# or a data frame. If in list mode,
#
#
#
# To apply the Kaiser-Bowden method, use the function kbcon
#
if(tr==.5)stop("Use the R function medpb to compare medians")
if(KB)stop("Use the function kbcon")
flag<-TRUE
if(alpha!= .05 && alpha!=.01)flag<-FALSE
con<-as.matrix(con)
J<-length(x)
sam=NA
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
sam[j]=length(x[[j]])
h[j]<-length(x[[j]])-2*floor(tr*length(x[[j]]))
w[j]<-((length(x[[j]])-1)*winvar(x[[j]],tr))/(h[j]*(h[j]-1))
xbar[j]<-mean(x[[j]],tr)
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
if(CC>28)print("For faster execution time but less power, use kbcon")
dimnames(psihat)<-list(NULL,c("Group","Group","psihat","ci.lower","ci.upper",
"p.value","Est.1","Est.2"))
dimnames(test)<-list(NULL,c("Group","Group","test","crit","se","df"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
df<-(w[j]+w[k])^2/(w[j]^2/(h[j]-1)+w[k]^2/(h[k]-1))
test[jcom,6]<-df
psihat[jcom,6]<-2*(1-pt(test[jcom,3],df))
psihat[jcom,7]=xbar[j]
psihat[jcom,8]=xbar[k]
if(!KB){
if(CC>28)flag=FALSE
if(flag){
if(alpha==.05)crit<-smmcrit(df,CC)
if(alpha==.01)crit<-smmcrit01(df,CC)
}
if(!flag || CC>28)crit<-smmvalv2(dfvec=rep(df,CC),alpha=alpha,SEED=SEED)
}
if(KB)crit<-sqrt((J-1)*(1+(J-2)/df)*qf(1-alpha,J-1,df))
test[jcom,4]<-crit
psihat[jcom,4]<-(xbar[j]-xbar[k])-crit*sejk
psihat[jcom,5]<-(xbar[j]-xbar[k])+crit*sejk
}}}}
if(sum(con^2)>0){
}
dimnames(psihat)<-list(NULL,c("con.num","psihat","ci.lower","ci.upper",
"p.value"))
df<-0
psihat[d,1]<-d
test[d,1]<-d
df<-(sum(con[,d]^2*w))^2/sum(con[,d]^4*w^2/(h-1))
if(flag){
if(alpha==.05)crit<-smmcrit(df,ncol(con))
if(alpha==.01)crit<-smmcrit01(df,ncol(con))
}
if(!flag)crit<-smmvalv2(dfvec=rep(df,ncol(con)),alpha=alpha,SEED=SEED)
test[d,3]<-crit
test[d,4]<-sejk
test[d,5]<-df
psihat[d,5]<-2*(1-pt(abs(test[d,2]),df))
}
}
if(pr){
print('Adjusted p-values can be computed with the R function p.adjust')
}
list(n=sam,test=test,psihat=psihat)
}
lincon.pool<-function(x,con=0,tr=.2,alpha=.05,POOL=FALSE){
#
# Same as lincon but with a pooling option that is used when
# dealing with main effects in a two-way and three-way designs
#
# See, for example, the function twowayA.poolB
#
if(tr==.5)stop('Use the R function medpb to compare medians')
if(!is.list(x))stop('Data must be stored in a matrix or in list mode.')
if(sum(con^2)>0){
if(POOL){
ic=0
y=list()
nc=ncol(con)
nc2=nc*2
Ncon=matrix(0,nrow=nc2,ncol=nc)
for(k in 1:nc){
id1=which(con[,k]==1)
id2=which(con[,k]==-1)
ic=ic+1
print(ic)
Ncon[ic,k]=1
y[[ic]]=pool.a.list(x[id1])
ic=ic+1
Ncon[ic,k]=-1
y[[ic]]=pool.a.list(x[id2])
}
res=lincon(y,con=Ncon,tr=tr)
print(Ncon)
}}
if(!POOL)res=lincon(x,con=con,tr=tr,alpha=alpha)
res
}
poireg<-function(x,y,xout=FALSE,outfun=outpro,plotit=FALSE,xlab="X",ylab="Y",
varfun=var,YHAT=FALSE,STAND=TRUE,...){
#
# Perform Poisson regression.
# The y values are typically count data (integers).
#
# xout=T will remove outliers from among the x values and then fit
# the regression line.
# Default:
# One predictor, a mad-median rule is used.
# With more than one, projection method is used.
#
# outfun=out will use MVE method
#
x<-as.matrix(x)
x=xy[,1:ncol(x)]
y=xy[,ncol(xy)]
x<-as.matrix(x)
if(xout){
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
temp=glm(formula=y~x,family=poisson)
init=summary(temp)
yhat=temp$coef[1]
j1=j+1
yhat=yhat+temp$coef[j1]*x[,j]
}
yhat=exp(yhat)
if(plotit){
x=as.matrix(x)
if(ncol(x)>1)stop("Cannot plot with more than one predictor")
#points(x,yhat,pch=".")
xord=order(x)
lines(x[xord],yhat[xord])
init$coef
}
ex=varfun(yhat)/varfun(y)
str=sqrt(ex)
hatv=NULL
if(YHAT)hatv=yhat
list(results=init,Explanatory.Power=ex,Strength.Assoc=str,yhat=hatv)
}
smcorcom<-function(x1,y1,x2,y2,nboot=200,pts=NA,plotit=TRUE,
SEED=TRUE,varfun=pbvar,xout=TRUE,outfun=out,...){
#
# Compare strength of association of pairs of variables associated with
# two independent group.
# The strength of the association is based on Cleveland's LOWESS
# smoother coupled with a robust analog of explanatory power.
#
# The method generalizes the goal of compared the usual
# coefficient of determination associated with two independent groups.
#
#
# Reject at the .05 level if the reported p-value is less than or
# equal to p.crit, which is returned by the function.
#
if(xout){
x1<-x1[flag]
y1<-y1[flag]
}
m<-elimna(cbind(x2,y2))
x2<-m[,1]
y2<-m[,2]
if(xout){
x2<-x2[flag]
y2<-y2[flag]
}
if(SEED)set.seed(2)
estmat1=NA
estmat2=NA
#
for(ib in 1:nboot){
estmat1[ib]=lplot(x1[data1[ib,]],y1[data1[ib,]],plotit=FALSE,
varfun=varfun)$Explanatory.power
estmat2[ib]=lplot(x2[data2[ib,]],y2[data2[ib,]],
varfun=varfun,plotit=FALSE)$Explanatory.power
}
p.value=mean(dif)+.5*mean(dif0)
p.value=2*min(c(p.value,1-p.value))
n1=length(y1)
n2=length(y2)
p1=.05
p2=.05
temp1=tsreg(c(100,200),c(.08,.05))$coef
if(n1<200)p1=temp1[1]+temp1[2]*n1
if(n1<100)p1=temp2[1]+temp2[2]*n1
if(n1<50)p1=temp3[1]+temp3[2]*n1
if(n1<30)p1=.3
if(n2<200)p2=temp1[1]+temp1[2]*n2
if(n2<100)p2=temp2[1]+temp2[2]*n2
if(n2<50)p2=temp3[1]+temp3[2]*n2
if(n2<30)p2=.3
pcrit=(n2*p1+n1*p2)/(n1+n2)
names(pcrit)=NULL
if(plotit)lplot2g(x1,y1,x2,y2)
list(p.value=p.value,pcrit.05=pcrit)
}
tsreg<-function(x,y,xout=FALSE,outfun=outpro,iter=1,varfun=pbvar,
corfun=pbcor,plotit=FALSE,WARN=TRUE,HD=FALSE,OPT=FALSE,xlab='X',ylab='Y',...){
#
#
# By default, the number of iterations is
# iter=1
# starting with Rallfun-v35. It was 10 but this can result in high execution time
and
# does not appear to be necessary in terms of Type I errors.
#
# OPT=TRUE, compute the intercept using median(y)-b_1median(X)
# OPT=FALSE compute the intercept using median of y-b_1X
#
# Starting with version Rallfun-v29, OPT=F is the default, which is consistent
with
# other R functions that have been supplied for computing the Theil--Sen
estimator.
#
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
n=nrow(x)
n.keep=n
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
n.keep=nrow(x)
}
if(ncol(x)==1){
temp1<-tsp1reg(x,y,HD=HD,OPT=OPT)
coef<-temp1$coef
res<-temp1$res
}
if(ncol(x)>1){
temp[p]<-tsp1reg(x[,p],y,OPT=OPT)$coef[2]
}
res<-y-x%*%temp
if(!HD)alpha<-median(res)
if(HD)alpha<-hd(res)
tempold<-temp
for(it in 1:iter){
temp[p]<-tsp1reg(x[,p],r[,p],plotit=FALSE,OPT=OPT)$coef[2]
}
if(!HD)alpha<-median(y-x%*%temp)
if(HD)alpha<-hd(y-x%*%temp)
tempold<-temp
}
coef<-c(alpha,temp)
}
yhat<-y-res
stre=NULL
temp=varfun(y)
if(temp==0){
if(WARN)print("Warning: When computing strength of association, measure of
variation=0")
}
e.pow=NULL
if(temp>0){
if(!is.na(e.pow)){
stre=sqrt(e.pow)
}}
if(plotit){
if(ncol(x)==1){
abline(coef)
}}
list(n=n,n.keep=n.keep,
coef=coef,residuals=res,Strength.Assoc=stre,Explanatory.Power=e.pow)
}
lplotv2<-
function(x,y,span=.75,pyhat=FALSE,eout=FALSE,xout=FALSE,outfun=out,plotit=TRUE,
expand=.5,low.span=2/3,varfun=pbvar,cor.op=FALSE,cor.fun=pbcor,ADJ=FALSE,nboot=20,
scale=FALSE,xlab="X",ylab="Y",zlab="",theta=50,phi=25,family="gaussian",
duplicate="error",pr=TRUE,SEED=TRUE,ticktype="simple"){
#
# Plot regression surface using LOESS
#
# low.span is the span when lowess is used and there is one predictor
# span is the span when loess is used with two or more predictors
# pyhat=T will return Y hat values
# eout=T will eliminate outliers
# xout=T will eliminate points where X is an outliers
# family="gaussian"; see the description of the built-in function loess
#
# duplicate="error"
# two predictors, it is necessary to set duplicate="strip"
#
st.adj=NULL
e.adj=NULL
if(ADJ){
if(SEED)set.seed(2)
}
si=1
library(stats)
x<-as.matrix(x)
if(!is.matrix(x))stop("x is not a matrix")
d<-ncol(x)
if(d>=2){
library(akima)
if(pr){
}}
x<-m[,1:d]
y<-m[,d+1]
if(eout && xout)stop("Can't have both eout and xout = F")
if(eout){
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
x<-m[,1:d]
y<-m[,d+1]
if(d==2)fitr<-fitted(loess(y~x[,1]*x[,2],span=span,family=family))
if(d==3)fitr<-fitted(loess(y~x[,1]*x[,2]*x[,3],span=span,family=family))
if(d==4)fitr<-fitted(loess(y~x[,1]*x[,2]*x[,3]*x[,4],span=span,family=family))
if(d>4)stop("Can have at most four predictors")
last<-fitr
if(d==2 && plotit){
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
fitr<-interp(mkeep[,1],mkeep[,2],fitr,duplicate=duplicate)
}}
if(d==1){
x<-m[,1:d]
y<-m[,d+1]
if(eout){
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
x<-m[,1:d]
y<-m[,d+1]
if(plotit){
lines(lowess(x,y,f=low.span))
}
yyy<-lowess(x,y)$y
xxx<-lowess(x,y)$x
if(d==1){
ordx=order(xxx)
yord=yyy[ordx]
flag=NA
for (i in 2:length(yyy))flag[i-1]=sign(yord[i]-yord[i-1])
if(sum(flag)<0)si=-1
}
last<-yyy
chkit<-sum(duplicated(x))
if(chkit>0){
last<-rep(1,length(y))
for(j in 1:length(yyy)){
if(x[i]==xxx[j])last[i]<-yyy[j]
}}
}
}
E.power<-1
if(!cor.op)E.power<-varfun(last[!is.na(last)])/varfun(y)
if(cor.op || E.power>=1){
if(d==1){
xord<-order(x)
E.power<-cor.fun(last,y[xord])$cor^2
}
if(d>1)E.power<-cor.fun(last,y)$cor^2
}
if(ADJ){
x=as.matrix(x)
val=NA
n=length(y)
data1<-matrix(sample(n,size=n*nboot,replace=TRUE),nrow=nboot)
for(i in 1:nboot){
temp=lplot.sub(x[data1[i,],],y[data2[i,]],plotit=FALSE,pr=FALSE)
val[i]=temp$Explanatory.power
}
vindt=median(val)
v2indt=median(sqrt(val))
st.adj=(sqrt(E.power)-max(c(0,v2indt)))/(1-max(c(0,v2indt)))
e.adj=(E.power-max(c(0,vindt)))/(1-max(c(0,vindt)))
st.adj=max(c(0,st.adj))
e.adj=max(c(0,e.adj))
}
if(!pyhat)last <- NULL
list(Strength.Assoc=si*sqrt(E.power),Explanatory.power=E.power,
Strength.Adj=st.adj,Explanatory.Adj=e.adj,yhat.values=last)
}
yuendna<-function(x,y=NULL,tr=.2,alpha=.05){
#
# Compare the trimmed means of two dependent random variables
# using the data in x and y.
#
# If y is not supplied, this function assumes x is a matrix with 2 columns.
#
# pairs of observations, for which one value is missing, are NOT deleted.
# Marginal trimmed means are compared
# using all available data.
#
if(is.null(y)){
if(!is.matrix(x))stop("y is null and x is not a matrix")
y=x[,2]
x=x[,1]
}
if(length(x)!=length(y))stop("The number of observations must be equal")
m<-cbind(x,y)
# first eliminate any rows with both values missing.
flag=(apply(is.na(m),1,sum)==2)
m=m[!flag,]
x<-m[,1]
y<-m[,2]
flagx=is.na(y) # Indicates observed x values for which y is missing
flagy=is.na(x) # Indicates the y values for which x is missing
m<-elimna(m) # m has data where both values are available--no missing values
n=nrow(m)
n1=sum(flagx) # number of x values for which y is missing
n2=sum(flagy)
h=n-2*floor(tr*n)
h1=n1-2*floor(tr*n1)
h2=n2-2*floor(tr*n2)
xbarn=mean(x,tr=tr,na.rm=TRUE)
xbarn1=0
if(h1>0)xbarn1=mean(x[flagx],tr=tr)
ybarn=mean(y[!flagy],tr=tr,na.rm=TRUE)
ybarn1=0
if(h2>0)ybarn1=mean(y[flagy],tr=tr)
lam1=h/(h+h1)
lam2=h/(h+h2)
est=lam1*xbarn-lam2*ybarn+(1-lam1)*xbarn1-(1-lam2)*ybarn1
sex=trimse(elimna(x),tr=tr)
sey=trimse(elimna(y),tr=tr)
q1<-(n-1)*winvar(m[,1],tr)
q2<-(n-1)*winvar(m[,2],tr)
q3<-(n-1)*wincor(m[,1],m[,2],tr)$cov
sen=sqrt((lam1^2*q1+lam2^2*q2-2*lam1*lam2*q3)/(h*(h-1)))
SE=sqrt(sen^2+(1-lam1)^2*sex^2+(1-lam2)^2*sey^2)
test=est/SE
list(estimate=est,test=test,se=SE)
}
rm2miss<-function(x,y=NULL,tr=0,nboot=1000,alpha=.05,SEED=TRUE){
#
# Compare the marginal trimmed means of two dependent groups
# using a bootstrap t method that allows missing values
#
# If y is not supplied, this function assumes x is a matrix with 2 columns.
#
# NOTE: This function can fail if there are too many missing values
# get the error: incorrect number of dimensions
#
#
if(SEED)set.seed(2)
if(is.null(y)){
if(!is.matrix(x))stop("y is null and x is not a matrix")
}
if(ncol(x)!=2)
print("warning: x has more than one column; columns 1 and 2 are used")
n=nrow(x)
test=yuendna(x,tr=tr)
cen=x
cen[,1]=cen[,1]-mean(x[,1],na.rm=TRUE,tr=tr)
cen[,2]=cen[,2]-mean(x[,2],na.rm=TRUE,tr=tr)
data=matrix(sample(n,n*nboot,replace=TRUE),ncol=nboot)
tval=apply(data,2,FUN=rm2miss.sub,x=cen,tr=tr)
tval=sort(abs(tval))
ci=test$est-tval[icrit]*test$se
ci[2]=test$est+tval[icrit]*test$se
pv=mean(abs(test$test)<=abs(tval))
list(est.dif=test$est,ci=ci,p.value=pv)
}
rm2miss.sub<-function(data,x,tr){
n=nrow(x)
m=x[data,]
ans=yuendna(m,tr=tr)$test
ans
}
ydbt<-function(x,y,tr=.2,alpha=.05,nboot=599,side=TRUE,plotit=FALSE,op=1,SEED=TRUE)
{
#
# Using the bootstrap-t method,
# compute a .95 confidence interval for the difference between
# the marginal trimmed means of paired data.
#
# side=F returns equal-tailed ci
# side=T returns symmetric ci.
#
if(length(x)!=length(y))stop("Must have equal sample sizes.")
m<-cbind(x,y)
m<-elimna(m)
x<-m[,1]
y<-m[,2]
if(sum(c(!is.na(x),!is.na(y)))!=(length(x)+length(y)))stop("Missing values are not
allowed.")
xcen<-x-mean(x,tr)
ycen<-y-mean(y,tr)
bvec<-apply(data,1,tsub,xcen,ycen,tr)
# bvec is a 1 by nboot matrix containing the bootstrap test statistics.
dotest=yuend(x,y,tr=tr)
estse<-dotest$se
p.value=NULL
if(!side){
ilow<-round((alpha/2)*nboot)
ihi<-nboot-ilow
bsort<-sort(bvec)
ci<-0
ci[1]<-dif-bsort[ihi]*estse
ci[2]<-dif-bsort[ilow+1]*estse
}
if(side){
bsort<-sort(abs(bvec))
ci<-0
ci[1]<-dif-bsort[ic]*estse
ci[2]<-dif+bsort[ic]*estse
p.value<-(sum(abs(dotest$teststat)<=abs(bvec)))/nboot
}
if(plotit){
if(op==1)akerd(bsort)
if(op==2)rdplot(bsort)
if(op==3)boxplot(bsort)
}
list(ci=ci,dif=dif,p.value=p.value)
}
rmrvar<-function(x,y=NA,alpha=.05,con=0,est=pbvar,plotit=FALSE,grp=NA,
hoch=TRUE,nboot=NA,xlab="Group 1",ylab="Group 2",pr=TRUE,SEED=TRUE,...){
#
# based on some robust measure of variation indicated by the argument
# est
# By default, est=pbvar, the percentage bend midvariance.
#
# The function computes a .95 confidence interval for all linear contrasts
#
#
#
# Hochberg's sequentially rejective method is used to control alpha.
#
if(!is.na(y[1]))x=cbind(x,y)
if(is.list(x)){
mat<-matl(x)
}
if(ncol(x)!=nrow(con))stop("The number of rows in con is not equal to the
number of groups.")
mat<-x
}
x<-mat
J<-ncol(mat)
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
if(is.na(nboot)){
if(d<=4)nboot<-1000
if(d>4)nboot<-5000
}
n<-nrow(mat)
connum<-ncol(con)
xbars<-apply(mat,2,est)
psidat<-NA
for(ib in 1:nboot){
}
#
#
test<-1
bias<-NA
test[ic]<-sum((psihat[ic,]>0))/nboot
}
test<-2*test
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
dvecba<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
dvecba<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
#if(hoch)dvec<-alpha/(2* c(1:ncon))
#dvec<-2*dvec
if(alpha != .05 && alpha != .01){
dvecba<-dvec
dvec[1]<-alpha/2
}
if(hoch)dvec<-alpha/(c(1:ncon))
z<-c(0,0)
one<-c(1,1)
points(bvec)
cmat<-var(bvec)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-list(NULL,c("con.num","est.var","p.value","crit.p.value",
"ci.lower","ci.upper"))
psi<-1
output[ic,1]<-ic
icu<-nboot-(icl-1)
}
}
bprm<-function(x,y=NULL,grp=NA){
#
# Perform Brunner-Puri within groups rank-based ANOVA
#
#
# For computational details, see Brunner, B., Domhof, S. and Langer, F. (2002,
# section 7.2.2, Nonparametric Analysis of Longitudinal Data in
# Factorial Designs)
#
if(!is.null(y[1]))x=cbind(x,y)
x<-elimna(x)
if(is.na(grp[1]))grp <- c(1:ncol(x))
if(!is.matrix(x))stop("Data are not stored in a matrix or in list mode.")
K<-length(grp) # The number of groups.
Jb<-matrix(1,K,K)
Ib<-diag(1,K)
Pb<-Ib-Jb/K
y<-matrix(rank(x),ncol=ncol(x)) #ranks of pooled data
ybar<-apply(y,2,mean) # average of ranks
N<-ncol(x)*nrow(x)
vhat<-var(y)/N^2
test<-nrow(x)*sum((ybar-(N+1)/2)^2)/N^2
trval<-sum(diag(Pb%*%vhat))
test<-test/trval # See Brunner, Domhof and Langer, p. 98, eq. 7.12
nu1<-trval^2/sum(diag(Pb%*%vhat%*%Pb%*%vhat))
sig.level<-1-pf(test,nu1,1000000)
list(test.stat=test,nu1=nu1,p.value=sig.level)
}
effectg.sub<-function(x,y,locfun=tmean,varfun=winvarN,...){
#
# Compute a robust-heteroscedastic measure of effect size
# based on the measure of location indicated by the argument
# locfun, and the measure of scatter indicated by
# varfun.
#
# This subfunction is for the equal sample size case and is called by
# effectg when sample sizes are not equal.
#
# varfun defaults to winvarN, the Winsorized variance rescaled so that
# it estimates the population variance under normality.
#
library(MASS)
m1=locfun(x,...)
m2=locfun(y,...)
top=var(c(m1,m2))
pts=c(x,y)
#
bot=varfun(pts,...)
#
e.pow=top/bot
list(Var.Explained=e.pow,Effect.Size=sqrt(e.pow))
}
effectg<-function(x,y,locfun=tmean,varfun=winvarN,nboot=100,SEED=TRUE,...){
#
# Compute a robust heteroscedastic measure of effect size
# (explanatory power) based on the measures of location and scale
# indicated by the arguments locfun and varfun, respectively
#
library(MASS)
if(SEED)set.seed(2)
n1=length(x)
n2=length(y)
if(n1==n2){
temp=effectg.sub(x,y,locfun=locfun,varfun=varfun,...)
e.pow=temp$Var.Explained
}
if(n1!=n2){
N=min(c(n1,n2))
vals=0
for(i in 1:nboot)vals[i]=effectg.sub(sample(x,N),sample(y,N),
locfun=locfun,varfun=varfun,...)$Var.Explained
e.pow=mean(vals)
}
list(Explanatory.power=e.pow,Effect.Size=sqrt(e.pow))
}
winvarN<-function(x,tr=.2){
#
# rescale the Winsorized variance so that it equals one for the standard
# normal distribution
#
x=elimna(x)
library(MASS)
cterm=NULL
if(tr==0)cterm=1
if(tr==0.1)cterm=0.6786546
if(tr==0.2)cterm=0.4120867
if(is.null(cterm))cterm=area(dnormvar,qnorm(tr),qnorm(1-tr))+2*(qnorm(tr)^2)*tr
bot=winvar(x,tr=tr)/cterm
bot
}
covloc<-function(x){
#
# Return mean and covarinace matrix
#
loc=apply(x,2,mean)
mcov=cov(x)
list(center=loc,cov=mcov)
}
g2plotdifxy<-function(x,y,xlab="Difference",ylab=""){
#
# Plot an estimate of the distribution of X-Y
#
x<-x[!is.na(x)]
y<-y[!is.na(y)]
m<-as.vector(outer(x,y,FUN="-"))
akerd(m,xlab=xlab,ylab=ylab)
}
sumplot2g<-function(x,y=NULL,xlab="X",ylab="",eblabx="Groups",eblaby="",nse=2){
#
# create four plots useful when comparing two groups
# 1. error bars
# 2. boxplots
# 3. kernel density estimates
# 4 shift function
#
if(!is.null(y)){
xy=list()
xy[[1]]=x
xy[[2]]=y
}
if(is.null(y)){
if(is.matrix(x))xy=matl(x)
}
par(mfrow=c(2,2))
par(oma=c(4,0,0,0))
ebarplot(xy,xlab=eblabx,ylab=eblaby,nse=nse)
boxplot(xy)
g2plot(xy[[1]],xy[[2]])
sband(xy[[1]],xy[[2]])
par(mfrow=c(1,1))
}
yuenv2<-function(x,y=NULL,tr=.2,alpha=.05,plotit=FALSE,plotfun=splot,op=TRUE,
VL=TRUE,cor.op=FALSE, loc.fun=median,
xlab="Groups",ylab="",PB=FALSE,nboot=100, SEED=TRUE){
#
#
# The significance level is returned in yuen$siglevel
#
# use t1way.
#
# Unlike the function yuen, a robust heteroscedastic measure
# of effect size is returned.
# PB=FALSE means that a Winsorized variation of prediction error is used to
measure effect size.
# PB=TRUE: A percentage bend measure of variation is used instead.
#
if(tr==.5)stop("Use medpb to compare medians.")
if(tr>.5)stop("Can't have tr>.5")
if(is.null(y)){
y=x[,2]
x=x[,1]
}
if(is.list(x)){
y=x[[2]]
x=x[[1]]
}
}
library(MASS)
n1=length(x)
n2=length(y)
df<-(q1+q2)^2/((q1^2/(h1-1))+(q2^2/(h2-1)))
m1=mean(x,tr)
m2=mean(y,tr)
mbar=(m1+m2)/2
dif=m1-m2
xx=c(rep(1,length(x)),rep(2,length(y)))
if(h1==h2){
pts=c(x,y)
top=var(c(m1,m2))
#
if(!PB){
if(tr==0)cterm=1
bot=winvar(pts,tr=tr)/cterm
e.pow=top/bot
if(!is.na(e.pow)){
if(e.pow>1){
x0=c(rep(1,length(x)),rep(2,length(y)))
y0=c(x,y)
e.pow=wincor(x0,y0,tr=tr)$cor^2
}
}
}
#
if(PB){
bot=pbvar(pts)
e.pow=top/bot
}
#
}
if(n1!=n2){
N=min(c(n1,n2))
vals=0
if(SEED)set.seed(2)
for(i in 1:nboot)vals[i]=yuen.effect(sample(x,N),sample(y,N),tr=tr)$Var.Explained
e.pow=loc.fun(vals)
}
if(plotit){
plot(xx,pts,xlab=xlab,ylab=ylab)
if(op)
points(c(1,2),c(m1,m2))
if(VL)lines(c(1,2),c(m1,m2))
}
list(ci=c(low,up),n1=n1,n2=n2,
p.value=yuen,dif=dif,se=sqrt(q1+q2),teststat=test,
crit=crit,df=df,Var.Explained=e.pow,Effect.Size=sqrt(e.pow))
}
yuen.effect.ci<-function(x,y,SEED=TRUE,nboot=400,tr=.2,alpha=.05){
#
# for a robust, heteroscedastic measure of effect size
# The absolute value of the measure of effect size is used.
#
x=elimna(x)
y=elimna(y)
bvec=0
for(i in 1:nboot){
bvec[i]=yuenv2(datax[i,],datay[i,],tr=tr,SEED=FALSE)$Effect.Size
}
bvec<-sort(abs(bvec))
crit<-alpha/2
icu<-nboot-icl
ci<-NA
ci[1]<-bvec[icl]
pchk=yuen(x,y,tr=tr)$p.value
if(pchk>alpha)ci[1]=0
ci[2]<-bvec[icu]
if(ci[1]<0)ci[1]=0
es=abs(yuenv2(x,y,tr=tr)$Effect.Size)
list(CI=ci,Effect.Size=es)
}
interplot<-function(J,K,x,locfun=mean,locvec=NULL,na.rm=TRUE,
g1lev=NULL,g2lev=NULL,type = c("l",
"p", "b"), xlab = "Fac 1", ylab = "means",trace.label="Fac 2",...){
if(is.null(locvec))locvec=lloc(x,est=locfun,na.rm=na.rm)
if(is.list(locvec))locvec=as.vector(matl(locvec))
if(is.null(g1lev[1])){
g1=c(rep(1,K))
for(j in 2:J)g1=c(g1,rep(j,K))
}
if(!is.null(g1lev)){
g1=c(rep(g1lev[1],K))
for(j in 2:J)g1=c(g1,rep(g1lev[j],K))
}
g1=as.factor(g1)
if(is.null(g2lev[1]))g2=as.factor(rep(c(1:K),J))
if(!is.null(g2lev[1]))g2=as.factor(rep(g2lev,J))
g2=as.factor(g2)
interaction.plot(g1,g2,locvec, xlab = xlab, ylab = ylab,
trace.label=trace.label)
}
pbad2way<-function(J,K,x,est=onestep,conall=TRUE,alpha=.05,nboot=2000,grp=NA,
op=FALSE,pro.dis=FALSE,MM=FALSE,...){
#
# This function is like the function pbadepth,
# only it is assumed that main effects and interactions for a
#
#
#
JK <- J * K
if(is.matrix(x))
x <- listm(x)
yy <- x
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JK) {
xx <- x[[j]]
}
#
#
if(!conall){
ij <- matrix(c(rep(1, J)), 1, J)
ik <- matrix(c(rep(1, K)), 1, K)
jm1 <- J - 1
cj <- diag(1, jm1, J)
for(i in 1:jm1)
cj[i, i + 1] <- 0 - 1
km1 <- K - 1
ck <- diag(1, km1, K)
for(i in 1:km1)
ck[i, i + 1] <- 0 - 1
conA <- t(kron(cj, ik))
conB <- t(kron(ij, ck))
conAB <- t(kron(cj, ck))
conAB <- t(kron(abs(cj), ck))
}
if(conall){
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
}
if(JK != length(x))
coefficients.")
if(!is.na(grp[1])){ # Only analyze specified groups.
xx<-list()
x<-xx
}
mvec<-NA
for(j in 1:JK){
temp<-x[[j]]
x[[j]]<-temp
}
for(j in 1:JK){
bvec[j,]<-apply(data,1,est,...) # J by nboot matrix, jth row contains
}
bconA<-t(conA)%*%bvec #C by nboot matrix
tvecA<-t(conA)%*%mvec
tvecA<-tvecA[,1]
tempcenA<-apply(bconA,1,mean)
veczA<-rep(0,ncol(conA))
bconA<-t(bconA)
smatA<-var(bconA-tempcenA+tvecA)
bconA<-rbind(bconA,veczA)
if(!pro.dis){
if(!op)dv<-mahalanobis(bconA,tvecA,smatA)
if(op){
dv<-out(bconA)$dis
}}
if(pro.dis)dv=pdis(bconA,MM=MM)
bplus<-nboot+1
sig.levelA<-1-sum(dv[bplus]>=dv[1:nboot])/nboot
bconB<-t(conB)%*%bvec #C by nboot matrix
tvecB<-t(conB)%*%mvec
tvecB<-tvecB[,1]
tempcenB<-apply(bconB,1,mean)
veczB<-rep(0,ncol(conB))
bconB<-t(bconB)
smatB<-var(bconB-tempcenB+tvecB)
bconB<-rbind(bconB,veczB)
if(!pro.dis){
if(!op)dv<-mahalanobis(bconB,tvecB,smatB)
if(op){
dv<-out(bconA)$dis
}}
if(pro.dis)dv=pdis(bconB,MM=MM)
sig.levelB<-1-sum(dv[bplus]>=dv[1:nboot])/nboot
bconAB<-t(conAB)%*%bvec #C by nboot matrix
tvecAB<-t(conAB)%*%mvec
tvecAB<-tvecAB[,1]
tempcenAB<-apply(bconAB,1,mean)
veczAB<-rep(0,ncol(conAB))
bconAB<-t(bconAB)
smatAB<-var(bconAB-tempcenAB+tvecAB)
bconAB<-rbind(bconAB,veczAB)
if(!pro.dis){
if(!op)dv<-mahalanobis(bconAB,tvecAB,smatAB)
if(op){
dv<-out(bconAB)$dis
}}
if(pro.dis)dv=pdis(bconAB,MM=MM)
sig.levelAB<-1-sum(dv[bplus]>=dv[1:nboot])/nboot
list(sig.levelA=sig.levelA,sig.levelB=sig.levelB,sig.levelAB=sig.levelAB,conA=conA,
conB=conB,conAB=conAB)
t2way.no.p<-function(J,K,x,tr=.2,grp=c(1:p),alpha=.05,p=J*K){
# Perform a J by K (two-way) anova on trimmed means where
#
#
#
#
if(p!=length(x)){
}
for(j in 1:p)x[[j]]<-elimna(x[[j]])
xbar<-0
h<-0
d<-0
R<-0
W<-0
d<-0
r<-0
w<-0
nuhat<-0
omegahat<-0
DROW<-0
DCOL<-0
xtil<-matrix(0,J,K)
aval<-matrix(0,J,K)
for (j in 1:p){
d[j]<-(length(x[[grp[j]]])-1)*winvar(x[[grp[j]]],tr)/(h[j]*(h[j]-1))
}
for(j in 1:J){
R[j]<-sum(xbar[j,])
r[j]<-1/sum(d[j,])
}
for(k in 1:K){
W[k]<-sum(xbar[,k])
w[k]<-1/sum(d[,k])
}
D<-1/d
for(j in 1:J){
for(k in 1:K){
sum(D*xbar/sum(D))
}
}
nu2<-(J^2-1)/(3*Ba)
sig.A<-1-pf(Va,J-1,nu2)
nu2<-(K^2-1)/(3*Bb)
sig.B<-1-pf(Vb,K-1,nu2)
crit<-qchisq(1-alpha,dfinter)
hc<-(crit/(2*dfinter))*(1+(3*crit)/(dfinter+2))*sum(aval)
adcrit<-crit+hc
list(Qa=Va,sig.A=sig.A,Qb=Vb,sig.B=sig.B,Qab=Vab,critinter=adcrit)
}
t2waybt<-function(J,K,x,tr=.2,grp=c(1:p),p=J*K,nboot=599,SEED=TRUE){
#
# Two-way ANOVA based on trimmed means and a bootstrap-t method
#
# The data are assumed to be stored as described in the function t2way
#
#
# compute test statistics:
tests=t2way.no.p(J=J,K=K,x,tr=tr,grp=grp)
TA=NULL
TB=NULL
TAB=NULL
data=list()
xcen=list()
for(j in 1:length(x))xcen[[j]]<-x[[j]]-mean(x[[j]],tr)
for(b in 1:nboot){
for(j in 1:length(x))data[[j]]<-sample(xcen[[j]],size=length(x[[j]]),replace=TRUE)
bt=t2way.no.p(J,K,data,tr=tr,grp=grp)
TA[b]=bt$Qa
TB[b]=bt$Qb
TAB[b]=bt$Qab
}
pA<-sum(tests$Qa<=TA)/nboot
pB<-sum(tests$Qb<=TB)/nboot
pAB<-sum(tests$Qab<=TAB)/nboot
list(A.p.value=pA,B.p.value=pB,AB.p.value=pAB)
}
t3way<-function(J,K,L,x,tr=.2,grp=c(1:p),alpha=.05,p=J*K*L,MAT=FALSE,
lev.col=c(1:3),var.col=4,pr=TRUE,IV1=NULL,IV2=NULL,IV3=NULL){
# Perform a J by K by L (three-way) anova on trimmed means where
# all JKL groups are independent.
#
#
#
#
# MAT=T, assumes data are stored in matrix with 3 columns indicating
# levels of the three factors.
#
if(!is.null(IV1[1])){
if(pr)print("Assuming x is a vector containing all of the data; the dependent
variable")
xi=elimna(cbind(x,IV1,IV2,IV3))
x=fac2list(xi[,1],xi[,2:4])
J=length(unique(IV1))
K=length(unique(IV2))
L=length(unique(IV3))
p=J*K*L
}
data=x
if(MAT){
if(!is.matrix(data))stop("With MAT=T, data must be a matrix")
temp=selby2(data,lev.col,var.col)
gvad=100*gv[,1]+10*gv[,2]+gv[,3]
grp=rank(gvad)
if(pr){
}
if(L!=lev3)warning("K is being reset to the number of levels found")
J=lev1
K=lev2
L=lev3
data=temp$x
}
print(p)
print(length(data))
}
tmeans<-0
h<-0
v<-0
for (i in 1:p){
}
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
lm1<-L-1
cl<-diag(1,lm1,L)
alval<-c(1:999)/1000
Qa<-johan(cmat,tmeans,v,h,alpha)
A.p.value=t3pval(cmat,tmeans,v,h)
Qb<-johan(cmat,tmeans,v,h,alpha)
B.p.value=t3pval(cmat,tmeans,v,h)
#Qc<-johan(cmat,tmeans,v,h,alpha)
for(i in 1:999){
irem<-i
Qc<-johan(cmat,tmeans,v,h,alval[i])
if(Qc$teststat>Qc$crit)break
}
C.p.value=irem/1000
for(i in 1:999){
irem<-i
}
for(i in 1:999){
irem<-i
Qac<-johan(cmat,tmeans,v,h,alval[i])
if(Qac$teststat>Qac$crit)break
}
AC.p.value=irem/1000
#Qac<-johan(cmat,tmeans,v,h,alpha)
#Qbc<-johan(cmat,tmeans,v,h,alpha)
for(i in 1:999){
irem<-i
Qbc<-johan(cmat,tmeans,v,h,alval[i])
if(Qbc$teststat>Qbc$crit)break
}
BC.p.value=irem/1000
#Qabc<-johan(cmat,tmeans,v,h,alpha)
for(i in 1:999){
irem<-i
Qabc<-johan(cmat,tmeans,v,h,alval[i])
if(Qabc$teststat>Qabc$crit)break
}
ABC.p.value=irem/1000
list(Qa=Qa$teststat,Qa.crit=Qa$crit,A.p.value=A.p.value,
Qb=Qb$teststat,Qb.crit=Qb$crit,
B.p.value=B.p.value,
Qc=Qc$teststat,Qc.crit=Qc$crit,C.p.value=C.p.value,
Qab=Qab$teststat,Qab.crit=Qab$crit,
AB.p.value=AB.p.value,
Qac=Qac$teststat,Qac.crit=Qac$crit,AC.p.value=AC.p.value,
Qbc=Qbc$teststat,Qbc.crit=Qbc$crit,
BC.p.value=BC.p.value,
Qabc=Qabc$teststat,Qabc.crit=Qabc$crit,ABC.p.value=ABC.p.value)
}
regciMC<-function(x,y,regfun=tsreg,nboot=599,alpha=.05,plotit=FALSE,pr=FALSE,
xlab="Predictor 1",ylab="Predictor 2",xout=FALSE,outfun=outpro,SEED=TRUE,...){
#
# Theil-Sen estimator.
#
# lsfitci instead.
#
# Same as the function regci, only a multi-core processor is used.
#
#
#
# plotit=TRUE: If there are two predictors, plot 1-alpha confidence region based
# on the bootstrap samples.
#
library(parallel)
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
nrem=length(y)
if(xout){
if(pr)print("Default for argument outfun is now outpro")
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
estit=regfun(x,y,...)$coef
flagF=FALSE
flagF=identical(regfun,tsreg)
if(flagF){
if(pr){
if(sum(duplicated(y)>0))print("Duplicate values detected; tshdreg might have more
power than tsreg")
}}
x=as.matrix(x)
data=listm(t(data))
bvec<-mclapply(data,regbootMC,x,y,regfun,mc.preschedule=TRUE,xout=FALSE,...)
bvec=matl(bvec)
p1<-ncol(x)+1
vlabs="Intercept"
dimnames(regci)<-list(vlabs,c("ci.low","ci.up","Estimate","S.E.","p-value"))
ihi<-nboot - ilow
ilow<-ilow+1
se<-NA
sig.level<-NA
for(i in 1:p1){
temp=(sum(bvec[i,]<0)+.5*sum(bvec[i,]==0))/nboot
sig.level[i]<-2*(min(temp,1-temp))
}
if(p1==3){
if(plotit){
plot(bvec[2,],bvec[3,],xlab=xlab,ylab=ylab)
}}
regci[,3]=estit
regci[,4]=se
regci[,5]=sig.level
list(regci=regci,n=nrem,n.keep=length(y))
}
regbootMC<-function(data,x,y,regfun,...){
vals=regfun(x[data,],y[data],...)$coef
}
rmdat2mat<-function(m,id.col=NULL,dv.col=NULL){
#
# This function helps manipulate data when dealing with repeated measures
#
# Have data stored in R in a matrix or data.frame.
# One of the columns indicates subject id. So for a repeated measures
# at times 1, 2 and 3, say, Subject one's id will appear 3 times
# subject two's id will appear 3 times, etc.
#
# convert the data to a matrix where time 1 times 2 and time 3 data are
# in columns 1, 2, and 3.
#
x<-vector("list")
grpn<-sort(unique(m[,id.col]))
it<-0
for (ic in 1:length(dv.col)){
it<-it+1
flag<-(m[,id.col]==grpn[ig])
x[[it]]<-m[flag,dv.col[ic]]
}}
x=t(matl(x))
x
}
bd1way<-
function(x,est=tmean,nboot=599,alpha=.05,SEED=TRUE,misran=FALSE,na.rm=NULL,pr=TRUE,
...){
#
# Test the hypothesis of equal measures of location for J
# dependent groups using a
# percentile bootstrap method.
# By default, a one-step M-estimator is used.
# For example, bd1way(x,mean) would compare means
#
# Data are assumed to be stored in list mode or an n by J matrix.
# misran=F means missing values do not occur at random, case wise deletion is
used.
# misran=T, all values will be used assuming missing values occur at random
# OR set na.rm=F to use all of the data. na.rm=F means misran=T will be used.
# In effect, specifying na.rm=T, for example, the argument misran is ignored.
#
if(!is.list(x) && !is.matrix(x))stop("Data must be stored in list mode or in an n
by J matrix.")
if(pr)print('As of Oct, 2015, the default measure of location is a trimmed mean,
not the one-step M-estimator')
if(is.list(x)){
m<-matrix(0,length(x[[1]]),length(x))
for (j in 1:length(x))m[,j]<-x[[j]]
}
if(!is.null(na.rm))misran=!na.rm
if(!misran)m=elimna(m)
xcen<-m
locval=apply(m,2,est,na.rm=TRUE,...)
for (j in 1:ncol(m))xcen[,j]<-m[,j]-est(m[,j],na.rm=misran,...)
data<-matrix(sample(nrow(m),size=nrow(m)*nboot,replace=TRUE),nrow=nboot)
bvec<-vector("numeric")
bvec<-apply(data,1,bd1way1,xcen,est,misran=misran,...)
# A vector of nboot test statistics.
testv<-vector("numeric")
for (j in 1:ncol(m))testv[j]<-est(m[,j],na.rm=misran,...)
test<-(length(testv)-1)*var(testv)
pv=mean((test<bvec))
list(test=test,estimates=locval,p.value=pv)
}
pdisMC<-function(m,MM=FALSE,cop=3,dop=1,center=NA){
#
# Compute projection distances for points in m
#
#
#
# MM=F Projected distance scaled
# using interquatile range.
# MM=T Scale projected distances using MAD.
#
# There are five options for computing the center of the
# cop=5 uses skipped mean
#
library(parallel)
m<-as.matrix(m)
if(ncol(m)==1){
if(is.na(center[1]))center<-median(m)
dis<-abs(m[,1]-center)
if(!MM){
temp<-idealf(dis)
pdis<-dis/(temp$qu-temp$ql)
}
if(MM)pdis<-dis/mad(dis)
}
if(ncol(m)>1){
if(cop==1)center<-dmean(m,tr=.5,dop=dop)
if(cop==2)center<-cov.mcd(m,print=FALSE)$center
if(cop==3)center<-apply(m,2,median)
if(cop==4)center<-cov.mve(m,print=FALSE)$center
if(cop==5)center<-smean(m)
}
cenmat=matrix(rep(center,nrow(m)),ncol=ncol(m),byrow=TRUE)
Amat=m-cenmat
B=listm(t(Amat)) # so rows are now in B[[1]]...B[[n]]
dis=mclapply(B,outproMC.sub,Amat,mc.preschedule=TRUE)
if(!MM){
dmat<-mclapply(dis,IQRstand,mc.preschedule=TRUE)
}
if(MM)dmat<-mclapply(dis,MADstand,mc.preschedule=TRUE)
pdis<-apply(matl(dmat),1,max,na.rm=TRUE)
}
pdis
}
IQRstand<-function(x){
vals=idealf(x)
res=x/(vals$qu-vals$ql)
res
}
MADstand<-function(x){
val=x/mad(x)
val
}
regtestMC<-function(x,y,regfun=tsreg,nboot=600,alpha=.05,plotit=TRUE,
grp=c(1:ncol(x)),nullvec=c(rep(0,length(grp))),xout=FALSE,outfun=outpro,SEED=TRUE,p
r=TRUE,...){
#
# Test the hypothesis that q of the p predictors are equal to
# some specified constants. By default, the hypothesis is that all
# p predictors have a coefficient equal to zero.
# The method is based on a confidence ellipsoid.
# The critical value is determined with the percentile bootstrap method
# in conjunction with Mahalanobis distance.
#
library(parallel)
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
if(pr)print("Default for outfun is now outpro")
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x<-as.matrix(x)
if(length(grp)!=length(nullvec))stop("The arguments grp and nullvec must have the
same length.")
data=listm(t(data))
# bvec<-apply(data,1,regboot,x,y,regfun) # A p+1 by nboot matrix. The first row
bvec=mclapply(data,regbootMC,x,y,regfun,mc.preschedule=TRUE) # list mode bvec[[1]]
# contains estimate from first bootstrap sample, etc.
bvec=matl(bvec)
grp<-grp+1
est<-regfun(x,y)$coef
estsub<-est[grp]
bsub<-t(bvec[grp,])
if(length(grp)==1){
m1<-sum((bvec[grp,]-est)^2)/(length(y)-1)
dis<-(bsub-estsub)^2/m1
}
if(length(grp)>1){
mvec<-apply(bsub,2,FUN=mean)
m1<-var(t(t(bsub)-mvec+estsub))
dis<-mahalanobis(bsub,estsub,m1)
}
dis2<-order(dis)
dis<-sort(dis)
crit<-dis[critn]
test<-mahalanobis(t(estsub),nullvec,m1)
sig.level<-1-sum(test>dis)/nboot
if(length(grp)==2 && plotit){
plot(bsub,xlab="Parameter 1",ylab="Parameter 2")
points(nullvec[1],nullvec[2],pch=0)
xx<-bsub[dis2[1:critn],]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
list(test=test,crit=crit,p.value=sig.level,nullvec=nullvec,est=estsub)
}
pbadepth<-function(x,est=onestep,con=0,alpha=.05,nboot=2000,grp=NA,op=1,allp=TRUE,
MM=FALSE,MC=FALSE,cop=3,SEED=TRUE,na.rm=FALSE,...){
#
# Test the hypothesis that C linear contrasts all have a value of zero.
# By default, an M-estimator is used
#
#
# If stored in list mode,
#
# By default, all pairwise differences are used, but contrasts
# two measures of location is
# the first two is equal to the difference between the
# measures of location for groups 5 and 6.
#
#
# op=1, Mahalanobis
#
# MC=TRUE, use a multicore processor when op=3
#
#
con<-as.matrix(con)
if(is.matrix(x) || is.data.frame(x))x=listm(x)
xx<-list()
x<-xx
}
J<-length(x)
mvec<-NA
nvec=NA
for(j in 1:J){
temp<-x[[j]]
if(na.rm)temp<-temp[!is.na(temp)] # Remove missing values.
x[[j]]<-temp
nvec[j]=length(temp)
}
Jm<-J-1
d<-ifelse(con==0,(J^2-J)/2,ncol(con))
if(sum(con^2)==0){
if(allp){
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
if(!allp){
con<-matrix(0,J,Jm)
for (j in 1:Jm){
jp<-j+1
con[j,j]<-1
con[jp,j]<-0-1
}}}
for(j in 1:J){
bvec[j,]<-apply(data,1,est,na.rm=na.rm,...) # J by nboot matrix, jth row contains
}
chkna=sum(is.na(bvec))
if(chkna>0){
print("Bootstrap estimates of location could not be computed")
print("This can occur when using an M-estimator")
print("Might try est=tmean")
}
bcon<-t(con)%*%bvec #C by nboot matrix
tvec<-t(con)%*%mvec
tvec<-tvec[,1]
tempcen<-apply(bcon,1,mean)
vecz<-rep(0,ncol(con))
bcon<-t(bcon)
smat<-var(bcon-tempcen+tvec)
temp<-bcon-tempcen+tvec
bcon<-rbind(bcon,vecz)
if(op==2){
}
if(op==3){
#print("Computing p-value. Might take a while with op=3")
if(!MC)dv<-pdis(bcon,MM=MM,cop=cop)
if(MC)dv<-pdisMC(bcon,MM=MM,cop=cop)
}
bplus<-nboot+1
list(p.value=sig.level,psihat=tvec,con=con,n=nvec)
}
outproMC.sub<-function(B,Amat){
dis<-NA
bot<-sum(B^2)
Bmat=matrix(rep(B,nrow(Amat)),ncol=ncol(Amat),byrow=TRUE)
temp<-apply(Bmat*Amat,1,sum)
temp=matrix(rep(temp,ncol(Amat)),ncol=ncol(Amat))
temp=temp*Bmat/bot
temp=temp^2
dis=apply(temp,1,sum)
dis<-sqrt(dis)
flag=(dis==Inf)
dis[flag]=NA
dis
}
outproMC.sub2<-function(dis,MM,gval){
temp<-idealf(dis)
if(!MM)cu<-median(dis)+gval*(temp$qu-temp$ql)
if(MM)cu<-median(dis)+gval*mad(dis)
outid<-NA
temp2<-(dis> cu)
flag<-rep(0,length(dis))
flag[temp2]<-1
flag
}
bdm2way<-function(J,K,x,grp=c(1:p),p=J*K){
#
# Perform the Brunner, Dette, Munk rank-based ANOVA
# (JASA, 1997, 92, 1494--1502)
# for a J by K independent groups design.
#
#
xx<-list()
for(j in 1:p)xx[[j]]<-x[[grp[j]]]
Ja<-matrix(1,J,J)
Ia<-diag(1,J)
Pa<-Ia-Ja/J
Jb<-matrix(1,K,K)
Ib<-diag(1,K)
Pb<-Ib-Jb/K
cona<-kron(Pa,Jb/K)
conb<-kron(Ja/J,Pb)
conab<-kron(Pa,Pb)
outA<-bdms1(xx,cona)
releff=matrix(outA$q.hat,nrow=J,ncol=K,byrow=TRUE)
outB<-bdms1(xx,conb)
outAB<-bdms1(xx,conab)
# Could report degrees of freedom, but they are meaningless in terms of
understanding the data.
list(p.valueA=outA$p.value,p.valueB=outB$p.value, p.valueAB=outAB$p.value,
Relative.Effects=releff,A.F=outA$F,B.F=outB$F,AB.F=outAB$F)
}
mregdepth<-function(X,RES){
X=as.matrix(X)
XRES=elimna(cbind(X,RES))
p=ncol(X)
p1=p+1
vals=NA
for(j in 1:p)vals[j]=resdepth(XRES[,j],XRES[,p1])
mdepthappr=min(vals)
mdepthappr
}
lband<-function(x,y=NULL,alpha=.05,plotit=TRUE,sm=TRUE,op=1,ylab="delta",
xlab="x (first group)"){
#
# Compute a confidence band for the shift function.
# Assuming two dependent groups are being compared
#
# See Lombard (2005, Technometrics, 47, 364-369)
#
# if y=NA, assume x is a matrix with two columns or it has list mode
#
# If plotit=TRUE, a plot of the shift function is created, assuming that
# the graphics window has already been activated.
#
# sm=T, plot of shift function is smoothed using:
# expected frequency curve if op!=1
# otherwise use S+ function lowess is used.
#
# This function removes all missing observations.
#
# quartiles are marked with o.
#
if(ncol(x)!=2)stop("Should have two groups only")
m<-elimna(x)
y<-m[,2]
x<-m[,1]
n<-length(x)
crit<-nelderv2(m,1,lband.fun2,alpha=alpha)
xsort<-sort(x)
ysort<-sort(y)
l<-0
u<-0
ysort[0]<-NA
ysort[n+1]<-NA
lsub<-c(1:n)-floor(sqrt(2*n)*crit)
usub<-c(1:n)+floor(sqrt(2*n)*crit)
for(ivec in 1:n){
isub<-max(0,lsub[ivec])
l[ivec]<-NA
if(isub>0)l[ivec]<-ysort[isub]-xsort[ivec]
isub<-min(n+1,usub[ivec])
u[ivec]<-NA
if(isub <= n)u[ivec]<-ysort[isub]-xsort[ivec]
}
qhat<-c(1:n)/n
m<-cbind(qhat,l,u)
if(plotit){
xsort<-sort(x)
ysort<-sort(y)
del<-0
for (i in 1:n)del[i]<-ysort[i]-xsort[i]
xaxis<-c(xsort,xsort)
yaxis<-c(m[,1],m[,2])
temp2<-m[,2]
if(sm){
if(op==1){
}
}
lines(xsort[!ik],del[!ik])
temp<-summary(x)
text(temp[3],min(temp2),"+")
text(temp[2],min(temp2),"o")
}
flag=is.na(m[,2])
m[flag,2]=-Inf
flag=is.na(m[,3])
m[flag,3]=Inf
list(m=m,crit=crit,numsig=num)
}
cov.ogk<-function(x,y=NA,n.iter=1,sigmamu=taulc,v=gkcov,beta=.9,...){
#
#
# sigmamu computes a robust measure of location and scale for
# data stored in a single vector.
# v robust correlation coefficient
# estloc, a robust measure of location
#
x<-elimna(x)
n<-nrow(x)
p<-ncol(x)
val<-matrix(NA,p,p)
temp<-ogk(x,sigmamu=sigmamu,v=v,n.iter=n.iter,beta=beta,...)$cov
temp
}
pbmcp<-function(x,alpha=.05,nboot=NA,grp=NA,est=onestep,con=0,bhop=FALSE,
SEED=TRUE,...){
#
# Multiple comparisons for J independent groups.
#
# to groups.
#
# est is the measure of location and defaults to an M-estimator
#
#
#
okay=FALSE
if(!okay)stop('For estimators other than onestep and mom, use linconpb')
con<-as.matrix(con)
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
nmax=max(tempn)
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
if(nrow(con)!=J){
stop("Something is wrong with con; the number of rows does not match the number of
groups.")
}
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(!bhop){
if(!identical(est,onestep))print('When est is not equal to onestep, suggest using
bhop=TRUE')
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(nmax>=100)dvec[1]=.01
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvec[1]<-alpha/2
}
dvec<-2*dvec
}
if(nmax>80){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
for(j in 1:J){
#paste("Working on group ",j)
}
chkna=sum(is.na(bvec))
if(chkna>0){
print("Bootstrap estimates of location could not be computed")
print("This can occur when using an M-estimator")
print("Might try est=tmean")
}
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
test[d]<-(sum(bcon[d,]>0)+.5*sum(bcon[d,]==0))/nboot
}
test<-2*test
dimnames(output)<-list(NULL,c("con.num","psihat","p.value","p.crit",
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
output[ic,1]<-ic
}
}
pbmcpSR=pbmcp
bmpmul<-function(x,alpha=.05){
#
# Perform Brunner-Munzel method for all pairs of J independent groups.
#
#
# The data are assumed to be stored in $x$ in list mode
# or in a matrix having J columns.
#
#
# alpha=.01.
#
J<-length(x)
CC<-(J^2-J)/2
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
dimnames(test)<-
list(NULL,c("Group","Group","P.hat","ci.lower","ci.upper","df","p.value"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
temp<-bmp(x[[j]],x[[k]],alpha)
crit<-0-smmcrit(temp$df,CC)
if(alpha!=.05)crit<-0-smmcrit01(temp$df,CC)
temp<-bmp(x[[j]],x[[k]],crit=crit)
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-k
test[jcom,4]<-temp$ci.p[1]
test[jcom,5]<-temp$ci.p[2]
test[jcom,6]<-temp$df
}}}
list(test=test)
}
outproadMC<-function(m,center=NA,plotit=TRUE,op=TRUE,MM=FALSE,cop=3,
xlab="VAR 1",ylab="VAR 2",rate=.05,iter=100,ip=6,pr=TRUE,SEED=TRUE){
#
# Adjusts the critical value, gval used by outpro,
# is approximatley equal to the value given by the argument
#
#
library(parallel)
m=elimna(m)
n=nrow(m)
newq=0
gtry=NA
for(itry in 1:ip){
newq=newq+9/10îtry
gtry[itry]=newq
}
gtry=c(.95,.975,gtry[-1])
if(SEED)set.seed(2)
for(itry in 1:ip){
for(i in 1:iter){
temp=outproMC(z[i,,],gval = sqrt(qchisq(gtry[itry],ncol(m))),
center=center,plotit=FALSE,op=op,MM=MM,cop=cop)$out.id
val[i]=length(temp)
}
erate=mean(val)/n
if(erate<rate){
break
}}
res=outproMC(m,gval=newgval,center=center,plotit=TRUE,op=op,MM=MM,
cop = cop, xlab = "VAR 1", ylab = "VAR 2")
#list(results=res,used.gval=newgval)
}
kbcon<-function(x,con=0,tr=.2,alpha=.05,pr=TRUE){
#
# based on the Kaiser-Bowden method
#
# The data are assumed to be stored in $x$ in list mode or in a matrix
# Length(x) (or ncol(x))is assumed to correspond to the total number of groups
#
# con is a J by d matrix containing the contrast coefficients.
#
#
con<-as.matrix(con)
J<-length(x)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
v1=J-1
dimnames(psihat)<-list(NULL,c("Group","Group","psihat","ci.lower","ci.upper",
"p.value"))
dimnames(test)<-list(NULL,c("Group","Group","test","crit","se","df"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
df<-(w[j]+w[k])^2/(w[j]^2/(h[j]-1)+w[k]^2/(h[k]-1))
term=sqrt((J-1)*(1+(J-2)/df))
test[jcom,3]<-((xbar[j]-xbar[k])/(term*sqrt(w[j]+w[k])))^2
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
test[jcom,6]<-df
crit=qf(1-alpha,v1,df)
aterm=sqrt(crit)*term
test[jcom,4]<-qf(1-alpha,v1,df)
psihat[jcom,4]<-(xbar[j]-xbar[k])-aterm*sejk
psihat[jcom,5]<-(xbar[j]-xbar[k])+aterm*sejk
psihat[jcom,6]<-1-pf(test[jcom,3],v1,df)
}}}}
if(sum(con^2)>0){
}
v1=nrow(con)-1
dimnames(psihat)<-list(NULL,c("con.num","psihat","ci.lower","ci.upper",
"p.value"))
df<-0
L=nrow(con)
psihat[d,1]<-d
test[d,1]<-d
A=(L-1)*(1+(L-2)/df)
test[d,2]<-(sum(con[,d]*xbar)/(sqrt(A)*sejk))^2
crit=qf(1-alpha,v1,df)
test[d,3]<-crit
test[d,4]<-sejk
test[d,5]<-df
psihat[d,3]<-psihat[d,2]-sqrt(crit*A)*sejk
psihat[d,4]<-psihat[d,2]+sqrt(crit*A)*sejk
psihat[d,5]<-1-pf(test[d,2],v1,df)
}}
#
if(pr){
}
}
smmvalv2<-function(dfvec,iter=20000,alpha=.05,SEED=TRUE){
#
if(SEED)set.seed(1)
vals<-NA
tvals<-NA
J<-length(dfvec)
z=matrix(nrow=iter,ncol=J)
for(j in 1: J)z[,j]=abs(rt(iter,dfvec[j]))
vals=apply(z,1,max)
vals<-sort(vals)
qval<-vals[ival]
qval
}
bwtrim<-function(J,K,data,tr=.2,grp=c(1:p),p=J*K,MAT=FALSE,grpc=1,coln=c(2:3)){
# Perform a J by K anova on trimmed means with
#
#
#
# using grp
#
# If the between groups are denoted by groups numbers stored in a column
# of dat, you can set MAT=T, which will store the data in the format
# expected by this function
#
# Example, grpc=1 means group id numbers are in col 1.
# coln=c(3:6) means the within variables are stored in col 3-6.
#
# Or you can use the function selbybw to sort the data.
#
if(MAT)
data=selbybw(data,grpc=grpc,coln=coln)$x
x<-data
if(is.matrix(x) || is.data.frame(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
data <- y
}
print(p)
print(length(data))
}
tmeans<-0
h<-0
v<-matrix(0,p,p)
klow<-1-K
kup<-0
for (i in 1:p)tmeans[i]<-mean(data[[grp[i]]],tr,na.rm=TRUE)
for (j in 1:J){
h[j]<-length(data[[grp[j]]])-2*floor(tr*length(data[[grp[j]]]))
# h is the effective sample size for the jth level of factor A
# covariances.
klow<-klow+K
kup<-kup+K
sel<-c(klow:kup)
v[sel,sel]<-covmtrim(data[grp[klow:kup]],tr)
}
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
list(Qa=Qa$teststat,Qa.p.value=Qa$p.value,
Qb=Qb$teststat,Qb.p.value=Qb$p.value,
Qab=Qab$teststat,Qab.p.value=Qab$p.value)
}
rmmest<-function(x,y=NA,alpha=.05,con=0,est=onestep,plotit=TRUE,dif=FALSE,grp=NA,
hoch=FALSE,nboot=NA,BA=TRUE,xlab="Group 1",ylab="Group 2",pr=TRUE,...){
#
# By default,
#
# By default, a one-step M-estimator is used
# and a sequentially rejective method
#
#
#
#
# A sequentially rejective method is used to control alpha.
#
# Argument BA: When using dif=F, BA=T uses a correction term
# that is recommended when using MOM.
#
if(dif){
if(pr)print("dif=T, so analysis is done on difference scores")
temp<-rmmcppbd(x,y=y,alpha=.05,con=con,est,plotit=plotit,grp=grp,
nboot=nboot,hoch=hoch,...)
output<-temp$output
con<-temp$con
}
if(!dif){
if(pr)print("dif=F, so analysis is done on marginal distributions")
if(!is.list(x) && !is.matrix(x))stop("Data must be stored in a matrix or
in list mode.")
if(is.list(x)){
if(is.matrix(con)){
if(length(x)!=nrow(con))stop("The number of rows in con is not equal to the
number of groups.")
}}
if(is.list(x)){
mat<-matl(x)
}
if(ncol(x)!=nrow(con))stop("The number of rows in con is not equal to the
number of groups.")
mat<-x
}
n=nrow(x)
x<-mat
J<-ncol(mat)
xcen<-x
for(j in 1:J)xcen[,j]<-x[,j]-est(x[,j])
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
if(is.na(nboot)){
if(d<=4)nboot<-1000
if(d>4)nboot<-5000
}
n<-nrow(mat)
connum<-ncol(con)
psidat<-NA
for(ib in 1:nboot){
}
#
#
test<-1
bias<-NA
bias[ic]<-sum((psihatcen[ic,]>0))/nboot-.5
if(BA){
test[ic]<-sum((psihat[ic,]>0))/nboot-.1*bias[ic]
if(test[ic]<0)test[ic]<-0
}
if(!BA)test[ic]<-sum((psihat[ic,]>0))/nboot
}
test<-2*test
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
dvecba<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
dvecba<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvecba<-dvec
dvec[1]<-alpha/2
}
if(n>=80)hoch=T
if(hoch)dvec<-alpha/(c(1:ncon))
z<-c(0,0)
one<-c(1,1)
points(bvec)
cmat<-var(bvec)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-list(NULL,c("con.num","psihat","sig.level","crit.sig",
psi<-1
output[ic,1]<-ic
icu<-nboot-(icl-1)
}
}
}
lindep<-function(x,con,cmat,alpha=.05,tr=.2){
#
# Compute a test statistic based on the
# linear contrast coefficients in con and the covariance matrix
# cmat.
#
# or a matrix with columns correpsonding to groups.
#
# d=number of linear contrasts
#
#
con<-as.matrix(con)
J<-length(x)
for(j in 1:J){
xbar[j]<-mean(x[[j]],tr=tr)
}
ncon<-ncol(con)
dimnames(psihat)<-list(NULL,c("con.num","psihat","se","test"))
w<-cmat
psihat[d,1]<-d
psihat[d,3]<-sejk
psihat[d,4]<-psihat[d,2]/sejk
}
list(test.stat=psihat)
}
bwmcp<-function(J, K, x, tr = 0.2, JK = J * K, con = 0,
alpha = 0.05, grp =c(1:JK), nboot = 599, SEED = TRUE, ...)
{
#
# A bootstrap-t for multiple comparisons among
# for all main effects and interactions in a between-by-within design.
#
#
#
# When in list mode x is assumed to have length JK, the total number
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
conM = con2way(J, K)
p <- J * K
v <- matrix(0, p, p)
data <- list()
xx=list()
for(j in 1:length(x)) {
data[[j]] <- x[[grp[j]]]
xx[[j]]=x[[grp[j]]] # save input data
# Now have the groups in proper order.
data[[j]] = data[[j]] - mean(data[[j]], tr = tr)
}
ilow=0-K
iup=0
for(j in 1:J){
ilow <- ilow + K
iup = iup + K
sel <- c(ilow:iup)
xx[sel]=listm(elimna(matl(xx[sel])))
v[sel, sel] <- covmtrim(xx[sel], tr)
}
A=lindep(xx,conM$conA,cmat=v,tr=tr)$test.stat
B=lindep(xx,conM$conB,cmat=v,tr=tr)$test.stat
AB=lindep(xx,conM$conAB,cmat=v,tr=tr)$test.stat
x <- data
jp <- 1 - K
kv <- 0
if(SEED)
set.seed(2)
nvec <- NA
testA = NA
testB = NA
testAB = NA
bsam = list()
bdat = list()
aboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conA))
bboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conB))
abboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conAB))
# for(j in 1:J)
# nvec[j] = length(x[[j]])
for(ib in 1:nboot) {
ilow <- 1 - K
iup = 0
for(j in 1:J) {
ilow <- ilow + K
iup = iup + K
nv=length(xx[[ilow]])
bdat[[j]] = sample(nv, size = nv, replace =TRUE)
for(k in ilow:iup){
bsam[[k]] = data[[k]][bdat[[j]]] # Use centered data to determine critical value.
}
}
ilow=0-K
iup=0
for(j in 1:J){
ilow <- ilow + K
iup = iup + K
sel <- c(ilow:iup)
v[sel, sel] <- covmtrim(bsam[sel], tr)
}
temp=abs(lindep(bsam,conM$conA, cmat=v,tr=tr)$test.stat[,4])
aboot[ib,]=temp
testA[ib] = max(temp)
temp=abs(lindep(bsam,conM$conB,cmat=v,tr=tr)$test.stat[,4])
bboot[ib,]=temp
testB[ib]= max(temp)
temp=abs(lindep(bsam,conM$conAB,cmat=v,tr=tr)$test.stat[,4])
testAB[ib] = max(temp)
abboot[ib,]=temp
}
pbA=NA
pbB=NA
pbAB=NA
for(j in 1:ncol(aboot))pbA[j]=mean((abs(A[j,4])<aboot[,j]))
for(j in 1:ncol(bboot))pbB[j]=mean((abs(B[j,4])<bboot[,j]))
for(j in 1:ncol(abboot))pbAB[j]=mean((abs(AB[j,4])<abboot[,j]))
critA = sort(testA)
critB = sort(testB)
critAB = sort(testAB)
ic <- floor((1 - alpha) * nboot)
critA = critA[ic]
critB = critB[ic]
critAB = critAB[ic]
cr=matrix(critA,ncol=1,nrow=nrow(A))
dimnames(cr)<-list(NULL,c("crit.value"))
A=cbind(A,cr)
pv=matrix(pbA,ncol=1,nrow=nrow(A))
dimnames(pv)<-list(NULL,c("p.value"))
A=cbind(A,pv)
cr=matrix(critB,ncol=1,nrow=nrow(B))
B=cbind(B,cr)
pv=matrix(pbB,ncol=1,nrow=nrow(B))
B=cbind(B,pv)
cr=matrix(critAB,ncol=1,nrow=nrow(AB))
AB=cbind(AB,cr)
pv=matrix(pbAB,ncol=1,nrow=nrow(AB))
AB=cbind(AB,pv)
list(Fac.A=A,Fac.B=B,Fac.AB=AB,contrast.coef=conM)
}
bwwmcp<-function(J, K, L, x, tr = 0.2, JKL = J * K*L, con = 0,
alpha = 0.05, grp =c(1:JKL), nboot = 599, SEED = TRUE, ...)
{
#
# A bootstrap-t for multiple comparisons
# all main effects and interactions.
# a between-by-within-within design.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x)) y[[j]] <- x[, j]
x <- y
}
conM = con3way(J,K,L)
p <- J*K*L
if(p>length(x))stop("JKL is less than the Number of groups")
JK=J*K
KL=K*L
data <- list()
xx=list()
}
ilow=0-L
iup=0
for(j in 1:J){
ilow <- ilow + KL
iup = iup + KL
sel <- c(ilow:iup)
}
C=lindep(xx,conM$conC,cmat=v,tr=tr)$test.stat
AC=lindep(xx,conM$conAC,cmat=v,tr=tr)$test.stat
BC=lindep(xx,conM$conBC,cmat=v,tr=tr)$test.stat
ABC=lindep(xx,conM$conABC,cmat=v,tr=tr)$test.stat
x <- data
if(SEED)
set.seed(2)
testA = NA
testB = NA
testC=NA
testAB = NA
testAC = NA
testBC = NA
testABC = NA
bsam = list()
bdat = list()
cboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conC))
acboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conAC))
bcboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conBC))
abcboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conABC))
ilow <- 1 - KL
iup = 0
for(j in 1:J) {
ilow <- ilow + KL
iup = iup + KL
nv=length(x[[ilow]])
for(k in ilow:iup){
bsam[[k]] = x[[k]][bdat[[j]]]
}
}
ilow=0-KL
iup=0
for(j in 1:J){
ilow <- ilow + KL
iup = iup + KL
sel <- c(ilow:iup)
}
aboot[ib,]=temp
bboot[ib,]=temp
temp=abs(lindep(bsam,conM$conC,cmat=v,tr=tr)$test.stat[,4])
cboot[ib,]=temp
testC[ib]= max(temp)
temp=abs(lindep(bsam,conM$conAC,cmat=v,tr=tr)$test.stat[,4])
acboot[ib,]=temp
testAC[ib]= max(temp)
temp=abs(lindep(bsam,conM$conBC,cmat=v,tr=tr)$test.stat[,4])
bcboot[ib,]=temp
testBC[ib]= max(temp)
abboot[ib,]=temp
temp=abs(lindep(bsam,conM$conABC,cmat=v,tr=tr)$test.stat[,4])
abcboot[ib,]=temp
testABC[ib]= max(temp)
}
pbA=NA
pbB=NA
pbC=NA
pbAB=NA
pbAC=NA
pbBC=NA
pbABC=NA
for(j in 1:ncol(cboot))pbC[j]=mean((abs(C[j,4])<cboot[,j]))
for(j in 1:ncol(acboot))pbAC[j]=mean((abs(AC[j,4])<acboot[,j]))
for(j in 1:ncol(bcboot))pbBC[j]=mean((abs(BC[j,4])<bcboot[,j]))
for(j in 1:ncol(abcboot))pbABC[j]=mean((abs(ABC[j,4])<abcboot[,j]))
critA = sort(testA)
critB = sort(testB)
critC = sort(testC)
critAC = sort(testAC)
critBC = sort(testBC)
critABC = sort(testABC)
critA = critA[ic]
critB = critB[ic]
critC = critC[ic]
critAB = critAB[ic]
critAC = critAC[ic]
critBC = critBC[ic]
critABC = critABC[ic]
critA=matrix(critA,ncol=1,nrow=nrow(A))
dimnames(critA)=list(NULL,c("crit.val"))
p.value=pbA
A=cbind(A,critA,p.value)
critB=matrix(critB,ncol=1,nrow=nrow(B))
dimnames(critB)=list(NULL,c("crit.val"))
p.value=pbB
B=cbind(B,critB,p.value)
critC=matrix(critC,ncol=1,nrow=nrow(C))
dimnames(critC)=list(NULL,c("crit.val"))
p.value=pbC
C=cbind(C,critC,p.value)
critAB=matrix(critAB,ncol=1,nrow=nrow(AB))
dimnames(critAB)=list(NULL,c("crit.val"))
p.value=pbAB
AB=cbind(AB,critAB,p.value)
critAC=matrix(critAC,ncol=1,nrow=nrow(AC))
dimnames(critAC)=list(NULL,c("crit.val"))
p.value=pbAC
AC=cbind(AC,critAC,p.value)
critBC=matrix(critBC,ncol=1,nrow=nrow(BC))
dimnames(critBC)=list(NULL,c("crit.val"))
p.value=pbBC
BC=cbind(BC,critBC,p.value)
critABC=matrix(critABC,ncol=1,nrow=nrow(ABC))
dimnames(critABC)=list(NULL,c("crit.val"))
p.value=pbABC
ABC=cbind(ABC,critABC,p.value)
list(Fac.A=A,Fac.B=B,Fac.C=C,Fac.AB=AB,Fac.AC=AC,Fac.BC=BC,Fac.ABC=ABC)
}
bbwmcp<-function(J, K, L, x, tr = 0.2, JKL = J * K*L, con = 0,
{
#
# A bootstrap-t for multiple comparisons among
# all main effects and interactions
# for a between-by-between-within design.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
x <- y
}
p <- J*K*L
JK=J*K
data <- list()
xx=list()
}
ilow=0-L
iup=0
for(j in 1:JK){
ilow <- ilow + L
iup = iup + L
sel <- c(ilow:iup)
}
C=lindep(xx,conM$conC,cmat=v,tr=tr)$test.stat
AC=lindep(xx,conM$conAC,cmat=v,tr=tr)$test.stat
BC=lindep(xx,conM$conBC,cmat=v,tr=tr)$test.stat
ABC=lindep(xx,conM$conABC,cmat=v,tr=tr)$test.stat
x <- data
jp <- 1 - K
kv <- 0
if(SEED)
set.seed(2)
testA = NA
testB = NA
testC=NA
testAB = NA
testAC = NA
testBC = NA
testABC = NA
bsam = list()
bdat = list()
cboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conC))
acboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conAC))
bcboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conBC))
abcboot=matrix(NA,nrow=nboot,ncol=ncol(conM$conABC))
# for(j in 1:JK)
# nvec[j] = length(x[[j]])
ilow <- 1 - L
iup = 0
for(j in 1:JK) {
ilow <- ilow + L
iup = iup + L
for(k in ilow:iup){
}
}
ilow=0-L
iup=0
for(j in 1:JK){
ilow <- ilow + L
iup = iup + L
sel <- c(ilow:iup)
}
aboot[ib,]=temp
bboot[ib,]=temp
temp=abs(lindep(bsam,conM$conC,cmat=v,tr=tr)$test.stat[,4])
cboot[ib,]=temp
testC[ib]= max(temp)
temp=abs(lindep(bsam,conM$conAC,cmat=v,tr=tr)$test.stat[,4])
acboot[ib,]=temp
testAC[ib]= max(temp)
temp=abs(lindep(bsam,conM$conBC,cmat=v,tr=tr)$test.stat[,4])
bcboot[ib,]=temp
testBC[ib]= max(temp)
abboot[ib,]=temp
temp=abs(lindep(bsam,conM$conABC,cmat=v,tr=tr)$test.stat[,4])
abcboot[ib,]=temp
testABC[ib]= max(temp)
}
pbA=NA
pbB=NA
pbC=NA
pbAB=NA
pbAC=NA
pbBC=NA
pbABC=NA
for(j in 1:ncol(cboot))pbC[j]=mean((abs(C[j,4])<cboot[,j]))
for(j in 1:ncol(acboot))pbAC[j]=mean((abs(AC[j,4])<acboot[,j]))
for(j in 1:ncol(bcboot))pbBC[j]=mean((abs(BC[j,4])<bcboot[,j]))
for(j in 1:ncol(abcboot))pbABC[j]=mean((abs(ABC[j,4])<abcboot[,j]))
critA = sort(testA)
critB = sort(testB)
critC = sort(testC)
critAC = sort(testAC)
critBC = sort(testBC)
critABC = sort(testABC)
critA = critA[ic]
critB = critB[ic]
critC = critC[ic]
critAB = critAB[ic]
critAC = critAC[ic]
critBC = critBC[ic]
critABC = critABC[ic]
critA=matrix(critA,ncol=1,nrow=nrow(A))
dimnames(critA)=list(NULL,c("crit.val"))
p.value=pbA
A=cbind(A,critA,p.value)
critB=matrix(critB,ncol=1,nrow=nrow(B))
dimnames(critB)=list(NULL,c("crit.val"))
p.value=pbB
B=cbind(B,critB,p.value)
critC=matrix(critC,ncol=1,nrow=nrow(C))
dimnames(critC)=list(NULL,c("crit.val"))
p.value=pbC
C=cbind(C,critC,p.value)
critAB=matrix(critAB,ncol=1,nrow=nrow(AB))
dimnames(critAB)=list(NULL,c("crit.val"))
p.value=pbAB
AB=cbind(AB,critAB,p.value)
critAC=matrix(critAC,ncol=1,nrow=nrow(AC))
dimnames(critAC)=list(NULL,c("crit.val"))
p.value=pbAC
AC=cbind(AC,critAC,p.value)
critBC=matrix(critBC,ncol=1,nrow=nrow(BC))
dimnames(critBC)=list(NULL,c("crit.val"))
p.value=pbBC
BC=cbind(BC,critBC,p.value)
critABC=matrix(critABC,ncol=1,nrow=nrow(ABC))
dimnames(critABC)=list(NULL,c("crit.val"))
p.value=pbABC
ABC=cbind(ABC,critABC,p.value)
}
bwbmcp<-
function(J,K,x,tr=.2,JK=J*K,grp=c(1:JK),con=0,alpha=.05,dif=TRUE,pool=FALSE,hoch=TR
UE){
#
# All pairwise comparisons among levels of Factor B
#
# Data are pooled for each level
# of Factor B.
# Then this function calls rmmcp.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
data<-list()
}
x<-data
if(pool){
data<-list()
m1<-matrix(c(1:JK),J,K,byrow=TRUE)
for(k in 1:K){
for(j in 1:J){
flag<-m1[j,k]
print(paste("Level", j, "factor A:"))
if(j==1)temp<-x[[flag]]
if(j>1){
temp<-c(temp,x[[flag]])
}}
data[[k]]<-temp
}
print("Group numbers refer to levels of Factor B")
temp<-rmmcp(data,con=con,tr=tr,alpha=alpha,dif=dif,hoch=hoch)
return(temp)
}
if(!pool){
for(j in 1:J){
data<-list()
ic<-0
for(k in 1:K){
ic<-ic+1
data[[ic]]<-x[[mat[j,k]]]
}
print(paste("For level ", j, " of Factor A:"))
temp<-rmmcp(data,con=con,tr=tr,alpha=alpha,dif=dif,hoch=hoch)
print(temp$test)
print(temp$psihat)
}}
}
out<-function(x,cov.fun=cov.mve,xlab="X",ylab="Y",qval=.975,
crit=NULL,plotit=FALSE,...){
#
# Search for outliers using robust measures of location and scatter,
# which are used to compute robust analogs of Mahalanobis distance.
#
# x is an n by p matrix or a vector of data.
#
# The function returns the values flagged as an outlier plus
# the (row) number where the data point is stored.
# If x is a vector, out.id=4 indicates that the fourth observation
# is an outlier and outval=123 indicates that 123 is the value.
# If x is a matrix, out.id=4 indicates that the fourth row of
# the matrix is an outlier and outval reports the corresponding
# values.
#
# The function also returns the distance of the
# points identified as outliers
#
# For bivariate data, if plotit=TRUE, plot points and circle outliers.
#
# cov.fun determines how the measure of scatter is estimated.
# Possible choices are
# cov.mve (the MVE estimate)
# cov.mcd (the MCD estimate)
# covmba2 (the MBA or median ball algorithm)
# rmba (an adjustment of MBA suggested by D. Olive)
# cov.roc (Rocke's TBS estimator)
#
# plotit=FALSE used to avoid problems when other functions in WRS call
# this function
#
library(MASS)
set.seed(12)
if(is.list(x))stop("Data cannot be stored in list mode")
nrem=nrow(as.matrix(x))
if(!is.matrix(x)){
dis<-(x-median(x,na.rm=TRUE))^2/mad(x,na.rm=TRUE)^2
if(is.null(crit))crit<-sqrt(qchisq(.975,1))
vec<-c(1:length(x))
}
if(is.matrix(x)){
mve<-cov.fun(elimna(x))
if(is.null(crit))crit<-sqrt(qchisq(.975,ncol(x)))
vec<-c(1:nrow(x))
}
dis[is.na(dis)]=0
dis<-sqrt(dis)
id<-vec[chk==1]
keep<-vec[chk==0]
if(is.matrix(x)){
plot(x[,1],x[,2],xlab=xlab,ylab=ylab,type="n")
flag[id]<-FALSE
if(sum(!flag)>0)points(x[!flag,1],x[!flag,2],pch="*")
}}
if(!is.matrix(x))outval<-x[id]
if(is.matrix(x))outval<-x[id,]
n=nrow(as.matrix(x))
n.out=length(id)
list(n=n,n.out=n.out,out.val=outval,out.id=id,keep=keep,dis=dis,crit=crit)
}
lintestMC<-function(x,y,regfun=tsreg,nboot=500,alpha=.05,xout=FALSE,outfun=out,...)
{
#
# Stute et al. (1998, JASA, 93, 141-149).
#
if(identical(regfun,Qreg))print('When using Qreg, be sure to include
res.vals=TRUE')
if(identical(regfun,tshdreg))print('When using tshdreg, be sure to include
RES=TRUE')
if(identical(regfun,MMreg))print('When using MMreg, be sure to include RES=TRUE')
library(parallel)
set.seed(2)
x<-as.matrix(x)
d<-ncol(x)
x<-temp[,1:d]
x<-as.matrix(x)
y<-temp[,d+1]
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
}
}
}
#print("Taking bootstrap sample, please wait.")
data=listm(t(data))
#rvalb<-apply(data,1,lintests1,yhat,reg$residuals,mflag,x,regfun,...)
rvalb<-
mclapply(data,lintests1,yhat,reg$residuals,mflag,x,regfun,mc.preschedule=TRUE,...)
rvalb=matl(rvalb)
wstat<-mean(rval^2)
#critw<-wstatb[ib]
}
yuen.effect<-function(x,y,tr=.2,alpha=.05,plotit=FALSE,
plotfun=splot,op=TRUE,VL=TRUE,cor.op=FALSE,
xlab="Groups",ylab="",PB=FALSE){
#
# Same as yuen, only it computes explanatory power and the related
# measure of effect size. Only use this with n1=n2. Called by yuenv2
# which allows n1!=n2.
#
#
#
# The p-valueis returned in yuen$p.value
#
# use t1way.
#
if(tr==.5)stop("Use medpb to compare medians.")
if(tr>.5)stop("Can't have tr>.5")
library(MASS)
df<-(q1+q2)^2/((q1^2/(h1-1))+(q2^2/(h2-1)))
m1=mean(x,tr)
m2=mean(y,tr)
mbar=(m1+m2)/2
dif=m1-m2
xx=c(rep(1,length(x)),rep(2,length(y)))
pts=c(x,y)
top=var(c(m1,m2))
#
if(!PB){
if(tr==0)cterm=1
bot=winvar(pts,tr=tr)/cterm
}
if(PB)bot=pbvar(pts)/1.06
#
e.pow=top/bot
if(e.pow>1){
x0=c(rep(1,length(x)),rep(2,length(y)))
y0=c(x,y)
e.pow=wincor(x0,y0,tr=tr)$cor^2
}
if(plotit){
plot(xx,pts,xlab=xlab,ylab=ylab)
if(op)
points(c(1,2),c(m1,m2))
if(VL)lines(c(1,2),c(m1,m2))
}
list(ci=c(low,up),p.value=yuen,dif=dif,se=sqrt(q1+q2),teststat=test,
crit=crit,df=df,Var.Explained=e.pow,Effect.Size=sqrt(e.pow))
}
bbbmcppb.sub<-function(J, K,L, x, est=tmean, JKL = J * K*L, con = 0,

alpha = 0.05, grp =c(1:JKL), nboot = 500, bhop=FALSE,SEED = TRUE, ...){
#
# between-by-between-by-between design
#
#
# A percentile bootstrap for
# multiple comparisons for all main effects and interactions
# using and appropriate linear contrast.
#
#
#
#
# When in list mode x is assumed to have length JKL, the total number
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
ncon=ncol(con)
p <- J*K*L
JKL=p
JK=J*K
KL=K*L
data <- list()
xx=list()
# # Now have the groups in proper order.
}
for(j in 1:p){
xx[j]=elimna(xx[j])
}
if(SEED)
set.seed(2)
testA = NA
bsam = list()
bdat = list()
aboot=matrix(NA,nrow=nboot,ncol=ncol(con))
tvec=NA
tvec=linhat(x,con,est=est,...)
for(j in 1:JKL) {
nv=length(x[[j]])
bsam[[j]] = x[[j]][bdat[[j]]]
#for(k in 1:p){
# bsam[[k]] = x[[k]][bdat[[j]]]
#}
}
aboot[ib,]=linhat(bsam,con=con,est=est,...)
}
pbA=NA
for(j in 1:ncol(aboot)){
pbA[j]=mean(aboot[,j]>0)
pbA[j]=2*min(c(pbA[j],1-pbA[j]))
}
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncol(con) > 10){
avec<-.05/c(11:(ncol(con)))
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(con > 10){
avec<-.01/c(11:ncol(con))
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvec<-alpha/c(1:ncol(con))
}
}
if(bhop)dvec<-(ncol(con)-c(1:ncol(con))+1)*alpha/ncol(con)
outputA<-matrix(0,ncol(con),6)
dimnames(outputA)<-list(NULL,c("con.num","psihat","p.value","p.crit",
test=pbA
zvec<-dvec[1:ncon]
outputA[temp2,4]<-zvec
icu<-nboot-icl-1
outputA[,2]<-tvec
outputA[ic,1]<-ic
outputA[ic,3]<-test[ic]
temp<-sort(aboot[,ic])
outputA[ic,5]<-temp[icl]
outputA[ic,6]<-temp[icu]
}
outputA
}
bbbmcppb<-function(J, K,L, x, est=tmean,JKL = J * K*L,

alpha = 0.05, grp =c(1:JKL), nboot = 2000, bhop=FALSE,SEED = TRUE,...)
{
#
# BETWEEN-BETWEEN-BETWEEN DESIGN
#
#
#
#
# using grp
#
con=con3way(J,K,L)
A=bbbmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conA,
alpha = alpha, nboot = nboot, bhop=bhop,SEED = SEED,grp=grp,...)
B=bbbmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conB,
C=bbbmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conC,
AB=bbbmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAB,
AC=bbbmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAC,
BC=bbbmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conBC,
ABC=bbbmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conABC,
}
linhat<-function(x,con,est=tmean,...){
#
# estimate all linear contrasts specified by con
#
psihat=0
xbar=llocv2(x,est=est,...)$center
for(i in 1:ncol(con))psihat[i]=sum(con[,i]*xbar)
psihat
}
bbwmcppb<-function(J, K,L, x, est=tmean,JKL = J * K*L,
{
#
# BETWEEN-BETWEEN-WITHIN DESIGN
#
# A percentile bootstrap for multiple comparisons
# for all main effects and interactions
#
# first two factors and level 3 of the third: level 1,1,2
# x[[K]] is the data for level 1,1,K
# x[[K+1]] is the data for level 1,2,1, x[[2K]] is level 1,2,K, etc.
#
#
# using grp
#
con=con3way(J,K,L)
A=bbwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conA,
B=bbwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conB,
C=bbwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conC,
AB=bbwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAB,
AC=bbwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAC,
BC=bbwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conBC,
ABC=bbwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conABC,
}
bbwmcppb.sub<-function(J, K,L, x, est=tmean, JKL = J * K*L, con = 0,

#
#
# for the first level of both factors: level 1,1,1.
# x[[2]] is assumed to contain the data for levels 1,1,2, etc.
#
#
# JK independent groups, L dependent groups
#

#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
ncon=ncol(con)
p <- J*K*L
JK=J*K
KL=K*L
data <- list()
xx=list()
}
ilow=1-L
iup=0
for(j in 1:JK){
ilow <- ilow + L
iup = iup + L
sel <- c(ilow:iup)
}
jp <- 1 - L
kv <- 0
if(SEED)
set.seed(2)
testA = NA
bsam = list()
bdat = list()
tvec=NA
ilow <- 1 - L
iup = 0
for(j in 1:JK) {
ilow <- ilow + L
iup = iup + L
for(k in ilow:iup){
}
}
ilow=0-L
iup=0
}
pbA=NA
}
if(!bhop)dvec=alpha/c(1:ncol(con))
test=pbA
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
outputA[,2]<-tvec
outputA[ic,1]<-ic
}
outputA
}
bwwmcppb.sub<-function(J, K,L, x, est=tmean, JKL = J * K*L, con = 0,

#
# for all main effects and interactions.
#
#
#
# J independent groups, KL dependent groups
#

#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
# nvec <- NA
#for(j in 1:length(x))nvec[j]=length(x[[j]])
ncon=ncol(con)
p <- J*K*L
JK=J*K
KL=K*L
# v <- matrix(0, p, p)
data <- list()
xx=list()
# data[[j]] <- x[[grp[j]]]
}
ilow=1-KL
iup=0
for(j in 1:J){
ilow <- ilow + KL
iup = iup + KL
sel <- c(ilow:iup)
}
jp <- 1 - KL
kv <- 0
if(SEED)
set.seed(2)
testA = NA
bsam = list()
bdat = list()
tvec=NA
ilow <- 1 - KL
iup = 0
for(j in 1:J) {
ilow <- ilow + KL
iup = iup + KL
for(k in ilow:iup){
}
}
ilow=0-KL
iup=0
}
pbA=NA
}
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncol(con) > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(con > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
test=pbA
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
outputA[,2]<-tvec
outputA[ic,1]<-ic
}
outputA
}
wwwmcppb.sub<-function(J, K,L, x, est=tmean, JKL = J * K*L, con = 0,

#
#
#
#
# within-by-within-by-within design
#
# JKL dependent groups
#

#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
# nvec <- NA
#for(j in 1:length(x))nvec[j]=length(x[[j]])
ncon=ncol(con)
p <- J*K*L
JKL=p
JK=J*K
KL=K*L
data <- list()
xx=list()
# data[[j]] <- x[[grp[j]]]
}
if(SEED)
set.seed(2)
testA = NA
bsam = list()
bdat = list()
tvec=NA
nv=length(x[[1]])
for(k in 1:JKL) bsam[[k]] = x[[k]][bdat[[j]]]
}
pbA=NA
}
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncol(con) > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(con > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
test=pbA
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
outputA[,2]<-tvec
outputA[ic,1]<-ic
}
outputA
}
wwwmcppb.OLD<-function(J, K,L, x, est=tmean,JKL = J * K*L,

{
#
# A percentile bootstrap for
#
#
#
# using grp
#
con=con3way(J,K,L)
A=wwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conA,
B=wwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conB,
C=wwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conC,
AB=wwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAB,
AC=wwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAC,
BC=wwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conBC,
ABC=wwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conABC,
}
wwwmcppb<-function(J,K,L,x, alpha = 0.05, con = 0,est=tmean, plotit = FALSE,

dif = TRUE, grp = NA, nboot = NA, BA = TRUE, hoch = TRUE, xlab = "Group 1",
ylab = "Group 2", pr = TRUE, SEED = TRUE,...){
#
# Do all multiple comparisons for a within-by-within-by-within design.
# using a percentile bootstrap method and trimmed means
#
if(pr){
print('This new version includes the option to use difference scores and defaults
to dif=TRUE')
print('Number of bootstrap samples differs from the old version')
print('To use the old version, use wwwmcppb.OLD')
}
conM=con3way(J,K,L)
A=rmmcppb(x,con=conM$conA,alpha=alpha,dif=dif,plotit=plotit,est=est,
nboot=nboot,BA=BA,hoch=hoch,SEED=SEED,xlab=xlab,ylab=ylab,pr=pr,...)
B=rmmcppb(x,con=conM$conB,alpha=alpha,dif=dif,
plotit=plotit,est=est,nboot=nboot,BA=BA,hoch=hoch,
SEED=SEED,xlab=xlab,ylab=ylab,pr=FALSE,...)
C=rmmcppb(x,con=conM$conC,alpha=alpha,dif=dif,
SEED=SEED,xlab=xlab,ylab=ylab,pr=FALSE,...)
AB=rmmcppb(x,con=conM$conAB,alpha=alpha,dif=dif,plotit=plotit,est=est,
nboot=nboot,BA=BA,hoch=hoch,SEED=SEED,xlab=xlab,ylab=ylab,pr=FALSE,...)
AC=rmmcppb(x,con=conM$conAC,alpha=alpha,dif=dif,plotit=plotit,est=est,
BC=rmmcppb(x,con=conM$conBC,alpha=alpha,dif=dif,plotit=plotit,est=est,
ABC=rmmcppb(x,con=conM$conABC,alpha=alpha,dif=dif,plotit=plotit,est=est,
list(Factor_A=A,Factor_B=B,Factor_AB=AB,Factor_AC=AC,Factor_BC=BC,Factor_ABC=ABC)
}
bwwmcppb<-function(J, K,L, x, est=tmean,JKL = J * K*L,

{
#
#
#
#
# using grp
#
con=con3way(J,K,L)
A=bwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conA,
B=bwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conB,
C=bwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conC,
AB=bwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAB,
AC=bwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conAC,
BC=bwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conBC,
ABC=bwwmcppb.sub(J=J, K=K,L=L, x, est=est,con=con$conABC,
}
cjMAT<-function(J){
L=(J^2-J)/2
cj=matrix(0,nrow=L,ncol=J)
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
cj[ic,j]=1
cj[ic,k]=-1
}}}
cj
}
con3way<-function(J,K,L){
#
# Generate all contrast coefficients for 3-way design.
# with the goal of testing all main effects and interactions
#
cj=cjMAT(J)
ck=cjMAT(K)
cl=cjMAT(L)
conA=t(kron(cj,kron(ik,il)))
conB=t(kron(ij,kron(ck,il)))
conC=t(kron(ij,kron(ik,cl)))
conAB=kron(cj,kron(ck,il))
conAC=kron(cj,kron(ik,cl))
conBC=kron(ij,kron(ck,cl))
conABC=kron(cj,kron(ck,cl))
list(conA=conA,conB=conB,conC=conC,conAB=t(conAB),conAC=t(conAC),
conBC=t(conBC),conABC=t(conABC))
}
wmwloc2<-function(x,est=median){
#
# Compute loc2dif for all pairs of groups
#
locvec=NULL
ic=0
J=length(x)
for(j in 1:J){
for(k in 1:J){
if (j<k){
ic=ic+1
locvec[ic]=loc2dif(x[[j]],x[[k]],est=est)
}}}
locvec
}
regpord.sub<-function(isub,x,y,cov.fun){
vals<-regvarp(xmat,y[isub],cov.fun=cov.fun)
vals
}
t1way.effect<-function(x,tr=.2,grp=NA,MAT=FALSE,lev.col=1,var.col=2){
#
# Same as t1way, but computes explanatory power and related effect size
# Only use this function with = n's
# Use t1wayv2 in general, which calls this function when sample sizes differ.
#
#
#
# lev.col
#
#
#
library(MASS)
if(MAT){
x=temp$x
x=x[grp2]
}
grp=c(1:length(x))
J<-length(grp)
pts=NULL
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
pts=c(pts,val)
x[[j]]<-val[xx] # missing values have been removed
}
u<-sum(w)
xtil<-sum(w*xbar)/u
B<-2*(J-2)*sum((1-w/u)^2/(h-1))/(J^2-1)
TEST<-A/(B+1)
nu1<-J-1
nu2<-1./(3*sum((1-w/u)^2/(h-1))/(J^2-1))
#
# Determine explanatory effect size
#
top=var(xbar)
bot=winvarN(pts,tr=tr)
if(bot>0)e.pow=top/bot
if(bot==0)e.pow=1
if(e.pow>=1){
v1=NULL
v2=NULL
for(j in 1:J){
v1=c(v1,rep(xbar[j],length(x[[j]])))
v2=c(v2,x[[j]])
}
e.pow=wincor(v1,v2,tr=tr)$cor^2
}
list(TEST=TEST,nu1=nu1,nu2=nu2,p.value=sig,Var.Explained=e.pow,
Effect.Size=sqrt(e.pow))
}
snmreg<-function(x,y,SEED=TRUE,xout=FALSE,outfun=outpro,initreg=chregF,...){
#
# Compute regression S-estimator via Nelder-Mead method
# The measure of scale is taken to be the percentage bend midvariance
#
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
x <- as.matrix(x)
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
npm1=np-1
x=X[,1:npm1]
x=as.matrix(x)
y=X[,np]
N<-np-1
temp<-initreg(x,y,SEED=SEED)$coef
START<-temp[2:np]
temp<-nelder(X,N,FN=snmreg.sub,START=START)
alpha <- median(y - x %*% temp)
coef <- c(alpha,temp)
res <- y - x %*% temp - alpha
}
snmregv2<-function(x,y,SEED=TRUE){
#
# Compute regression S-estimator
# remove points for which residuals are outliers
# then recompute the estimated slopes and intercetp.
#
res=snmreg(x,y,SEED=SEED)$residuals
x=as.matrix(x)
xx<-x[chk<=2,]
yy<-y[chk<=2]
temp<-snmreg(xx,yy,SEED=SEED)
list(coef=temp$coef,residuals=temp$residuals)
}
larsR<-function(x,y,type="lasso"){
library(lars)
p=ncol(x)
p1=p+1
result=lars(xy[,1:p],xy[,p1],type=type)
result
}
regvarp<-function(x,y,p=1,locfun=lloc,scat=var,est=mean,cov.fun=cov.mba){
#
# Measure the importance of each of p variables in a regression
# problem, p>1
#
xy=cbind(x,y)
xy<-elimna(xy)
m<-ncol(x)
x=xy[,1:m]
n<-nrow(x)
m1=m+1
y=xy[,m1]
x=standm(x,locfun=locfun,est=est,scat=scat)
vals=NA
if(p==1)for(j in 1:m){
#z=cbind(y,x[,j])
#vals[j]=prod(eigen(scor(z,plotit=FALSE)$cor.values)$values)
vals[j]=gvarg(cbind(y,x[,j]),cov.fun)
}
if(p>1){
temp=modgen(m)
ic=0
for(j in 1:length(temp)){
if(length(temp[[j]])==p){
ic=ic+1
vals[ic]=gvarg(cbind(y,x[,temp[[j]]]),cov.fun)
z=cbind(y,x[,temp[[j]]])
}}}
vals
}
bwmcppb<-function(J, K, x, est=tmean,JK = J * K,
alpha = 0.05, grp =c(1:JK), nboot = 500, bhop=TRUE,SEED = TRUE,...)
{
#
#
#
#
# using grp
#
# bhop=TRUE, use Benjaminin--Hochberg. When using a one-step M-estimator
# and the sample sizes are small, say less than 80, bhop=TRUE is a bit
better.
#
con=con2way(J,K)
A=bwmcppb.sub(J=J, K=K, x, est=est,JK = J * K,con=con$conA,
alpha = alpha, grp =c(1:JK), nboot = nboot, bhop=bhop,SEED = SEED,...)
B=bwmcppb.sub(J=J, K=K, x, est=est,JK = J * K,con=con$conB,
AB=bwmcppb.sub(J=J, K=K, x, est=est,JK = J * K,con=con$conAB,
list(Fac.A=A,Fac.B=B,Fac.AB=AB)
}
bwmcppb.sub<-function(J, K, x, est=tmean, JK = J * K, con = 0,

alpha = 0.05, grp =c(1:JK), nboot = 500, bhop=TRUE,SEED = TRUE, ...){
#
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
nvec <- NA
for(j in 1:length(x))nvec[j]=length(x[[j]])
nmax=max(nvec)
ncon=ncol(con)
p <- J * K
data <- list()
xx=list()
# data[[j]] <- x[[grp[j]]]
# data[[j]] = data[[j]] - mean(data[[j]], tr = tr)
}
ilow=0-K
iup=0
for(j in 1:J){
ilow <- ilow + K
iup = iup + K
sel <- c(ilow:iup)
}
jp <- 1 - K
kv <- 0
if(SEED)
set.seed(2)
testA = NA
bsam = list()
bdat = list()
tvec=NA
ilow <- 1 - K
iup = 0
for(j in 1:J) {
ilow <- ilow + K
iup = iup + K
for(k in ilow:iup){
}
}
ilow=0-K
iup=0
}
pbA=NA
}
if(!bhop)dvec=alpha/c(1:ncol(con))
test=pbA
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
outputA[,2]<-tvec
outputA[ic,1]<-ic
}
outputA
}
D.akp.effect<-function(x,y=NULL,null.value=0,tr=.2){
#
# Computes the robust effect size for one-sample case using
# a simple modification of
# Algina, Keselman, Penfield Pcyh Methods, 2005, 317-328
#
# When comparing two dependent groups, data for the second group can be stored in
# the second argument y. The function then computes the difference scores x-y
#
library(MASS)
x<-elimna(x)
cterm=1
cterm=sqrt(cterm)
dval<-cterm*(tmean(x,tr=tr)-null.value)/sqrt(s1sq)
dval
}
smean2v2<-function(m1,m2,nullv=rep(0,ncol(m1)),cop=3,MM=FALSE,SEED=TRUE,
nboot=500,plotit=TRUE,MC=FALSE,STAND=TRUE){
#
#
# For two independent groups,
# test hypothesis that multivariate skipped estimators
# are all equal.
#
#
# Skipped estimator is used, i.e.,
# eliminate outliers using a projection method.
#
# cop=2 MCD,
# cop=4 MVE
#
# For each point
#
#
# an outlier if for any projection is an outlier
#
#
if(ncol(m1) != ncol(m2)){
stop("Number of variables in group 1 does not equal the number in group 2.")
}
if(SEED)set.seed(2)
m1<-elimna(m1)
m2<-elimna(m2)
n1<-nrow(m1)
n2<-nrow(m2)
n<-min(c(n1,n2))
crit.level<-.05
val<-matrix(NA,ncol=ncol(m1),nrow=nboot)
est=smean(m1)-smean(m2)
for(j in 1: nboot){
data1<-sample(n1,size=n1,replace=TRUE)
mm1<-m1[data1,]
temp<-outpro(mm1,plotit=FALSE,cop=cop,STAND=STAND)$keep
v1<-apply(mm1[temp,],2,mean)
mm2<-m2[data2,]
temp<-outpro(mm2,plotit=FALSE,cop=cop,STAND=STAND)$keep
v2<-apply(mm2[temp,],2,mean)
val[j,]<-v1-v2
}
if(!MC)temp<-pdis(rbind(val,nullv))
if(MC)temp<-pdisMC(rbind(val,nullv))
if(ncol(m1)==2 && plotit){
plot(val[,1],val[,2],xlab="VAR 1",ylab="VAR 2")
if(!MC)temp3<-smean(m1,cop=cop)-smean(m2,cop=cop)
if(MC)temp3<-smeanMC(m1,cop=cop)-smeanMC(m2,cop=cop)
if(!MC)temp<-pdis(val)
if(MC)temp<-pdisMC(val)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
}
smean2=smean2v2
mulwmwv2<-
function(m1,m2,plotit=TRUE,cop=3,alpha=.05,nboot=1000,pop=4,fr=.8,pr=FALSE){
#
# same as function mulwmw, only report explanatory effect size.
#
# Determine center correpsonding to two
# connecting the centers,
# then based on the projected distances,
# estimate p=probability that a randomly sampled
# point from group 1 is less than a point from group 2
# based on the projected distances.
#
#
# plotit=TRUE creates a plot of the projected data
# pop=1 plot two dotplots based on projected distances
# pop=2 boxplots
# pop=3 expected frequency curve.
# pop=4 adaptive kernel density
#
#
# of freedom.
#
#
#if(is.matrix(m1)){print("Data are assumed to be stored in")
if(is.null(dim(m1))){print("Data are assumed to be stored in")
print(" a matrix or data frame having two or more columns.")
stop(" For univariate data, use the function outbox or out")
}
m2<-elimna(m2)
n1v=nrow(m1)
n2v=nrow(m2)
if(cop==1){
if(ncol(m1)>2){
}
if(ncol(m1)==2){
tempd<-NA
mdep<-max(tempd)
flag<-(tempd==mdep)
mdep<-max(tempd)
flag<-(tempd==mdep)
}}
if(cop==2){
}
if(cop==3){
}
if(cop==4){
center1<-smean(m1)
center2<-smean(m2)
}
B<-center1-center2
BB<-B^2
bot<-sum(BB)
disx<-NA
disy<-NA
if(bot!=0){
AX<-m1[j,]-center
}
AY<-m2[j,]-center
}
}
es=yuenv2(disx,disy)$Effect.Size
if(plotit){
if(pop==1){
par(yaxt="n")
xv<-rep(2,length(disx))
yv<-rep(1,length(disy))
plot(c(disx,disy),c(xv,yv),type="n",xlab="",ylab="")
xv<-rep(1.6,length(disx))
yv<-rep(1.4,length(disy))
points(disx,xv)
points(disy,yv)
#par(yaxt="c")
}
if(pop==2)boxplot(disx,disy)
if(pop==3)rd2plot(disx,disy,fr=fr)
if(pop==4)g2plot(disx,disy,fr=fr)
}
m<-sign(m)
phat<-(1-mean(m))/2
if(bot==0)phat<-.5
print("Computing critical values")
v1<-mulwmwcrit(m1,m2,cop=cop,alpha=alpha,iter=nboot,pr=pr)
list(phat=phat,lower.crit=v1[1],upper.crit=v1[2],Effect.Size=abs(es),n1=n1v,n2=n2v)
}
regpord<-
function(x,y,nboot=100,alpha=.05,SEED=TRUE,xout=FALSE,cov.fun=cov.mba,pr=TRUE,
plotit=TRUE,xlab="Standardized Predictors",ylab="Y",est=mean,scat=var,...){
#
# Compare strength of association of two predictors via
# some robust covariance matrix, with predictors standardized.
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
n=nrow(x)
bvec<-apply(data,1,regpord.sub,x,y,cov.fun)
ptot=(p^2-p)/2
# bvec is a p by nboot matrix.
est=regvarp(x,y,est=est,scat=scat)
regci<-matrix(0,ptot,4)
dimnames(regci)<-list(NULL,c("Pred.","Pred","test.stat","Decision"))
ic=0
crit05=2.06-5.596/sqrt(n)
if(pr){
print("est is the estimated generalized variance")
}
if(p==2){
if(plotit){
z=standm(x,locfun=lloc,est=mean,scat=var)
z1=cbind(z[,1],y)
z2=cbind(z[,2],y)
plot(rbind(z1,z2),type="n",xlab=xlab,ylab=ylab)
points(z1,pch="*")
points(z2,pch="+")
}}
for(j in 1:p){
for(k in 1:p){
if(j<k){
sqse<-mean((bvec[j,]-est[j]-bvec[k,]+est[k])^2)*nboot/(nboot-1)
test=(est[j]-est[k])/sqrt(sqse)
ic=ic+1
regci[ic,1]<-j
regci[ic,2]<-k
regci[ic,3]<-test
regci[ic,4]<-0
if(abs(test)>=crit05)regci[ic,4]<-1
}}}
regci=data.frame(regci)
flag=(regci[,4]==0)
regci[flag,4]="fail to reject"
regci[!flag,4]="reject"
list(crit.value=crit05,est=est,results=regci)
}
mopreg<-function(x,y,regfun=tsreg,cop=3,KEEP=TRUE,MC=FALSE,STAND=TRUE){
#
# Do multiple (outcomes) regression on points not labled outliers
# Arg=regfun determines regression method;
# by default, Theil-Sen is used.
#
# KEEP=F, outliers will be eliminated
# KEEP=T, outliers are not eliminated
# cop: see function outpro
library(MASS)
x<-as.matrix(x)
y<-as.matrix(y)
px<-ncol(x)
py<-ncol(y)
m<-cbind(x,y)
if(KEEP)ivec<-c(1:nrow(x))
if(!KEEP){
if(!MC)ivec<-outpro(m,plotit=FALSE,cop=cop,STAND=STAND)$keep
if(MC)ivec<-outproMC(m,plotit=FALSE,cop=cop,STAND=STAND)$keep
}
np1<-ncol(x)+1
vec<-rep(1,nrow(m))
pxpy<-px+py
coef<-matrix(ncol=py,nrow=np1)
res<-matrix(ncol=py,nrow=nrow(m))
for(i in 1:py){
pv<-px+i
coef[,i]<-regfun(m[ivec,1:ncol(x)],m[ivec,pv])$coef
vec<-as.matrix(vec)
res[,i]<-m[,pv]-cbind(vec,m[,1:ncol(x)])%*%coef[,i]
}
}
robpcaS<-
function(x,pval=ncol(x),SCORES=FALSE,STAND=TRUE,est=tmean,varfun=winvar,SEED=TRUE){
#
# An abbreviated form of robpca.
#
# compute eigen values to determine proportion of scatter.
# Goal is to see how many components are needed
#
# pval indicates the number of principal components.
#
x=elimna(x)
if(STAND)x=standm(x,est=est,scat=varfun)
v=robpca(x,pval=pval,pr=FALSE,plotit=FALSE,SEED=SEED)
cumsum(v$L/sum(v$L))
val=matrix(NA,ncol=length(v$L),nrow=4)
scores=NULL
if(SCORES)scores=v$T
dimnames(val)=list(c("Number of Comp.","Robust Stand Dev","Proportion Robust
var","Cum. Proportion"),
NULL)
val[1,]=c(1:length(v$L))
val[2,]=sqrt(v$L)
val[3,]=v$L/sum(v$L)
val[4,]=cumsum(v$L/sum(v$L))
list(summary=val,scores=scores)
}
Ppca<-function(x,p=ncol(x)-1,locfun=L1medcen,loc.val=NULL,SCORES=FALSE,
gvar.fun=cov.mba,pr=TRUE,SEED=TRUE,gcov=rmba,SCALE=TRUE,...){
#
# Robust PCA aimed at finding scores that maximize a
# robust generalized variance given the goal of reducing data from
# m dimensions to
# p, which defaults to m-1
#
# locfun, location used to center design space.
# by default, use the spatial median
# alternatives are mcd, tauloc, ...
#
# # data are centered based on measure of location indicated by
# locfun: default is spatial median.
#
# SCALE=T means the marginal distributions are rescaled using the
# measure and scatter indicated by
# gcov, which defaults to median ball measure of location and variance
#
# Output: the projection matrix. If
# SCORES=T, the projected scores are returned.
#
x=as.matrix(x)
x<-elimna(x)
n<-nrow(x)
m<-ncol(x)
xdat=c(n,m,p,as.vector(x))
if(!SCALE){
if(is.null(loc.val))info<-locfun(x,...)$center
if(!is.null(loc.val))info<-loc.val
for(i in 1:n)x[i,]<-x[i,]-info
}
if(SCALE){
ms=gcov(x)
for(i in 1:n)x[i,]<-x[i,]-ms$center
for(j in 1:m)x[,j]<-x[,j]/sqrt(ms$cov[j,j])
}
vals<-NA
np=p*m
B=robpca(x,pval=p,plotit=FALSE,pr=pr,SEED=SEED,scree=FALSE)$P
B=t(B)
Bs=nelderv2(xdat,np,NMpca,START=B)
Bop=matrix(Bs,nrow=p,ncol=m)
Bop=t(ortho(t(Bop)))
zval<-NULL
for(i in 1:n)z[i,]<-Bop%*%as.matrix(x[i,])
if(SCORES)zval<-z
val=gvarg(z)
list(B=Bop,gen.sd=sqrt(val),scores=zval)
}
Ppca.sum.sub<-function(j,x,SCALE=TRUE){
#
res=Ppca(x,p=j,pr=FALSE,SCALE=SCALE)$gen.sd
res
}
Ppca.summary<-function(x,MC=FALSE,SCALE=TRUE,p=NULL){
#
# x is assumed to be a matrix with p columns
# Using robust principal components (Ppca)
# compute generalized variance for each dimension reduction
# from 1 to p.
#
# report values plus proportion relative to largest value found
#
x=as.matrix(x)
x=elimna(x)
gv=NA
if(is.null(p))p=ncol(x)
if(!MC)for(j in 1:p)gv[j]=Ppca(x,p=j,pr=FALSE,SCALE=SCALE)$gen.sd
if(MC){
library(parallel)
y=list()
for(j in 1:p)y[[j]]=j
gv=mclapply(y,Ppca.sum.sub,x,SCALE=SCALE,mc.preschedule=TRUE)
gv=as.vector(matl(gv))
}
res=matrix(NA,nrow=3,ncol=p)
res[1,]=c(1:p)
res[2,]=gv
res[3,]=gv/max(gv)
dimnames(res)=list(c("Num. of Comp.","Gen.Stand.Dev","Relative Size"),NULL)
list(summary=res)
}
mdepreg.coef<-function(x,y,xout=FALSE,outfun=out,...){
#
# multiple depth regression
#
X<-cbind(x,y)
X<-elimna(X)
p1=ncol(X)
p=p1-1
if(xout){
flag<-outfun(X[,1:p],plotit=FALSE,...)$keep
X<-X[flag,]
}
library(mrfDepth)
a=rdepthmedian(X)$deep
list(coef=a)
}
mdepreg<-function(x,y,xout=FALSE,outfun=out,...){
#
#
X<-cbind(x,y)
X<-elimna(X)
p1=ncol(X)
p=p1-1
if(xout){
flag<-outfun(X[,1:p],plotit=FALSE,...)$keep
X<-X[flag,]
}
library(mrfDepth)
a=rdepthmedian(X)
a
}
# OLD CODE use rdepthmedian in package mdrDepth in new version:

mdepreg.orig<-function(x,y){
#
#
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
if(np==2){
temp=depreg(X[,1],X[,2])
coef=temp$coef
res=temp$residuals
}
if(np>2){
N<-np-1
x=X[,1:N]
y=X[,np]
START<-tsreg(x,y)$coef
coef<-nelderv2(X,np,FN=mdepreg.sub,START=START)
x <- as.matrix(x)
res <- y - x %*% coef[2:np] - coef[1]
}
}
l2plot<-function(x1,y1,x2,y2,f=2/3,SCAT=TRUE,xlab="x",ylab="y",
eout=FALSE,xout=FALSE,...){
#
# Plot LOESS smoother for two groups
#
# f is the span used by loess
# SCAT=F, scatterplot not created, just the regression lines
#
x1<-m[,1]
y1<-m[,2]
x2<-m[,1]
y2<-m[,2]
plot(c(x1,x2),c(y1,y2),xlab=xlab,ylab=ylab)
lines(lowess(x1,y1,f=f))
lines(lowess(x2,y2,f=f))
}
contab<-function(dat,alpha=.05){
# dat is a 2-by-2 contingency table (matrix)
# Goal: compare the marginal probability of the first variable (e.g. Time 1)
# to the marginal probability of the second variable (e.g. Time 2).
# Issue: do the probabilities change from time 1 to time 2.
#
#stop('Use mcnemar.AC instead')
phat=dat
n=sum(phat)
phat=phat/n
p1.=phat[1,1]+phat[1,2]
p.1=phat[1,1]+phat[2,1]
del=p1.-p.1
sigsq=p1.*(1-p1.)+p.1*(1-p.1)-2*(phat[1,1]*phat[2,2]-phat[1,2]*phat[2,1])
sig=sqrt(sigsq/n)
test=abs(del)/sig
pv=2*(1-pnorm(test))
ci=del-qnorm(1-alpha/2)*sig
ci[2]=del+qnorm(1-alpha/2)*sig
list(delta=del,CI=ci,p.value=pv)
}
Ckappa<-function (x,fleiss=FALSE,w = NULL){

#
# compute Cohen's kappa
# if fleiss=T, compute weighted kappa with Fleiss weights if w=NULL
# if fleiss=F, w=.5^|i-j| is used.
# if argument w contains weights, they are used
#
if(!is.matrix(x))stop("x should be a square matrix")
if(ncol(x)!=nrow(x))stop("x should be a square matrix")
p <- dim(x)[2]
x <- as.matrix(x)
tot <- sum(x)
x <- x/tot
rs <- rowSums(x)
cs <- colSums(x)
prob <- rs %*% t(cs)
po <- sum(diag(x))
pc <- sum(diag(prob))
kappa <- (po - pc)/(1 - pc)
if (is.null(w)) {
v=outer(c(1:p),c(1:p),"-")
w=outer(c(1:p),c(1:p),"-")
if(fleiss)w=1-w^2/(p-1)^2
if(!fleiss)w=.5âbs(w)
}
weighted.prob <- w * prob
weighted.obser <- w * x
wpo <- sum(weighted.obser)
wpc <- sum(weighted.prob)
wkappa <- (wpo - wpc)/(1 - wpc)
return(list(kappa = kappa, weighted.kappa = wkappa))
}
ODDSR.CI<-function(x,y=NULL,alpha=.05){
#
# Compute confidence interval of the odds ratio.
#
# x is either a two-by-two contingency table or a
# vector of 0's and 1's, in which case
# y is also a vector of 0's and 1's
#
# if x is a 2-by-2 matrix, assume col 1 is X=1, col 2 is X=0
# row 1 is Y=1 and row 2 is Y=0.
#
if(is.matrix(x)){
if(ncol(x)!=2)stop("If x is a matrix, should have 2 columns")
if(nrow(x)!=2)stop("If x is a matrix, should have 2 rows")
n=sum(x)
x1=rep(1,x[1,1])
y1=rep(1,x[1,1])
x2=rep(0,x[1,2])
y2=rep(1,x[1,2])
x3=rep(1,x[2,1])
y3=rep(0,x[2,1])
x4=rep(0,x[2,2])
y4=rep(0,x[2,2])
x=c(x1,x2,x3,x4)
y=c(y1,y2,y3,y4)
}
temp=logreg(x,y)
z=qnorm(1-alpha/2)
ci=c(exp(temp[2,1]-z*temp[2,2]),exp(temp[2,1]+z*temp[2,2]))
list(odds.ratio=exp(temp[2,1]),ci=ci)
}
smean<-
function(m,cop=3,MM=FALSE,op=1,outfun=outogk,cov.fun=rmba,MC=FALSE,STAND=TRUE,...){
#
#
#
# op=1:
# If in addition, MC=T, a multicore processor is used
# assuming your computer has multiple cores and the package
# multicore has been installed.
#
# cop=2 MCD,
# cop=5 uses TBS
#
# For each point
#
#
#
#
# op=3 use outlier method indicated by outfun
#
#
m<-elimna(m)
if(op==1){
if(!MC)temp<-outpro(m,plotit=FALSE,cop=cop,MM=MM,STAND=STAND)$keep
if(MC)temp<-outproMC(m,plotit=FALSE,cop=cop,MM=MM,STAND=STAND)$keep
}
if(op==2)temp<-outmgv(m,plotit=FALSE,cov.fun=cov.fun)$keep
if(op==3)temp<-outfun(m,plotit=FALSE,...)$keep
val
}
smeancrv2<-function(m,nullv=rep(0,ncol(m)),cop=3,MM=FALSE,SEED=TRUE,
nboot=500,plotit=TRUE,MC=FALSE,xlab="VAR 1",ylab="VAR 2",STAND=TRUE){
#
#
# Test hypothesis that multivariate skipped estimators
# are all equal to the null value, which defaults to zero.
#
#
# cop=2 MCD,
# cop=4 MVE
#
# For each point
# consider the line between it and the center
#
#
#
#
if(SEED)set.seed(2)
m<-elimna(m)
n<-nrow(m)
est=smean(m,MC=MC,cop=cop,STAND=STAND)
crit.level<-.05
for(j in 1: nboot){
mm<-m[data[j,],]
val[j,]<-smean(mm,MC=MC,cop=cop,STAND=STAND)
}
if(!MC)temp<-pdis(rbind(val,nullv),center=est)
if(MC)temp<-pdisMC(rbind(val,nullv),center=est)
plot(val[,1],val[,2],xlab=xlab,ylab=ylab)
temp3<-est
if(!MC)temp<-pdis(val,center=est)
if(MC)temp<-pdisMC(val,center=est)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
list(p.value=sig.level)
}
rmdzeroOP<-function(x, nboot = 500, cop=3,MC =
FALSE,xlab="",ylab="",STAND=TRUE,SEED=TRUE,...){
#
# Form all pairwise differences of scores then test
# the hypothesis that all differences have OP measure of location = 0
#
#
#
#
if(!is.list(x) && !is.matrix(x))
if(is.list(x)){
}
J<-ncol(mat)
jp<-0
Jall<-(J^2-J)/2
ic<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic<-ic+1
}}}
dif<-as.matrix(dif)
res=smeancrv2(dif, nboot = nboot, cop=cop,plotit = plotit,
MC = MC, xlab = xlab,ylab = ylab,STAND=STAND,SEED=SEED)
res
}
mat2grp<-function(m,coln){
#
# For data in a matrix m, divide the data into groups based
# on the values in column indicated
# by the argument coln
# and store the data in list mode.
#
# All columns of m are retained including column coln.
#
if(!is.null(dim(m)))m=as.matrix(m)
if(!is.matrix(m))stop("Data must be stored in a matrix or data frame")
if(length(coln)!=1)stop("The argument coln must have length 1")
x<-list()
flagna=!is.na(m[,coln])
m=m[flagna,]
grpn<-sort(unique(m[,coln]))
flag<-(m[,coln]==grpn[ig])
x[[ig]]<-m[flag,]
}
print("Group Levels:")
print(grpn)
x
}
robpca<-function(x, pval=ncol(x), kmax=10, alpha=0.75, h, mcd=1,

plots=1, labsd=3, labod=3, classic=0,plotit=FALSE,pr=TRUE,SEED=TRUE,
STAND=TRUE,est=tmean,varfun=winvar,scree=TRUE,xlab="Principal
Component",ylab="Proportion of Variance"){
x<-elimna(x)
#
# This is a slightly modified version of the code in robpca.SSC that
# was downloade from M. Hubert's web page.
#
if(pval!=ncol(x))scree=FALSE
if(STAND)x=standm(x,est=est,scat=varfun)
if(SEED)set.seed(2) # so cov.mve will always return same result
k<-pval # k=0 generates an error when using the original code.
if(pr)print(paste("Number of principal components specified is",pval))
#
# ROBPCA is a 'ROBust method for Principal Components Analysis'.
# It is resistant to outliers in the data. The robust loadings are computed using
# projection-pursuit techniques and the MCD method. Therefore ROBPCA can be applied
# to both low and high-dimensional data sets.In low dimensions, the MCD method is
applied (see cov.mcd).
# The ROBPCA method is described in
# Hubert, M., Rousseeuw, P.J., Vanden Branden K. (2005),
# "ROBPCA: a new approach to robust principal components analysis",
# to appear in Technometrics.
# For the up-to-date reference, please consult the website:
# www.wis.kuleuven.ac.be/stat/robust.html
# Required input arguments:

# x : Data matrix (observations in the rows, variables in the
# columns)
#
# Optional input arguments:
# pval (which was k) in original code by Hubert
# : Number of principal components to compute. If k is missing,
# or k = 0, a screeplot is drawn which allows you to select
# the number of principal components. If k = 0 and plots = 0,
# the algorithm itself will determine the number of components.
# This is not recommended.
# kmax : Maximal number of principal components to compute (default = 10).
# If k is provided, kmax does not need to be specified, unless k is
larger
# than 10.
# alpha : (1-alpha) measures the fraction of outliers the algorithm should
# resist. Any value between 0.5 and 1 may be specified (default =
0.75).
# h : (n-h+1) measures the number of outliers the algorithm should
# resist. Any value between n/2 and n may be specified. (default =
0.75*n)
# Alpha and h may not both be specified.
# mcd : If equal to one: when the number of variables is sufficiently
small,
# the loadings are computed as the eigenvectors of the MCD
covariance matrix,
# hence the function 'cov.mcd' is automatically called. The number
of
# principal components is then taken as k = rank(x). (default)
# If equal to zero, the robpca algorithm is always applied.
# plots : If equal to one, a scree plot, and a robust score outlier map are
# drawn (default). If the input argument 'classic' is equal to one,
# the classical plots are drawn as well.
# If 'plots' is equal to zero, all plots are suppressed.
# labsd : The 'labsd' observations with largest score distance are
# labeled on the outlier map. (default = 3)
# labod : The 'labod' observations with largest orthogonal distance are
# labeled on the outlier map. default = 3)
# classic : If equal to one, the classical PCA analysis will be performed.
(default = 0)
#
# I/O: result<-
robpca(x,k=2,kmax=10,alpha=0.75,h=50,mcd=1,plots=1,labsd=3,labod=3,classic=0)
# The user should only give the input arguments that have to change their default
value.
# The name of the input arguments needs to be followed by their value.
# The order of the input arguments is of no importance.
#
# Examples:
# result<-robpca(x,k=3,alpha=0.65,plots=0)
# result<-robpca(x,alpha=0.80,kmax=15,labsd=5)
# plotit=FALSE, is the same as using plots=0
#
# The output of ROBPCA is a structure containing
#
# result$P : Robust loadings (eigenvectors)
# result$L : Robust eigenvalues
# result$M : Robust center of the data
# result$T : Robust scores
# result$k : Number of (chosen) principal components
# result$h : The quantile h used throughout the algorithm
# result$sd : Robust score distances within the robust PCA subspace
# result$od : Orthogonal distances to the robust PCA subspace
# result$cutoff : Cutoff values for the robust score and orthogonal distances
# result$flag : The observations whose score distance is larger than
result.cutoff.sd
# or whose orthogonal distance is larger than result$cutoff$od
# can be considered as outliers and receive a flag equal to
zero.
# The regular observations receive a flag 1.
# result$class : 'ROBPCA'
# result$classic : If the input argument 'classic' is equal to one, this
structure
# contains results of the classical PCA analysis.
# Short description of the method: Let n denote the number of observations, and p
the number of original variables,
# then ROBPCA finds a robust center (p x 1) of the data M and a loading matrix P
which is (p x k) dimensional.
# Its columns are orthogonal and define a new coordinate system. The scores (n x k)
are the coordinates of the centered
# observations with respect to the loadings: T=(X-M)*P. Note that ROBPCA also
yields a robust covariance matrix (often singular)
# which can be computed as cov<-out$P*out$L*t(out$P). The scree plot shows the
eigenvalues and is helpful to select the number
# of principal components. The outlier map visualizes the observations by plotting
their orthogonal distance to the robust PCA subspace
# versus their robust distances within the PCA subspace. This allows to classify
the data points into 4 types: regular observations,
# good leverage points, bad leverage points and orthogonal outliers.
#
# robpca.ssc was written by Jan Wijfels
# adapted by Karlien Vanden Branden.
# Last Update: 14/01/2005
if(!plotit)plots<-0
library(MASS)
if(missing(x)){
stop("Error in robpca: You have to provide at least some data")
}
data <- as.matrix(x)
n <- nrow(data)
p <- ncol(data)
if(n < p) {
X.svd <- kernelEVD(data)
}
else {
X.svd <- classSVD(data)
}
if(X.svd$rank == 0) {
stop("All data points collapse!")
}
kmax <- max(min(floor(kmax), floor(n/2), X.svd$rank),1)
k <- floor(k)
if(k < 0) {
k <- 0
}
else if(k > kmax) {
warning("Attention robpca: The number of principal components k = ", k,
" is larger then kmax = ", kmax, "; k is set to ", kmax,".")
k <- kmax
}
if(!missing(h) & !missing(alpha)) {
stop("Error in robpca: Both inputarguments alpha and h are provided.
Only one is required.")
}
if(missing(h) & missing(alpha)) {
h <- min(floor(2*floor((n+kmax+1)/2)-n+2*(n-
floor((n+kmax+1)/2))*alpha),n)
}
if(!missing(h) & missing(alpha)) {
alpha <- h/n
if(k==0) {
if(h < floor((n+kmax+1)/2)) {
h <- floor((n+kmax+1)/2)
alpha <- h/n
warning("Attention robpca: h should be larger than
(n+kmax+1)/2. It is set to its minimum value ", h, ".")
}
}
else {
if(h < floor((n+k+1)/2)) {
h <- floor((n+k+1)/2)
alpha <- h/n
warning("Attention robpca: h should be larger than
(n+k+1)/2. It is set to its minimum value ", h, ".")
}
}
if(h > n) {
alpha <- 0.75
if(k==0) {
h <- floor(2*floor((n+kmax+1)/2)-n+2*(n-
floor((n+kmax+1)/2))*alpha)
}
else {
h <- floor(2*floor((n+k+1)/2)-n+2*(n-
floor((n+k+1)/2))*alpha)
}
warning("Attention robpca: h should be smaller than n = ", n, ".
It is set to its default value ", h, ".")
}
}
if(missing(h) & !missing(alpha)) {
if(alpha < 0.5) {
alpha <- 0.5
warning("Attention robpca: Alpha should be larger then 0.5. It is
set to 0.5.")
}
if(alpha >= 1) {
alpha <- 0.75
warning("Attention robpca: Alpha should be smaller then 1. It is
set to its default value 0.75.")
}
if(k==0) {
h <- floor(2*floor((n+kmax+1)/2)-n+2*(n-
floor((n+kmax+1)/2))*alpha)
}
else {
h <- floor(2*floor((n+k+1)/2)-n+2*(n-floor((n+k+1)/2))*alpha)
}
}
labsd <- floor(max(0,min(labsd,n)))
labod <- floor(max(0,min(labod,n)))
out <- list()
Xa <- X.svd$scores
center <- X.svd$centerofX
rot <- X.svd$loadings
p1 <- ncol(Xa)
if( (p1 <= min(floor(n/5), kmax)) & (mcd == 1 ) ) {
if(k != 0) {
k <- min(k, p1)
}
else {
k <- p1
# cat("Message from robpca: The number of principal
# components is defined by the algorithm. It is set to ", k,".\n", sep="")
}
if(h < floor((nrow(Xa) + ncol(Xa) +1)/2)) {
h <- floor((nrow(Xa) + ncol(Xa) +1)/2)
cat("Message from robpca: The number of non-outlying observations
h is set to ", h," in order to make the mcd algorithm function.\n", sep="")
}
# Xa.mcd <- cov.mcd(as.data.frame(Xa), quan=h, print=FALSE)
Xa.mcd <- cov.mcd(as.data.frame(Xa), quan=h) # R version
#print(Xa.mcd$method)
#if(length(grep("equation", Xa.mcd$method)) == 1) {
# print(Xa.mcd$method)
# stop("The ROBPCA algorithm can not deal with this
# result from the FAST-MCD algorithm. The algorithm is aborted.")
# }
#print("OUT")
Xa.mcd.svd <- svd(Xa.mcd$cov)
scores <- (Xa - matrix(data=rep(Xa.mcd$center, times=nrow(Xa)),
nrow=nrow(Xa), ncol=ncol(Xa), byrow=TRUE)) %*% Xa.mcd.svd$u
out$M <- center + as.vector(Xa.mcd$center %*% t(rot))
out$L <- Xa.mcd.svd$d[1:k]
#
if(scree){
pv=out$L
cs=pv/sum(pv)
cm=cumsum(cs)
plot(rep(c(1:ncol(x)),2),c(cs,cm),type="n",xlab=xlab,ylab=ylab)
points(c(1:ncol(x)),cs,pch="*")
lines(c(1:ncol(x)),cs,lty=1)
points(c(1:ncol(x)),cm,pch=".")
lines(c(1:ncol(x)),cm,lty=2)
}
out$P <- X.svd$loadings %*% Xa.mcd.svd$u[,1:k]

out$T <- as.matrix(scores[,1:k])
if(is.list(dimnames(data))) {
dimnames(out$T)[[1]] <- dimnames(data)[[1]]
}
out$h <- h
out$k <- k
out$alpha <- alpha
}
else {
directions <- choose(n,2)
ndirect <- min(250, directions)
all <- (ndirect == directions)
seed <- 0
B <- extradir(Xa, ndirect, seed, all)
Bnorm <- vector(mode="numeric", length=nrow(B))
Bnorm<-apply(B,1,vecnorm)
Bnormr <- Bnorm[Bnorm > 1.E-12]
B <- B[Bnorm > 1.E-12,]
A <- diag(1/Bnormr) %*% B
Y <- Xa %*% t(A)
Z <- matrix(data=0, nrow=n, ncol=length(Bnormr))
for(i in 1:ncol(Z)) {
univ <- unimcd(Y[,i],quan = h)
if(univ$smcd < 1.E-12) {
r2 <- qr(data[univ$weights==1,])$rank
if(r2 == 1) {
stop("Error in robpca: At least ", sum(univ$weights),
" observations are identical.")
}
}
else {
Z[,i] <- abs(Y[,i] - univ$tmcd) / univ$smcd
}
}
H0 <- order(apply(Z, 1, max))
Xh <- Xa[H0[1:h],]
Xh.svd <- classSVD(Xh)
kmax <- min(Xh.svd$rank, kmax)

if( (k == 0) & (plots == 0) ) {
test <- which((Xh.svd$eigenvalues/Xh.svd$eigenvalues[1]) <= 1.E-
3)
if(length(test) != 0) {
k <- min(min(Xh.svd$rank, test[1]), kmax)
}
else {
k <- min(Xh.svd$rank, kmax)
}
cumulative <- cumsum(Xh.svd$eigenvalues[1:k]) /
sum(Xh.svd$eigenvalues)
if(cumulative[k] > 0.8) {
k <- which(cumulative >= 0.8)[1]
}
cat("Message from robpca: The number of principal components is
set by the algorithm. It is set to ", k, ".\n", sep="")
}
else {
if( (k==0) & (plots != 0) ) {
loc <- 1:kmax
plot(loc, Xh.svd$eigenvalues[1:kmax], type='b', axes=
FALSE, xlab="Component", ylab="Eigenvalue")
axis(2)
axis(1, at=loc)
cumv <- cumsum(Xh.svd$eigenvalues)/sum(Xh.svd$eigenvalues)
text(loc, Xh.svd$eigenvalues[1:kmax] + par("cxy")[2],
as.character(signif(cumv[1:kmax], 2)))
box <- dialogbox(title="ROBPCA", controls=list(),buttons =
c("OK"))
box <- dialogbox.add.control(box, where=1,
statictext.control(paste("How many principal components would you like to
retain?\nMaximum = ", kmax, sep=""), size=c(200,20)))
box <- dialogbox.add.control(box, where=2,
editfield.control(label="Your choice:", size=c(30,10)))
input <- as.integer(dialogbox.display(box)$values$"Your
choice:")
k <- max(min(min(Xh.svd$rank, input), kmax), 1)
}
else {
k <- min(min(Xh.svd$rank, k), kmax)
}
}
if(k!=X.svd$rank){
XRc <- Xa-matrix(data=rep(Xh.svd$centerofX, times=nrow(Xa)),
nrow=nrow(Xa), ncol=ncol(Xa), byrow=TRUE)
Xtilde <- XRc%*%Xh.svd$loadings[,1:k]%*%t(Xh.svd$loadings[,1:k])
Rdiff <- XRc-Xtilde
odh <- apply(Rdiff,1,vecnorm)
ms <- unimcd(odh^(2/3),h)
cutoffodh <- sqrt(qnorm(0.975,ms$tmcd,ms$smcd)^3)
indexset <- (odh<=cutoffodh)
Xh.svd <- classSVD(Xa[indexset,])
kmax <- min(Xh.svd$rank, kmax)
}
center <- center + Xh.svd$centerofX %*% t(rot)

rot <- rot %*% Xh.svd$loadings
Xstar<- (Xa - matrix(data=rep(Xh.svd$centerofX, times=nrow(Xa)),
nrow=nrow(Xa), ncol=ncol(Xa), byrow=TRUE)) %*% Xh.svd$loadings
Xstar <- as.matrix(Xstar[,1:k])
rot <- as.matrix(rot[,1:k])
mah <- mahalanobis(Xstar, center=rep(0, ncol(Xstar)),
cov=diag(Xh.svd$eigenvalues[1:k], nrow=k))
oldobj <- prod(Xh.svd$eigenvalues[1:k])
niter <- 100
for(j in 1:niter) {
mah.order <- order(mah)
Xh <- as.matrix(Xstar[mah.order[1:h],])
Xh.svd <- classSVD(Xh)
obj <- prod(Xh.svd$eigenvalues)
Xstar <- (Xstar - matrix(data=rep(Xh.svd$centerofX,
times=nrow(Xstar)), nrow=nrow(Xstar), ncol=ncol(Xstar), byrow=TRUE)) %*%
Xh.svd$loadings
center <- center + Xh.svd$centerofX %*% t(rot)
rot <- rot %*% Xh.svd$loadings
mah <- mahalanobis(Xstar, center=rep(0, ncol(Xstar)),
cov=diag(x=Xh.svd$eigenvalues, nrow=length(Xh.svd$eigenvalues)))
if( (Xh.svd$rank == k) & ( abs(oldobj - obj) < 1.E-12) ) {
break
}
else {
oldobj <- obj
if(Xh.svd$rank < k) {
j <- 1
k <- Xh.svd$rank
}
}
}
Xstar.mcd <- cov.mcd(as.data.frame(Xstar), quan=h) # R version
# if(Xstar.mcd$raw.objective < obj) {
covf <- Xstar.mcd$cov
centerf <- Xstar.mcd$center
# }
# else {
# consistencyfactor <- median(mah)/qchisq(0.5,k)
# mah <- mah/consistencyfactor
# weights <- ifelse(mah <= qchisq(0.975, k), T, F)
# noMCD <- weightmecov(Xstar, weights, n, k)
# centerf <- noMCD$center
# covf <- noMCD$cov
# }
covf.eigen <- eigen(covf)

covf.eigen.values.sort <- greatsort(covf.eigen$values)
P6 <- covf.eigen$vectors
P6 <- covf.eigen$vectors[,covf.eigen.values.sort$index]
out$T <- (Xstar - matrix(data=rep(centerf, times=n), nrow=n, ncol=ncol(Xstar),

byrow=TRUE)) %*% covf.eigen$vectors[,covf.eigen.values.sort$index]
if(is.list(dimnames(data))) {
dimnames(out$T)[[1]] <- dimnames(data)[[1]]
}
out$P <- rot %*% covf.eigen$vectors[,covf.eigen.values.sort$index]
out$M <- as.vector(center + centerf %*% t(rot))
out$L <- as.vector(covf.eigen$values)
out$k <- k
out$h <- h
out$alpha <- alpha

}
oldClass(out) <- "robpca"
out <- CompRobustDist(data, X.svd$rank, out, classic)
if(classic == 1) {
out <- CompClassicDist(X.svd, out)
}
if(plots == 1) {
plot(out, classic, labod=labod, labsd=labsd)
}
return(out)
}
"greatsort"<-function(vec){
x <- vec * (-1)
index <- order(x)
return(list(sortedvector=rev(sort(vec)), index=index))
}
"classSVD"<-function(x){
if(!is.matrix(x)) {
stop("The function classSVD requires input of type 'matrix'.")
}
n <- nrow(x)
p <- ncol(x)
if(n == 1) {
stop("The sample size is 1. No singular value decomposition can be
performed.")
}
if(p < 5) {
tolerance <- 1E-12
}
else {
if(p <= 8) {
tolerance <- 1E-14
}
else {
tolerance <- 1E-16
}
}
centerofX <- apply(x, 2, mean)
Xcentered <- scale(x, center=TRUE, scale=FALSE)
XcenteredSVD <- svd(Xcentered/sqrt(n-1))
rank <- sum(XcenteredSVD$d > tolerance)
eigenvalues <- (XcenteredSVD$d[1:rank])^2
loadings <- XcenteredSVD$v[,1:rank]
scores <- Xcentered %*% loadings
return(list(loadings=as.matrix(loadings), scores=as.matrix(scores),
eigenvalues=as.vector(eigenvalues), rank=rank,
Xcentered=as.matrix(Xcentered),
centerofX=as.vector(centerofX)))
}
"kernelEVD"<-function(x){
if(!is.matrix(x)) {
stop("The function kernelEVD requires input of type 'matrix'.")
}
n <- nrow(x)
p <- ncol(x)
if(n > p) {
return(classSVD(x))
}
else {
centerofX <- apply(x, 2, mean)
Xcentered <- scale(x, center=TRUE, scale=FALSE)
if(n == 1) {
stop("The sample size is 1. No singular value decomposition can
be performed.")
}
eigen <- eigen(Xcentered %*% t(Xcentered)/(n-1))
eigen.descending <- greatsort(eigen$values)
loadings <- eigen$vectors[,eigen.descending$index]
tolerance <- n * max(eigen$values) * .Machine$double.eps
rank <- sum(eigen.descending$sortedvector > tolerance)
eigenvalues <- eigen.descending$sortedvector[1:rank]
loadings <- t((Xcentered/sqrt(n-1))) %*% loadings[,1:rank] %*%
diag(1/sqrt(eigenvalues), nrow=length(eigenvalues), ncol=length(eigenvalues))
scores <- Xcentered %*% loadings
return(list(loadings=as.matrix(loadings), scores=as.matrix(scores),
eigenvalues=as.vector(eigenvalues), rank=rank,
Xcentered=as.matrix(Xcentered),
centerofX=as.vector(centerofX)))
}
}
"extradir"<-function(data, ndirect, seed=0, all=TRUE){
n <- nrow(data)
p <- ncol(data)
B2 <- matrix(data=0, nrow = ndirect, ncol = p)
rowindex <- 1
i <- 1
if(all == T) {
while( (i < n) & (rowindex <= ndirect) ) {
j <- i + 1
while( (j <= n) & (rowindex <= ndirect) ) {
B2[rowindex,] <- data[i,] - data[j,]
j <- j + 1
rowindex <- rowindex + 1
}
i <- i + 1
}
}
else {
while(rowindex <= ndirect) {
sseed<-randomset(n,2,seed)
seed<-sseed$seed
B2[rowindex,] <- data[sseed$ranset[1],] - data[sseed$ranset[2],]
rowindex <- rowindex + 1
}
}
return(B2)
}
"randomset"<-function(tot,nel,seed){
out<-list()
for(j in 1:nel){
randseed<-uniran(seed)
seed<-randseed$seed
num<-floor(randseed$random*tot)+1
if(j > 1){
while(any(out$ranset==num)){
randseed<-uniran(seed)
seed<-randseed$seed
num<-floor(randseed$random*tot)+1
}
}
out$ranset[j]<-num
}
out$seed<-seed
return(out)
}
"uniran"<-function(seed = 0){
out <- list()
seed<-floor(seed*5761)+999
quot<-floor(seed/65536)
out$seed<-floor(seed)-floor(quot*65536)
out$random<-out$seed/65536
return(out)
}
"unimcd"<-function(y,quan){
out<-list()
ncas<-length(y)
len<-ncas-quan+1
if(len==1){
out$tmcd<-mean(y)
out$smcd<-sqrt(var(y))
}
else {
ay<-c()
I<-order(y)
y<-y[I]
ay[1]<-sum(y[1:quan])
for(samp in 2:len){
ay[samp]<-ay[samp-1]-y[samp-1]+y[samp+quan-1]
}
ay2<-ay^2/quan
sq<-c()
sq[1]<-sum(y[1:quan]^2)-ay2[1]
for(samp in 2:len){
sq[samp]<-sq[samp-1]-y[samp-1]^2+y[samp+quan-1]^2-ay2[samp]+ay2[samp-
1]
}
sqmin<-min(sq)
Isq<-order(sq)
ndup<-sum(sq == sqmin)
ii<-Isq[1:ndup]
slutn<-c()
slutn[1:ndup]<-ay[ii]
initmean<-slutn[floor((ndup+1)/2)]/quan
initcov<-sqmin/(quan-1)
res<-(y-initmean)^2/initcov
sortres<-sort(res)
factor<-sortres[quan]/qchisq(quan/ncas,1)
initcov<-factor*initcov
res<-(y-initmean)^2/initcov
quantile<-qchisq(0.975,1)
out$weights<-(res<quantile)
out$tmcd<-sum(y*out$weights)/sum(out$weights)
out$smcd<-sqrt(sum((y-out$tmcd)^2*out$weights)/(sum(out$weights)-1))
Iinv<-order(I)
out$weights<-out$weights[Iinv]
}
return(out)
}
"weightmecov"<-function(data, weights, n, nvar) {
weightedcov <- cov.wt(x=data, wt=weights, center=TRUE)
return(list(center=weightedcov$center,
cov=weightedcov$cov*sum(weights)/(sum(weights)-1)))
}
"CompRobustDist"<-function(data, r, out, classic) {
n <- nrow(data)
p <- ncol(data)
out$sd <- sqrt(mahalanobis(out$T, center=rep(0, length=ncol(out$T)),
cov=diag(x=out$L, nrow=length(out$L))))
out$cutoff$sd <- sqrt(qchisq(0.975, out$k))
XRc <- data - matrix(data=rep(out$M, times=n), nrow=n, ncol=p, byrow=TRUE)
Xtilde <- out$T %*% t(out$P)
Rdiff <- XRc - Xtilde
out$od <- vector(mode="numeric", length=n)
if(is.list(dimnames(out$T))) {
names(out$od) <- dimnames(out$T)[[1]]
}
out$od<-apply(Rdiff,1,vecnorm)
if(out$k != r) {
ms <- unimcd(out$od^(2/3), quan=out$h)
out$cutoff$od <- sqrt(qnorm(0.975, ms$tmcd, ms$smcd)^3)
out$flag <- (out$od <= rep(x=out$cutoff$od, times=length(out$od))) &
(out$sd <= rep(x=out$cutoff$sd, times=length(out$sd)))
}
else {
out$cutoff$od <- 0
out$flag <- out$sd <= rep(x=out$cutoff$sd, times=length(out$sd))
}
if(classic == 0) {
out$classic <- 0
}
out$class <- "ROBPCA"
return(out)
}
"CompClassicDist"<-function(svd, out) {
out$classic$P <- as.matrix(svd$loadings[,1:out$k])
out$classic$L <- as.vector(svd$eigenvalues[1:out$k])
out$classic$M <- as.vector(svd$centerofX)
out$classic$T <- as.matrix(svd$scores[,1:out$k])
out$classic$k <- out$k

out$classic$Xc <- as.matrix(svd$Xcentered)
Tclas <- out$classic$Xc %*% out$classic$P
out$classic$sd <- sqrt(mahalanobis(Tclas, center=rep(0, length=ncol(Tclas)),
cov=diag(x=out$classic$L, nrow=out$classic$k)))
out$classic$cutoff$sd <- sqrt(qchisq(0.975, out$classic$k))
Xtilde <- Tclas %*% t(out$classic$P)
Cdiff <- out$classic$Xc - Xtilde
out$classic$od <- vector(mode="numeric", length=nrow(out$classic$Xc))
if(is.list(dimnames(out$classic$T))) {
names(out$classic$od) <- dimnames(out$classic$T)[[1]]
}
out$classic$od<-apply(Cdiff,1,vecnorm)
if(out$k != svd$rank) {
m <- mean(out$classic$od^(2/3))
s <- sqrt(var(out$classic$od^(2/3)))
out$classic$cutoff$od <- sqrt((qnorm(0.975, m, s))^3)
}
else {
out$classic$cutoff$od <- 0
}
out$classic$flag <- (out$classic$od <= rep(x=out$classic$cutoff$od,
times=length(out$classic$od))) &
(out$classic$sd <=
rep(x=out$classic$cutoff$sd, times=length(out$classic$sd)))
out$classic$class <- "CPCA"
return(out)
}
plot_robpca<-function(robpca.obj, classic=0, labod=3, labsd=3) {
diagnosticplot <- !any(robpca.obj$od <= as.vector(1.E-
06,mode(robpca.obj$od)))
if(diagnosticplot == T) {
xmax <- max(max(robpca.obj$sd), robpca.obj$cutoff$sd)
ymax <- max(max(robpca.obj$od), robpca.obj$cutoff$od)
plot(robpca.obj$sd, robpca.obj$od, xlab="Score distance",
ylab="Orthogonal distance", xlim=c(0,xmax), ylim=c(0,ymax), type="p")
abline(v=robpca.obj$cutoff$sd)
abline(h=robpca.obj$cutoff$od)
givelabel(robpca.obj, labod, labsd)
}
else {
ymax <- max(max(robpca.obj$sd), robpca.obj$cutoff$sd)
plot(robpca.obj$sd, xlab="Index", ylab="Score distance",
ylim=c(0,ymax), type="p")
abline(h=robpca.obj$cutoff$sd)
givelabel(robpca.obj, labod=0, labsd, indexplot=1)
}
title("ROBPCA")
if(classic == 1) {
diagnosticplot <- !any(robpca.obj$classic$od <= as.vector(1.E-
06,mode(robpca.obj$classic$od)))
if(diagnosticplot == T) {
xmax <- max(max(robpca.obj$classic$sd),
robpca.obj$classic$cutoff$sd)
ymax <- max(max(robpca.obj$classic$od),
robpca.obj$classic$cutoff$od)
plot(robpca.obj$classic$sd, robpca.obj$classic$od, xlab="Score
distance", ylab="Orthogonal distance", xlim=c(0,xmax), ylim=c(0,ymax), type="p")
abline(v=robpca.obj$classic$cutoff$sd)
abline(h=robpca.obj$classic$cutoff$od)
givelabel(robpca.obj$classic, labod, labsd)
}
else {
ymax <- max(max(robpca.obj$classic$sd),
robpca.obj$classic$cutoff$sd)
plot(robpca.obj$classic$sd, xlab="Index", ylab="Score distance",
ylim=c(0,ymax), type="p")
abline(h=robpca.obj$classic$cutoff$sd)
givelabel(robpca.obj$classic, labod=0, labsd, indexplot=1)
}
title("CPCA")
}
invisible(robpca.obj)
}
"givelabel"<-function(object, labod, labsd, indexplot=0) {
if((labod == 0) && (labsd == 0)) {
return(invisible(object))
}
if(indexplot != 1) {
order.od <- order(object$od*(-1))
order.sd <- order(object$sd*(-1))
if(labod != 0) {
for(i in 1:labod) {
lab <- ifelse(is.character(names(object$od)),
names(object$od[order.od[i]]), order.od[i])
text(object$sd[order.od[i]], object$od[order.od[i]]
+par("cxy")[2], labels=lab)
}
}
if(labsd != 0) {
for(i in 1:labsd) {
lab <- ifelse(is.character(names(object$sd)),
names(object$od[order.sd[i]]), order.sd[i])
text(object$sd[order.sd[i]], object$od[order.sd[i]]
+par("cxy")[2], labels=lab)
}
}
}
else {
order.sd <- order(object$sd*(-1))
if(labsd != 0) {
for(i in 1:labsd) {
lab <- ifelse(is.character(names(object$sd)),
names(object$sd[order.sd[i]]), order.sd[i])
text(order.sd[i], object$sd[order.sd[i]]+par("cxy")[2],
labels=lab)
}
}
}
return(invisible(object))
}
regpca<-function(x,cor=TRUE,loadings=TRUE,
SCORES=FALSE,pval=ncol(x),scree=TRUE,xlab="Principal Component",ylab="Proportion of
Variance"){
#
# regular PCA, calls princomp
#
x<-elimna(x) # removes any rows having missing values
temp<-princomp(x,cor=cor,scores=TRUE)
if(!SCORES)temp<-summary(temp,loadings=loadings)
if(SCORES){
return(temp$scores)
}
if(scree){
z=temp$sdev
pv=z^2
cs=pv/sum(pv)
cm=cumsum(cs)
}
temp
}
chi.test.ind<-function(x){
#
# x is a matrix with r rows and c columns
# Goal: perform the chi-squared test of independence.
#
n=sum(x)
phat=x/n
r=rowSums(x)
cc=colSums(x)
df=(nrow(x)-1)*(ncol(x)-1)
ex=outer(r,cc,"*")
val=sum(n*(x-ex/n)^2/ex)
pv=1-pchisq(val,df)
list(test.stat=val,p.value=pv)
}
anova_power<-function(groups=NULL,n=NULL,delta=NULL,sig.level=0.05,power=NULL){
#
# Determine sample sizes or power when using the ANOVA F test.
#
# groups is the number of groups and must be specified.
#
# delta is Cohen's effect size: the sum of the
# squared devaitions among the means divided by the within group variance.
#
# Excluding groups, all but one of the NULL arguments must be specified.
# The function determines the value for the one argument that is NULL
#
#library(stats)
if(is.null(groups))stop("Need to specify the number of groups")
within.var=1
between.var=delta/(groups-1)
res=power.anova.test(groups=groups,n=n, between.var=between.var,
within.var=within.var,sig.level=sig.level,power=power)
list(groups=res[1]$groups,n=res[2]$n,delta=delta,
sig.level=res[5]$sig.level,power=res[6]$power)
}
outpca<-function(x,cor=TRUE,loadings=TRUE,scree=TRUE,
SCORES=FALSE,ALL=TRUE,pval=NULL,cop=3,ADJ=FALSE,SEED=TRUE,pr=TRUE,STAND=TRUE,
xlab= "Principal Component", ylab = "Proportion of Variance",...){
#
# Remove outliers with outpro
# (using projection method)
# apply standard principle compoenents to remaining data
#
# ALL=T, when computing scores, all of the data are used, not just
# the data left after outliers are removed.
#
x<-elimna(x) # removes any rows having missing values
m<-ncol(x)
if(m>9){
if(pr)print("With more than 9 variables, might want to use ADJ=T")
}
if(!ADJ)flag<-outpro(x,cop=cop,STAND=STAND)$keep
if(ADJ)flag<-outproad(x,cop=cop,SEED=SEED,STAND=STAND)$results$keep
remx<-x
temp2<-princomp(remx)
x<-x[flag,]
loc<-apply(x,2,mean)
temp<-princomp(x,cor=cor,scores=TRUE)
if(scree){
z=temp$sdev
pv=z^2
cs=pv/sum(pv)
cm=cumsum(cs)
}
if(!SCORES)temp<-summary(temp,loadings=loadings)
if(SCORES){
if(is.null(pval))
stop("When computing scores, specify pval, number of components")
if (!ALL)temp<-temp$scores[,1:pval]
if(ALL){
temp<-summary(temp,loadings=TRUE)
B<-temp[2]$loadings[1:m,1:m] # Use robust loadings
z<-remx
for(i in 1:nrow(z))z[i,]<-z[i,]-loc
temp<-t(B)%*%t(z)
temp<-t(temp)
temp<-temp[,1:pval]
}}
temp
}
mcp2a<-function(J,K,x,est=mom,con=NULL,alpha=.05,nboot=NA,grp=NA,...){
#
#
# in list mode or in a matrix.
#
#
if(identical(est,median))print('Warning: med2mcp is a better when using the
usual sample median')
JK <- J * K
if(is.matrix(x))
x <- listm(x)
if(!is.na(grp)) {
yy <- x
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
mvec<-NA
tempn=0
for(j in 1:JK) {
xx <- x[[j]]
mvec[j]<-est(x[[j]],...)
tempn[j]=length(x[[j]])
}
nmax=max(tempn)
#
#
if(JK != length(x))
coefficients.")
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
for(j in 1:JK){
bvec[j,]<-apply(data,1,est,...) # J by nboot matrix, jth row contains
}
outvec<-list()
if(!is.null(con))stop('Use linconm when specifying the linear contrast
coefficients')
temp3<-con2way(J,K)
for(jj in 1:3){
con<-temp3[[jj]]
con<-as.matrix(con)
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(nmax>80){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}}
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
test[d]<-sum(bcon[d,]>0)/nboot
}
dimnames(output)<-
list(NULL,c("con.num","psihat","sig.test","sig.crit","ci.lower","ci.upper"))
zvec<-dvec[1:ncon]
ddd<-sum(sigvec)+1
}
icu<-nboot-icl-1
output[ic,1]<-ic
}
outvec[[jj]]<-output
}
list(FactorA=outvec[[1]],FactorB=outvec[[2]],Interactions=outvec[[3]],
conA=temp3[[1]],conB=temp3[[2]],conAB=temp3[[3]])
}
t1wayF<-function(x,fac,tr=.2,nboot=100,SEED=TRUE,EP=FALSE,pr=TRUE){
#
# Same a t1way, but now the data are assumed to be
# stored in a matrix or data frame where one of the columns contain
# the data to be analyzed and another column contains the group
# identification.
#
# For example, if dat is a data frame, with column 1 containing
# the outcome measures of interest, and column 2 is a factor variable
# indicating to which group a value in column 1 belongs, then
# t1wayF(dat[,1],dat[,2])
# will test the hypothesis that all J groups have identical
# trimmed means.
#
#
if(!EP){
if(pr)print('To get an estimate of the explanatory measure of effect size, set
EP=TRUE')
}
library(MASS)
if(SEED)set.seed(2)
x=fac2list(x,fac)
J<-length(x)
pts=NULL
nval=0
for(j in 1:J){
val<-x[[j]]
val<-elimna(val)
nval[j]=length(val)
pts=c(pts,val)
x[[j]]<-val # missing values have been removed
w[j]<-h[j]*(h[j]-1)/((length(x[[j]])-1)*winvar(x[[j]],tr))
}
u<-sum(w)
xtil<-sum(w*xbar)/u
B<-2*(J-2)*sum((1-w/u)^2/(h-1))/(J^2-1)
TEST<-A/(B+1)
nu1<-J-1
nu2<-1./(3*sum((1-w/u)^2/(h-1))/(J^2-1))
#
#
e.pow=NA
if(EP)e.pow=t1wayv2(x,tr=tr)$Var.Explained
list(TEST=TEST,nu1=nu1,nu2=nu2,p.value=sig,Var.Explained=e.pow,
}
t1waybt<-function(x,tr=.2,grp=NA,nboot=599,SEED=TRUE){
#
# Test the hypothesis of equal trimmed means, corresponding to J independent
# groups, using a bootstrap-t bootstrap method.
#
#
#
#
if(is.matrix(x)||is.data.frame(x))x<-listm(x)
if(!is.na(grp[1]))J=length(grp)
if(is.na(grp[1])){
J<-length(x)
grp<-c(1:J)
}
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp[!is.na(temp)] # Remove any missing values.
}
hval<-vector("numeric",J)
for(j in 1:J){
hval[j]<-length(x[[grp[j]]])-2*floor(tr*length(x[[grp[j]]]))
# hval is the number of observations in the jth group after trimming.
xcen<-x[[grp[j]]]-mean(x[[grp[j]]],tr)
data<-matrix(sample(xcen,size=length(x[[grp[j]]])*nboot,replace=TRUE),nrow=nboot)
}
m2<-bvec[,2,] # J by nboot matrix containing the bootstrap sq standard errors
wvec<-1/m2 # J by nboot matrix of w values
uval<-apply(wvec,2,sum) # Vector having length nboot
blob<-wvec*m1
xtil<-apply(blob,2,sum)/uval # nboot vector of xtil values
blob1<-matrix(0,J,nboot)
for (j in 1:J)blob1[j,]<-wvec[j,]*(m1[j,]-xtil)^2
avec<-apply(blob1,2,sum)/(length(x)-1)
blob2<-(1-wvec/uval)^2/(hval-1)
cvec<-apply(blob2,2,sum)
cvec<-2*(length(x)-2)*cvec/(length(x)^2-1)
testb<-avec/(cvec+1)
# A vector of length nboot containing bootstrap test values
ct<-sum(is.na(testb))
if(ct>0){
print("Some bootstrap estimates of the test statistic could not be computed")
print("Effective number of bootstrap samples was")
print(sum(!is.na(testb)))
}
test<-t1wayv2(x,tr=tr,grp=grp)
pval<-mean(test$TEST<=testb,na.rm=TRUE)
list(test=test$TEST,p.value=pval,Var.Explained=test$Var.Explained,Effect.Size=test$
Effect.Size)
}
cidM<-function(x,nboot=1000,alpha=.05,MC=FALSE,SEED=TRUE,g=NULL,dp=NULL){
#
# Variation of Cliff method based on median of X-Y
# i.e., use p=P(X<Y) as effect size.
# test p=.5
# All pairwise comparisons performed.
# FWE controlled via Hochberg method.
# x can be a matrix (columns are groups) or have list mode
#
# g=NULL, x is assumed to be a matrix or have list mode
# if g is specifed, it is assumed that column g of x is
# a factor variable and that the dependent variable of interest is in column
# dp of x, which can be a matrix or data frame.
#
if(!is.null(g)){
if(is.null(dp))stop("Specify a value for dp, the column containing the data")
x=fac2list(x[,dp],x[,g])
}
if(SEED)set.seed(2)
chk=tlist(x)
if(chk!=0)print("Warning: tied values detected. Suggest using cidmulv2")
J=length(x)
L=(J^2-J)/2
CC=L
pvec=NA
boot=list()
MAT=matrix(NA,nrow=nboot,ncol=L)
for(i in 1:nboot){
jcom=0
for (j in 1:J){
boot[[j]]=sample(x[[j]],size=length(x[[j]]),replace=TRUE)
}
MAT[i,]=wmwloc2(boot)
}
#
pvec=NA
dimnames(test)<-list(NULL,c("Group","Group","p-value","p.crit",
"P(X<Y)","P(X=Y)","P(X>Y)","p.hat"))
dvec<-alpha/c(1:CC)
for(j in 1:J){
for(k in 1:J){
if(j<k){
jcom=jcom+1
p.value=mean(MAT[,jcom]>0)+.5*mean(MAT[,jcom]==0)
pvec[jcom]=2*min(c(p.value,1-p.value))
if(is.na(pvec[jcom]))pvec=1
test[jcom,1]<-j
test[jcom,2]<-k
test[jcom,3]<-pvec[jcom]
test[jcom,5:7]<-cid(x[[j]],x[[k]])$summary.dvals
test[jcom,8]<-test[jcom,5]+.5*test[jcom,6]
}}}
temp2<-order(0-test[,3])
test[temp2,4]=dvec
list(test=test)
}
msmedse<-function(x){
#
# Compute standard error of the median using method
# recommended by McKean and Shrader (1984).
#
x=elimna(x)
chk=sum(duplicated(x))
if(chk>0){
print("WARNING: tied values detected.")
print("Estimate of standard error might be highly inaccurate, even with n large")
}
y<-sort(x)
n<-length(x)
av<-round((n+1)/2-qnorm(.995)*sqrt(n/4))
if(av==0)av<-1
top<-n-av+1
sqse<-((y[top]-y[av])/(2*qnorm(.995)))^2
sqse<-sqrt(sqse)
sqse
}
t1waybtv2<-function(x,tr=.2,grp=NA,g=NULL,dp=NULL,nboot=599,SEED=TRUE){
#
# Test the hypothesis of equal trimmed mdeans, corresponding to J independent
# groups, using a bootstrap-t method.
#
#
#
#
#
if(!is.null(g)){
}
J<-length(grp)
nval=NA
x=lapply(x,elimna)
nval=lapply(x,length)
xbar=lapply(x,mean,tr=tr)
for(j in 1:J){
print(paste("Working on group ",grp[j]))
}
blob<-wvec*m1
if(ct>0)print("Some bootstrap estimates of the test statistic could not be
computed")
test<-t1way(x,tr=tr,grp=grp)
pval<-sum(test$TEST<=testb)/nboot
#
#
e.pow=t1wayv2(x)$Var.Explained
list(test=test$TEST,p.value=pval,Explanatory.Power=e.pow,
}
t2wayv2<-function(J,K,data,tr=.2,grp=c(1:p),p=J*K,g=NULL,dp=NULL,pr=TRUE){
# Perform a J by K (two-way) anova on trimmed means where
# all groups are independent.
#
# data stored in list mode, or a matrix with columns
# corresponding to groups. If stored in list mode, data[[1]] contains the data
# for the first level of all three factors: level 1,1,.
#
#
#
#
#
if(!is.null(g[1])){
if(length(g)!=2)stop("Argument g should have two values")
if(is.null(dp[1]))
stop("Specify a value for dp, the column containing the data")
data=fac2list(data[,dp],data[,g])
}
print(p)
print(length(data))
}
tmeans<-0
h<-0
v<-0
for (i in 1:p){
data[[grp[i]]]=elimna(data[[grp[i]]])
if(winvar(data[[grp[i]]],tr)==0)print(paste('The Winsorized variance is zero for
group',i))
}
jm1<-J-1
cj<-diag(1,jm1,J)
km1<-K-1
ck<-diag(1,km1,K)
#cmat<-kron(cj,kron(ik,il)) # Contrast matrix for factor A
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
Qa<-johan(cmat,tmeans,v,h,alval[i])
if(Qa$teststat>Qa$crit)break
}
A.p.value=irem/1000
for(i in 1:999){
irem<-i
Qb<-johan(cmat,tmeans,v,h,alval[i])
if(Qb$teststat>Qb$crit)break
}
B.p.value=irem/1000
for(i in 1:999){
irem<-i
}
tmeans=matrix(tmeans,J,K,byrow=TRUE)
list(Qa=Qa$teststat,A.p.value=A.p.value,
Qb=Qb$teststat,B.p.value=B.p.value,
Qab=Qab$teststat,AB.p.value=AB.p.value,means=tmeans)
}
lpindt<-function(x,y,nboot=500,xout=FALSE,outfun=out){
#
# Test the hypothesis of no association based on the fit obtained
# from lplot (Cleveland's LOESS)
#
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
x<-m[,1:p]
y<-m[,pp]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
}
n=length(y)
val=NA
x=as.matrix(x)
for(i in 1:nboot){
val[i]=lplot(x[data1[i,],],y[data2[i,]],plotit=FALSE,pr=FALSE)$Strength.Assoc
}
val=sort(val)
est=lplot(x,y,plotit=FALSE,pr=FALSE)$Strength.Assoc
p.value=mean((est<val))
list(Explanatory.power=est,p.value=p.value)
}
gamindt<-function(x,y,nboot=500,xout=FALSE,outfun=out){
#
# Test the hypothesis of no association based on the fit obtained with
# a generalized additive model
#
x<-as.matrix(x)
p<-ncol(x)
pp<-p+1
x<-m[,1:p]
y<-m[,pp]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
}
n=length(y)
val=NA
x=as.matrix(x)
for(i in 1:nboot){
val[i]=gamplotv2(x[data1[i,],],y[data2[i,]],plotit=FALSE,pr=FALSE)$Strength.Assoc
}
val=sort(val)
est=gamplotv2(x,y,plotit=FALSE)$Strength.Assoc
p.value=mean((est<val))
p.value
}
gamplotv2<-
function(x,y,sop=FALSE,pyhat=FALSE,eout=FALSE,xout=FALSE,outfun=out,plotit=TRUE,
varfun=pbvar,xlab="X",ylab="",zlab="",theta=50,phi=25,expand=.5,SCALE=FALSE,
cor.fun=pbcor,ADJ=FALSE,nboot=20,pr=TRUE,SEED=TRUE,ticktype="simple"){
#
# Plot regression surface using generalized additive model
#
# sop=F, use lowess
# sop=T, use splines
#
if(ADJ){
if(SEED)set.seed(2)
}
if(pr){
if(!ADJ){
print("To get adjusted estimates of strength of association, use ADJ=T")
print("The strength of association is estimated under independence")
print(" and then rescaled")
}}
library(akima)
library(mgcv)
x<-as.matrix(x)
np<-ncol(x)
np1<-np+1
if(ncol(x)>4)stop("x should have at most four columns of data")
if(xout && eout)stop("Can't have xout=eout=T")
if(eout){
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
x<-m[,1:np]
x=as.matrix(x)
y<-m[,np1]
if(!sop){
if(ncol(x)==1)fitr<-fitted(gam(y~x[,1]))
if(ncol(x)==2)fitr<-fitted(gam(y~x[,1]+x[,2]))
if(ncol(x)==3)fitr<-fitted(gam(y~x[,1]+x[,2]+x[,3]))
if(ncol(x)==4)fitr<-fitted(gam(y~x[,1]+x[,2]+x[,3]+x[,4]))
}
if(sop){
if(ncol(x)==1)fitr<-fitted(gam(y~s(x[,1])))
if(ncol(x)==2)fitr<-fitted(gam(y~s(x[,1])+s(x[,2])))
if(ncol(x)==3)fitr<-fitted(gam(y~s(x[,1])+s(x[,2])+s(x[,3])))
if(ncol(x)==4)fitr<-fitted(gam(y~s(x[,1])+s(x[,2])+s(x[,3])+s(x[,4])))
}
last<-fitr
if(plotit){
if(ncol(x)==1){
plot(x,fitr,xlab=xlab,ylab=ylab)
}
if(ncol(x)==2){
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
# with the S-PLUS function interp
mkeep<-x[iout>=1,]
persp(fitr,theta=theta,phi=phi,expand=expand,xlab="x1",ylab="x2",zlab="",
}
}
top=varfun(last)
ep=top/varfun(y)
if(ep>=1)ep=cor.fun(last,y)$cor^2
eta=sqrt(ep)
st.adj=NULL
e.adj=NULL
if(ADJ){
x=as.matrix(x)
val=NA
n=length(y)
for(i in 1:nboot){
temp=gamplotv2.sub(x[data1[i,],],y[data2[i,]],plotit=FALSE)
val[i]=temp$Explanatory.power
}
vindt=median(val)
v2indt=median(sqrt(val))
st.adj=(sqrt(ep)-max(c(0,v2indt)))/(1-max(c(0,v2indt)))
e.adj=(ep-max(c(0,vindt)))/(1-max(c(0,vindt)))
st.adj=max(c(0,st.adj))
e.adj=max(c(0,e.adj))
}
eta=as.matrix(eta)
ep=as.matrix(ep)
dimnames(eta)=NULL
dimnames(ep)=NULL
eta=eta[1]
ep=ep[1]
list(Strength.Assoc=eta,Explanatory.power=ep,
Strength.Adj=st.adj,Explanatory.Adj=e.adj)
}
cidmul<-function(x,alpha=.05,g=NULL,dp=NULL,pr=TRUE){
#
# Perform Cliff's method for all pairs of J independent groups.
# Unlike the function meemul, ties are allowed.
#
# Length(x) is assumed to correspond to the total number of groups, J.
#
#
# alpha=.01.
#
if(pr)print('cidmulv2 might provide better power')
if(!is.null(g)){
}
J<-length(x)
CC<-(J^2-J)/2
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
dimnames(test)<-list(NULL,c("Group","Group","d","ci.lower","ci.upper",
"p.hat","p-value"))
jcom<-0
n=matl(lapply(x,length))
for (j in 1:J){
for (k in 1:J){
if (j < k){
temp<-cid(x[[j]],x[[k]],alpha,plotit=FALSE)
temp2<-cidv2(x[[j]],x[[k]],alpha,plotit=FALSE)
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-k
test[jcom,3]<-temp$d
test[jcom,4]<-temp$cl
test[jcom,5]<-temp$cu
test[jcom,7]<-temp2$p.value
}}}
list(n=n,test=test)
}
cidmulv2<-function(x,alpha=.05,g=NULL,dp=NULL,CI.FWE=FALSE){
#
# Perform Cliff's method for all pairs of J independent groups.
# The familywise type I error probability is controlled via
# Hochberg's method.
#
# The data are assumed to be stored in $x$ in list mode or in a
# matrix with J columns, columns corresponding to groups.
#
#
#
# if g is specified, it is assumed that column g of x is
#
if(!is.null(g)){
}
J<-length(x)
CC<-(J^2-J)/2
c.sum=matrix(NA,CC,5)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
dimnames(test)<-list(NULL,c("Group","Group","p.hat","p.ci.lower",
"p.ci.uppper","p-value","p.crit"))
dvec<-alpha/c(1:CC)
dimnames(c.sum)<-list(NULL,c("Group","Group","P(X<Y)","P(X=Y)","P(X>Y)"))
jcom<-0
n=matl(lapply(x,length))
for (j in 1:J){
for (k in 1:J){
if (j < k){
temp<-cidv2(x[[j]],x[[k]],alpha,plotit=FALSE)
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-k
c.sum[jcom,1]<-j
c.sum[jcom,2]<-k
c.sum[jcom,3:5]=cid(x[[j]],x[[k]])$summary.dvals
test[jcom,3]<-temp$p.hat
test[jcom,4]<-temp$p.ci[1]
}}}
temp2<-order(0-test[,6])
test[temp2,7]=dvec
if(CI.FWE){
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
temp<-cidv2(x[[j]],x[[k]],alpha=test[jcom,7],plotit=FALSE)
}}}}
list(n=n,test=test,summary.dvals=c.sum)
}
cidmcp=cidmulv2
fac2list<-function(x,g,pr=TRUE){
#
# data are stored in x
# information about the level of the value in x is stored in g,
# which can be a matrix with up to 4 columns
#
# sort the data in x into groups based on values in g.
# store results in list mode.
#
# Example: fac2list(m[,2],m[,4]) would sort the values
# in column 2 of m according to the values in column 4 of m
#
g=as.data.frame(g)
L=ncol(g)
g=listm(g)
for(j in 1:L)g[[j]]=as.factor(g[[j]])
g=matl(g)
Lp1=L+1
if(L>4)stop("Can have at most 4 factors")
if(L==1){
res=selby(cbind(x,g),2,1)
group.id=res$grpn
res=res$x
}
if(L>1){
res=selby2(cbind(x,g),c(2:Lp1),1)
group.id=res$grpn
res=res$x
}
if(pr)
{print("Group Levels:")
print(group.id)
}
res
}
MMreg<-
function(x,y,RES=TRUE,xout=FALSE,outfun=outpro,STAND=TRUE,varfun=pbvar,corfun=pbcor
,WARN=FALSE,...){
#
# Compute MM regression estimate derived by Yohai (1987)
# simply by calling the R function lmrob
# This function will remove leverage points when
# xout=T
# using the outlier detection method indicated by
# outfun, which defaults to the projection method.
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
if(!STAND)flag<-outfun(x,plotit=FALSE,...)$keep
if(STAND)flag<-outpro(x,STAND=TRUE,plotit=FALSE,...)$keep
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
library(robustbase)
temp=lmrob(y~x)
coef=temp$coefficients
p1=ncol(x)+1
res<-y-x%*%coef[2:p1]-coef[1]
yhat<-y-res
stre=NULL
if(!is.na(e.pow)){
stre=sqrt(e.pow)
}
if(!RES)res=NULL
list(coef=coef,residuals=res,Strength.Assoc=stre)
}
ks<-function(x,y,w=FALSE,sig=TRUE,alpha=.05){
# Compute the Kolmogorov-Smirnov test statistic
#
# w=T computes the weighted version instead.
#
# sig=T indicates that the exact level is to be computed.
# If there are ties, the reported Type I error probability is exact when
# using the unweighted test, but for the weighted test the reported
# level is too high.
#
# This function uses the functions ecdf, kstiesig, kssig and kswsig
#
# This function returns the value of the test statistic, the approximate .05
# critical value, and the exact level if sig=T.
#
# Missing values are automatically removed
#
x<-x[!is.na(x)]
y<-y[!is.na(y)]
w<-as.logical(w)
sig<-as.logical(sig)
tie<-logical(1)
siglevel<-NA
z<-sort(c(x,y)) # Pool and sort the observations
tie=duplicated(z)
v<-1 # Initializes v
for (i in 1:length(z))v[i]<-abs(ecdf(x,z[i])-ecdf(y,z[i]))
ks<-max(v)
#
#crit<-1.36*sqrt((length(x)+length(y))/(length(x)*length(y))) # Approximate
# .05 critical value
crit=sqrt(0-log(alpha/2)*(length(x)+length(y))/(2*length(x)*length(y)))
if(!w && sig && !tie)siglevel<-kssig(length(x),length(y),ks)
if(!w && sig && tie)siglevel<-kstiesig(x,y,ks)
if(w){
crit<-(max(length(x),length(y))-5)*.48/95+2.58+abs(length(x)-length(y))*.44/95
if(length(x)>100 || length(y)>100)warning(paste("When either sample size is
greater than 100, the approximate critical value can be inaccurate. It is
recommended that the exact significance level be computed."))
for (i in 1:length(z)){
temp<-(length(x)*ecdf(x,z[i])+length(y)*ecdf(y,z[i]))/length(z)
temp<-temp*(1.-temp)
v[i]<-v[i]/sqrt(temp)
}
v<-v[!is.na(v)]
ks<-max(v)*sqrt(length(x)*length(y)/length(z))
if(sig)siglevel<-kswsig(length(x),length(y),ks)
if(tie && sig)
warning(paste("Ties were detected. The reported significance level of the
weighted Kolmogorov-Smirnov test statistic is not exact."))
}
list(test=ks,critval=crit,p.value=siglevel)
}
bbw2list<-function(x,grp.col,lev.col,pr=TRUE){
#
# for a between-by-between-by-within design
# grp.col indicates the columns where values of the levels of between factor
# are stored.
# lev.col indicates the columns where repeated measures are contained.
# If, for example, there are data for three times, stored in columns
# 6, 8 and 11, set
# lev.col=c(6,8,11)
#
# Example: Have a 3 x 4 x 2 design
# values in columns 2 and 4 indicate the
# levels of the two between factors.
# column 3 contains time 1 data,
# column 7 contains time 2 data
# bbw2list(x,(c(2,4),c(3,7)) will store data in list mode that can be
# used by bbwtrim and related functions
#
res=selbybbw(x,grp.col,lev.col,pr=pr)
res
}
selbybbw<-function(m,grpc,coln,pr=TRUE){
#
# For a between by-between-by-within design,
# a commmon situation is to have data stored in an n by p matrix where
# two column indicate a group identification numbers (levels)
# for the between factors,
# and two or more other columns contain the within group results.
#
# This function is used by bbw2list to store the data in list mode so
# that the R function bbwtrim can be use.
#
# m is a matrix containing the data. One column contains group
# identification values
# and two or more other columns contain repeated measures.
#
# This function groups all values in the columns
# indicated by coln according to the
#
# So if grpc[1] has J values, grpc[2] has K values,
# and coln indicates L columns,
# this function returns the data stored in list mode have length JKL
#
# Example:
# y<-selbybbw(blob,c(2,3),c(7,9,11))$x
# will look for group numbers in col 2 and 3 of the matrix blob,
# which indicate levels for the between factors,
# and it assumes that times 1, 2 and 3 are stored in col 7, 9, and 11.
#
# Result: the data will now be stored in y having list mode.
#
#if(!is.matrix(m))stop("Data must be stored in a matrix")
mm=m
m<-as.data.frame(elimna(mm))
x<-list()
grp1<-sort(unique(m[,grpc[1]]))
grp2<-sort(unique(m[,grpc[2]]))
if(pr){
print("Levels for first factor:")
print(grp1)
print("Levels for second factor:")
print(grp2)
}
J<-length(grp1)
K<-length(grp2)
L<-length(coln)
JKL<-J*K*L
itt<-0
it=0
mm=as.matrix(m[,coln])
gmat=matrix(NA,ncol=2,nrow=J*K)
for (ig1 in 1:length(grp1)){
for (ig2 in 1:length(grp2)){
itt=itt+1
gmat[itt,]=c(grp1[ig1],grp2[ig2])
it<-it+1
flag<-(m[,grpc[1]]==grp1[ig1])*(m[,grpc[2]]==grp2[ig2])
x[[it]]<-as.numeric(mm[flag,ic])
}}}
x
}
selbybw<-function(m,grpc,coln){
#
# For a between by within design,
# a commmon situation is to have data stored in an n by p matrix where
# a column is a group identification number
# and the remaining columns are the within group results.
#
# m is a matrix containing the data. One column contains group
# identification values
# and two or more other columns contain repeated measures.
#
# This function groups all values in the columns
# indicated by coln according to the
#
# So if grpc has J values, and coln indicates K columns,
# this function returns the data stored in list mode have length JK
#
# Example: y<-selbybw(blob,3,c(4,6,7))$x
# will look for group numbers in col 3 of the matrix blob,
# and it assumes within
# group data are stored in col 4, 6 and 7.
# Result: the data will now be stored in y having list mode
#
#if(!is.matrix(m))stop("Data must be stored in a matrix")

x<-list()
m=m[,c(grpc,coln)]
m<-as.data.frame(elimna(m))
grpn<-sort(unique(m[,1]))
J<-length(grpn)
K<-length(coln)
JK<-J*K
it<-0
mm=as.data.frame(m[,2:ncol(m)])
it<-it+1
flag<-(m[,1]==grpn[ig])
x[[it]]<-as.numeric(mm[flag,ic])
}}
list(x=x,grpn=grpn)
}
bw2list<-
function(x,between.col,within.col,grp.col=between.col,lev.col=within.col,pr=TRUE){
#
# for a between by within design
# grp.col is column indicating levels of between factor.
# lev.col indicates the columns where repeated measures are contained
#
# Example: column 2 contains information on levels of between factor
# have a 3 by 2 design, column 3 contains time 1 data,
# column 7 contains time 2
# bw2list(x,2,c(3,7)) will store data in list mode that can be
# used by rmanova and related functions
#
res=selbybw(x,grp.col,lev.col)
if(pr){
print("Levels for between factor:")
print(unique(x[,grp.col]))
}
res$x
}
rmc2list<-function(x,grp.col,lev.col,pr=TRUE){
#
# for a between by within design
#
# rmc2list(x,2,c(3,7)) will store data in list mode that can be
# bw2list(x,2,c(3,7)) also can be used.
# used by rmanova and related functions
#
if(pr){
print(unique(x[,grp.col]))
}
res$x
}
wlogregci<-function(x,y,nboot=400,alpha=.05,SEED=TRUE,MC=FALSE,
xlab="Predictor 1",ylab="Predictor 2",xout=FALSE,outfun=out,...){
#
# Compute a confidence interval for each of the parameters of
# a log linear model based on a robust estimator
#
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
n=length(y)
data<-matrix(sample(n,size=length(y)*nboot,replace=TRUE),nrow=n,ncol=nboot)
data=listm(data)
n=length(y)
data=listm(data)
if(MC)bvec<-mclapply(data,wlogreg.sub,x,y,mc.preschedule=TRUE)
if(!MC)bvec<-lapply(data,wlogreg.sub,x,y)
bvec=matl(bvec)
#
x=as.matrix(x)
p1<-ncol(x)+1
VAL<-c("intercept",rep("X",ncol(x)))
dimnames(regci)<-list(VAL,c("Est.","ci.low","ci.up"))
se<-NA
sig.level<-NA
for(i in 1:p1){
bna=elimna(bvec[i,])
nbn=length(bna)
ilow<-round((alpha/2) * nbn)
ihi<-nbn - ilow
ilow<-ilow+1
temp<-mean(bna<0)
sig.level[i]<-2*(min(temp,1-temp))
bna<-sort(bna)
regci[i,2]<-bna[ilow]
regci[i,3]<-bna[ihi]
se[i]<-sqrt(var(elimna(bvec[i,])))
}
regci[,1]=wlogreg(x,y)$coef
list(conf.interval=regci,p.values=sig.level,se=se)
}
wlogreg.sub<-function(data,x,y){
x=as.matrix(x)
vals=wlogreg(x[data,],y[data])$coef
}
# original version of logreg.plot is stored in logreg_plot_orig_chk.tex
logreg.plot<-
function(x,y,MLE=TRUE,ROB=FALSE,xlab=NULL,ylab=NULL,zlab='P(Z=1)',xout=FALSE,outfun
=outpro,
theta=50,phi=25,duplicate="error",LP=TRUE,Lspan=.75,pyhat=FALSE,LABELS=FALSE,WARN=F
ALSE,BY=TRUE,ZLIM=TRUE,
expand=.5,scale=TRUE,fr=2,ticktype="simple",...){
#
# For one predictor, plot logistic regression line
#
# if x is a matrix with more than one column, plot is based on data in
# in column 1.
#
# MLE=T, will plot usual maximum likelihood estimate using a solid line
# ROB=T, will plot robust estimate, which is indicated by a
# dashed line.
#
library(robustbase)
xy=cbind(x,y)
xy=elimna(xy)
p1=ncol(xy)
if(p1>3)stop('Only one or two independent variables can be used')
p=p1-1
x=xy[,1:p]
x=as.matrix(x)
y=xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
if(p==1){
if(is.null(ylab))ylab='P(Y=1|X)'
if(is.matrix(x))x=x[,1]
xord=order(x)
xx=x[xord]
yy=y[xord]
est1=logreg(xx,yy)[1:2,1]
if(is.null(xlab))v='X'
if(is.null(ylab))ylab='P(Y=1|X)'
if(LABELS)v=labels(x)[[2]]
plot(xx,yy,xlab=v[1],ylab=ylab,ylim=c(0,1))
if(MLE){
#plot(xx,yy,xlab=v[1],ylab=ylab)
phat=logreg.pred(xx,yy,xx)
lines(xx,phat)
}
if(ROB){
if(!BY)est2=wlogreg(xx,yy)$coef[1:2]
if(BY)est2=BYlogreg(xx,yy)$coef[1:2]
phat2=exp(est2[1]+est2[2]*xx)/(1+exp(est2[1]+est2[2]*xx))
lines(xx,phat2,lty=2)
phat=cbind(xx,phat2)
dimnames(phat)=list(NULL,c(v,'Y.hat'))
}
}
if(p==2){
library(akima)
fitr=logreg.pred(x,y,x)
if(is.null(xlab))v='X'
if(is.null(ylab))v[2]='Y'
if(LABELS)v=labels(x)[[2]]
if(LP)lplot(x,fitr,xlab=v[1],ylab=v[2],zlab=xlab,z=zlab,ticktype=ticktype,theta=the
ta,phi=phi,ZLIM=ZLIM)
phat=cbind(x,fitr)
dimnames(phat)=list(NULL,c(v,'Y.hat'))
}
if(!pyhat)phat<-"Done"
phat
}
logreg.P.ci<-function(x,y,alpha=.05,plotit=TRUE,
xlab='X',ylab='P(Y=1|X)',xout=FALSE,outfun=outpro,...){
#
# Assuming the logistic regression model provides an adequate fit,
# compute a confidence interval for P(Y=1|X) for each value stored in x.
#
x<-xx[,1]
y<-xx[,2]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1]
y<-m[,2]
}
if(length(unique(y))>2)stop('y should be binary')
# Next convert y to 0 and 1s
n=length(y)
yy=rep(0,n)
y=as.vector(y)
flag=y==max(y)
yy[flag]=1
y=yy
xord=order(x)
x=x[xord]
y=y[xord]
mod1 = glm(y ~ x, family=binomial(link='logit'))
v=predict(mod1,se.fit=TRUE)
top=v$fit+qnorm(1-alpha/2)*v$se.fit
bot=v$fit-qnorm(1-alpha/2)*v$se.fit
p=exp(v$fit)/(1+exp(v$fit))
top=exp(top)/(1+exp(top))
bot=exp(bot)/(1+exp(bot))
est=cbind(x,p,bot,top)
dimnames(est)=list(NULL,c('X','est.p','ci.low','ci,up'))
if(plotit){
plot(c(x,x,x),c(top,bot,p),ylim=c(0,1),type='n',xlab=xlab,ylab=ylab)
lines(x,p)
lines(x,bot,lty=2)
lines(x,top,lty=2)
}
list(Strength.Assoc=sd(p)/sd(y),output=est)
}
medpb2<-function(x,y=NULL,alpha=.05,nboot=2000,SEED=TRUE){
#
# Compare 2 independent groups using medians.
#
# A percentile bootstrap method is used, which performs well when
# there are tied values.
#
# The data are assumed to be stored in x and y. If y=NULL, x is assumed to have
two columns.
#
#
if(is.null(y)){
y=x[,2]
x=x[,1]
}
if(is.list(x)){
y=x[[2]]
x=x[[1]]
}
}
x=elimna(x)
y=elimna(y)
xx<-list()
xx[[1]]<-x
xx[[2]]<-y
est1=median(xx[[1]])
est2=median(xx[[2]])
est.dif<-median(xx[[1]])-median(xx[[2]])
crit<-alpha/2
temp<-round(crit*nboot)
icl<-temp+1
icu<-nboot-temp
bvec<-matrix(NA,nrow=2,ncol=nboot)
for(j in 1:2){
data<-matrix(sample(xx[[j]],size=length(xx[[j]])*nboot,replace=TRUE),nrow=nboot)
bvec[j,]<-apply(data,1,median) # Bootstrapped medians for jth group
}
top<-bvec[1,]-bvec[2,]
test<-sum(top<0)/nboot+.5*sum(top==0)/nboot
if(test > .5)test<-1-test
top<-sort(top)
ci<-NA
ci[1]<-top[icl]
ci[2]<-top[icu]
list(n1=length(x),n2=length(y),p.value=2*test,ci=ci,est1=est1,est2=est2,
est.dif=est.dif)
}
m2ci<-function(x,y,alpha=.05,nboot=1000,bend=1.28,os=FALSE){
#
# the difference between two independent
# M-estimator of location based on Huber's Psi.
#
# By default, the fully iterated M-estimator is used. To use the
# one-step M-estimator instead, set os=T
#
os<-as.logical(os)
if(length(x)<=19 || length(y)<=19)
warning(paste("The number of observations in at least one group
is less than 20. This function might fail due to division by zero,
which in turn causes an error in function hpsi having to do with
a missing value."))
if(!os){
bvecx<-apply(datax,1,mest,bend)
bvecy<-apply(datay,1,mest,bend)
}
if(os){
bvecx<-apply(datax,1,onestep,bend)
bvecy<-apply(datay,1,onestep,bend)
}
test<-sum(bvec<0)/nboot+.5*sum(bvec==0)/nboot
pv=2*min(c(test,1-test))
up<-round((1-alpha/2)*nboot)
se<-sqrt(var(bvec))
list(ci=c(bvec[low],bvec[up]),se=se,p.value=pv)
}
qsplit<-function(x,y,split.val=NULL){
#
# x assumed to be a matrix or data frame
#
# IF split.val=NULL,
#
# split the data in x into 3 groups:
# those for which y <= lower quartile
# those between lower and upper quartile
# those >= upper quartile
#
# IF split.val CONTAINS TWO VALUES, SPLIT THE DATA ACCORDING TO
# THE VALUES SPECIFIED.
#
if(!is.data.frame(x))x=as.matrix(x)
if(is.null(split.val)){
v=idealf(y)
flag1=(y<=v$ql)
flag2=(y>=v$qu)
}
if(!is.null(split.val)){
flag1=(y<=split.val[1])
flag2=(y>=split.val[2])
}
flag3=as.logical(as.numeric(!flag1)*as.numeric(!flag2))
d1=x[flag1,]
d2=x[flag2,]
d3=x[flag3,]
list(lower=d1,middle=d3,upper=d2)
}
cohen2xi<-function(delta){
xi=sqrt((2*delta^2)/(4+delta^2))
xi
}
xi2cohen<-function(xi){
delta=sqrt((4*xi^2)/(2-xi^2))
delta
}
cid<-function(x,y,alpha=.05,plotit=FALSE,pop=0,fr=.8,rval=15,xlab="",ylab=""){
#
# compute a confidence interval for P(X<Y). The method stems from
# Cliff, 1996, p. 140, eq 5.12. Tied values are allowed.
#
# To compare the lower and upper quantiles of the distribution of D=X-Y,
# use cbmhd.
#
# This function also reports a 1-alpha confidence interval for
# P(X>Y)-P(X<Y)
#
# Let xi_q be the qth quantile of the distribution of D, q<.5. To test xi_q +xi_1-
q=0, use cbmhd
# If nothing is going on, D is symmetric about zero, so this function tests for
symmetry and provides
# some sense of how the tails of the distribution D differ.
# qwmwhd applies the method using a range of q values
#
#
# plotit=TRUE creates a plot of the difference scores.
# pop=3 boxplot
# pop=5 histogram
#
x<-x[!is.na(x)]
y<-y[!is.na(y)]
if(length(x)*length(y)>10^6)stop('Use bmp with a large sample size. If using rimul,
use ribmp instead')
msave<-m
m<-sign(m)
d<-mean(m)
phat<-(1-d)/2
flag=TRUE
if(phat==0 || phat==1)flag=FALSE
q0<-sum(msave==0)/length(msave)
qxly<-sum(msave<0)/length(msave)
qxgy<-sum(msave>0)/length(msave)
c.sum<-matrix(c(qxly,q0,qxgy),nrow=1,ncol=3)
dimnames(c.sum)<-list(NULL,c("P(X<Y)","P(X=Y)","P(X>Y)"))
if(flag){
sigdih<-sum((m-d)^2)/(length(x)*length(y)-1)
di<-NA
for (i in 1:length(x))di[i]<-sum(x[i]>y)/length(y)-sum(x[i]<y)/length(y)
dh<-NA
for (i in 1:length(y))dh[i]<-sum(y[i]>x)/length(x)-sum(y[i]<x)/length(x)
sdi<-var(di)
sdh<-var(dh)
sh<-((length(y)-1)*sdi+(length(x)-1)*sdh+sigdih)/(length(x)*length(y))
zv<-qnorm(alpha/2)
cu<-(d-d^3-zv*sqrt(sh)*sqrt((1-d^2)^2+zv^2*sh))/(1-d^2+zv^2*sh)
cl<-(d-d^3+zv*sqrt(sh)*sqrt((1-d^2)^2+zv^2*sh))/(1-d^2+zv^2*sh)
}
if(!flag){
sh=NULL
nm=max(c(length(x),length(y)))
if(phat==1)bci=binomci(nm,nm,alpha=alpha)
if(phat==0)bci=binomci(0,nm,alpha=alpha)
}
if(plotit){
if(pop==1 || pop==0){
#print("pop=2 might be better")
}}
if(pop==0)akerd(as.vector(msave),xlab=xlab,ylab=ylab)
if(pop==1)rdplot(as.vector(msave),fr=fr,xlab=xlab,ylab=ylab)
if(pop==2)kdplot(as.vector(msave),rval=rval,xlab=xlab,ylab=ylab)
if(pop==3)boxplot(as.vector(msave))
if(pop==4)stem(as.vector(msave))
if(pop==5)hist(as.vector(msave),xlab=xlab)
if(pop==6)skerd(as.vector(msave))
}
if(flag)pci=c((1-cu)/2,(1-cl)/2)
if(!flag){
pci=bci$ci
cl=1-2*pci[2]
cu=1-2*pci[1]
}
list(n1=length(x),n2=length(y),cl=cl,cu=cu,d=d,sqse.d=sh,phat=phat,summary.dvals=c.
sum,ci.p=pci)
}
cidv2<-function(x,y,alpha=.05,plotit=FALSE,pop=0,fr=.8,rval=15,xlab="",ylab=""){
#
# p-value for Cliff's analog of WMW test
#
# To compare the lower and upper quantiles of the distribution of D=X-Y,
# use cbmhd.
#
if(length(x)*length(y)>10^6)stop('Use bmp with a large sample size.')
nullval<-0
ci<-cid(x,y,alpha=alpha,plotit=plotit,pop=pop,fr=fr,rval=rval)
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-cid(x,y,alpha=alph[i],plotit=FALSE)
if(chkit[[3]]>nullval || chkit[[4]]<nullval)break
}
p.value<-irem/100
if(p.value<=.01){
iup<-(irem+1)/100
p.value<-alph[i]
chkit<-cid(x,y,alpha=alph[i],plotit=FALSE,xlab=xlab,ylab=ylab)
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
chkit<-cid(x,y,alpha=alph[i],plotit=FALSE)
}}
phat<-(1-ci$d)/2
pci=c((1-ci$cu)/2,(1-ci$cl)/2)
d.ci=c(ci$cl,ci$cu)
dval=cid(x,y)$summary.dvals
list(n1=length(elimna(x)),n2=length(elimna(y)),d.hat=ci$d,d.ci=d.ci,p.value=p.value
,p.hat=phat,p.ci=pci,summary.dvals=dval)
}
bmp<-function(x,y,alpha=.05,crit=NA,plotit=FALSE,pop=0,fr=.8,xlab="",ylab=""){
#
# Brunner and Munzel (2000) heteroscedastic analog of WMW test.
#
x<-x[!is.na(x)] # Remove any missing values
y<-y[!is.na(y)]
n1<-length(x)
n2<-length(y)
N<-n1+n2
n1p1<-n1+1
flag1<-c(1:n1)
flag2<-c(n1p1:N)
R<-rank(c(x,y))
R1<-mean(R[flag1])
R2<-mean(R[flag2])
Rg1<-rank(x)
Rg2<-rank(y)
S1sq<-sum((R[flag1]-Rg1-R1+(n1+1)/2)^2)/(n1-1)
S2sq<-sum((R[flag2]-Rg2-R2+(n2+1)/2)^2)/(n2-1)
sig1<-S1sq/n2^2
sig2<-S2sq/n1^2
se<-sqrt(N)*sqrt(N*(sig1/n1+sig2/n2))
bmtest<-(R2-R1)/se
phat<-(R2-(n2+1)/2)/n1
dhat<-1-2*phat
df<-(S1sq/n2 + S2sq/n1)^2/((S1sq/n2)^2/(n1-1)+(S2sq/n1)^2/(n2-1))
sig<-2 * (1 - pt(abs(bmtest),df))
if(is.na(crit))vv<-qt(alpha/2,df)
if(!is.na(crit))vv<-crit
ci.p<-c(phat+vv*se/N,phat-vv*se/N)
dval=matrix(0,1,3)
for(i in 1:n1){
for(j in 1:n2){
id=sign(x[i]-y[j])+2
dval[1,id]=dval[1,id]+1
}}
dval=dval/(n1*n2)
dimnames(dval)<-list(NULL,c('P(X<Y)','P(X=Y)','P(X>Y)'))
if(plotit){
msave<-outer(x,y,FUN="-")
if(pop==0){
print("Execution time might be high when plotting and when using pop=1")
print("If this is case, might consider changing the argument pop or using
plotit=F")
}
akerd(as.vector(msave),fr=fr)
}
if(pop==1)rdplot(as.vector(msave),fr=fr,xlab=xlab,ylab=ylab)
if(pop==2)kdplot(as.vector(msave),rval=rval,xlab=xlab,ylab=ylab)
if(pop==3)boxplot(as.vector(msave))
if(pop==4)stem(as.vector(msave))
if(pop==5)hist(as.vector(msave))
if(pop==6)skerd(as.vector(msave),xlab=xlab,ylab=ylab)
}
list(n1=n1,n2=n2,test.stat=bmtest,phat=phat,dhat=dhat,s.e.=se/N,p.value=sig,ci.p=ci
.p,df=df,summary.dval=dval)
}
ribmp<-function(J,K,x,alpha=.05,p=J*K,grp=c(1:p),plotit=TRUE,op=4){
#
# Rank-based multiple comparisons for all interactions
# extension of Cliff's heteroscedastic technique for
# handling tied values and the Patel-Hoel definition of no interaction.
#
#
#
#
# alpha=.01.
#
# Argument grp can be used to rearrange the order of the data.
#
CCJ<-(J^2-J)/2
CCK<-(K^2-K)/2
CC<-CCJ*CCK
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
dimnames(test)<-list(NULL,c("Factor A","Factor A","Factor B","Factor
B","delta","ci.lower","ci.upper","p.value"))
jcom<-0
for (j in 1:J){
for (jj in 1:J){
if (j < jj){
for (k in 1:K){
for (kk in 1:K){
if (k < kk){
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-jj
test[jcom,3]<-k
test[jcom,4]<-kk
temp1<-bmp(x[[mat[j,k]]],x[[mat[j,kk]]],plotit=FALSE,alpha=alpha)
temp2<-bmp(x[[mat[jj,k]]],x[[mat[jj,kk]]],plotit=FALSE,alpha=alpha)
delta<-temp1$phat-temp2$phat
sqse<-temp1$s.e.^2.+temp2$s.e.^2
test[jcom,5]<-delta
test[jcom,6]<-delta-crit*sqrt(sqse)
test[jcom,7]<-delta+crit*sqrt(sqse)
test[jcom,8]=2*(1-pnorm(abs((delta)/sqrt(sqse))))
}}}}}}
list(test=test)
}
adjboxout<-function(x){
#
# determine outliers using adjusted boxplot rule based on the
# medcouple
#
x=elimna(x)
n=length(x)
MC=mcskew(x)
val=idealf(x)
iqr=val$qu-val$ql
if(MC>=0){
bot=val$ql-1.5*exp(0-4*MC)*iqr
top=val$qu+1.5*exp(3*MC)*iqr
}
if(MC<0){
bot=val$ql-1.5*exp(0-3*MC)*iqr
top=val$qu+1.5*exp(4*MC)*iqr
}
flag=rep(F,length(x))
fl=(x<bot)
fu=(x>top)
flag[fl]=T
flag[fu]=T
vec<-c(1:n)
outid<-NULL
if(sum(flag)>0)outid<-vec[flag]
keep<-vec[!flag]
outval<-x[flag]
keep=x[!flag]
list(out.val=outval,out.id=outid,keep=keep,cl=bot,cu=top)
}
Mreglde.sub<-function(x,B){
n=x[1]
ncx=x[2]
ncy=x[3]
nxx=n*ncx
nyy=n*ncy
ncx1=ncx+1
B=matrix(B,nrow=ncx1,ncol=ncy)
iu=nxx+3
xm=matrix(x[4:iu],ncol=ncx)
il=iu+1
ym=matrix(x[il:length(x)],ncol=ncy)
ainit=B[1:ncy]
il=ncy+1
Binit=matrix(B[il:length(B)],nrow=ncx,ncol=ncy)
yhat=matrix(0,nrow=n,ncol=ncy)
for(i in 1:n){
z=as.matrix(xm[i,])
yhat[i,]=t(Binit)%*%z
}
yhat=t(t(yhat)+ainit)
res=ym-yhat
res=sum(sqrt(apply(res^2,1,sum)))
res
}
pbtrmcp<-function(x,alpha=.05,nboot=NA,grp=NA,con=0,bhop=FALSE,tr=.2,SEED=TRUE){
#
# Multiple comparisons for J independent groups based on trimmed means.
# using a percentile bootstrap method
#
# to groups.
#

#
#
stop('Old function for trimmed means. Use bmcppb. (The function tmcppb gives the
same results as bmcppb)')
con<-as.matrix(con)
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
mvec[j]<-tmean(temp,tr=tr)
}
nmax=max(tempn)
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(!bhop){
if(alpha==.05){
dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
dvec[1]<-alpha/2
}
dvec<-2*dvec
}
for(j in 1:J){
bvec[j,]<-apply(data,1,tmean,tr=tr) # Bootstrapped values for jth group
}
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
test[d]<-sum(bcon[d,]>0)/nboot
}
test<-2*test
dimnames(output)<-
list(NULL,c("con.num","psihat","sig.test","sig.crit","ci.lower","ci.upper"))
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
output[ic,1]<-ic
}
}
mcp3atm<-function(J,K,L, x,tr=.2,con=0,alpha=.05,grp=NA,op=FALSE,pr=TRUE){
#
# main effects for Factor A and B and C and all interactions
# based on trimmed means
#
#
#
JKL <- J*K*L
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JKL) {
xx <- x[[j]]
}
#
if(JKL != length(x))
coefficients.")
for(j in 1:JKL){
temp<-x[[j]]
x[[j]]<-temp
}
temp<-con3way(J,K,L)
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC<-temp$conABC
if(!op){
Factor.A<-lincon(x,con=conA,tr=tr,alpha=alpha,pr=pr)
Factor.B<-lincon(x,con=conB,tr=tr,alpha=alpha,pr=pr)
Factor.C<-lincon(x,con=conC,tr=tr,alpha=alpha,pr=pr)
Factor.AB<-lincon(x,con=conAB,tr=tr,alpha=alpha,pr=pr)
Factor.AC<-lincon(x,con=conAC,tr=tr,alpha=alpha,pr=pr)
Factor.BC<-lincon(x,con=conBC,tr=tr,alpha=alpha,pr=pr)
Factor.ABC<-lincon(x,con=conABC,tr=tr,alpha=alpha,pr=pr)
}
All.Tests<-NA
if(op){
Factor.A<-NA
Factor.B<-NA
Factor.C<-NA
Factor.AB<-NA
Factor.AC<-NA
Factor.BC<-NA
Factor.ABC<-NA
con<-cbind(conA,conB,conB,conAB,conAC,conBC,conABC)
All.Tests<-lincon(x,con=con,tr=tr,alpha=alpha,,pr=pr)
}
list(Factor.A=Factor.A,Factor.B=Factor.B,Factor.C=Factor.C,
Factor.AB=Factor.AB,Factor.AC=Factor.AC,Factor.BC=Factor.BC,
Factor.ABC=Factor.ABC,All.Tests=All.Tests,conA=conA,conB=conB,conC=conC,
conAB=conAB,conAC=conAC,conBC=conBC,conABC=conABC)
}
bbbmcp=mcp3atm
mcp3med<-function(J,K,L, x,tr=.2,con=0,alpha=.05,grp=NA,op=FALSE){
#
#
#
#
JKL <- J*K*L
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JKL) {
xx <- x[[j]]
}
#
coefficients.")
for(j in 1:JKL){
temp<-x[[j]]
x[[j]]<-temp
}
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC<-temp$conABC
if(!op){
Factor.A<-msmed(x,con=conA,alpha=alpha)
Factor.B<-msmed(x,con=conB,alpha=alpha)
Factor.C<-msmed(x,con=conC,alpha=alpha)
Factor.AB<-msmed(x,con=conAB,alpha=alpha)
Factor.AC<-msmed(x,con=conAC,alpha=alpha)
Factor.BC<-msmed(x,con=conBC,alpha=alpha)
Factor.ABC<-msmed(x,con=conABC,alpha=alpha)
}
All.Tests<-NA
if(op){
Factor.A<-NA
Factor.B<-NA
Factor.C<-NA
Factor.AB<-NA
Factor.AC<-NA
Factor.BC<-NA
Factor.ABC<-NA
con<-cbind(conA,conB,conB,conAB,conAC,conBC,conABC)
All.Tests<-msmed(x,con=con,alpha=alpha)
}
Factor.ABC=Factor.ABC,All.Tests=All.Tests,conA=conA,conB=conB,conC=conC,
}
bbtrim<-function(J,K,x,grp=c(1:p),p=J*K,tr=.2,nboot=600,alpha=.05,pr=FALSE){
#
# for independent groups using a bootstrap-t method
#
#
#
# data stored in list mode or a matrix with JK columns.
# x[[K+1]] is the data for level 2,1, x[2K] is level 2,K, etc.
#
# using grp
#
data<-x
print(p)
print(length(data))
}
temp=con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
Factor.A<-linconb(x,con=conA,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.B<-linconb(x,con=conB,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.AB<-linconb(x,con=conAB,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
list(Factor.A=Factor.A,Factor.B=Factor.B,Factor.AB=Factor.AB,pr=pr)
}
bbbtrim<-function(J,K,L,data,tr=.2,grp=c(1:p),alpha=.05,p=J*K*L,nboot=600,pr=FALSE)
{
#
# Perform three-way anova, independent groups, based on trimmed means
#
# That is, there are three factors with a total of JKL independent groups.
#
# A bootstrap-t method is used to perform multiple comparisons
#
#
#
print(p)
print(length(data))
}
x=data
temp=con3way(J,K,L)
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC=temp$conABC
Factor.A<-linconb(x,con=conA,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.B<-linconb(x,con=conB,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.C<-linconb(x,con=conC,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.AB<-linconb(x,con=conAB,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.AC<-linconb(x,con=conAC,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.BC<-linconb(x,con=conBC,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.ABC<-linconb(x,con=conABC,tr=tr,alpha=alpha,nboot=nboot,pr=pr)
Factor.ABC=Factor.ABC,pr=pr)
}
pb2trmcp<-
function(J,K,x,grp=c(1:p),p=J*K,tr=.2,nboot=NA,alpha=.05,SEED=TRUE,pr=TRUE,
bhop=FALSE){
#
# for two independent groups using a bootstrap-t method
#
#
#
#
# using grp
#
if(SEED)set.seed(2)
data<-x
print(p)
print(length(data))
}
temp=con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
if(pr)print("Taking bootstrap samples")
Factor.A<-pbtrmcp(x,con=conA,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop,SEED=FALSE)
Factor.B<-pbtrmcp(x,con=conB,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop,SEED=FALSE)
Factor.AB<-pbtrmcp(x,con=conAB,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop,SEED=FALSE)
list(Factor.A=Factor.A,Factor.B=Factor.B,Factor.AB=Factor.AB,bhop=bhop,SEED=FALSE)
}
pb3trmcp<-function(J,K,L,data,tr=.2,grp=c(1:p),alpha=.05,p=J*K*L,nboot=NA,
SEED=TRUE,bhop=FALSE){
#
# Multiple comparisons for a three-way anova, independent groups,
#
#
# A percentile bootstrap method is used to perform multiple comparisons
#
#
#
if(SEED)set.seed(2)
print(p)
print(length(data))
}
temp=con3way(J,K,L)
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC=temp$conABC
Factor.A<-pbtrmcp(x,con=conA,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.B<-pbtrmcp(x,con=conB,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.C<-pbtrmcp(x,con=conC,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.AB<-pbtrmcp(x,con=conAB,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.AC<-pbtrmcp(x,con=conAC,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.BC<-pbtrmcp(x,con=conBC,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.ABC<-pbtrmcp(x,con=conABC,tr=tr,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.ABC=Factor.ABC)
}
med2mcp<-
function(J,K,x,grp=c(1:p),p=J*K,tr=.2,nboot=NA,alpha=.05,SEED=TRUE,pr=TRUE,
bhop=FALSE){
#
# Perform multiple comparisons for J by K anova using medians with
# using a percentile bootstrap method
#
#
# If stored in list mode, data[[1]] contains the data
#
# using grp
#
if(SEED)set.seed(2)
data<-x
print(p)
print(length(data))
}
temp=con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
if(pr)print("Taking bootstrap samples")
Factor.A<-medpb(x,con=conA,alpha=alpha,nboot=nboot,bhop=bhop,SEED=FALSE)
Factor.B<-medpb(x,con=conB,alpha=alpha,nboot=nboot,bhop=bhop,SEED=FALSE)
Factor.AB<-medpb(x,con=conAB,alpha=alpha,nboot=nboot,bhop=bhop,SEED=FALSE)
list(Factor.A=Factor.A,Factor.B=Factor.B,Factor.AB=Factor.AB,bhop=bhop,SEED=FALSE)
}
med3mcp<-function(J,K,L,data,grp=c(1:p),alpha=.05,p=J*K*L,nboot=NA,
SEED=TRUE,bhop=FALSE){
#
# Multiple comparisons for a three-way anova, independent groups,
# based on medians using a percentile bootstrap method
#
#
# If in list mode, data[[1]] contains the data
#
#
if(SEED)set.seed(2)
print(p)
print(length(data))
}
temp=con3way(J,K,L)
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC=temp$conABC
Factor.A<-medpb(x,con=conA,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.B<-medpb(x,con=conB,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.C<-medpb(x,con=conC,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.AB<-pbtrmcp(x,con=conAB,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.AC<-medpb(x,con=conAC,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.BC<-medpb(x,con=conBC,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.ABC<-medpb(x,con=conABC,alpha=alpha,nboot=nboot,bhop=bhop)
Factor.ABC=Factor.ABC)
}
wmwaov<-function(x,est=median,nboot=500,MC=FALSE,SEED=TRUE,MM=FALSE){
#
# Extension of WMW to J groups
# i.e., use p=P(X<Y) as effect size.
# test p_{jk}=.5 all j<k
#
if(SEED)set.seed(2)
chk=tlist(x)
if(chk!=0){
if(identical(est,median))print("Warning: tied values detected. Suggest using est=hd
or the function cidmulv2")
}
J=length(x)
L=(J^2-J)/2
ic=0
pvec=NA
boot=list()
MAT=matrix(NA,nrow=nboot,ncol=L)
for(i in 1:nboot){
for (j in 1:J){
boot[[j]]=sample(x[[j]],size=length(x[[j]]),replace=TRUE)
}
MAT[i,]=wmwloc2(boot,est=est)
}
zero=rep(0,L)
bconB=rbind(MAT,zero)
if(MC)dv=pdisMC(bconB,MM=MM)
if(!MC)dv=pdis(bconB,MM=MM)
bplus<-nboot+1
p.value<-1-sum(dv[bplus]>dv[1:nboot])/nboot-.5*sum(dv[bplus]==dv[1:nboot])/nboot
p.value
}
wincov<-function(m,tr=.2){
m=winall(m,tr=tr)$cov
m
}
mgvreg<-function(x,y,regfun=tsreg,cov.fun=rmba,se=TRUE,varfun=pbvar,corfun=pbcor,
SEED=TRUE){
#
# by the MGV method.
# (This function replaces an older version of mgvreg as of 11/6/06)
#
# SEED=T so that results from outmgv are always duplicated using the same data
#
# In contrast to the old version,
# when calling outmgv, center of data is determined via
# the measure of location corresponding to cov.fun, which defaults
# to the median ball algorithm (MBA)
#
x=as.matrix(x)
m<-cbind(x,y)
ivec<-outmgv(m,plotit=FALSE,cov.fun=cov.fun,SEED=SEED)$keep
np1<-ncol(x)+1
y=m[ivec,np1]
x=m[ivec,1:ncol(x)]
stre=NULL
yhat<-y-residuals
if(!is.na(e.pow)){
stre=sqrt(e.pow)
}
list(coef=coef,residuals=residuals,Strength.Assoc=stre,Explanatory.Power=e.pow)
}
opregpbMC<-function(x,y,nboot=1000,alpha=.05,om=TRUE,ADJ=TRUE,cop=3,SEED=TRUE,
nullvec=rep(0,ncol(x)+1),plotit=TRUE,opdis=2,gval=sqrt(qchisq(.95,ncol(x)+1))){
#
# Same as opregpb, only this function takes advantage of a multi-core
# processor assuming one is availabe and that the R package
# multicore has been installed.
#
# generate bootstrap estimates
# use projection-type outlier detection method followed by
# TS regression.
#
# om=T and ncol(x)>1, means an omnibus test is performed,
# otherwise only individual tests of parameters are performed.
#
# opdis=2, means that Mahalanobis distance is used
# opdis=1, means projection-type distance is used
#
# gval is critical value for projection-type outlier detection
# method
#
# ADJ=T, Adjust p-values as described in Section 11.1.5 of the text.
#
if(SEED)set.seed(2)
library(parallel)
x<-as.matrix(x)
m<-cbind(x,y)
p1<-ncol(x)+1
x<-m[,1:ncol(x)]
x<-as.matrix(x)
y<-m[,p1]
if(nrow(x)!=length(y))stop("Sample size of x differs from sample size of y")
bvec<-apply(data,1,regboot,x,y,regfun=opregMC)
# using Hochberg method
bvec<-t(bvec)
dvec<-alpha/(c(1:ncol(x)))
test<-NA
icl0<-round(alpha*nboot/2)
icl<-round(alpha*nboot/(2*ncol(x)))
icu0<-nboot-icl0
icu<-nboot-icl
output<-matrix(0,p1,6)
dimnames(output)<-list(NULL,c("Param.","p.value","crit.p.value",
"ci.lower","ci.upper","s.e."))
pval<-NA
for(i in 1:p1){
output[i,1]<-i-1
se.val<-var(bvec[,i])
output[i,6]<-sqrt(se.val)
if(i==1){
output[i,4]<-temp[icl0+1]
output[i,5]<-temp[icu0]
}
if(i>1){
output[i,4]<-temp[icl+1]
output[i,5]<-temp[icu]
}
pval[i]<-sum((temp>nullvec[i]))/length(temp)
if(pval[i]>.5)pval[i]<-1-pval[i]
}
fac<-2
if(ADJ){
# Adjust p-value if n<60
nval<-length(y)
if(nval<20)nval<-20
if(nval>60)nval<-60
fac<-2-(60-nval)/40
}
pval[1]<-2*pval[1]
pval[2:p1]<-fac*pval[2:p1]
output[,2]<-pval
temp2<-order(0-pval[2:p1])
zvec<-dvec[1:ncol(x)]
output[temp2+1,3]<-zvec
output[1,3]<-NA
output[,2]<-pval
om.pval<-NA
temp<-opregMC(x,y)$coef
if(om && ncol(x)>1){
temp2<-rbind(bvec[,2:p1],nullvec[2:p1])
if(opdis==1)dis<-pdisMC(temp2,center=temp[2:p1])
if(opdis==2){
cmat<-var(bvec[,2:p1]-apply(bvec[,2:p1],2,mean)+temp[2:p1])
dis<-mahalanobis(temp2,temp[2:p1],cmat)
}
om.pval<-sum((dis[nboot+1]<=dis[1:nboot]))/nboot
}
# do adjusted p-value
nval<-length(y)
if(nval<20)nval<-20
if(nval>60)nval<-60
adj.pval<-om.pval/2+(om.pval-om.pval/2)*(nval-20)/40
plot(bvec[,2],bvec[,3],xlab="Slope 1",ylab="Slope 2")
temp.dis<-order(dis[1:nboot])
xx<-bvec[temp.dis[1:ic],2:3]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
list(output=output,om.pval=om.pval,adj.om.pval=adj.pval)
}
opregMC<-
function(x,y,regfun=tsreg,cop=3,fast=FALSE,pr=TRUE,prres=FALSE,STAND=TRUE,xout=FALS
E){
#
#
# Note: argument xout is not relevant here, but is included to avoid conflicts
when using regci.
#
library(parallel)
x<-as.matrix(x)
m<-cbind(x,y)
ivec<-outproMC(m,plotit=FALSE,cop=cop,fast=FALSE,pr=FALSE,STAND=STAND)$keep
np1<-ncol(x)+1
coef<-regfun(m[ivec,1:ncol(x)],m[ivec,np1])$coef
if(fast && pr){
print("Intercept, followed by slopes:")
print(coef)
if(prres){
print("Residuals:")
print(residuals)
}}
list(coef=coef,residuals=residuals)
}
twocor<-function(x1,y1,x2,y2,corfun=pbcor,nboot=599,alpha=.05,...){
#
# Compute a .95 confidence interval for the
# difference between two correlation coefficients
# corresponding to two independent groups.
#
# the function corfun is any R function that returns a
#
# For Pearson's correlation, use
# the function twopcor instead.
#
#
bvec1<-apply(data1,1,corbsub,x1,y1,corfun,...) # A 1 by nboot matrix.
bvec2<-apply(data2,1,corbsub,x2,y2,corfun,...) # A 1 by nboot matrix.
bvec<-bvec1-bvec2
bsort<-sort(bvec)
term<-alpha/2
ihi<-nboot - ilow
ilow<-ilow+1
corci<-1
pv<-(sum(bvec<0)+.5*sum(bvec==0))/nboot
r1<-corfun(x1,y1)$cor
r2<-corfun(x2,y2)$cor
reject<-"NO"
if(corci[1]>0 || corci[2]<0)reject="YES"
list(r1=r1,r2=r2,ci.dif=corci,p.value=pv)
}
lplot2g<-function(x1,y1,x2,y2,xlab="X",ylab="Y",xout=FALSE){
#
#
#
#
x1<-m[,1]
y1<-m[,2]
x2<-m[,1]
y2<-m[,2]
flag=order(x1)
x1=x1[flag]
y1=y1[flag]
flag=order(x2)
x2=x2[flag]
y2=y2[flag]
temp1<-lplot(x1,y1,pyhat=TRUE,plotit=FALSE,xout=xout)$yhat.values
temp2<-lplot(x2,y2,pyhat=TRUE,plotit=FALSE,xout=xout)$yhat.values
points(x1,y1)
lines(x1,temp1)
lines(x2,temp2,lty=2)
}
rm3mcp<-function(J,K,L, x,tr=.2,alpha=.05,dif=TRUE,op=FALSE,grp=NA){
#
# MULTIPLE COMPARISONS FOR A 3-WAY within-by-within-by within ANOVA
# Do all multiple comparisons associated with
#
#
#
JKL <- J*K*L
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JKL) {
xx <- x[[j]]
}
#
coefficients.")
for(j in 1:JKL){
temp<-x[[j]]
x[[j]]<-temp
}
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC<-temp$conABC
Factor.A<-rmmcp(x,con=conA,tr=tr,alpha=alpha,dif=dif)
Factor.B<-rmmcp(x,con=conB,tr=tr,alpha=alpha,dif=dif)
Factor.C<-rmmcp(x,con=conC,tr=tr,alpha=alpha,dif=dif)
Factor.AB<-rmmcp(x,con=conAB,tr=tr,alpha=alpha,dif=dif)
Factor.AC<-rmmcp(x,con=conAC,tr=tr,alpha=alpha,dif=dif)
Factor.BC<-rmmcp(x,con=conBC,tr=tr,alpha=alpha,dif=dif)
Factor.ABC<-rmmcp(x,con=conABC,tr=tr,alpha=alpha,dif=dif)
Factor.ABC=Factor.ABC,conA=conA,conB=conB,conC=conC,
}
wwwmcp=rm3mcp
tmcppb<-
function(x,alpha=.05,nboot=NA,grp=NA,est=tmean,con=0,bhop=FALSE,SEED=TRUE,...){
#
# Multiple comparisons for J independent groups using trimmed means
#
# A percentile bootstrap method with Rom's method is used.
#
# to groups.
#
#
#
#
con<-as.matrix(con)
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
for(j in 1:J){
}
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
}
test<-2*test
dimnames(output)<-
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
output[ic,1]<-ic
}
}
linconpb=tmcppb
bbmcppb<-function(J, K, x, est=tmean,JK = J*K,

alpha = 0.05, grp =c(1:JK), nboot = 2000, bhop=FALSE,SEED = TRUE,...)
{
#
# BETWEEN-BY-BETWEEN DESIGN
#
#
#
#
# using grp
#
if(!is.null(dim(x)))x= listm(x)
x=elimna(x)
n=lapply(x,length)
con=con2way(J,K)
A=bbmcppb.sub(J=J, K=K, x, est=est,con=con$conA,
B=bbmcppb.sub(J=J, K=K, x, est=est,con=con$conB,
AB=bbmcppb.sub(J=J, K=K, x, est=est,con=con$conAB,
list(n=n,Fac.A=A,Fac.B=B,Fac.AB=AB)
}
bbmcppb.sub<-function(J, K, x, est=tmean, JK = J*K, con = 0,

alpha = 0.05, grp =c(1:JK), nboot = 500, bhop=FALSE,SEED = TRUE, ...){
#
# between-by-between design
#
#
#
#
#
# JK independent groups
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
ncon=ncol(con)
p <- J*K
JK=p
if(p>length(x))stop("JK is less than the Number of groups")
JK=J*K
data <- list()
xx=list()
}
for(j in 1:p){
xx[[j]]=elimna(xx[[j]])
}
x=xx
if(SEED)
set.seed(2)
testA = NA
bsam = list()
bdat = list()
tvec=NA
for(j in 1:JK) {
nv=length(x[[j]])
bsam[[j]] = x[[j]][bdat[[j]]]
}
}
pbA=NA
}
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncol(con) > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(con > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
test=pbA
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
outputA[,2]<-tvec
outputA[ic,1]<-ic
}
outputA
}
t2waypb<-bbmcppb
ols.plot.inter<-function(x,y, pyhat = FALSE, eout = FALSE, xout = FALSE, outfun =

out,
plotit = TRUE, expand = 0.5, scale = TRUE, xlab = "X",
ylab = "Y", zlab = "", theta = 50, phi = 25, family = "gaussian",
duplicate = "error",ticktype="simple",...){
#
# Plot regression surface based on the classic interaction model:
# usual product term
#
# x is assumed to be a matrix with two columns (two predictors)
library(akima)
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
if(ncol(x)!=2)stop("x should have two columns")
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:2]
y<-m[,3]
}
xx=cbind(x,x[,1]*x[,2])
temp=lsfit(xx,y)
fitr=y-temp$residuals
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
}
gamplotINT<-
function(x,y,pyhat=FALSE,plotit=TRUE,theta=50,phi=25,expand=.5,xout=FALSE,
SCALE=FALSE,zscale=TRUE,eout=FALSE,outfun=out,ticktype="simple",xlab = "X", ylab =
"Y", zlab = "",...){
#
# Plot regression surface, assuming two predictors in
# n by 2 matrix x using gam (generalized additive model)
# Same as gamplot, only a product term is included.
#
x<-as.matrix(x)
if(ncol(x)!=2)stop("x must be an n by 2 matrix")
library(akima)
library(mgcv)
np=ncol(x)
np1=np+1
x<-m[,1:np]
x<-as.matrix(x)
y<-m[,np1]
if(xout){
m<-m[flag,]
}
if(eout){
flag<-outfun(m,...)$keep
m<-m[flag,]
}
x1<-m[,1]
x2<-m[,2]
y<-m[,3]
xrem<-m[,1:2]
n<-nrow(x)
fitr<-fitted(gam(y~s(x1)+s(x2)+s(x1,x2)))
allfit<-fitr
if(plotit){
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
for(k in ip1:length(fitr))if(sum(xrem[i,]==xrem[k,])==2)iout[k]<-0
}
fitr<-fitr[iout>=1]
mkeep<-xrem[iout>=1,]
persp(fit,theta=theta,phi=phi,expand=expand,xlab=xlab,ylab=ylab,zlab=zlab,
}
m<-"Done"
if(pyhat)m<-allfit
m
}
reg.plot.inter<-function(x,y, regfun=tsreg,
pyhat = FALSE, eout = FALSE, xout = FALSE, outfun = out,
plotit = TRUE, expand = 0.5, scale = FALSE, xlab = "X",
ylab = "Y", zlab = "", theta = 50, phi = 25, family = "gaussian",
duplicate = "error",ticktype="simple",...){
#
# Plot regression surface based on the classic interaction model:
# usual product term
#
# x is assumed to be a matrix with two columns (two predictors)
library(akima)
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
if(xout){
p=ncol(x)
p1=p+1
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
if(!scale)print("scale=F. If there is an association, try scale=T")

if(ncol(x)!=2)stop("x should have two columns")
temp=regfun(xx,y)
fitr=y-temp$residuals
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
}
bwrank<-function(J,K,x,grp=c(1:p),p=J*K){
#
# Between by within rank-based ANOVA
# That is, have a J by K design with J independent levels and K dependent
# measures
#
#
#
x=x[grp]
xx<-list()
nvec<-NA
alldat<-NA
klow<-1-K
kup<-0
iall=0
for (j in 1:J){
klow<-klow+K
kup<-kup+K
mtemp=elimna(matl(x[klow:kup]))
for(k in 1:K){
iall=iall+1
xx[[iall]]=mtemp[,k]
}}
for(j in 1:p){
alldat<-c(alldat,xx[[j]])
nvec[j]<-length(xx[[j]])
}
#
# Check sample sizes
#
nmat<-matrix(nvec,J,K,byrow=TRUE)
for(j in 1:J){
if(var(nmat[j,]) !=0){
warning("Number of observations among dependent groups for level",paste(j)," of
Factor A are unequal")
print("Matrix of sample sizes:")
print(nmat)
}}
if(sum(is.na(alldat[2:length(alldat)])>0))stop("Missing values not allowed")
rval<-rank(alldat[2:length(alldat)])
rdd<-mean(rval) # R bar ...
xr<-list()
il<-1-nvec[1]
iu<-0
for(j in 1:p){
il<-il+nvec[j]
iu<-iu+nvec[j]
xr[[j]]<-rval[il:iu]
}
v<-matrix(0,p,p)
Ja<-matrix(1,J,J)
Ia<-diag(1,J)
Pa<-Ia-Ja/J
Jb<-matrix(1,K,K)
Ib<-diag(1,K)
Pb<-Ib-Jb/K
cona<-kron(Pa,Ib)
conb<-kron(Ia,Pb)
conab<-kron(Pa,Pb)
for(k in 1:K){
temp<-x[[k]]
bigm<-matrix(temp,ncol=1)
jk<-k
for (j in 2:J){
jk<-jk+K
tempc<-matrix(x[[jk]],ncol=1)
bigm<-rbind(bigm,tempc)
temp<-c(temp,x[[jk]])
}}
N<-length(temp)
rbbd<-NA
for(k in 1:K){
bigm<-xr[[k]]
jk<-k
for (j in 2:J){
jk<-jk+K
bigm<-c(bigm,xr[[jk]])
}}
rbjk<-matrix(NA,nrow=J,ncol=K) #R_.jk
ic<-0
for (j in 1:J){
for(k in 1:K){
ic<-ic+1
rbjk[j,k]<-mean(xr[[ic]]) # R bar_.jk
}}
for(k in 1:K)rbbd[k]<-mean(rbjk[,k])
rbj<-1 # R_.j.
sigv<-0
njsam<-0 # n_j
icc<-1-K
ivec<-c(1:K)-K
for (j in 1:J){
icc<-icc+K
ivec<-ivec+K
temp<-xr[ivec[1]:ivec[K]]
temp<-matl(temp)
tempv<-apply(temp,1,mean)
njsam[j]<-nvec[icc]
rbj[j]<-mean(rbjk[j,])
sigv[j]<-var(tempv) # var of R bar_ij.
}
nv<-sum(njsam)
phat<-(rbjk-.5)/(nv*K)
sv2<-sum(sigv/njsam)
uv<-sum((sigv/njsam)^2)
dv<-sum((sigv/njsam)^2/(njsam-1))
testA<-J*var(rbj)/sv2
klow<-1-K
kup<-0
sv<-matrix(0,nrow=K,ncol=K)
rvk<-NA
for(j in 1:J){
klow<-klow+K
kup<-kup+K
sel<-c(klow:kup)
m<-matl(xr[klow:kup])
m<-elimna(m)
xx<-listm(m)
xx<-listm(m)
vsub<-nv*var(m)/(nv*K*nv*K*njsam[j])
v[sel,sel]<-vsub
sv<-sv+vsub
}
sv<-sv/J^2
testB<-nv/(nv*K*nv*K*sum(diag(Pb%*%sv)))*sum((rbbd-mean(rbbd))^2)
testAB<-0
for (j in 1:J){
for (k in 1:K){
testAB<-testAB+(rbjk[j,k]-rbj[j]-rbbd[k]+rdd)^2
}}
testAB<-nv*testAB/(nv*K*nv*K*sum(diag(conab%*%v)))
nu1B<-(sum(diag(Pb%*%sv)))^2/sum((diag(Pb%*%sv%*%Pb%*%sv)))
nu1A<-(J-1)^2/(1+J*(J-2)*uv/sv2^2)
nu2A<-sv2^2/dv
nu1AB<-(sum(diag(conab%*%v)))^2/sum(diag(conab%*%v%*%conab%*%v))
sig.A<-1-pf(testA,nu1A,nu2A)
sig.B<-1-pf(testB,nu1B,1000000)
sig.AB<-1-pf(testAB,nu1AB,1000000)
list(test.A=testA,p.value.A=sig.A,test.B=testB,p.value.B=sig.B,test.AB=testAB,
p.value.AB=sig.AB,avg.ranks=rbjk,rel.effects=phat)
}
rqtest<-
function(x,y,qval=.5,nboot=200,alpha=.05,SEED=TRUE,xout=FALSE,outfun=outpro,...){
#
# Omnibus test when using a quantile regression estimator
#
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
}
x<-as.matrix(x)
bvec<-apply(data,1,rqtest.sub,x,y,qval=qval)
p<-ncol(x)
if(p==1)stop("Use qregci when p=1")
n<-length(y)
np<-p+1
bvec<-t(bvec)
semat<-var(bvec[,2:np])
temp<-rqfit(x,y,qval=qval)$coef[2:np]
temp<-as.matrix(temp)
test<-t(temp)%*%solve(semat)%*%temp
test<-test*(n-p)/((n-1)*p)
p.value<-1-pf(test,p,n-p)
# Determine adjusted critical level, if possible.
adjusted.alpha=NULL
b1=NULL
if(n<=60){
if(alpha==.1){
if(p==2){
b1<-0-0.001965
b0<-.2179
}
if(p==3){
b1<-0-.003
b0<-.2814
}
if(p==4){
b1<-0-.0058
b0<-.4478
}
if(p==5){
b1<-0-.00896
b0<-.6373
}
if(p>=6){
b1<-0-.0112
b0<-.7699
}}
if(alpha==.05){
if(p==2){
b1<-0-0.001173
b0<-.1203
}
if(p==3){
b1<-0-.00223
b0<-.184
}
if(p==4){
b1<-0-.00476
b0<-.3356
}
if(p==5){
b1<-0-.0063
b0<-.425
}
if(p==6){
b1<-0-.00858
b0<-.5648
}}
if(alpha==.025){
if(p==2){
b1<-0-0.00056
b0<-.05875
}
if(p==3){
b1<-0-.00149
b0<-.1143
}
if(p==4){
b1<-0-.00396
b0<-.2624
}
if(p==5){
b1<-0-.00474
b0<-.3097
}
if(p==6){
b1<-0-.0064
b0<-.4111
}}
if(alpha==.01){
if(p==2){
b1<-0-0.00055
b0<-.043
}
if(p==3){
b1<-0-.00044
b0<-.0364
}
if(p==4){
b1<-0-.0024
b0<-.1546
}
if(p==5){
b1<-0-.00248
b0<-.159
}
if(p==6){
b1<-0-.00439
b0<-.2734
}}
if(!is.null(b1))adjusted.alpha<-b1*n+b0
adjusted.alpha<-max(alpha,adjusted.alpha)
}
list(test.stat=test,p.value=p.value,adjusted.alpha=adjusted.alpha)
}
runpd<-
function(x,y,pts=x,est=tmean,fr=.8,plotit=TRUE,pyhat=FALSE,nmin=0,scale=TRUE,
expand=.5,xout=FALSE,outfun=out,pr=TRUE,xlab="X1",ylab="X2",zlab="",LP=TRUE,
theta=50,phi=25,duplicate="error",MC=FALSE,ticktype="simple",...){
#
# Distances from a point are determined using a projection method
# see function pdclose
#
#
if(is.list(x))stop("Data should not stored be stored in list mode")
x<-as.matrix(x)
pval<-ncol(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:pval]
x<-as.matrix(x)
y<-xx[,pval+1]
if(xout){
keepit<-outfun(x,plotit=FALSE)$keep
x<-x[keepit,]
y<-y[keepit]
}
iout<-c(1:nrow(x))
nval<-1
nmat<-pdclose(x,pts,fr=fr,MC=MC)
for(i in 1:nrow(pts))rmd[i]<-est(y[nmat[i,]],...)
for(i in 1:nrow(pts))nval[i]<-sum(nmat[i,])
if(ncol(x)==2){
if(plotit){
library(akima)
y<-y[nval>nmin]
x<-x[nval>nmin,]
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
if(plotit){
if(pr){
if(!scale)print("With dependence, suggest using scale=T")
}
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
if(LP)fitr=lplot(x[iout>=1,],fitr,pyhat=TRUE,pr=FALSE,plotit=FALSE)$yhat
}}}
if(pyhat)last<-rmd
last
}
sppbi<-function(J,K,x,est=tmean,JK=J*K,grp=c(1:JK),nboot=500,SEED=TRUE,pr=TRUE,...)
{
#
# A percentile bootstrap for interactions
# among all pairs of dependent groups and seeing whether
# these differences differ across levels of Factor A.
#
#
#
#
# using grp
#
if(pr)print('As of Oct. 2014, argument est defaults to tmean')
library(MASS)
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
JMK<-J*MK
Jm<-J-1
data<-list()
}
x<-data
jp<-1-K
kv<-0
kv2<-0
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
xx<-x
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
#
# of location.
#
bloc<-matrix(NA,ncol=J,nrow=nboot)
mvec<-NA
it<-0
for(j in 1:J){
x<-matrix(NA,nrow=nvec[j],ncol=MK)
#
im<-0
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
im<-im+1
kp<-j*K+k-K
kpp<-j*K+kk-K
x[,im]<-xx[[kp]]-xx[[kpp]]
it<-it+1
mvec[it]<-est(x[,im],...)
}}}
bvec<-matrix(NA,ncol=MK,nrow=nboot)
mat<-listm(x)
for(k in 1:MK){
temp<-x[,k]
bvec[,k]<-apply(data,1,rmanogsub,temp,est,...) # An nboot by MK matrix
}
if(j==1)bloc<-bvec
}
#
MJMK<-MJ*MK
con<-matrix(0,nrow=JMK,ncol=MJMK)
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
ic<-ic+1
cont[j,ic]<-1
cont[jj,ic]<-0-1
}}}
tempv<-matrix(0,nrow=MK-1,ncol=MJ)
for(j in 2:J){
}
con<-con1
if(MK>1){
for(k in 2:MK){
con1<-push(con1)
}}
bcon<-t(con)%*%t(bloc) #C by nboot matrix
tvec<-t(con)%*%mvec
tvec<-tvec[,1]
bcon<-t(bcon)
temp=bcon
for(ib in 1:nrow(temp))temp[ib,]=temp[ib,]-tempcen+tvec
smat<-var(temp)
if(sum(is.na(smat))==0){
chkrank<-qr(smat)$rank
if(chkrank==ncol(smat))dv<-mahalanobis(bcon,tvec,smat)
if(chkrank<ncol(smat)){
smat<-ginv(smat)
dv<-mahalanobis(bcon,tvec,smat,inverted=TRUE)
}}
if(sum(is.na(smat))>0)print('Computational Problem. Try est=tmean or use function
spmcpi or tsplitbt')
bplus<-nboot+1
list(p.value=sig.level,psihat=tvec,con=con)
}
sppba<-function(J,K,x,est=tmean,JK=J*K,grp=c(1:JK),avg=TRUE,nboot=500,SEED=TRUE,
MC=FALSE,MDIS=FALSE,pr=TRUE,...){
#
# A percentile bootstrap for main effects
# among independent groups in a split-plot design
#
# avg=T: The analysis is done by averaging K measures of
# location for each level of Factor A,
# and then comparing averages by testing the hypothesis
# that all pairwise differences are equal to zero.
#
# avg=F: The analysis is done by testing whether $K$ equalities are
# simultaneously true. For kth level of Factor B, the kth equality is
# theta_{1k}= ... theta_{Jk}, k=1,...,K.
#
#
#
# using grp
#
if(pr)print('As of Oct. 2014 the argument est defaults to tmean')
library(MASS)
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
data<-list()
}
x<-data
jp<-1-K
kv<-0
kv2<-0
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}
}
xx<-x
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
#
# of Factor A.
#
bloc<-matrix(NA,nrow=J,ncol=nboot)
mvec<-NA
ik<-0
for(j in 1:J){
x<-matrix(NA,nrow=nvec[j],ncol=K)
#
for(k in 1:K){
ik<-ik+1
x[,k]<-xx[[ik]]
if(!avg)mvec[ik]<-est(xx[[ik]],...)
}
tempv<-apply(x,2,est,...)
bvec<-matrix(NA,ncol=K,nrow=nboot)
for(k in 1:K){
temp<-x[,k]
bvec[,k]<-apply(data,1,rmanogsub,temp,est,...) # An nboot by K matrix
}
if(avg){
mvec[j]<-mean(tempv)
bloc[j,]<-apply(bvec,1,mean)
}
if(!avg){
if(j==1)bloc<-bvec
}
}
if(avg){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
Jm<-J-1
for (j in 1:Jm){
jp<-j+1
for(k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
if(!avg){
JK<-J*K
MJ<-(J^2-J)/2
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
ic<-ic+1
cont[j,ic]<-1
cont[jj,ic]<-0-1
}}}
for(j in 2:J){
}
con<-con1
if(K>1){
for(k in 2:K){
con1<-push(con1)
}}}
if(!avg)bcon<-t(con)%*%t(bloc) #C by nboot matrix
if(avg)bcon<-t(con)%*%(bloc)
tvec<-t(con)%*%mvec
tvec<-tvec[,1]
bcon<-t(bcon)
temp=bcon
for(ib in 1:nrow(temp))temp[ib,]=temp[ib,]-tempcen+tvec
if(!MDIS){
if(!MC)dv=pdis(bcon,center=tvec,na.rm=FALSE)
if(MC)dv=pdisMC(bcon,center=tvec)
lbcon=length(elimna(bcon))
bplus<-nboot+1
if(lbcon<bplus){
print(paste('Effective value for nboot is', lbcon-1))
nboot=lbcon-1
}
}
if(MDIS){
smat<-var(temp)
chkrank<-qr(smat)$rank
if(chkrank==ncol(smat))dv<-mahalanobis(bcon,tvec,smat)
if(chkrank<ncol(smat)){
smat<-ginv(smat)
dv<-mahalanobis(bcon,tvec,smat,inverted=TRUE)
}}
bplus<-nboot+1
list(p.value=sig.level,psihat=tvec,con=con)
}
outpro<-function(m,gval=NA,center=NA,plotit=TRUE,op=TRUE,MM=FALSE,cop=3,
xlab="VAR 1",ylab="VAR 2",STAND=TRUE,tr=.2,q=.5,pr=TRUE,...){
#
# Detect outliers using a modification of the
# Stahel-Donoho projection method.
#
# Determine center of data cloud, for each point,
# connect it with center, project points onto this line
# and use distances between projected points to detect
# outliers. A boxplot method is used on the
# projected distances.
#
# bivariate data.
#
# op=T
# means the .5 depth contour is plotted
# based on data with outliers removed.
#
# op=F
# means .5 depth contour is plotted without removing outliers.
#
# MM=F Use interquatile range when checking for outliers
# MM=T uses MAD.
#
# If value for center is not specified,
# there are four options for computing the center of the
#
# cop=5 uses TBS
# cop=6 uses rmba (Olive's median ball algorithm)# cop=7 uses the spatial (L1)
median
#
# args q and tr having are not used by this function. They are included to deal
# with situations where smoothers have optional arguments for q and tr
#
# When using cop=2, 3 or 4, default critical value for outliers
# of freedom.
#
# STAND=T means that marginal distributions are standardized before
# checking for outliers.
#
#
m<-as.matrix(m)
if(pr){
if(!STAND){
if(ncol(m)>1)print("STAND=FALSE. If measures are on different scales, might want to
use STAND=TRUE")
}}
library(MASS)
m=elimna(m)
m<-as.matrix(m)
nv=nrow(m)
if(ncol(m)==1){
dis<-(m-median(m,na.rm=TRUE))^2/mad(m,na.rm=TRUE)^2
dis<-sqrt(dis)
dis[is.na(dis)]=0
vec<-c(1:nrow(m))
outid<-vec[chk==1]
keep<-vec[chk==0]
}
if(ncol(m)>1){
M=m
if(STAND)m=standm(m,est=median,scat=mad)
if(is.na(gval) && cop==1)gval<-sqrt(qchisq(.95,ncol(m)))
if(is.na(gval) && cop!=1)gval<-sqrt(qchisq(.975,ncol(m)))
if(cop==1 && is.na(center[1])){
if(ncol(m)>2)center<-dmean(m,tr=.5,cop=1)
if(ncol(m)==2){
tempd<-NA
for(i in 1:nrow(m))
tempd[i]<-depth(m[i,1],m[i,2],m)
mdep<-max(tempd)
flag<-(tempd==mdep)
}}
}
}
}
center<-tbs(m)$center
}
center<-rmba(m)$center
}
center<-spat(m)
}
flag<-rep(0, nrow(m))
outid <- NA
vec <- c(1:nrow(m))
B<-m[i,]-center
dis<-NA
BB<-B^2
bot<-sum(BB)
if(bot!=0){
A<-m[j,]-center
dis[j]<-sqrt(sum(temp^2))
}
temp<-idealf(dis)
if(!MM)cu<-median(dis)+gval*(temp$qu-temp$ql)
if(MM)cu<-median(dis)+gval*mad(dis)
outid<-NA
temp2<-(dis> cu)
flag[temp2]<-1
}}
if(sum(flag) == 0) outid <- NA
if(sum(flag) > 0)flag<-(flag==1)
outid <- vec[flag]
idv<-c(1:nrow(m))
keep<-idv[!flag]
if(ncol(m)==2){
if(plotit){
m=M # plot data using the original scale.
plot(m[,1],m[,2],type="n",xlab=xlab,ylab=ylab)
points(m[keep,1],m[keep,2],pch="*")
if(length(outid)>0)points(m[outid,1],m[outid,2],pch="o")
if(op){
tempd<-NA
keep<-keep[!is.na(keep)]
mm<-m[keep,]
for(i in 1:nrow(mm))tempd[i]<-depth(mm[i,1],mm[i,2],mm)
mdep<-max(tempd)
flag<-(tempd==mdep)
if(sum(flag)==1)center<-mm[flag,]
if(sum(flag)>1)center<-apply(mm[flag,],2,mean)
m<-mm
}
x<-m
temp<-fdepth(m,plotit=FALSE)
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}}}
list(n=nv,n.out=length(outid),out.id=outid,keep=keep)
}
skerd<-function(x,op=TRUE,kernel="gaussian",xlab='X',ylab=''){
#
# Compute kernel density estimate
# for univariate data using S+ function density
#
# kernel=epanechnikov will use the Epanechnikov kernel.
#
if(!op)temp<-density(x,na.rm=TRUE,width=bandwidth.sj(x,method="dpi"),n=256)
if(op)temp<-density(x)
plot(temp$x,temp$y,type="n",ylab=ylab,xlab=xlab)
lines(temp$x,temp$y)
}
bkreg<-function(x,y,kerfun=akerd,pyhat=FALSE,plotit=TRUE,xlab="X",ylab="Y",
zlab="Z",xout=FALSE,outfun=outpro,pr=TRUE,theta=50,phi=25,duplicate="error",
expand=.5,SCALE=FALSE,ticktype="simple",...){
#
# Kernel estimator for binary regression.
# (See Signorini and Jones, JASA, 2004, 119-)
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xx[,1:p]
y<-xx[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x=as.matrix(x)
flag<-(y==1)
mv=sum(flag)
nv=sum(!flag)
phat<-NA
fhat<-kerfun(x[flag,],pyhat=TRUE,plotit=FALSE,pts=x)
ghat<-kerfun(x[!flag,],pyhat=TRUE,plotit=FALSE,pts=x)
phat<-mv*fhat/(mv*fhat+nv*ghat)
if(p==1){
if(plotit){
flag2<-order(x)
#lines(x[flag2],phat[flag2])
lines(x[flag2],phat)
}}
if(p==2){
if(plotit){
library(akima)
if(pr){
if(!scale)print("With dependence, suggest using scale=T")
}
fitr<-phat
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
}}
phat
}
logSM<-function(x,y,pyhat=FALSE,plotit=TRUE,xlab="X",ylab="Y",
zlab="
",xout=FALSE,outfun=outpro,pr=TRUE,theta=50,phi=25,duplicate="error",LP=TRUE,Lspan=
.75,
expand=.5,scale=TRUE,fr=2,ticktype="simple",...){
#
# A smoother designed specifically for binary outcomes
# LP=TRUE: With two independent variables, smooth the initial smooth using LOESS
#
# fr is span
# Lspan: when plotting the regression surface,
# LP =TRUE
# means that the plot will be smoothed using LOESS
# Lspan is the span used by LOESS
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xx[,1:p]
y<-xx[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
n=length(y)
yy=rep(0,n)
y=as.vector(y)
flag=y==max(y)
yy[flag]=1
y=yy
x=as.matrix(x)
library(MASS)
m=cov.mve(x)
flag<-(y==1)
phat<-NA
m1=matrix(NA,nrow=length(y),ncol=length(y))
for(i in 1:nrow(x))m1[,i]<-mahalanobis(x,x[i,],m$cov)
m2<-exp(-1*m1)*(sqrt(m1)<=fr)
m3<-matrix(y,length(y),length(y))*m2
phat=apply(m3,2,sum)/apply(m2,2,sum)
if(p==1){
if(plotit){
flag2<-order(x)
lines(x[flag2],phat[flag2])
}}
if(p==2){
if(plotit){
library(akima)
if(pr){
}
fitr<-phat
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
if(LP){
fitr=lplot(x[iout>=1,],fitr,pyhat=TRUE,pr=FALSE,plotit=FALSE,span=Lspan)$yhat
fitr[fitr>1]=1
fitr[fitr<0]=0
}
mkeep<-x[iout>=1,]
persp(fit,theta=theta,phi=phi,expand=expand,zlim=c(0,1),
}}
phat
}
logreg.pred<-function(x,y,pts,xout=FALSE,outfun=outpro){
#
# logistic regression: estimate the probability of success for points in pts
#
est=logreg(x,y)[,1]
p=length(est)
if(p==2){z=exp(est[1]+est[2]*pts)
pr=z/(1+z)
}
if(p>2){
pr=NA
pts=as.matrix(pts)
if(ncol(pts)==1)pts=t(pts)
n=nrow(pts)
if(!is.matrix(pts))stop('pts should be a matrix')
if(ncol(pts)!=ncol(x))stop('pts should have the same number of col. as x')
for(i in 1:n){
z=exp(est[1]+sum(est[2:p]*pts[i,]))
pr[i]=z/(1+z)
}
}
pr
}
YYmanova<-function(x1,x2,tr=.2){
#
# Do MANOVA using generalization of
# Yanagihara, H. \& Yuan, K. H. (2005).
# Three approximate solutions to the
# multivariate Behrens-Fisher problem. Communications in Statistics--
# Simulation and Computation, 34, 975--988; see their eq. (2.7).
#
# x1 and x2 are assumed to be matrices
#
x1=elimna(x1)
x2=elimna(x2)
s1=winall(x1,tr=tr)$cov
s2=winall(x2,tr=tr)$cov
n1=nrow(x1)
n2=nrow(x2)
n=n1+n2
g1=floor(n1*tr)
g2=floor(n2*tr)
h1=n1-2*g1
h2=n2-2*g2
h=h1+h2
sbar=n2*s1/n+n1*s2/n
sbarinv=solve(sbar)
psi1=n2^2*(n-2)*(sum(diag(s1%*%sbarinv)))^2/(n^2*(n1-1))+
n1^2*(n-2)*(sum(diag(s2%*%sbarinv)))^2/(n^2*(n2-1))
psi2=n2^2*(n-2)*(sum(diag(s1%*%sbarinv%*%s1%*%sbarinv)))/(n^2*(n1-1))+
n1^2*(n-2)*(sum(diag(s2%*%sbarinv%*%s2%*%sbarinv)))/(n^2*(n2-1))
p=ncol(x1)
theta1=(p*psi1+(p-2)*psi2)/(p*(p+2))
theta2=(psi1+2*psi2)/(p*(p+2))
nuhat=(h-2-theta1)^2/((h-2)*theta2-theta1)
xb1=apply(x1,2,mean,tr=tr)
xb2=apply(x2,2,mean,tr=tr)
dif=xb1-xb2
dif=as.matrix(dif)
Ttest=t(dif)%*%solve((n1-1)*s1/(h1*(h1-1))+(n2-1)*s2/(h2*(h2-1)))%*%dif
TF=(n-2-theta1)*Ttest/((n-2)*p)
pv=1-pf(TF,p,nuhat)
list(test.stat=TF,p.value=pv)
}
logreg<-function(x,y,xout=FALSE,outfun=outpro,plotit=FALSE,POLY=FALSE,
xlab="X",ylab="Y",zlab="",scale=TRUE ,expand=.5,theta=50,phi=25,
duplicate="error",ticktype="simple",...){
#
# Perform logistic regression.
# The y values should be 1 or 0.
#
# Default:
# One predictor, a mad-median rule is used.
# With more than one, projection method is used.
#
# outfun=out will use MVE method
#
# plotit=TRUE will plot regression line
# POLY=T, will plot regression line assuming predictor
# is in col 1 of x and other columns are x (in col 1) raised to some power
# or some other function of x
#
x<-as.matrix(x)
p=ncol(x)
n=nrow(xy)
x=xy[,1:ncol(x)]
y=xy[,ncol(xy)]
x<-as.matrix(x)
yy=rep(1,n)
vals=sort(unique(y))
if(length(vals)!=2)stop('y should be binary')
flag=y==vals[2]
yy[!flag]=0
y=yy
if(xout){
x<-x[flag,]
y<-y[flag]
}
x<-as.matrix(x)
if(p==1 || POLY){
xord=order(x[,1])
x=x[xord,]
y=y[xord]
}
fitit=glm(formula=y~x,family=binomial)
init<-summary(fitit)
if(plotit){
vals=fitted.values(fitit)
if(p==1){
lines(x,vals)
}
if(p==2){
fitr=vals
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
}
}
init$coef
}
rplot.bin<-
function(x,y,pts=x,alpha=.05,nmin=5,xout=FALSE,outfun=outpro,fr=.5,tr.plot=FALSE,
method=NULL,plotit=TRUE,LP=TRUE,xlab='X',ylab='P(Y=1|X)',...){
#
# An alternative to logistic regression.
#
# For a collection of intervals among the values in
# x, compute the probability of success and a confidence based on the
corresponding y values
#
# Default: use the deciles to define the intervals
#
# Example: pts=c(-1,0,1,2). The intervals would be (-1,0), (0,1), (1,2).
#
if(ncol(xx)>2)stop('One independent variable only is allowed')
x<-xx[,1]
y<-xx[,2]
#n=nrow(xx)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1]
y<-m[,2]
#n=length(x)
}
n=length(x)
xor=order(x)
x=x[xor]
y=y[xor]
pts=sort(pts)
npts=length(pts)
#
#
# Determine which method will be used:
if(is.null(method)){
if(n<80)method='AC'
if(n>=80)method='CP'
}
# Next convert y to 0 and 1s if not already 0 and 1s
yy=rep(0,n)
yc=as.character(y)
flag=yc==max(yc)
yy[flag]=1
y=yy
#
rmd<-matrix(NA,nrow=npts,ncol=7)
for(i in 1:npts){
isub=near(x,pts[i],fr)
if(sum(isub)>=nmin){
z=y[isub]
v=binom.conf(y=z,method=method,alpha=alpha)
rmd[i,1]=v$n
rmd[i,2]=min(x[isub])
rmd[i,3]=max(x[isub])
rmd[i,4]=pts[i]
rmd[i,5]=v$phat
rmd[i,6:7]=v$ci
}}
rs=elimna(rmd)
dimnames(rmd)=list(NULL,c('n','low.end','upper.end','pts','p.hat','ci.low','ci.up')
)
if(plotit){
if(tr.plot){
v=quantile(rmd[,4],probs=c(.1,.9),na.rm=TRUE)
flag=(rmd[,4]>=v[1] & rmd[,4]<=v[2])
rmd=rmd[flag,]
}
ys=rs[,5]
plot(c(rs[,4],rs[,6],rs[,7]),c(rs[,5],rs[,5],rs[,5]),ylim=c(0,1),xlab=xlab,ylab=yla
b,type='n')
if(LP){
z1=lplot.pred(rmd[,4],rmd[,5],pts=rmd[,2])$yhat
flag=z1>1
z1[flag]=1
flag=z1<0
z1[flag]=0
flag=z2>1
z2[flag]=1
flag=z2<0
z2[flag]=0
flag=z3>1
z3[flag]=1
flag=(z3<0)
z3[flag]=0
lines(rmd[,4],z1)
lines(rmd[,4],z2,lty=2)
}
if(!LP){
lines(rmd[,4],rmd[,5])
lines(rmd[,4],rmd[,6],lty=2)
}}
rmd
}
rplot.binCI<-function(x,y,pts=x,alpha=.05,nmin=5,xout=FALSE,outfun=outpro,fr=.5,
method=NULL,plotit=TRUE,LP=TRUE,xlab='X',ylab='P(Y=1|X)',...){
#
# An alternative to logistic regression.
#
# For a collection of intervals among the values in
# x, compute the probability of success and a confidence based on the
corresponding y values
#
# Default: use the deciles to define the intervals
#
# Example: pts=c(-1,0,1,2). The intervals would be (-1,0), (0,1), (1,2).
#
x<-xx[,1]
y<-xx[,2]
#n=nrow(xx)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1]
y<-m[,2]
#n=length(x)
}
n=length(x)
xor=order(x)
x=x[xor]
y=y[xor]
pts=sort(pts)
npts=length(pts)
#
#
# Determine which method will be used:
if(is.null(method)){
if(n<80)method='AC'
if(n>=80)method='CP'
}
# Next convert y to 0 and 1s if not already 0 and 1s

yy=rep(0,n)
yc=as.character(y)
flag=yc==max(yc)
yy[flag]=1
y=yy
#
rmd<-matrix(NA,nrow=npts,ncol=7)
for(i in 1:npts){
isub=near(x,pts[i],fr)
if(sum(isub)>=nmin){
z=y[isub]
v=binom.conf(y=z,method=method,alpha=alpha)
rmd[i,1]=v$n
rmd[i,2]=min(x[isub])
rmd[i,3]=max(x[isub])
rmd[i,4]=pts[i]
rmd[i,5]=v$phat
rmd[i,6:7]=v$ci
}}
rs=elimna(rmd)
dimnames(rmd)=list(NULL,c('n','low.end','upper.end','pts','p.hat','ci.low','ci.up')
)
if(plotit){
xx=c(rmd[,4],max(rmd[,4]),max(rmd[,4]))
yy=c(rmd[,5],0,1)
ys=rs[,5]
plot(c(rs[,5],rs[,6],rs[,7]),c(rs[,5],rs[,5],rs[,5]),ylim=c(0,1),xlab=xlab,ylab=yla
b,type='n')
if(LP){
flag=z1>1
z1[flag]=1
flag=z1<0
z1[flag]=0
flag=z2>1
z2[flag]=1
flag=z2<0
z2[flag]=0
flag=z3>1
z3[flag]=1
flag=(z3<0)
z3[flag]=0
lines(rmd[,4],z1)
}
if(!LP){
lines(rmd[,4],rmd[,5])
}}
rmd
}
wlogregv2<-function(x0,y,initwml=FALSE,const=0.5,kmax=1e3,maxhalf=10)
{
# Computation of the estimator of Bianco and Yohai (1996) in logistic regression
# -------------
# This is a slightly modified version of code due to
# Christophe Croux, Gentiane Haesbroeck, and Kristel Joossens
# (Here initwml defaults to F
#
# This program computes the estimator of Bianco and Yohai in
# logistic regression. By default, an intercept term is included
# and p parameters are estimated.
#
# For more details we refer to
# Croux, C., and Haesbroeck, G. (2003), `Ìmplementing the Bianco and Yohai
# estimator for Logistic Regression'',
# Computational Statistics and Data Analysis, 44, 273-295
#
#Input:
#-------
# x0= n x (p-1) matrix containing the explanatory variables;
# y= n-vector containing binomial response (0 or 1);
#
# initwml= logical value for selecting one of the two possible methods for
computing
# the initial value of the optimization process. If initwml=T (default), a
# weighted ML estimator is computed with weights derived from the MCD
estimator
# computed on the explanatory variables. If initwml=F, a classical ML fit
is perfomed.
# When the explanatory variables contain binary observations, it is
recommended
# to set initwml to F or to modify the code of the algorithm to compute
the weights
# only on the continuous variables.
# const= tuning constant used in the computation of the estimator (default=0.5);
# kmax= maximum number of iterations before convergence (default=1000);
# maxhalf= max number of step-halving (default=10).
#
# Example:
# x0=matrix(rnorm(100,1))
# y0=numeric(runif(100)>0.5)
# BYlogreg(x0,y)
#
#Output:
#--------
# list with
# 1st component: T or F if convergence achieved or not
# 2nd component: value of the objective function at the minimum
# p next components: estimates for the parameters.
# p last components: standard errors of the parameters (if first component is T)
library(MASS)
x0=as.matrix(x0)
# n=nrow(x0)
p=ncol(x0)+1
p0=p-1
#Smallest value of the scale parameter before implosion
sigmamin=1e-4
# eliminate any rows with missing values

zz=elimna(cbind(x,y))
x=as.matrix(zz[,1:p0])
y=zz[,p]
n=nrow(x)
# x=as.matrix(cbind(rep(1,n),x0))
x=as.matrix(cbind(rep(1,n),x))
y=as.numeric(y)
# Computation of the initial value of the optimization process

if (initwml==TRUE)
{
hp=floor(n*(1-0.25))+1
mcdx=cov.mcd(x0, quantile.used =hp,method="mcd")
rdx=sqrt(mahalanobis(x0,center=mcdx$center,cov=mcdx$cov))
vc=sqrt(qchisq(0.975,p-1))
wrd=(rdx<=vc)
gstart=glm(y~x0,family=binomial,subset=wrd)$coef
}
else {gstart=glm(y~x0,family=binomial)$coef}
sigmastart=1/sqrt(sum(gstart^2))
xistart=gstart*sigmastart
stscores=x %*% xistart
sigma1=sigmastart
#Initial value for the objective function

oldobj=mean(phiBY3(stscores/sigmastart,y,const))
kstep=jhalf=1
while ((kstep < kmax) & (jhalf<maxhalf)){
unisig <- function(sigma)
{ mean(phiBY3(stscores/sigma,y,const))}
optimsig=nlminb(sigma1,unisig,lower=0)
sigma1=optimsig$par
if (sigma1<sigmamin) {print("Explosion");kstep=kmax
} else {
gamma1=xistart/sigma1
scores=stscores/sigma1
newobj=mean(phiBY3(scores,y,const))
oldobj=newobj
gradBY3=colMeans((derphiBY3(scores,y,const)%*%matrix(1,ncol=p))*x)
h=-gradBY3+((gradBY3 %*% xistart) *xistart)
finalstep=h/sqrt(sum(h^2))
xi1=xistart+finalstep
xi1=xi1/(sum(xi1^2))
scores1=(x%*%xi1)/sigma1
newobj=mean(phiBY3(scores1,y,const))
####stephalving
hstep=jhalf=1
while ((jhalf <=maxhalf) & (newobj>oldobj)){
hstep=hstep/2
xi1=xistart+finalstep*hstep
xi1=xi1/sqrt(sum(xi1^2))
scores1=x%*%xi1/sigma1
newobj=mean(phiBY3(scores1,y,const))
jhalf=jhalf+1
}
CONV=F
if ((jhalf==maxhalf+1) & (newobj>oldobj)) {CONV=T
} else {
jhalf=1
xistart=xi1
oldobj=newobj
stscores=x%*% xi1
kstep=kstep+1
}
}
}
if (kstep == kmax) {
CONV=F # print("No convergence")
result=list(convergence=FALSE,objective=0,coef=t(rep(NA,p)))
} else {
gammaest=xistart/sigma1
stander=sterby3(x0,y,const,gammaest)
result=list(convergence=CONV,coef=t(gammaest),sterror=stander)
}
return(result)
}
###############################################################
###############################################################
#Functions needed for the computation of estimator of Bianco and Yohai
phiBY3 <- function(s,y,c3)

{
s=as.double(s)
dev=log(1+exp(-abs(s)))+abs(s)*((y-0.5)*s<0)
return(rhoBY3(dev,c3)+GBY3Fs(s,c3)+GBY3Fsm(s,c3))
}
rhoBY3 <- function(t,c3)

{
(t*exp(-sqrt(c3))*as.numeric(t <= c3))+
(((exp(-sqrt(c3))*(2+(2*sqrt(c3))+c3))-(2*exp(-
sqrt(t))*(1+sqrt(t))))*as.numeric(t >c3))
}
psiBY3 <- function(t,c3)

{(exp(-sqrt(c3))*as.numeric(t <= c3))+(exp(-sqrt(t))*as.numeric(t >c3))}
derpsiBY3 <- function(t,c3)

{
res=NULL
for (i in 1:length(t))
{
if (t[i] <= c3)
{ res=rbind(res,0) }
else
{res=rbind(res,-exp(-sqrt(t[i]))/(2*sqrt(t[i]))) }
}
res
}
sigmaBY3<-function(sigma,s,y,c3) {mean(phiBY3(s/sigma,y,c3))}
derphiBY3=function(s,y,c3)
{
Fs= exp(-(log(1+exp(-abs(s)))+abs(s)*(s<0)))
ds=Fs*(1-Fs)
Gprim1=log(1+exp(-abs(s)))+abs(s)*(s<0)
Gprim2=log(1+exp(-abs(s)))+abs(s)*(s>0)
return(-psiBY3(dev,c3)*(y-Fs)+((psiBY3(Gprim1,c3)-psiBY3(Gprim2,c3))*ds))
}
der2phiBY3=function(s,y,c3)
{
s=as.double(s)
ds=Fs*(1-Fs)
Gprim1=log(1+exp(-abs(s)))+abs(s)*(s<0)
Gprim2=log(1+exp(-abs(s)))+abs(s)*(s>0)
der2=(derpsiBY3(dev,c3)*(Fs-y)^2)+(ds*psiBY3(dev,c3))
der2=der2+(ds*(1-2*Fs)*(psiBY3(Gprim1,c3)-psiBY3(Gprim2,c3)))
der2=der2-(ds*((derpsiBY3(Gprim1,c3)*(1-Fs))+(derpsiBY3(Gprim2,c3)*Fs)))
der2
}
GBY3Fs <- function(s,c3)

{
resGinf=exp(0.25)*sqrt(pi)*(pnorm(sqrt(2)*(0.5+sqrt(-log(Fs))))-1)
resGinf=(resGinf+(Fs*exp(-sqrt(-log(Fs)))))*as.numeric(s <= -log(exp(c3)-1))
resGsup=((Fs*exp(-sqrt(c3)))+(exp(0.25)*sqrt(pi)*(pnorm(sqrt(2)*(0.5+sqrt(c3)))-
1)))*as.numeric(s > -log(exp(c3)-1))
return(resGinf+resGsup)
}
GBY3Fsm <- function(s,c3)

{
Fsm=exp(-(log(1+exp(-abs(s)))+abs(s)*(s>0)))
resGinf=exp(0.25)*sqrt(pi)*(pnorm(sqrt(2)*(0.5+sqrt(-log(Fsm))))-1)
resGinf=(resGinf+(Fsm*exp(-sqrt(-log(Fsm)))))*as.numeric(s >= log(exp(c3)-1))
resGsup=((Fsm*exp(-sqrt(c3)))+(exp(0.25)*sqrt(pi)*(pnorm(sqrt(2)*(0.5+sqrt(c3)))-
1)))*as.numeric(s < log(exp(c3)-1))
return(resGinf+resGsup)
}
sterby3 <- function(x0,y,const,estim)

{
n=nrow(x0)
p=ncol(x0)+1
z=cbind(matrix(1,nrow=n),x0)
argum=z %*% estim
matM=matrix(data=0,nrow=p,ncol=p)
IFsquar=matrix(data=0,nrow=p,ncol=p)
for (i in 1:n)
{
myscalar=as.numeric(der2phiBY3(argum[i],y[i],const))
matM=matM+myscalar * (z[i,] %*% t(z[i,]))
IFsquar=IFsquar+myscalar^2 * (z[i,] %*% t(z[i,]))
}
matM=matM/n
matMinv=solve(matM)
IFsquar=IFsquar/n
asvBY=matMinv %*% IFsquar %*% t(matMinv)
sqrt(diag(asvBY))/sqrt(n)
}
long2mat<-function(x,Sid.col,dep.col){
#
# Have data in a matrix or data frame, x
# Sid.col indicates Subject's id
# Here, each subject has one or more rows of data
#
# Goal: store the data in a data frame where
# each row contains all of the data for an individual
# subject.
#
# dep.col indicates column of the outcome (dependent) variable
# This version assumed a single column of outcome values are to be
# rearranged.
#
if(length(dep.col)!=1)stop("Argument dep.col must have a single value")
if(is.null(dim(x)))stop("x must be a matrix or data frame")
Sid=unique(x[,Sid.col])
n=nrow(x)
nid=length(Sid)
flag=(x[,Sid.col]==Sid[1])
num.out=sum(flag)
res=matrix(NA,nrow=nid,ncol=num.out)
for(i in 1:nid){
flag=(x[,Sid.col]==Sid[i])
res[i,]=x[flag,dep.col]
}
res
}
wlogreg<-function(x,y,initwml=FALSE,const=0.5,kmax=1e3,maxhalf=10){
#
#
# Bianco and Yohai (1996) in logistic regression
#
#
xy=cbind(x,y)
p1=ncol(xy)
xy=elimna(xy)
p=p1-1
if(p==1){
library(robustbase)
a=BYlogreg(x,y,initwml=initwml,const=const,kmax=kmax,maxhalf=maxhalf)
}
else
a=wlogregv2(x,y,initwml=initwml,const=const,kmax=kmax,maxhalf=maxhalf)
a
}
longcov2mat<-function(x,Sid.col,dep.col){
#
# Have data in a matrix or data frame, x
# Sid.col indicates Subject's id
# Here, each subject has one or more rows of data
#
# In a regression setting, each subject has
# one or more covariates corresponding to columns.
# For example, two covariates might be stored in columns
# 3 and 6.
#
# Goal: For ith subject, store the covariate data in
# list mode, which is a matrix.
# So for ith subject, store covariate data in z[[i]], say, which
# contains a matrix of dimension m by p,
# m is the number of observations for ith subject and p
# the number of covariates.
#
# dep.col, having length p, indicates columns containe the covariates
# Column Sid.col indicates the column containing subject's id
#
if(is.null(dim(x)))stop("x must be a matrix or data frame")
Sid=unique(x[,Sid.col])
res=list()
nid=length(Sid)
p=length(dep.col)# Number of covariates for each subject
n=nrow(x)
flag=(x[,Sid.col]==Sid[1])
n.each.s=sum(flag) # the number of rows for each subject
ns=n/n.each.s # the number of subjects
if(!is.wholenumber(ns))stop("Not all S's have same number of rows of data")
for(i in 1:ns){
#res[[i]]=matrix(NA,nrow=n.each.s,ncol=p)
flag=(x[,Sid.col]==Sid[i])
res[[i]]=as.matrix(x[flag,dep.col])
}
res
}
is.wholenumber <-
function(x, tol = .Machine$double.eps^0.5) abs(x - round(x)) < tol
long2g<-function(x,x.col,y.col,s.id,grp.id,regfun=tsreg,MAR=TRUE,tr=.2){
#
# x is a matrix or data frame.
#
# Longitudinal data, compare two groups, where the groups correspond to two
# values in column
# grp.id.
# The outcome (dependent) variable is assumed to be stored in
# the column indicated by the argument y.col.
# Example, y.col=3 means the outcome variable of interest is in col. 3
# Predictors are stored in columns indicated by
# x.col.
# s.id indicates column where subject's id is stored.
#
# Assuming data are stored as for example in the R variable
# Orthodont,
# which can be accessed via the command library(nlme)
#
m=matsplit(x,grp.id)
g1=longreg(m$m1,x.col,y.col,s.id,regfun)$est.S
g2=longreg(m$m2,x.col,y.col,s.id,regfun)$est.S
res=list()
if(MAR){
for(iv in 1:ncol(g1))res[[iv]]=yuen(g1[,iv],g2[,iv],tr=tr)
}
if(!MAR)res=smean2(g1,g2)
res
}
longreg.plot<-function(x,x.col,y.col,s.id,regfun=tsreg,scat=TRUE,xlab="X",
ylab="Y"){
#
# x is a data frame or matrix
#
# Longitudinal data: plot regression lines
#
# For each subject, fit a regression line
# using outcome data in col y.col and predictors, usually times
# when measures were taken, in columns indicated by x.col.
#
# Orthodont,
# For this data set, x.col=2 would indicated that the
# participants age at the time of being measured, is used
# to predict the outcome variable.
#
ymat=long2mat(x,s.id,y.col) # matrix, ith row contains outcome y
# for the ith subject.
#
xvals=longcov2mat(x,s.id,x.col)# list mode
n=nrow(ymat)
p=length(x.col)+1
if(p!=2)stop("Plot allows a single covariate only")
outmat=matrix(NA,nrow=n,ncol=p)
datx=NULL
daty=NULL
for(i in 1:n){
outmat[i,]=regfun(as.matrix(xvals[[i]]),ymat[i,])$coef
temp=as.matrix(xvals[[i]])
datx=c(datx,temp)
daty=c(daty,ymat[i,])
}
if(!scat)plot(datx,daty,type="n",xlab=xlab,ylab=ylab)
if(scat)plot(datx,daty,xlab=xlab,ylab=ylab)
for(i in 1:n)abline(outmat[i,1],outmat[i,2])
}
hotel1.tr<-function(x,null.value=0,tr=.2) {
#
# Perform a trimmed analog of Hotelling's (one-sample) T^2 test
# That is, for p-variate data, test the hypothesis that the p marginal
# trimmed means are equal to the value specified by
# the argument null.value
#
if (is.data.frame(x))
x <- as.matrix(x)
x=elimna(x)
if(!is.matrix(x))
stop("'x' must be a numeric matrix or a data frame")
n <- nrow(x)
p <- ncol(x)
mu=null.value
xbar=apply(x,2,mean,tr=tr)
if(!is.numeric(mu) || ((lmu <- length(mu)) > 1 & lmu != p))
stop("'null.value' must be a numeric vector of length ", p)
if(lmu == 1) mu <- rep(mu, p)
xbar.mu <- xbar - mu
V <- winall(x,tr=tr)$cov
h=n-2*floor(n*tr)
k <- h / (n - 1) * (h - p) / p
stat <- k * crossprod(xbar.mu, solve(V, xbar.mu))[1, ]
pvalue <- 1 - pf(stat, p, h - p)
list(test.statistic = stat, degrees_of_freedom = c(p, h - p), p.value =
pvalue, estimate = xbar,
null.value = mu)
}
hotel1<-function(x,null.value=0,tr=0) {
#
# Perform a trimmed analog of Hotelling's (one-sample) T^2 test
# That is, for p-variate data, test the hypothesis that the p marginal
# trimmed means are equal to the value specified by
# the argument null.value
#
if (is.data.frame(x))
x <- as.matrix(x)
x=elimna(x)
if(!is.matrix(x))
stop("'x' must be a numeric matrix or a data frame")
n <- nrow(x)
p <- ncol(x)
mu=null.value
if(!is.numeric(mu) || ((lmu <- length(mu)) > 1 & lmu != p))
stop("'null.value' must be a numeric vector of length ", p)
if(lmu == 1) mu <- rep(mu, p)
xbar.mu <- xbar - mu
V <- winall(x,tr=tr)$cov
h=n-2*floor(n*tr)
k <- h / (n - 1) * (h - p) / p
stat <- k * crossprod(xbar.mu, solve(V, xbar.mu))[1, ]
pvalue <- 1 - pf(stat, p, h - p)
list(test.statistic = stat, degrees_of_freedom = c(p, h - p), p.value =
pvalue, estimate = xbar,
null.value = mu)
}
wwmcp<-function(J,K,x,tr=.2,alpha=.05,dif=TRUE){
#
# Do all multiple comparisons for a within-by-within design
# using trimmed means
#
conM=con2way(J,K)
A=rmmcp(x,con=conM$conA,tr=tr,alpha=alpha,dif=dif)
B=rmmcp(x,con=conM$conB,tr=tr,alpha=alpha,dif=dif)
AB=rmmcp(x,con=conM$conAB,tr=tr,alpha=alpha,dif=dif)
list(Factor_A=A,Factor_B=B,Factor_AB=AB)
}
wwmcpES<-function(J,K,x,tr=.2,alpha=.05,dif=TRUE){
#
#
conM=con2way(J,K)
A=rmmcpES(x,con=conM$conA,tr=tr,alpha=alpha,dif=dif)
B=rmmcpES(x,con=conM$conB,tr=tr,alpha=alpha,dif=dif)
AB=rmmcpES(x,con=conM$conAB,tr=tr,alpha=alpha,dif=dif)
}
wwmcpbt<-function(J,K,x, tr=.2, alpha = 0.05, nboot = 599){

#
# Do multiple comparisons for a within-by-within design.
# using a bootstrap-t method and trimmed means.
# All linear contrasts relevant to main effects and interactions
# are tested.
#
conM=con2way(J,K)
A=lindepbt(x,con=conM$conA,alpha=alpha,tr=tr,nboot=nboot)
B=lindepbt(x,con=conM$conB,alpha=alpha,tr=tr,nboot=nboot)
AB=lindepbt(x,con=conM$conAB,alpha=alpha,tr=tr,nboot=nboot)
}
wwmcppb<-function(J,K,x, alpha = 0.05, con = 0,est=tmean, plotit = FALSE,

ylab = "Group 2", pr = TRUE, SEED = TRUE,...){
#
# Do all multiple comparisons for a within-by-within design.
#
conM=con2way(J,K)
A=rmmcppb(x,con=conM$conA,alpha=alpha,dif=dif,plotit=plotit,est=est,
B=rmmcppb(x,con=conM$conB,alpha=alpha,dif=dif,
SEED=SEED,xlab=xlab,ylab=ylab,pr=pr,...)
AB=rmmcppb(x,con=conM$conAB,alpha=alpha,dif=dif,plotit=plotit,est=est,
}
wmcppb<-function(x, y=NULL,alpha = 0.05, con = 0,est=tmean, plotit = FALSE,

ylab = "Group 2", pr = TRUE, SEED = TRUE, ...){
#
# Do all multiple comparisons for a repeated measures design.
#
A=rmmcppb(x,con=con,alpha=alpha,dif=dif,plotit=plotit,est=est,
A
}
lindepbt<-function(x, con = NULL, tr = 0.2, alpha = 0.05,nboot=599,dif=TRUE,
SEED=TRUE){
#
# MCP on trimmed means with FWE controlled with Rom's method
# Using a bootstrap-t method.
#
# dif=T, difference scores are used. And for linear contrasts a simple
# extension is used.
#
# dif=F, hypotheses are tested based on the marginal trimmed means.
#
if(SEED)set.seed(2)
if(is.null(con))con=con2way(1,ncol(x))$conB # all pairwise
x=elimna(x)
n=nrow(x)
flagcon=F
con<-as.matrix(con)
J<-ncol(x)
nval<-nrow(x)
df<-h1-1
ncon<-CC
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(nrow(con)!=ncol(x))warning("The number of groups does not match the number
ncon<-ncol(con)
dimnames(test)<-list(NULL,c("con.num","test","p.value","p.crit","se"))
temp1<-NA
psihat[d,1]<-d
#
# !dif Use marginal trimmed means
#
if(!dif){
#
#
sejk<-0
for(j in 1:J){
for(k in 1:J){
}}
sejk<-sqrt(sejk)
test[d,1]<-d
test[d,5]<-sejk
#
# now use boostrap-t to determine p-value
#
xcen=x
for(j in 1:ncol(x))xcen[,j]=xcen[,j]-tmean(x[,j],tr=tr)
bvec=apply(data,1,lindep.sub,xcen,con[,d],tr)
bsort<-sort(abs(bvec))
ci<-0
psihat[d,3]<-psihat[d,2]-bsort[ic]*test[d,5]
psihat[d,4]<-psihat[d,2]+bsort[ic]*test[d,5]
p.value<-mean(abs(test[d,2])<=abs(bvec))
temp1[d]=p.value
}
if(dif){
for(j in 1:J){
}
temp=trimcibt(dval,tr=tr,alpha=alpha,nboot=nboot,pr=FALSE)
temp1[d]<-temp$p.value #trimci(dval,tr=tr,pr=FALSE)$p.value
test[d,1]<-d
psihat[d,3]<-temp$ci[1] #psihat[,2]-qt(1-test[,4]/2,df)*test[,5]
psihat[d,4]<-temp$ci[2] #psihat[,2]+qt(1-test[,4]/2,df)*test[,5]
}}
#
# d ends here
#
test[,3]<-temp1
zvec<-dvec[1:ncon]
test[temp2,4]<-zvec
if(flagcon)num.sig<-sum(test[,4]<=test[,5])
if(!flagcon)num.sig<-sum(test[,3]<=test[,4])
list(test=test,psihat=psihat,con=con,num.sig=num.sig)
}
lindep.sub<-function(data,x,con=con,tr=tr){
con=as.matrix(con)
res=rmmcp(x[data,],con=con,tr=tr,dif=FALSE)$test[,2]
res
}
mcp.nestAP<-function(x,tr=.2){
#
# Nested ANOVA
#
# Strategy: for each level of factor A, pool the data
# and then perform the analysis
#
# x is assumed to have list mode with length J,
# the number of independent groups.
#
# x[[1]] contains an n by K matrix, the nested data
# for the first level of the first factor.
# x[[2]] contains an n by K matrix, the nested data
# for the second level of the first factor, etc.
#
xx=list()
for(j in 1: length(x))xx[[j]]=as.vector(x[[j]])
results=lincon(xx,tr=tr)
results
}
outmgvad<-function(m,center=NA,plotit=TRUE,op=1,
xlab="VAR 1",ylab="VAR 2",rate=.05,iter=100,ip=6,pr=TRUE){
#
# Adjusts the critical value, gval used by outmgv,
# is approximately equal to the value given by the argument
#
#
m=elimna(m)
n=nrow(m)
newgval=sqrt(qchisq(.975,ncol(m)))
newq=0
gtry=NA
val=NULL
for(itry in 1:ip){
newq=newq+9/10îtry
gtry[itry]=newq
}
gtry=c(.95,.975,gtry[-1])
for(itry in 1:ip){
for(i in 1:iter){
temp=outmgv.v2(z[i,,],gval=gval,op=op)$out.id
val[i]=length(temp)
}
erate=mean(val)/n
if(erate<rate){
break
}}
res=outmgv(m,gval=newgval,plotit=plotit,op=op, xlab = xlab, ylab = ylab)
#list(results=res,used.gval=newgval)
}
outmgv.v2<-function(x,outfun=outbox,se=TRUE,op=1,
gval=sqrt(qchisq(.975,ncol(x))),
cov.fun=rmba,xlab="X",ylab="Y",SEED=TRUE,...){
#
# Check for outliers using mgv method
#
m<-x
m=elimna(m)
temp<-mgvar(m,se=se,op=op,cov.fun=cov.fun,SEED=SEED)
temp[is.na(temp)]<-0
temp2<-outbox(temp,mbox=TRUE,gval=sqrt(qchisq(.975,ncol(m))))$out.id
vec<-c(1:nrow(m))
flag<-rep(TRUE,nrow(m))
flag[temp2]<-FALSE
vec<-vec[flag]
vals<-c(1:nrow(m))
keep<-vals[flag]
list(out.id=temp2,keep=keep)
}
out3d<-function(x,outfun=outpro,xlab="Var 1",ylab="Var 2",zlab="Var 3",

reg.plane=FALSE,regfun=tsreg,COLOR=FALSE,tick.marks=TRUE,...){
#
# Create a 3D plot of points and indicate outliers with red dots.
#
#
# To add a regression plane, set
# reg.plane=T.The regression method used is specified with the argument
# regfun.
# First two columns are taken to be predictors and third column is the outcome
#
# Package scatterplot3d is required. To install it, use the command
# install.packages("scatterplot3d")
# while connected to the web
#
if(!is.matrix(x) && !is.data.frame(x))stop("Data must be stored in a matrix
or data frame with 3 columns.")
if(ncol(x)!=3)stop("Data must be stored in a matrix with 3 columns.")
x=as.matrix(x)
x<-elimna(x)
temp<-scatterplot3d(x,xlab=xlab,ylab=ylab,zlab=zlab,tick.marks=tick.marks)
outid<-outfun(x)$out.id
if(!is.na(outid[1])){
if(COLOR){
if(length(outid)==1)temp$points(t(as.matrix(x[outid,])),col="red")
if(length(outid)>1)temp$points(x[outid,],col="red")
}
if(!COLOR){
if(length(outid)==1)temp$points(t(as.matrix(x[outid,])),pch="*")
if(length(outid)>1)temp$points(x[outid,],pch="*")
}
}
if(reg.plane){
vals<-regfun(x[,1:2],x[,3],...)$coef
if(COLOR)temp$plane(vals,col="blue")
if(!COLOR)temp$plane(vals)
}
}
ees.ci<-function(x,y,SEED=TRUE,nboot=400,tr=.2,alpha=.05,pr=TRUE){
#
# for a robust, heteroscedastic measure of effect size
#
x=elimna(x)
y=elimna(y)
bvec=0
for(i in 1:nboot){
bvec[i]=yuenv2(datax[i,],datay[i,],tr=tr,SEED=FALSE)$Var.Explained
}
bvec<-sort(bvec)
crit<-alpha/2
icu<-nboot-icl
ci<-NA
ci[1]<-bvec[icl]
pchk=yuen(x,y,tr=tr)$p.value
if(pchk>alpha)ci[1]=0
ci[2]<-bvec[icu]
if(ci[1]<0)ci[1]=0
ci=sqrt(ci)
ci
}
wwwtrimbt<-function(J, K,L, x, tr = 0.2, JKL = J * K*L, con = 0,
alpha = 0.05, grp =c(1:JKL), nboot = 599,SEED = TRUE, ...){
#
# A bootstrap-t for a within-by-within-by-within omnibus tests
#
#
#
# within-by-within-by-within design
#
# JKL dependent groups
#

#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
ncon=ncol(con)
p <- J*K*L
JKL=p
JK=J*K
KL=K*L
data <- list()
xx=list()
data[[j]] = xx[[j]] - mean(xx[[j]], tr = tr)
}
if(SEED)set.seed(2)
bsam = list()
bdat = list()
aboot=NA
bboot=NA
cboot=NA
abboot=NA
acboot=NA
bcboot=NA
abcboot=NA
test.stat=wwwtrim(J,K,L,xx,tr=tr)
nv=length(x[[1]])
for(k in 1:JKL) bsam[[k]] = data[[k]][bdat[[j]]]
temp=wwwtrim(J,K,L,bsam,tr=tr)
aboot[ib]=temp$Qa
bboot[ib]=temp$Qb
cboot[ib]=temp$Qc
acboot[ib]=temp$Qac
bcboot[ib]=temp$Qbc
abboot[ib]=temp$Qab
abcboot[ib]=temp$Qabc
}
pbA=NA
pbB=NA
pbC=NA
pbAB=NA
pbAC=NA
pbBC=NA
pbABC=NA
pbA=mean(test.stat$Qa[1,1]<aboot)
pbB=mean(test.stat$Qb[1,1]<bboot)
pbC=mean(test.stat$Qc[1,1]<cboot)
pbAB=mean(test.stat$Qab[1,1]<abboot)
pbAC=mean(test.stat$Qac[1,1]<acboot)
pbBC=mean(test.stat$Qbc[1,1]<bcboot)
pbABC=mean(test.stat$Qabc[1,1]<abcboot)
list(p.value.A=pbA,p.value.B=pbB,p.value.C=pbC,p.value.AB=pbAB,
p.value.AC=pbAC,p.value.BC=pbBC,p.value.ABC=pbABC)
}
bwwtrimbt<-function(J, K, L, x, tr = 0.2, JKL = J * K*L, con = 0,

{
#
# A bootstrap-t for omnibus tests associated with
# all main effects and interactions.
# in a between-by-within-within design.
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
x <- y
}
p <- J*K*L
JK=J*K
KL=K*L
data <- list()
xx=list()
}
x <- data # centered data xx has original data
test=bwwtrim(J,K,L,xx,tr=tr)
if(SEED)
set.seed(2)
bsam = list()
bdat = list()
aboot=NA
bboot=NA
cboot=NA
abboot=NA
acboot=NA
bcboot=NA
abcboot=NA
ilow <- 1 - KL
iup = 0
for(j in 1:J) {
ilow <- ilow + KL
iup = iup + KL
for(k in ilow:iup){
}
}
temp=bwwtrim(J,K,L,bsam,tr=tr)
aboot[ib]=temp$Qa
bboot[ib]=temp$Qb
cboot[ib]=temp$Qc
acboot[ib]=temp$Qac
bcboot[ib]=temp$Qbc
abboot[ib]=temp$Qab
}
pbA=NA
pbB=NA
pbC=NA
pbAB=NA
pbAC=NA
pbBC=NA
pbABC=NA
pbA=mean(test$Qa[1,1]<aboot)
pbB=mean(test$Qb[1,1]<bboot)
pbC=mean(test$Qc[1,1]<cboot)
pbAB=mean(test$Qab[1,1]<abboot)
pbAC=mean(test$Qac[1,1]<acboot)
pbBC=mean(test$Qbc[1,1]<bcboot)
pbABC=mean(test$Qabc[1,1]<abcboot)
}
bbwtrimbt<-function(J, K, L, x, tr = 0.2, JKL = J * K*L, con = 0,
{
#
# Bootstrap-t for omniubs tests associated with
# for a between-by-between-within design.
#
# for the first level for all three factors: levels 1,1,1.
# first factor and second factor and level 2 of the third: level 1,1,2
# x[[K]] is the data for level 1,1,L
# x[[L+1]] is the data for level 1,2,1, x[[2K]] is level 1,2,2, etc.
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
x <- y
}
# conM = con3way(J,K,L)
p <- J*K*L
JK=J*K
data <- list()
xx=list()
}
#ilow=0-L
#iup=0
#for(j in 1:JK){
#ilow <- ilow + L
# iup = iup + L
#sel <- c(ilow:iup)
#xx[sel]=listm(elimna(matl(xx[sel])))
# v[sel, sel] <- covmtrim(xx[sel], tr)
# }
test.stat=bbwtrim(J,K,L,xx,tr=tr)
x <- data # Centered data
# jp <- 1 - K
# kv <- 0
if(SEED)
set.seed(2)
testA = NA
testB = NA
testC=NA
testAB = NA
testAC = NA
testBC = NA
testABC = NA
bsam = list()
bdat = list()
aboot=NA
bboot=NA
cboot=NA
abboot=NA
acboot=NA
bcboot=NA
abcboot=NA
nvec=NA
for(j in 1:JK){
nvec[j] = length(x[[j]])
ilow <- 1 - L
iup = 0
for(j in 1:JK) {
ilow <- ilow + L
iup = iup + L
for(k in ilow:iup){
}
}
temp=bbwtrim(J,K,L,bsam,tr=tr)
aboot[ib]=temp$Qa
bboot[ib]=temp$Qb
cboot[ib]=temp$Qc
acboot[ib]=temp$Qac
bcboot[ib]=temp$Qbc
abboot[ib]=temp$Qab
}}
pbA=NA
pbB=NA
pbC=NA
pbAB=NA
pbAC=NA
pbBC=NA
pbABC=NA
pbC=mean(test.stat$Qc[1,1]<cboot)
pbAC=mean(test.stat$Qac[1,1]<acboot)
pbBC=mean(test.stat$Qbc[1,1]<bcboot)
pbABC=mean(test.stat$Qabc[1,1]<abcboot)
}
bwtrimbt<-function(J,K,x,tr=.2,alpha=.05,JK=J*K,grp=c(1:JK),nboot=599,
SEED=TRUE,monitor=FALSE){
#
#
#
#
#
# using grp
#
if(SEED)set.seed(2)
if(is.matrix(x)) {
y <- list()
ik=0
il=c(1:K)-K
for(j in 1:J){
il=il+K
zz=x[,il]
zz=elimna(zz)
for(k in 1:K){
ik=ik+1
y[[ik]]=zz[,k]
}}
x <- y
}
JK<-J*K
data<-list()
xcen<-list()
}
x<-data
#
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
blist<-list()
iv<-0
for(j in 1:J){
for(k in 1:K){
iv<-iv+1
tempx<-xcen[[iv]]
}}
if(monitor)print(paste("Bootstrap iteration" ,iboot, "is complete"))
}
lcrit<-round((1-alpha)*nboot)
crit.Qa<-temp3[lcrit]
crit.Qb<-temp3[lcrit]
crit.Qab<-temp3[lcrit]
temp4<-tsplit(J,K,x,tr=tr)
list(Qa=temp4$Qa,Qb=temp4$Qb,Qab=temp4$Qab,crit.Qa=crit.Qa,crit.Qb=crit.Qb,crit.Qab
=crit.Qab)
}
bwtrimbt<-function(J,K,x,tr=.2,JK=J*K,grp=c(1:JK),nboot=599,
SEED=TRUE){
#
#
#
# data stored in list mode or in a matrix or a data frame
#
#
# using grp
#
if(SEED)set.seed(2)
if(is.data.frame(x) || is.matrix(x)) {
y <- list()
ik=0
il=c(1:K)-K
for(j in 1:J){
il=il+K
zz=x[,il]
zz=elimna(zz)
for(k in 1:K){
ik=ik+1
y[[ik]]=zz[,k]
}}
x <- y
}
JK<-J*K
data<-list()
xcen<-list()
}
x<-data
#
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
blist<-list()
iv<-0
for(j in 1:J){
for(k in 1:K){
iv<-iv+1
tempx<-xcen[[iv]]
}}
}
test=tsplit(J,K,x,tr=tr)
pbA=mean(test$Qa[1]<testmat[,1])
pbB=mean(test$Qb[1]<testmat[,2])
pbAB=mean(test$Qab[1]<testmat[,3])
list(p.value.A=pbA,p.value.B=pbB,p.value.AB=pbAB)
}
dtrimpb<-function(x,y=NULL,alpha=.05,con=0,est=tmean,plotit=TRUE,dif=TRUE,grp=NA,
hoch=TRUE,nboot=NA,xlab="Group 1",ylab="Group 2",
pr=TRUE,SEED=TRUE,BA=FALSE,PCI=FALSE,ylab.ebar=NULL,...){
#
# Use a percentile bootstrap method to compare
# trimmed means of dependent groups.
#
# This is essentially the function rmmcppb, but set to compare trimmed means
# by default.
#
# By default,
#
# A sequentially rejective method
#
#
#
#
# PCI=TRUE, if dif=TRUE and est=median, confidence intervals for difference scores
are plottted
# So this is like plotting error bars.
# The y-axis of the plot can be specified with the argument ylab.ebar
#
if(dif){
if(pr)print("dif=T, so analysis is done on difference scores")
temp<-rmmcppbd(x,y=y,alpha=.05,con=con,est=est,plotit=plotit,grp=grp,
output<-temp$output
con<-temp$con
}
if(!dif){
if(pr)print("dif=F, so analysis is done on marginal distributions")

if(is.list(x)){
if(is.matrix(con)){
if(length(x)!=nrow(con))
stop("The number of rows in con is not equal to the number of groups.")
}}
if(is.list(x)){
mat<-matl(x)
}
if(ncol(x)!=nrow(con))
mat<-x
}
x<-mat
J<-ncol(mat)
xcen<-x
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
if(is.na(nboot)){
if(d<=4)nboot<-1000
if(d>4)nboot<-5000
}
n<-nrow(mat)
connum<-ncol(con)
psidat<-NA
for(ib in 1:nboot){
}
#
#
test<-1
bias<-NA
tval<-NA
tvalcen<-NA
tvalcen[ic]<-sum((psihatcen[ic,]==0))/nboot
bias[ic]<-sum((psihatcen[ic,]>0))/nboot+sum((psihatcen[ic,]==0))/nboot-.5
tval[ic]<-sum((psihat[ic,]==0))/nboot
if(BA){
test[ic]<-sum((psihat[ic,]>0))/nboot+tval[ic]-.1*bias[ic]
}
if(!BA)test[ic]<-sum((psihat[ic,]>0))/nboot+tval[ic]
}
test<-2*test
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
dvecba<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
dvecba<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(hoch)dvec<-alpha/(2* c(1:ncon))
dvec<-2*dvec
if(alpha != .05 && alpha != .01){
dvecba<-dvec
dvec[1]<-alpha/2
}
z<-c(0,0)
one<-c(1,1)
points(bvec)
cmat<-var(bvec)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-list(NULL,c("con.num","psihat","p-value","p.crit",
psi<-1
output[ic,1]<-ic
icu<-nboot-(icl-1)
}
}
if(PCI){
if(dif){
plotCI(output[,2],ali=output[,5],aui=output[,6],xlab='Difference',ylab=ylab.ebar)
}}
}
wwtrimbt<-function(J, K, x, tr = 0.2, JK = J*K, con = 0,
alpha = 0.05, grp =c(1:JK), nboot = 599,SEED = TRUE, ...){
#
# A bootstrap-t for a within-by-within omnibus tests
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x=y
}
ncon=ncol(con)
p <- J*K
JK=p
if(p>length(x))stop("JK is less than the Number of groups")
JK=J*K
data <- list()
xx=list()
data[[j]] = xx[[j]] - mean(xx[[j]], tr = tr)
}
if(SEED)set.seed(2)
bsam = list()
bdat = list()
aboot=NA
bboot=NA
cboot=NA
abboot=NA
test.stat=wwtrim(J,K,xx,tr=tr)
nv=length(x[[1]])
for(k in 1:JK) bsam[[k]] = data[[k]][bdat[[j]]]
temp=wwtrim(J,K,bsam,tr=tr)
aboot[ib]=temp$Qa
bboot[ib]=temp$Qb
abboot[ib]=temp$Qab
}
pbA=NA
pbB=NA
pbAB=NA
list(p.value.A=pbA,p.value.B=pbB,p.value.AB=pbAB)
}
sband<-function(x,y,
crit=1.36*sqrt((length(x)+length(y))/(length(x)*length(y))),flag=TRUE,plotit=TRUE,
sm=TRUE,op=1,xlab="First Group",ylab="Delta"){
#
# Compute a confidence band for the shift function.
# Assuming two independent groups are being compared
#
# The default critical value is the approximate .05 critical value.
#
# If flag=TRUE, the exact simultaneous probability coverage isomputed
# based on the critical value indicated the the argument
# crit. The default value yields, approximately, a .95 confidence band.
#
# If plotit=TRUE, a plot of the shift function is created, assuming that
# the graphics window has already been activated.
#
# This function removes all missing observations.
#
# quaratiles are marked with o.
#
# sm=T, shift function is smoothed using:
# op!=1, running interval smoother,
# otherwise use lowess.
#
x<-x[!is.na(x)] # Remove missing values from x.
y<-y[!is.na(y)] # Remove missing values from y.
flag<-as.logical(flag)
pc<-NA
if(flag){
pc<-1-kssig(length(x),length(y),crit)
chk=sum(duplicated(x,y))
if(chk>0)pc=1-kstiesig(x,y,crit)
}
xsort<-sort(x)
ysort<-c(NA,sort(y))
l<-0
u<-0
ysort[length(y)+1+1]<-NA
{
isub<-max(0,ceiling(length(y)*(ivec/length(x)-crit)))
isub<-min(length(y)+1,floor(length(y)*(ivec/length(x)+crit))+1)
}
if(plotit){
xsort<-sort(x)
ysort<-sort(y)
del<-0
ival<-round(length(y)*i/length(x))
if(ival<=0)ival<-1
if(ival>length(y))ival<-length(y)
del[i]<-ysort[ival]-xsort[i]
}
xaxis<-c(xsort,xsort)
yaxis<-c(m[,1],m[,2])
temp2<-m[,2]
if(sm){
if(op==1){
}
}
lines(xsort[!ik],del[!ik])
temp<-summary(x)
text(temp[3],min(temp2),"+")
}
flag=is.na(m[,2])
m[flag,2]=-Inf
flag=is.na(m[,3])
m[flag,3]=Inf
list(m=m,crit=crit,numsig=num,pc=pc)
}
yhbt<-function(x,y,tr=.2,alpha=.05,nboot=600,SEED=TRUE,PV=FALSE){
#
# Compute a 1-alpha confidence interval for the difference between
# the trimmed means corresponding to two independent groups.
# The bootstrap-t method with Hall's transformation is used.
#
xcen<-x-mean(x,tr)
ycen<-y-mean(y,tr)
datax<-matrix(sample(xcen,size=length(x)*nboot,replace=TRUE),nrow=nboot)
datay<-matrix(sample(ycen,size=length(y)*nboot,replace=TRUE),nrow=nboot)
val<-NA
for(ib in 1:nboot)val[ib]<-yhall(datax[ib,],datay[ib,],tr=tr,alpha)$test.stat
temp<-yhall(x,y,tr=tr)
sigtil<-temp$sig.tilda
nhat<-temp$nu.tilda
val<-sort(val)
dif<-mean(x,tr=tr)-mean(y,tr=tr)
ilow<-round(alpha*nboot/2)
il<-ilow+1
uval<-nboot-ilow
b.low<-3*((1+nhat*val[il]-nhat/6)^{1/3})/nhat-3/nhat
uval<-nboot-ilow
b.hi<-3*((1+nhat*val[uval]-nhat/6)^{1/3})/nhat-3/nhat
ci.LOW<-dif-sigtil*b.hi
ci.UP<-dif-sigtil*b.low
pv=NULL
if(PV){
# Determine p-value
pv=1
flag=F
if(dif !=0){
alpha=seq(1:100)/1000
for(i in 1:length(alpha)){
ilow<-round(alpha[i]*nboot/2)
il<-ilow+1
uval<-nboot-ilow
ci.low<-dif-sigtil*b.hi
ci.up<-dif-sigtil*b.low
if(ci.low>0 || ci.up<0){
pv=alpha[i]
flag=T
}
if(flag)break
}
if(!flag){
alpha=c(1:99)/100
for(i in 1:length(alpha)){
ilow<-round(alpha[i]*nboot/2)
il<-ilow+1
uval<-nboot-ilow
ci.low<-dif-sigtil*b.hi
ci.up<-dif-sigtil*b.low
if(ci.low>0 || ci.up<0){
pv=alpha[i]
flag=T
}
if(flag)break
}
}}}
list(est.dif=dif,conf.interval=c(ci.LOW,ci.UP),p.value=pv)
}
mlrregCI<-function(x,y,nboot=300,MC=FALSE,SEED=TRUE,op.dis=TRUE){
#
# Based on Rousseeuw et al.
# multivariate regression estimator
# compute p-value for each of the parameters using a percentile
# bootstrap method.
#
if(SEED)set.seed(2)
est=mlrreg(x,y)$coef
pval=est
n=nrow(x)
JK=(ncol(x)+1)*ncol(y)
vals=matrix(0,nrow=nboot,ncol=JK)
if(!MC)for(ib in 1:nboot){
vals[ib,]=mlrreg(x[data[ib,],],y[data[ib,],])$coef
}
if(MC){
data=listm(t(data))
vals=mclapply(data,mlrreg.est,x,y,mc.preschedule=TRUE)
vals=t(matl(vals))
}
pv=NULL
for(j in 1:JK){
pv[j]=mean(vals[,j]>0)+.5*mean(vals[,j]==0)
pv[j]=2*min(c(pv[j],1-pv[j]))
}
ic=0
il=1
iu=ncol(x)+1
for(iy in 1:ncol(y)){
pval[,iy]=pv[il:iu]
il=il+ncol(x)+1
iu=iu+ncol(x)+1
}
list(estimates=est,p.values=pval)
}
mlrreg.est<-function(data,x,y){
xv=x[data,]
yv=y[data,]
vals=as.vector(mlrreg(xv,yv)$coef)
vals
}
bmcppb<-function(x,alpha=.05,nboot=NA,grp=NA,est=tmean,con=0,bhop=FALSE,SEED=TRUE,
...){
#
#
#
# to groups.
#
#
#
#
con<-as.matrix(con)
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
for(j in 1:J){
}
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
}
test<-2*test
dimnames(output)<-
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
output[ic,1]<-ic
}
}
mlrregWtest<-function(x,y,nboot=300,MC=FALSE,SEED=TRUE){
#
# Test hypothesis that all slopes=0 based on Rousseeuw et al.
#
# Strategy: a variation of the wild bootstrap method, percentile version.
#
if(SEED)set.seed(2)
estit=mlrreg.subest(y,x) #YES, y before x
n=nrow(x)
JK=ncol(x)*ncol(y)
data=list()
for(i in 1:nboot){
bsam=sample(n,replace=TRUE)
data[[i]]=y[bsam,]
}
if(!MC){
vals=lapply(data,mlrreg.subest,x)
}
if(MC){
vals=mclapply(data,mlrreg.subest,x,mc.preschedule=TRUE)
}
vals=t(matl(vals))
nullv=rep(0,JK)
vals=rbind(vals,estit)
cen=rep(0,ncol(vals))
if(MC)dv=pdisMC(vals,center=cen)
if(!MC)dv=pdis(vals,center=cen)
bplus=nboot+1
pv=1-sum(dv[bplus]>=dv[1:nboot])/nboot
list(p.value=pv)
}
mlrreg.subest<-function(data,x){
vals=as.vector(mlrreg(x,data)$coef[-1,])
vals
}
btrim<-function(x,tr=.2,grp=NA,g=NULL,dp=NULL,nboot=599,SEED=TRUE){
#
# Test the hypothesis of equal trimmed means, corresponding to J independent
# groups, using a bootstrap-t method.
#
#
#
#
#
if(!is.null(g)){
}
J<-length(grp)
nval=NA
x=lapply(x,elimna)
nval=lapply(x,length)
xbar=lapply(x,mean,tr=tr)
for(j in 1:J){
print(paste("Working on group ",grp[j]))
}
blob<-wvec*m1
if(ct>0)print("Some bootstrap estimates of the test statistic could not be
computed")
test<-t1way(x,tr=tr,grp=grp)
pval<-sum(test$TEST<=testb)/nboot
#
#
e.pow=t1wayv2(x)$Effect.Size
list(test=test$TEST,p.value=pval,Explanatory.Power=e.pow,
Effect.Size=e.pow)
}
linconMpb.sub<-function(data,x,est,...){
res=apply(x[data,],2,est,...)
res
}
mcdcen<-function(x){
#
# Compute MCD measure of location only.
#
res=covmcd(x)$center
res
}
mvecen<-function(x){
#
# Compute MCD measure of location only.
#
res=covmve(x)$center
res
}
linconSpb.sub<-function(data,x,est,...){
res=est(x[data,],...)
res
}
fac2Mlist<-function(x,grp.col,lev.col,pr=TRUE){
#
# sort and store data in a matrix or data frame into
# groups, where the jth group
# has p-variate data
#
#
# fac2Mlist(x,2,c(3,7)) will store data in list mode, having length
# 2 (the number of levels), with each level containing a
# matrix having two columns. The first column is based on values
# in column 3 of the matrix x, and the second column is based on
# data in column 7 of x.
#
if(pr){
print(sort(unique(x[,grp.col])))
}
res=res$x
p=length(lev.col)
J=length(unique(x[,grp.col]))
y=list()
ic=1-p
iu=0
for(j in 1:J){
ic=ic+p
iu=iu+p
y[[j]]=matl(res[ic:iu])
}
y
}
fac2BBMlist<-function(x,grp.col,lev.col,pr=TRUE){
#
# This function is useful when dealing with a two-way MANOVA
# It takes data stored in x, a matrix or data frame,
# and creates groups based on the data in the two columns
# indicated by the argument
#
# grp.col
# lev.col indicates the columns where p-variate are contained.
#
# Example:
# z=fac2BBMlist(plasma,c(2,3),c(7,8))
# creates groups based on values in columns 2 (Factor A) and 3 (Factor B).
# z[[1]] contains a matrix having two columns; the data are taken
# from columns 7 and 8 of plasma
#
res=selbybbw(x,grp.col,lev.col,pr=pr)
p=length(lev.col)
J=length(unique(x[,grp.col[1]]))
K=length(unique(x[,grp.col[2]]))
y=list()
ic=1-p
iu=0
jk=0
for(j in 1:J){
for(k in 1:K){
ic=ic+p
iu=iu+p
jk=jk+1
y[[jk]]=matl(res[ic:iu])
}}
y
}
regmediate<-
function(x,y,regfun=tsreg,nboot=400,alpha=.05,xout=FALSE,outfun=out,MC=FALSE,SEED=T
RUE,...){
#
# In a mediation analysis, two of the linear equations that play a role are
# y=b_{01} + b_{11}x + e_1
# y=b_{03} + b_{13}x + b_{23} x_m + e_3
# where x_m is the mediator variable.
# An additional assumption is
# x_m=b_{02} + b_{12}x + \epsilon_2.
# Goal: Compute a confidence interval for b_{11}-b_{13}
#
# The default regression method is the Theil-Sen estimator.
#
# The predictor values are assumed to be in the n-by-2 matrix x, with the
# mediator variable in column 2.
# MC=T. A multicore processor will be used.
# xout=T will remove leverage points using the function indicated by the argument
out.
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
if(p!=2)stop("Argument x should have two columns")
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
data<-matrix(sample(length(y),size=length(y)*nboot,replace=TRUE),ncol=nboot)
data=listm(data)
if(MC){
bvec1<-mclapply(data,regbootMC,as.matrix(x[,1]),y,regfun,mc.preschedule=TRUE)
bvec2<-mclapply(data,regbootMC,x,y,regfun,mc.preschedule=TRUE)
}
if(!MC){
bvec1<-lapply(data,regboot,as.matrix(x[,1]),y,regfun)
bvec2<-lapply(data,regboot,x,y,regfun)
}
bvec1=matl(bvec1)
bvec2=matl(bvec2)
dif=bvec1[2,]-bvec2[2,]
ihi<-nboot - ilow
ilow<-ilow+1
sig.level<-NA
temp<-mean(dif<0)
bsort<-sort(dif)
regci<-bsort[ilow]
regci[2]<-bsort[ihi]
list(conf.interval=regci,p.value=sig.level)
}
regmed2<-
function(x,y,regfun=tsreg,nboot=400,alpha=.05,xout=FALSE,outfun=out,MC=FALSE,
SEED=TRUE,pr=TRUE,...){
#
# In a mediation analysis, two of the linear equations that play a role are
# y=b_{01} + b_{11}x + e_1
# y=b_{03} + b_{13}x + b_{23} x_m + e_3
# where x_m is the mediator variable.
# An additional assumption is
# x_m=b_{02} + b_{12}x + \epsilon_2.
# Goal: Test hypotheses b_{12}=0 and b_{23}=0
#
# The default regression method is the Theil-Sen estimator.
#
# The predictor values are assumed to be in the n-by-2 matrix x, with the
# mediator variable in column 2.
# MC=T. A multicore processor will be used.
# xout=T will remove leverage points using the function indicated by the argument
out.
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
if(p!=2)stop("Argument x should have two columns")
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
if(MC){
temp1=regciMC(x[,1],x[,2],regfun=regfun,nboot=nboot,alpha=alpha,SEED=SEED,pr=FALSE)
temp2=regciMC(x,y,regfun=regfun,nboot=nboot,alpha=alpha,SEED=SEED,pr=FALSE)
}
if(!MC){
temp1=regci(x[,1],x[,2],regfun=regfun,nboot=nboot,alpha=alpha,SEED=SEED,pr=FALSE)
temp2=regci(x,y,regfun=regfun,nboot=nboot,alpha=alpha,SEED=SEED,pr=FALSE)
}
if(pr){
print("Output returned in res1 is for the slope of the regression line")
print("where the goal is to predict the mediator variable given the other")
print("predictor variable stored in column 1 of x.")
print("Output in res2 is for slope of the mediator when both predictors are used.")
}
res1=c(temp1$regci[2,],temp1$p.value[2])
z1=t(as.matrix(res1))
dimnames(z1)=list(NULL,c("ci.low","ci.up",'Estimate','S.E.',"p.value"))
res2=c(temp2$regci[3,],temp2$p.value[3])
z2=t(as.matrix(res2))
dimnames(z2)=list(NULL,c("ci.low","ci.up",'Estimate','S.E.',"p.value"))
list(res1=z1,res2=z2)
}
ogk.center<-function(x,beta=.9,...){
#
# Compute OGK multivariate measure of location
#
center=ogk(x,beta=beta,...)$center
list(center=center)
}
sdwe<-function(m,K=3){
#
# Stahel-Donoho W-estimator implemented as suggested by
# Zuo, Cui and He 2004, Annals of Statistics, 32, 167--188
#
m=elimna(m)
pd=1/(1+zdepth(m)) # projection depth
MPD=median(pd) # C in Zuo et al. notation
flag=(pd<MPD)
W=rep(1,rep(length(pd)))
W[flag]=(exp(0-K*(1-pd[flag]/MPD)^2)-exp(0-K))/(1-exp(0-K))
bot=sum(W)
temp=m
for(i in 1:length(pd))temp[i,]=W[i]*m[i,]
val=apply(temp,2,sum)/bot
dif=m
for(i in 1:length(pd))dif[i,]=m[i,]-val
V=matrix(0,ncol(m),ncol(m))
for(i in 1:length(pd))V=V+W[i]*(as.matrix(dif[i,])%*%t(as.matrix(dif[i,])))
V=V/bot
list(center=val,cov=V)
}
MARest<-function(x,kappa=.1){
#
# Compute Maronna multivariate measure of location and scatter
#
#kappa # the percent of cases to be controlled when robust method is used
#
ep=0.00000001 # convergence criteria
Z=x
p=ncol(x)
HT=HuberTun(kappa,p)
r=HT$r
tau=HT$tau
H=MARONNA.sub(Z,r,tau,ep,p)
list(center=t(H$center),cov=H$cov)
}
MARONNA.sub<-function(Z,r,tau,ep,p){
# Starting values
mu0=MeanCov(Z)$zbar
Sigma0=MeanCov(Z)$S
Sigin=solve(Sigma0)
diverg=0 # convergence flag
for (k in 1:200) {
sumu1=0
mu=matrix(0,p,1)
Sigma=matrix(0,p,p)
d=rep(NA,n)
u1=rep(NA,n)
u2=rep(NA,n)
for (i in 1:n) { zi=Z[i,]

zi0=zi-mu0
di2=t(zi0)%*%Sigin%*%zi0
di=as.numeric(sqrt(di2))
d[i]=di
#get u1i,u2i
if (di<=r) {
u1i=1.0
u2i=1.0/tau
}else {
u1i=r/di
u2i=u1i^2/tau
}
u1[i]=u1i
u2[i]=u2i
sumu1=sumu1+u1i
mu=mu+u1i*zi
Sigma=Sigma+u2i*zi0%*%t(zi0)
} # end of loop i
mu1=mu/sumu1
Sigma1=Sigma/n
Sigdif=Sigma1-Sigma0
dt=sum(Sigdif^2)
mu0=mu1
Sigma0=Sigma1
Sigin=solve(Sigma0)
if (dt<ep) {break}
} # end of loop k
if (k==200) {
diverg=1
mu0=rep(0,p)
sigma0=matrix(NA,p,p)
}
list(center=mu0,cov=Sigma0)
}
mcpOV<-function(x,alpha=.05,nboot=500,grp=NA,est=smean,con=0,bhop=FALSE,SEED=TRUE,
...){
#
# Multiple comparisons for J independent groups using
# using a multivariate O-type measure of location
#
#
# to groups.
#
#
#
#
con<-as.matrix(con)
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
Jm<-J-1
x=elimna(matl(x))
n=nrow(x)
mvec=est(x)
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
for(i in 1:nboot)bvec[,i]=est(x[data[i,],])
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
}
test<-2*test
dimnames(output)<-
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
output[ic,1]<-ic
}
}
COVreg<-function(x,y,cov.fun=MARest,loc.fun=MARest,xout=FALSE,outfun=out,...){
#
# Regression estimation can be done via the usual maximum likelihood
# covariance matrix. This function uses the same approach
# using a robust covariance matrix instead.
#
# The predictors are assumed to be stored in the n-by-p matrix x.
#
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
AC=cov.fun(cbind(x,y),...)$cov
ma<-AC[1:p,p1]
m<-AC[1:p,1:p]
slope<-solve(m,ma)
mvals<-loc.fun(cbind(x,y))$center
b0<-mvals[p1]-sum(slope%*%mvals[1:p])
res<-y-x%*%slope-b0
list(coef=c(b0,slope),residuals=res)
}
dmedpb<-function(x,y=NULL,alpha=.05,con=0,est=median,plotit=TRUE,dif=TRUE,grp=NA,
hoch=TRUE,nboot=NA,xlab="Group 1",ylab="Group 2",ylab.ebar=NULL,
pr=TRUE,SEED=TRUE,BA=FALSE,PCI=FALSE,EBAR=PCI,...){
#
# Use a percentile bootstrap method to compare
# medians of dependent groups.
#
# This is essentially the function rmmcppb, but set to compare medians
# by default.
# And it is adjusted to handle tied values.
#
# If n is small, say < 10 and more than ten tests are performed, it is possible
that the p-value
# is less than the critical p.value even though the confidence interval contains
zero.
#
# By default,
#
# A sequentially rejective method
#
#
#
# otherwise, assume x is a matrix (n-by-J) or has list mode.
#
# PCI=TRUE, if dif=TRUE and est=median, confidence intervals for difference scores
are plottted
# So this is like plotting error bars.
#
#
if(dif){
if(pr){
print("dif=T, so analysis is done on difference scores.")
print(" Also note a sequentially rejective method is being used.")
}
temp<-rmmcppbd(x,y=y,alpha=alpha,con=con,est=est,plotit=plotit,grp=grp,
output<-temp$output
con<-temp$con
}
if(!dif){
if(pr){
print("dif=F, so analysis is done on marginal distributions.")
print(" Also note that a sequentially rejective method is being used")
}
if(is.list(x)){
if(is.matrix(con)){
if(length(x)!=nrow(con))
}}
if(is.list(x)){
mat<-matl(x)
}
if(ncol(x)!=nrow(con))
mat<-x
}
x<-mat
J<-ncol(mat)
xcen<-x
Jm<-J-1
if(sum(con^2)==0){
d<-(J^2-J)/2
con<-matrix(0,J,d)
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
d<-ncol(con)
if(is.na(nboot)){
if(d<=4)nboot<-1000
if(d>4)nboot<-5000
}
n<-nrow(mat)
connum<-ncol(con)
psidat<-NA
for(ib in 1:nboot){
}
#
#
test<-1
bias<-NA
tval<-NA
tvalcen<-NA
icl=round(alpha*nboot/2)+1
icu<-nboot-(icl-1)
cimat=matrix(NA,nrow=connum,ncol=2)
tp=sort(psihat[ic,])
cimat[ic,1]=tp[icl]
cimat[ic,2]=tp[icu]
tvalcen[ic]<-sum((psihatcen[ic,]==0))/nboot
bias[ic]<-sum((psihatcen[ic,]>0))/nboot+sum((psihatcen[ic,]==0))/nboot-.5
tval[ic]<-sum((psihat[ic,]==0))/nboot
if(BA){
test[ic]<-sum((psihat[ic,]>0))/nboot+tval[ic]-.1*bias[ic]
}
if(!BA)test[ic]<-sum((psihat[ic,]>0))/nboot+.5*tval[ic]
}
test<-2*test
ncon<-ncol(con)
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
dvecba<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
dvecba<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(hoch)dvec<-alpha/(2* c(1:ncon))
dvec<-2*dvec
if(alpha != .05 && alpha != .01){
dvecba<-dvec
#dvec[1]<-alpha/2
}
if(!EBAR){
z<-c(0,0)
one<-c(1,1)
points(bvec)
cmat<-var(bvec)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}}
ncon<-ncol(con)
zvec<-dvec[1:ncon]
dimnames(output)<-list(NULL,c("con.num","psihat","p-value","p.crit",
psi<-1
output[ic,1]<-ic
#print(psihat[ic,])
#icl=round(alpha*nboot/2)+1
#icl<-round(output[ic,4]*nboot/2)+1 # This adjustment causes confusion, it is not
based on Hochberg
#icu<-nboot-(icl-1)
#output[ic,5]<-temp[icl]
#output[ic,6]<-temp[icu]
output[ic,5:6]<-cimat[ic,]
}
}
num.sig=nrow(output)
ior=order(output[,3],decreasing=TRUE)
for(j in 1:nrow(output)){
if(output[ior[j],3]<=output[ior[j],4])break
}
#if(nrow(output)>1)ids=which(output[,3]<=output[,4])
if(EBAR ){
if(identical(est,median)){
if(dif){
plotCI(output[,2],ali=output[,5],aui=output[,6],xlab='Difference',ylab=ylab.ebar)
}}}
}
MAT2list<-function(x,J=NULL,p=NULL){
#
# Store the data in a matrix or data frame in a new
# R variable having list mode.
# The results are stored in y, having list mode
# Col 1 to p of x will be stored as a matrix in y[[1]],
# Col p+1 to 2p are stored in y[[2]], and so on.
#
# The function assumes ncol(x)=J*P
# either J, the number of groups, or p, the number of variables,
# must be specified.
#
# This function is used by the R function linconMpb when testing
# hypotheses about linear contrasts based on multivariate data.
#
if(is.null(dim(x)))stop("The argument x must be a matrix or data frame")
y<-list()
if(is.null(J) && is.null(p))stop("Specify J or P")
if(is.null(J))J=ncol(x)/p
if(is.null(p))p=ncol(x)/J
Jp=floor(J)*floor(p)
if(Jp != ncol(x))stop("Jp is not equal to the number of columns")
lp=1-p
up=0
for(j in 1:J){
lp=lp+p
up=up+p
y[[j]]<-as.matrix(x[,lp:up])
}
y
}
linconMpb<-function(x,alpha=.05,nboot=1000,grp=NA,est=tmean,con=0,bhop=FALSE,
SEED=TRUE,PDIS=FALSE,J=NULL,p=NULL,...){
#
# with multivariate data for each group.
#
#
# which has list mode,
# x[[1]] contains the data for the first group in the form of a
# matrix, x[[2]] the data
#
#
#
#
con<-as.matrix(con)
x=MAT2list(x,p=p,J=J)
}
xx<-list()
x<-xx
}
J<-length(x)
nullvec=rep(0,ncol(x[[1]]))
bplus=nboot+1
tempn<-0
mvec<-list
for(j in 1:J){
x[[j]]<-elimna(x[[j]])
}
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
# Determine critical levels
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
bvec<-array(NA,c(J,nboot,ncol(x[[1]])))
nvec=lapply(x,nrow)
for(j in 1:J){
data<-matrix(sample(nvec[[j]],size=nvec[[j]]*nboot,replace=TRUE),nrow=nboot)
bvec[j,,]<-apply(data,1,linconMpb.sub,x[[j]],est,...) # Bootstrapped values for jth
group
}
test<-NA
for (d in 1:ncon){
tv=matrix(0,nboot,ncol(x[[1]])) #nboot by p matrix reflecting Psi hat
estit=rep(0,ncol(x[[1]]))
for(j in 1:J){
tv=tv+con[j,d]*bvec[j,,]
estit=estit+con[j,d]*apply(x[[j]],2,est,...)
}
if(!PDIS)m1=cov(tv)
tv=rbind(tv,nullvec)
if(!PDIS)dv=mahalanobis(tv,center=estit,m1)
if(PDIS)dv=pdis(tv,center=estit) # projection distances
test[d]=1-sum(dv[bplus]>=dv[1:nboot])/nboot
}
dimnames(output)<-list(NULL,c("con.num","p.value","p.crit"))
zvec<-dvec[1:ncon]
output[ic,1]<-ic
}
}
linconMpb.sub<-function(data,x,est,...){
res=apply(x[data,],2,est,...)
res
}
linconSpb<-function(x,alpha=.05,nboot=1000,grp=NA,est=smean,con=0,bhop=FALSE,
SEED=TRUE,PDIS=FALSE,J=NULL,p=NULL,...){
#
# Multiple comparisons for J independent groups
# That is, linear contrasts relevant to MANOVA can be tested.
# The method can handle
# multivariate measures of location that take into account
# the overall structure of the data, as opposed to using, for example
# the marginal trimmed means, which is done by default when using
# linconMpb.
# The argument
#
# est=smean,
#
# means that by default the skipped measure of location, based on
# on projection method for detecting outliers, is used.
#
# Mahalanobis distance is used to compute a p-value, but projection
# distances could be used by setting PDIS=T.
#
#
# alpha=.05 means the probability of one or more type I errors is .05.
#
#
#
#
#
}
con<-as.matrix(con)
xx<-list()
x<-xx
}
J<-length(x)
bplus=nboot+1
tempn<-0
mvec<-list
for(j in 1:J){
}
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
# Determine critical levels
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
bvec<-array(NA,c(J,nboot,ncol(x[[1]])))
nvec=lapply(x,nrow)
for(j in 1:J){
data<-matrix(sample(nvec[[j]],size=nvec[[j]]*nboot,replace=TRUE),nrow=nboot)
bvec[j,,]<-apply(data,1,linconSpb.sub,x[[j]],est,...) # Bootstrapped values for jth
group
}
test<-NA
for (d in 1:ncon){
tv=matrix(0,nboot,ncol(x[[1]])) #nboot by p matrix reflecting Psi hat
estit=rep(0,ncol(x[[1]]))
for(j in 1:J){
tv=tv+con[j,d]*bvec[j,,]
estit=estit+con[j,d]*est(x[[j]],...)
}
if(!PDIS)m1=cov(tv)
tv=rbind(tv,nullvec)
if(!PDIS)dv=mahalanobis(tv,center=estit,m1)
if(PDIS)dv=pdis(tv,center=estit) # projection distances
test[d]=1-sum(dv[bplus]>=dv[1:nboot])/nboot
}
dimnames(output)<-list(NULL,c("con.num","p.value","p.crit"))
zvec<-dvec[1:ncon]
output[ic,1]<-ic
}
}
linconSpb.sub<-function(data,x,est,...){
res=est(x[data,],...)
res
}
MULtr.anova<-function(x,J=NULL,p=NULL,tr=.2,alpha=.05){
#
# Do Multivariate ANOVA with trimmed means using
# Johansen's method
#
# x is assumed to have list mode with length(x)=J=number of groups and
# x[[j]] is an n_j-by-p matrix, p is the number of variables.
#
# x can also be a matrix when J and p are specified. It is assumed the data are
stored in
# a matrix in the same manner expected by bwtrim.
#
# To get a p-value, use the function MULAOVp
#
}
x=lapply(x,as.matrix)
x=lapply(x,elimna)
p=ncol(x[[1]])
iden=diag(p)
J=length(x)
tvec=list()
nval=lapply(x,nrow)
Rtil=lapply(x,wincov,tr=tr)
tvec=lapply(x,mmean,tr=tr)
g=list()
gmean=rep(0,p) # grand mean eventually
groupm=list()
Wsum=matrix(0,ncol=p,nrow=p)
W=list()
f=0
Aw=0
for(j in 1:J){
dimnames(x[[j]])=list(NULL,NULL)
tvec[[j]]=as.matrix(tvec[[j]])
g[[j]]=floor(nval[[j]]*tr)
Rtil[[j]]=Rtil[[j]]*(nval[[j]]-1)/((nval[[j]]-2*g[[j]])*(nval[[j]]-2*g[[j]]-1))
f[j]=nval[[j]]-2*g[[j]]-1
W[[j]]=solve(Rtil[[j]])
groupm[[j]]=apply(x[[j]],2,tmean,tr=tr)
Wsum=Wsum+W[[j]]
gmean=gmean+W[[j]]%*%tvec[[j]]
}
Wsuminv=solve(Wsum)
for(j in 1:J){
temp=iden-Wsuminv%*%W[[j]]
tempsq=temp%*%temp
Aw=Aw+(sum(diag(tempsq))+(sum(diag(temp)))^2)/f[j]
}
Aw=Aw/2
gmean=as.matrix(gmean)
gmean=solve(Wsum)%*%gmean # Final weighted grand mean
df=p*(J-1)
crit<-qchisq(1-alpha,df)
crit<-crit+(crit/(2*df))*(Aw+3*Aw*crit/(df+2))
test=0
for(k in 1:p){
for(m in 1:p){
for(j in 1:J){
test=test+W[[j]][k,m]*(groupm[[j]][m]-gmean[m])*(groupm[[j]][k]-gmean[k])
}}}
list(test.stat=test,crit.value=crit)
}
MULAOVp<-function(x,J=NULL,p=NULL,tr=.2){
#
# Do Multivariate ANOVA with trimmed means using
# Johansen's method
#
# x is assumed to have list mode with J=number of groups
# x[[j]] is an n_j by p matrix
#
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
Qa<-MULtr.anova(x,J=J,p=p,tr=tr,alpha=alval[i])
if(Qa$test.stat>Qa$crit.value)break
}
list(test.stat=Qa$test.stat,p.value=alval[i])
}
YYmcp<-function(x,alpha=.05,grp=NA,tr=.2,bhop=FALSE,J=NULL,p=NULL,...){
#
# All pairwise comparisons among J independent groups using trimmed means
# The method applies the Yanagihara - Yuan for each pair of groups
# and controls FWE via Rom's method if bhop=F.
# bhop=T, use Benjamini-Hochberg method
#
# for the second group, etc., each matrix having the same
# number of columns Length(x)=the number of groups = J.
#
# The data can be stored in a single matrix having Jp columns
# J = number of groups.
# If this is the case, specify the argument J or p(number of variables)

#
#
#
con<-as.matrix(con)
}
xx<-list()
x<-xx
}
J<-length(x)
bplus=nboot+1
tempn<-0
mvec<-list
for(j in 1:J){
}
Jm<-J-1
#
#
ncon<-(J^2-J)/2
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
#
dimnames(output)<-list(NULL,c("Group","Group","p.value","p.crit"))
ic=0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
ic=ic+1
output[ic,1]=j
output[ic,2]=k
output[ic,3]<-YYmanova(x[[j]],x[[k]],tr=tr)$p.value
}}
test=output[,3]
zvec<-dvec[1:ncon]
list(output=output,num.sig=num.sig)
}
loc2dif<-function(x,y=NULL,est=median,na.rm=TRUE,plotit=FALSE,xlab="",ylab="",...){
#
# Compute a measure of location associated with the
# distribution of x-y, the typical difference between two randomly sampled values.
# The measure of location is indicated by the argument
# est.
# x and y are paired data or independent variables having the same length.
# If x and y have different lengths, use the function wmwloc
#
# Advantage of this estimator: relatively high efficiency even under normality
versus
# using sample means.
#
if(is.null(y)){
if(ncol(x)!=2)stop("x should be an n-by-2 matrix")
y=x[,2]
x=x[,1]
if(na.rm)m=elimna(cbind(x,y))
x=m[,1]
y=m[,2]
}
x=elimna(x)
y=elimna(y)
temp=as.vector(outer(x,y,FUN="-"))
val<-est(temp,na.rm=TRUE,...)
if(plotit)akerd(temp,xlab=xlab,ylab=ylab)
val
}
mlrreg<-function(x,y,cov.fun=cov.mcd,ols.op=TRUE,mcd.op=TRUE,
quantile.used=floor(.75*n),RES=FALSE,...){
#
# Do Multivariate regression, using by default the method
# in Rousseeuw, Van Aelst, Van Driessen Agullo
# Technometrics, 46, 293-305
#
# Note, to use the method recommended by Rousseeuw et al., the argument
# quantile.used=.75*n is used when calling cov.mcd.
#
# RES=T, the residuals will be returned.
#
# y is assumed to be multivariate with data stored in a matrix.
#
# an initial fit is found using the measures of scatter and location
# corresponding to cof.fun and mcd.op. If
# mcd.op=T, cov.mcd is used with quanitle.used=.75n
# mcd.op=F, cov.fun is used and defaults to cov.mcd with the
# default value usded by R for the argument quanitle.used
# But any function that returns location and scatter in $center and $cov
# can be used.
#
# if ols.op=T, OLS is applied after points are removed based on iniital fit
# if ols.op=F, Theil-Sen is used by calling the function mopreg
#
# Early version of this function considered estimating
# explanatory power in terms of the generalized variance
# of the predicted y values and the observed y values
# epow.cov determines which robust covariance matrix will be used.
# This idea has not been explored enough
# Some choices are:
# cov (the usual generalized variance)
# skipcov
# tbscov
# covout
# covogk
# mgvcov
# mvecov
# mcdcov
#
library(MASS)
if(!is.matrix(y))stop("y is not a matrix")
X<-cbind(x,y)
X<-elimna(X)
n<-nrow(X)
qy<-ncol(y)
qx<-ncol(x)
qxp1<-qx+1
tqyqx<-qy+qx
y<-X[,qxp1:tqyqx]
# compute initial estimate of slopes and intercept:
if(!mcd.op)locscat<-cov.fun(X,...)
if(mcd.op)locscat<-cov.mcd(X,quan=quantile.used)
sig<-locscat$cov
mu<-locscat$center
sigxx<-sig[1:qx,1:qx]
sigxy<-sig[1:qx,qxp1:tqyqx]
sigyy<-sig[qxp1:tqyqx,qxp1:tqyqx]
Bhat<-solve(sigxx)%*%sigxy
sige<-sigyy-t(Bhat)%*%sigxx%*%Bhat
sige.inv<-solve(sige)
Ahat<-t(mu[qxp1:tqyqx]-t(Bhat)%*%mu[1:qx])
resL<-matrix(nrow=nrow(X),ncol=qy)
for(i in 1:nrow(X))resL[i,]<-y[i,]-t(Bhat)%*%X[i,1:qx]
for(j in 1:qy)resL[,j]<-resL[,j]-Ahat[j]
drL<-NA
for(i in 1:nrow(X))drL[i]<-t(resL[i,])%*%sige.inv%*%resL[i,]
# In Rousseeuw notation, drL<- is d^2
w<-rep(0,nrow(X))
qdr<-qchisq(.99,qy)
iflag<-(drL<qdr)
w[iflag]<-1
term1<-0
vec<-c(1:nrow(X))
keep<-vec[iflag==1]
X<-X[keep,]
if(ols.op)output<-lsfit(X[,1:qx],X[,qxp1:tqyqx])
if(!ols.op)output<-mopreg(X[,1:qx],X[,qxp1:tqyqx],KEEP=TRUE)
yhat=X[,qxp1:tqyqx]-output$residuals
res=NULL
if(RES)res=output$residuals
#epow=(gvarg(yhat,epow.cov)/gvarg(X[,qxp1:tqyqx],epow.cov))
#list(coef=output$coefficients,residuals=res,E.power=epow,Strength.Assoc=sqrt(epow)
)
list(coef=output$coefficients,residuals=res)
}
Mreglde<-
function(x,y,xout=FALSE,eout=FALSE,outfun=outpro,epow.cov=mcdcov,RES=FALSE,...){
#
# Do multivariate regression where parameters are
# estimated via the least distance estimator.
# See Jhun and Choi (2009). Comp Stat & Data Analysis, 53, 4221-4227
#
# RES=T, the residuals will be returned.
#
if(eout){
flag=outfun(cbind(x,y),...)$keep
x=x[flag,]
y=y[flag,]
}
if(xout){
flag=outfun(x,...)$keep
x=x[flag,]
y=y[flag,]
}
npar=(ncol(x)+1)*ncol(y)
x=xy[,1:ncol(x)]
for(i in 1:ncol(x))x[,i]=(x[,i]-mean(x[,i]))/sqrt(var(x[,i]))
p1=ncol(x)+1
y=xy[,p1:ncol(xy)]
INIT=as.vector(lsfit(x,y)$coef)
xx=c(nrow(x),ncol(x),ncol(y),as.vector(x),as.vector(y))
Bs=nelderv2(xx,npar,Mreglde.sub,START=INIT)
Bs=matrix(Bs,ncol=ncol(y))
dimnames(Bs)<-list(c("INTER",rep("SLOPE",ncol(x))),rep("Y",ncol(Bs)))
yhat=matrix(NA,nrow=nrow(y),ncol=ncol(y))
z=as.matrix(x[i,])
yhat[i,]=t(Bs[2:nrow(Bs),])%*%z
}
yhat=yhat+Bs[1,]
res=NULL
if(RES)res=y-yhat
#epow=gvarg(yhat,epow.cov)/gvarg(y,epow.cov)
list(coef=Bs,residuals=res)
}
winse<-function(x,tr=.2){
#
# Estimate the standard error of the Winsorized mean
#
x=elimna(x)
n=length(x)
h=n-2*floor(tr*n)
top=(n-1)*sqrt(winvar(x,tr=tr))
bot=(h-1)*sqrt(n)
se=top/bot
se
}
winci<-function(x,tr=.2,alpha=.05,null.value=0,pr=TRUE){
#
# Compute a 1-alpha confidence interval for the Winsorized mean
#
# The default amount of Winsorizing is tr=.2
#
if(pr){
print("The p-value returned by the this function is based on the")
}
x<-elimna(x)
se<-winse(x,tr=tr)
trimci<-winmean(x,tr)-qt(1-alpha/2,df)*se
trimci[2]<-winmean(x,tr)+qt(1-alpha/2,df)*se
test<-(winmean(x,tr)-null.value)/se
list(ci=trimci,test.stat=test,p.value=sig)
}
# Multivariate Regression
# Input:
# x: data-matrix (n,p)
# y: data-matrix (n,q)
# gamma: proportion of trimming
# arguments:
# - ns : contains number of subsets; default=5000
# - nc : number of C-steps; default=10
# - delta : critical value for Reweighted estimator, deafult=0.01
# Output:
# beta : matrix (p,q) of MLTS-regression coefficients
# sigma: matrix (q,q) containing MLTS-residual covariance
# dres : residual distances (n,1) w.r.t. initial fit
# betaR : matrix (p,q) of RMLTS-regression coefficients
# sigmaR: matrix (q,q) containing RMLTS-residual covariance
# dresR : residual distances (n,1) w.r.t. RMLTS
# Remark: if intercept needed, add a column of ones to the x-matrix
#
# Ref: Agullo,J., Croux, C., and Van Aelst, S. (2008)
# The Multivariate Least Trimmed Squares Estimator,
# Journal of multivariate analysis, 99, 311-338.
#
# Author: Kristel Joossens
#
#
###########
# EXAMPLE #
###########
# n=1000;
# p=5;
# q=2;
# x = cbind(rep(1,n),array(rnorm(n*(p-1)),dim=c(n,p-1)))
# beta = cbind(c(2,1,4,2,1),c(5,2,1,.5,2))
# y = x %*% beta +array(rnorm(n*q),dim=c(n,q))
# gamma = 0.25
# out = mlts(x,y,gamma)
################################################################################
mlts <- function(x,y,gamma,ns=500,nc=10,delta=0.01)
{
d <- dim(x); n <- d[1]; p <- d[2]
q <- ncol(y)
h <- floor(n*(1-gamma))+1
obj0 <- 1e10
for (i in 1:ns)
{ sorted <- sort(runif(n),na.last = NA,index.return=TRUE)
istart <- sorted$ix[1:(p+q)]
xstart <- x[istart,]
ystart <- y[istart,]
bstart <- solve(t(xstart)%*%xstart,t(xstart)%*%ystart)
sigmastart <- (t(ystart-xstart%*%bstart))%*%(ystart-xstart%*%bstart)/q
for (j in 1:nc)
{ res <- y - x %*% bstart
tres <- t(res)
dist2 <- colMeans(solve(sigmastart,tres)*tres)
sdist2 <- sort(dist2,na.last = NA,index.return = TRUE)
idist2 <- sdist2$ix[1:h]
xstart <- x[idist2,]
ystart <- y[idist2,]
sigmastart <- (t(ystart-xstart%*%bstart))%*%(ystart-xstart%*%bstart)/(h-p)
}
obj <- det(sigmastart)
if (obj < obj0)
{ result.beta <- bstart
result.sigma <- sigmastart
obj0 <- obj
}
}
cgamma <- (1-gamma)/pchisq(qchisq(1-gamma,q),q+2)
result.sigma <- cgamma * result.sigma
res <- y - x %*% result.beta
tres<-t(res)
result.dres <- colSums(solve(result.sigma,tres)*tres)
result.dres <- sqrt(result.dres)
qdelta <- sqrt(qchisq(1-delta,q))

good <- (result.dres <= qdelta)
xgood <- x[good,]
ygood <- y[good,]
result.betaR <- solve(t(xgood)%*%xgood,t(xgood)%*%ygood)
result.sigmaR <- (t(ygood-xgood%*%result.betaR)) %*%
(ygood-xgood%*%result.betaR)/(sum(good)-p)
cdelta <- (1-delta)/pchisq(qdelta^2,q+2)
result.sigmaR<-cdelta*result.sigmaR
resR<-y-x%*%result.betaR
tresR<-t(resR)
result.dresR <- colSums(solve(result.sigmaR,tresR)*tresR)
result.dresR <- sqrt(result.dresR)
list(beta=result.beta,sigma=result.sigma,dres=result.dres,
betaR=result.betaR,sigmaR=result.sigmaR,dresR=result.dresR)
}
MULtsreg<-function(x,y,tr=.2,RMLTS=TRUE){
# Multivariate Least Trimmed Squares Estimator
# Input:
# tr: proportion of trimming
# This function calls an R function written by Kristel Joossens
#
# Output:
# If MLTS=T coef: matrix (p,q) of MLTS-regression coefficients
# IF MLTS=F betaR : matrix (p,q) of RMLTS-regression coefficients
#
#
x=as.matrix(x)
xx=as.matrix(cbind(rep(1,nrow(xy)),xy[,1:ncol(x)]))
p1=ncol(x)+1
y=as.matrix(xy[,p1:ncol(xy)])
outp=mlts(xx,y,tr)
if(!RMLTS)coef=outp$beta
if(RMLTS)coef=outp$betaR
list(coef=coef)
}
t1wayv2<-
function(x,tr=.2,grp=NA,MAT=FALSE,lev.col=1,var.col=2,nboot=100,SEED=TRUE,pr=TRUE,I
V=NULL,loc.fun=median){
#
# Same a t1way, but computes explanatory power and related effect size
#
# For n1!=n2, this function calls t1way.effect.
#
#
#
# lev.col
#
# IV, if specified, taken to be the independent variable
#
#
#
library(MASS)
if(SEED)set.seed(2)
if(MAT){
x=temp$x
x=x[grp2]
}
if(!is.null(IV[1])){
if(pr)print("Assuming x is a vector containing all of the data, the dependent
variable")
xi=elimna(cbind(x,IV))
x=fac2list(xi[,1],xi[,2])
}
J<-length(grp)
pts=NULL
nval=0
for(j in 1:J){
val<-x[[j]]
val<-elimna(val)
nval[j]=length(val)
pts=c(pts,val)
x[[j]]<-val # missing values have been removed
if(winvar(x[[grp[j]]],tr)==0)print(paste('The Winsorized variance is zero for
group',j))
}
u<-sum(w)
xtil<-sum(w*xbar)/u
B<-2*(J-2)*sum((1-w/u)^2/(h-1))/(J^2-1)
TEST<-A/(B+1)
nu1<-J-1
nu2<-1./(3*sum((1-w/u)^2/(h-1))/(J^2-1))
nv=lapply(x,length)
#
#
chkn=var(nval)
if(chkn==0){
top=var(xbar)
bot=winvarN(pts,tr=tr)
e.pow=top/bot
}
if(chkn!=0){
vals=0
N=min(nval)
xdat=list()
for(i in 1:nboot){
for(j in 1:J){
xdat[[j]]=sample(x[[j]],N)
}
vals[i]=t1way.effect(xdat,tr=tr)$Var.Explained
}
e.pow=loc.fun(vals,na.rm=TRUE)
}
list(TEST=TEST,nu1=nu1,nu2=nu2,n=nv,p.value=sig,Explanatory.Power=e.pow,
}
pool.a.list<-function(x){
#
# x has list mode. Pool all of the data into a single R variable.
#
if(!is.list(x))stop("x should have list mode")
pts=NULL
for(j in 1:length(x))pts=c(pts,x[[j]])
pts
}
esmcp<-function(x,tr=.2,nboot=100,method='EP',pr=FALSE,SEED=TRUE){
#
# A one-way design is assumed, independent groups
#
# For all pairs of groups,
# compute a heteroscedastic robust measure of effect size
# using one of six methods, indicated by the argument method:
#
# EP: explanatory measure of effect size
# QS: a median-type quantile shift measure of effect size
# QStr: a trimmed mean quantile shift measure of effect size
# WMW: P(X<Y)
# KMS: Kulinskaya et al. method
#
#
# OUTPUT: effect size for all pairs of groups
#
if(SEED)set.seed(2)
J<-length(x)
JALL=(J^2-J)/2
est=matrix(NA,JALL,3)
dimnames(est)=list(NULL,c("Group","Group","Effect Size"))
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
est[ic,1]=j
est[ic,2]=k
est[ic,3]=ESfun(x[[j]],x[[k]],SEED=SEED,tr=tr,nboot=nboot,method=method,pr=pr)
}}}
list(Estimates=est)
}
l2v<-function(x){
#
# combine data in list mode to a single
# vector
if(!is.list(x))stop("x does not have list mode")
y=NULL
for(i in 1:length(x))y=c(y,x[[i]])
y
}
RANGE<-function(x){
#
# compute the range (max - min) using data in x
#
r=diff(range(x))
r
}
Quart<-function(x){
# compute the quartiles
temp=summary(x)
Qv=c(temp[2],temp[3],temp[5])
Qv
}
olsMUL<-function(x,y,xout=FALSE,outfun=out){
#
# y is assumed to be a matrix. For each
# outcome variable (for each column of y), this function returns
# confidence intervals for each slope parameter and intercept.
#
# Performs OLS regression calling built-in R or S+ funtions.
#
# xout=T will eliminate any leverage points (outliers among x values)
#
x<-as.matrix(x)
p<-ncol(x)
pp<-ncol(m)
p1=p+1
x<-m[,1:p]
y<-m[,p:pp]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,pp]
}
x<-as.matrix(x)
y<-as.matrix(y)
py=ncol(y)
for(j in 1:py){
print(paste("Response", j))
temp<-summary(lm(y[,j]~x))
Ftest<-temp[10]$fstatistic
Ftest.p.value<-1-pf(Ftest[1],Ftest[2],Ftest[3])
Rval=Rsq(x,y[,j])
print(list(coef=coef,Ftest.p.value=Ftest.p.value,R.squared=Rval))
}
}
prplot<-function(x,y,pval=ncol(x),regfun=tsreg,fr=.8,est=onestep,op=1,
xlab="X",ylab="Residuals",xout=FALSE,outfun=out,...){
#
# Goal: check for curvature associated with predictor
# indicated by pval.
# This is done by creating a partial residual plot.
# That is subtracting out the linear prediction based
# on the other predictors and then
# smooth the result versus the predictor in the column of x indicated by pval
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
temp=elimna(cbind(x,y))
x=temp[,1:p]
y=temp[,p1]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(!is.matrix(x))stop("Should have two or more variables stored in a matrix")
flag[pval]<-FALSE
temp<-regfun(x[,flag],y)$residual
if(op!=1)rungen(x[,!flag],temp,est=est,fr=fr,xlab=xlab,ylab=ylab,...)
if(op==1)lplot(x[,!flag],temp,xlab=xlab,ylab=ylab)
}
pmodchk<-
function(x,y,regfun=tsreg,gfun=lplot.pred,op=1,xout=FALSE,outfun=outpro,fr=1,est=me
dian,...){
#
# Compare regression fit to smooth
# gfun can be either lplot.pred or rplot.pred
#
stop('Use instead the function reg.vs.rplot')
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
n.keep=nrow(x)
}
fit2=NULL
fit1=regYhat(x,y,regfun=regfun)
if(identical(gfun,lplot.pred))fit2<-lplot.pred(x,y)$yhat
if(identical(gfun,rplot.pred))fit2<-rplot.pred(x,y,est=est,fr=fr)$Y.hat
if(is.null(fit2))stop("gfun should be either lplot.pred or rplot.pred")
if(op==0)plot(fit1,fit2,xlab="Reg. Fit",ylab="Gen. Fit")
if(op==1)lplot(fit1,fit2)
if(op==2)runmean(fit1,fit2,fr=fr)
abline(0,1)
}
logrchk<-function(x,y,xout=FALSE,outfun=outpro,FUN=lplot,xlab='X',ylab='Y',...){
#
# Compare fit based on a logistic regression model to the smooth logSM
# FUN determines the method used.
# Example: FUN=qhomt would check for heteroscedasticity and plot the results.
# FUN is assumed to be some function that includes the arguments xlab and ylab
#
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
n.keep=nrow(x)
}
y1=logSMpred(x,y,x)
y2=logreg.pred(x,y,x)
a=FUN(y1,y2,xlab=xlab,ylab=ylab,...)
a
}
adpchk<-function(x,y,adfun=adrun,gfun=runm3d,xlab="Additive Fit",
ylab="Gen. Fit",plotfun=lplot,xout=FALSE,outfun=out,...){
#
# Compare adrun estimate to runm3d
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
temp=elimna(cbind(x,y))
x=temp[,1:p]
y=temp[,p1]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
fit1<-adfun(x,y,pyhat=TRUE,plotit=FALSE,...)
if(is.list(fit1))fit1=fit1[[length(fit1)]]
fit2<-gfun(x,y,pyhat=TRUE,plotit=FALSE,pr=FALSE,...)
if(is.list(fit2))fit2=fit2[[length(fit2)]]
plotfun(fit1,fit2,xlab=xlab,ylab=ylab)
abline(0,1)
}
qhomt<-function(x,y,nboot=100,alpha=.05,qval=c(.2,.8),plotit=TRUE,SEED=TRUE,
xlab="X",ylab="Y",xout=FALSE,outfun=outpro,pr=TRUE,WARN=FALSE,...){
#
# Test hypothesis that the error term is homogeneous by
# computing a confidence interval for beta_1-beta_2, the
# difference between the slopes of the qval[2] and qval[1]
# regression slopes, where qval[1] and qval[2] are
# the quantile regression slopes
# estimated via the Koenker-Bassett method.
# So by default, use the .8 quantile slope minus the
# the .2 quantile slope.
#
if(length(qval)!=2)stop("Argument qval should have 2 values exactly")
x<-as.matrix(x)
if(ncol(x)!=1)stop("Only one predictor is allowed; use qhomtv2")
x<-xy[,1]
x<-as.matrix(x)
y<-xy[,2]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
bvec<-apply(data,1,qhomtsub,x,y,qval) # An nboot vector.
se<-sqrt(var(bvec))
temp<-qplotreg(x,y,qval=qval,plotit=plotit,xlab=xlab,ylab=ylab)
crit.ad<-NA
dimnames(temp)=c(NULL,NULL)
dif<-temp[2,2]-temp[1,2]
regci<-NA
regci[1]<-dif-crit*se
regci[2]<-dif+crit*se
sig.level<-2*(1-pnorm(abs(dif)/se))
regci.ad<-NA
if(alpha==.05 && qval[1]==.2 && qval[2]==.8)crit.ad<-qnorm(0-.09/sqrt(length(y))
+.975)
ci.ad<-c(dif-crit.ad*se,dif+crit.ad*se)
list(slope.bottom=temp[1,2],slope.top=temp[2,2],
dif.est=dif,dif.ci=regci,p.value=sig.level,se=se,adjusted.ci=ci.ad)
}
runmean2g<-function(x1,y1,x2,y2,fr=.8,est=tmean,xlab="X",ylab="Y",SCAT=TRUE,
sm=FALSE,nboot=40,SEED=TRUE,eout=FALSE,xout=FALSE,outfun=out,LP=TRUE,pch1='*',pch2=
'+',...){
#
#
#
#
# sm=T results in using bootstrap bagging when estimating the regression line
# nboot controls number of bootstrap samples
#
if(eout){
m<-m[flag,]
}
x1<-m[,1]
y1<-m[,2]
if(xout){
x1<-x1[flag]
y1<-y1[flag]
}
if(eout){
m<-m[flag,]
}
x2<-m[,1]
y2<-m[,2]
if(xout){
x2<-x2[flag]
y2<-y2[flag]
}
ord1=order(x1)
x1=x1[ord1]
y1=y1[ord1]
ord2=order(x2)
x2=x2[ord2]
y2=y2[ord2]
if(!sm){
temp<-
rungen(x1,y1,est=est,fr=fr,pyhat=TRUE,plotit=FALSE,xout=FALSE,eout=FALSE,LP=LP,...)
}
if(sm){
temp<-runmbo(x1,y1,est=est,fr=fr,pyhat=TRUE,plotit=FALSE,SEED=SEED,
nboot=nboot,eout=FALSE,xout=FALSE,...)
rmd1<-temp
}
if(!sm){
temp<-
rungen(x2,y2,fr=fr,est=est,pyhat=TRUE,plotit=FALSE,xout=FALSE,eout=FALSE,LP=LP,...)
}
if(sm){
temp<-runmbo(x2,y2,est=est,fr=fr,pyhat=TRUE,plotit=FALSE,SEED=SEED,
nboot=nboot,eout=FALSE,xout=FALSE,...)
rmd2<-temp
}
sx1<-sort(x1)
sx2<-sort(x2)
xorder1<-order(x1)
xorder2<-order(x2)
if(LP){
sysm1=lplot(sx1,sysm1[xorder1],plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
sysm2=lplot(sx2,sysm2,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
}
if(SCAT)points(x1,y1,pch=pch1)
if(!SCAT)points(x1,y1,type="n")
if(SCAT)points(x2,y2,pch=pch2)
if(!SCAT)points(x2,y2,type="n")
lines(sx1,sysm1)
lines(sx2,sysm2,lty=2)
}
ancovamp<-function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,alpha=.05,pts=NA,SEED=TRUE){
#
# Compare two independent groups using the ancova method when there are multiple
covariates.
# Design points are chosen based on depth of points in x1 if pts=NA
# x1 and x2 should be matrices with two or more columns.
#
if(SEED)set.seed(2) # now cov.mve always returns same result
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
x1=m1[,1:p]
y1=m1[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=m2[,1:p]
y2=m2[,p1]
#
#
#
if(is.na(pts[1])){
x1<-as.matrix(x1)
pts<-ancdes(x1)
}
pts<-as.matrix(pts)
if(nrow(pts)>=29){
print("WARNING: More than 28 design points")
print("Only first 28 are used.")
pts<-pts[1:28,]
}
n1<-1
n2<-1
vecn<-1
mval1<-cov.mve(x1)
mval2<-cov.mve(x2)
n1[i]<-length(y1[near3d(x1,pts[i,],fr1,mval1)])
}
for(i in 1:nrow(pts))if(n1[i]<10 || n2[i]<10)flag[i]<-F
pts<-pts[flag,]
if(sum(flag)==1)pts<-t(as.matrix(pts))
if(sum(flag)==0)stop("No comparable design points found, might increase span.")
mat<-matrix(NA,nrow(pts),8)
dimnames(mat)<-list(NULL,c("n1","n2","DIF","TEST","se","ci.low","ci.hi","p.value"))
for (i in 1:nrow(pts)){
g1<-y1[near3d(x1,pts[i,],fr1,mval1)]
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
to the design point X=",pts[i,]))
to the design point X=",pts[i,]))
mat[i,3]<-test$dif
mat[i,5]<-test$se
if(nrow(pts)>=2)critv<-smmcrit(test$df,nrow(pts))
if(nrow(pts)==1)critv<-qt(.975,test$df)
mat[i,6]<-cilow
mat[i,7]<-cihi
}
list(points=pts,output=mat,crit=critv)
}
rplot2g<-runmean2g
Qancsm<-function(x1,y1,x2,y2,crit.mat=NULL,nboot=200,SEED=TRUE,REP.CRIT=FALSE,
qval=.5,q=NULL,xlab="X",ylab="Y",plotit=TRUE,pr=TRUE,xout=FALSE,outfun=out,...){
#
# Compare two nonparametric
# regression lines corresponding to two independent groups
# using the depths of smooths.
#
# NULL hypothesis: regression lines are identical in terms of the median
# of Y, given$X, for all X
# The method is based on comparing the depth of the fitted regression lines
# and is essentially a slight variation of the method in Wilcox
# (in press) Journal of Data Science.
#
#
if(ncol(as.matrix(x1))>1)stop("One covariate only is allowed")
if(xout){
flag1=outfun(x1)$keep
flag2=outfun(x2)$keep
x1=x1[flag1]
y1=y1[flag1]
x2=x2[flag2]
y2=y2[flag2]
}
if(SEED)set.seed(2)
x1=xy[,1]
xord=order(x1)
x1=x1[xord]
y1=xy[xord,2]
x2=xy[,1]
xord=order(x2)
x2=x2[xord]
y2=xy[xord,2]
n1=length(y1)
n2=length(y2)
if(is.null(crit.mat[1])){
if(pr)print("Determining critical value. This might take a while")
crit.val=NA
yall=c(y1,y2)
xall=c(x1,x2)
nn=n1+n2
il=n1+1
for(i in 1:nboot){
data=sample(nn,nn,T)
yy1=yall[data[1:n1]]
yy2=yall[data[il:nn]]
xx1=xall[data[1:n1]]
xx2=xall[data[il:nn]]
crit.mat[i]=Qdepthcom(xx1,yy1,xx2,yy2,qval=qval)
}}
dep=Qdepthcom(x1,y1,x2,y2,qval=qval)
pv=1-mean(crit.mat<dep)
if(!REP.CRIT)crit.mat=NULL
if(plotit){
points(x1,y1)
lines(x1,temp1$fitted)
lines(x2,temp2$fitted,lty=2)
}
list(p.value=pv,crit.mat=crit.mat,test.depth=dep)
}
Kmeans<-function(x,k,xout=FALSE,outfun=outpro){
#
# Do K means cluster analysis, outliers removed
# if xout=T
x=elimna(x)
x=as.matrix(x)
if(xout){
x<-x[flag,]
}
x=as.matrix(x)
res=kmeans(x,k)
res
}
TKmeans<-function(x,k,trim=0.1,scaling=FALSE,runs=100,points=NULL,
countmode=runs+1,printcrit=FALSE,maxit = 2 * nrow(as.matrix(data))){
#
# Cluster analysis using trimmed k means method.
# This function merely accesses the R package trimcluster
# It uses the same default values for the arguments and it
# performs casewise deletion of missing values
#
x=elimna(x)
library(trimcluster)
res=trimkmeans(x,k=k,trim=trim,scaling=scaling,runs=runs,points=points,
countmode=countmode,printcrit=printcrit,maxit=maxit)
res
}
TKmeans.grp<-function(x,k,y){
#
# Create k groups based on data in x using trimmed k means method
# Then sort the data in y into k groups based on the groups indicated
#
x=elimna(x)
x=as.matrix(x)
y=as.matrix(y)
res=Kmeans(x,k)
grpid=res[[1]]
grpdat=list()
for(i in 1:k){
flag=(grpid==i)
grpdat[[i]]=y[flag,]
}
grpdat
}
Kmeans.grp<-function(x,k,y,xout=FALSE,outfun=outpro){
#
#
# x and y are assumed to be matrices, each having n rows.
# This function create k groups based on data in x
# Then it sorts the data in y into k groups based as indicated
# by k-means cluter method applied to x
#
x=elimna(x)
x=as.matrix(x)
y=as.matrix(y)
if(xout){
x<-x[flag,]
y=y[flag,]
}
y=as.matrix(y)
res=kmeans(x,k)
grpid=res[[1]]
grpdat=list()
for(i in 1:k){
flag=(grpid==i)
grpdat[[i]]=y[flag,]
}
grpdat
}
lplot2g<-
function(x1,y1,x2,y2,fr=.8,est=tmean,xlab="X",ylab="Y",xout=FALSE,eout=FALSE,
outfun=out,...){
#
#
#
#
# sm=T results in using bootstrap bagging when estimating the regression line
# nboot controls number of bootstrap samples
#
m1<-elimna(cbind(x1,y1))
if(eout){
flag<-outfun(m1,plotit=FALSE,...)$keep
m1<-m1[flag,]
}
if(xout){
flag<-outfun(m1[,1],plotit=FALSE,...)$keep
m1<-m1[flag,]
}
x1<-m1[,1]
y1<-m1[,2]
if(eout){
flag<-outfun(m2,plotit=FALSE,...)$keep
m2<-m2[flag,]
}
if(xout){
m2<-m2[flag,]
}
x2<-m2[,1]
y2<-m2[,2]
flag=order(x1)
x1=x1[flag]
y1=y1[flag]
flag=order(x2)
x2=x2[flag]
y2=y2[flag]
temp1<-lplot(x1,y1,pyhat=TRUE,plotit=FALSE)$yhat.values
temp2<-lplot(x2,y2,pyhat=TRUE,plotit=FALSE)$yhat.values
points(x1,y1)
lines(x1,temp1)
lines(x2,temp2,lty=2)
}
smstrcom<-function(x1,y1,x2,y2,nboot=200,pts=NA,plotit=TRUE,
SEED=TRUE,varfun=pbvar,fr=.8,xout=FALSE,outfun=out,...){
#
# Compare the association of the two variables x1 and y1 to the
# association between x2 and y2
# (two independent groups) using a robust measure of the
# strength of the association associated with Cleveland's LOWESS smoother.
#
#
# Reject at the .05 level if the reported p-value is less than or
# equal to p.crit, which is returned by the function.
#
x1<-m[,1]
y1<-m[,2]
if(xout){
x1<-x1[flag]
y1<-y1[flag]
}
x2<-m[,1]
y2<-m[,2]
if(xout){
x2<-x2[flag]
y2<-y2[flag]
}
if(SEED)set.seed(2)
estmat1=NA
estmat2=NA
#
for(ib in 1:nboot){
estmat1[ib]=lplotv2(x1[data1[ib,]],y1[data1[ib,]],plotit=FALSE,
varfun=varfun)$Strength.Assoc
estmat2[ib]=lplotv2(x2[data2[ib,]],y2[data2[ib,]],
varfun=varfun,plotit=FALSE)$Strength.Assoc
}
p.value=mean(dif)+.5*mean(dif0)
p.value=2*min(c(p.value,1-p.value))
n1=length(y1)
n2=length(y2)
p1=.05
p2=.05
temp1=tsreg(c(100,200),c(.08,.05),SEED=FALSE)$coef
if(n1<200)p1=temp1[1]+temp1[2]*n1
if(n1<100)p1=temp2[1]+temp2[2]*n1
#if(n1<50)p1=temp3[1]+temp3[2]*n1
#if(n1<30)p1=.3
if(n2<200)p2=temp1[1]+temp1[2]*n2
if(n2<100)p2=temp2[1]+temp2[2]*n2
pcrit=(n2*p1+n1*p2)/(n1+n2)
names(pcrit)=NULL
est1=lplotv2(x1,y1,plotit=FALSE,varfun=varfun)$Strength.Assoc
est2=lplotv2(x2,y2,plotit=FALSE,varfun=varfun)$Strength.Assoc
if(plotit)runmean2g(x1,y1,x2,y2,fr=fr,est=tmean,sm=TRUE)
list(p.value=p.value,pcrit.05=pcrit,cor1=est1,cor2=est2)
}
pcorbv4<-function(x,y,SEED=TRUE){
#
#
# unknown how to adjust the confidence interval when n < 250.
# (An obvious guess seems to work well, but no formal investigations
# have been performed.)
#
x<-xy[,1]
y<-xy[,2]
bvec<-apply(data,1,pcorbsub,x,y) # A 1 by nboot matrix.
ilow<-13
ihi<-586
ilow<-12
ihi<-587
}
ilow<-11
ihi<-588
}
if(length(y) < 80){
ilow<-8
ihi<-592
}
if(length(y) < 40){
ilow<-7
ihi<-593
}
bsort<-sort(bvec)
r<-cor(x,y)
list(r=r,ci=ci)
}
mlrreg.Stest<-function(x,y,nboot=100,SEED=TRUE){
#
# Test hypothesis that all slopes=0 based on Rousseeuw et al.
#
# Hotelling type test.
#
if(SEED)set.seed(2)
est=as.vector(mlrreg(x,y)$coef[-1,])
n=nrow(x)
JK=ncol(x)*ncol(y)
for(i in 1:nboot){
vals[i,]=as.vector(mlrreg(x[bsam,],y[bsam,])$coef[-1,])
}
Sv=cov(vals)
est=as.matrix(est)
k=1/JK
test <- k * crossprod(est, solve(Sv, est))[1, ]
v1=JK-1
v2=n-JK
pval=1-pf(test,v1,v2)
list(test.stat=test,p.value=pval,est=est)
}
mlrGtest<-function(x,y,regfun=mlrreg,nboot=100,SEED=TRUE){
#
# Test hypothesis that all slopes=0 based
# on some multivariate regression estimator.
# By default the Rousseeuw et al.
# multivariate regression estimator (RADA) is used.
#
# Hotelling type test.
#
if(SEED)set.seed(2)
estall=regfun(x,y)$coef
est=as.vector(estall[-1,])
n=nrow(x)
JK=ncol(x)*ncol(y)
for(i in 1:nboot){
vals[i,]=as.vector(regfun(x[bsam,],y[bsam,])$coef[-1,])
}
Sv=cov(vals)
est=as.matrix(est)
k=1/JK
test <- k * crossprod(est, solve(Sv, est))[1, ]
v1=JK-1
v2=n-JK
pval=1-pf(test,v1,v2)
list(test.stat=test,p.value=pval,est=estall)
}
power.chisq.test<-function(w = NULL, N = NULL, df = NULL,
sig.level = 0.05, power = NULL){
library(pwr)
res=pwr.chisq.test(w=w,N=N,df=df,sig.level=sig.level, power = power)
res
}
bi2KMS<-
y)),
x=NULL,y=NULL,alpha=.05){
#
# probability of success
#
#
# Use Kulinskaya et al. method American Statistician, 2010, 64, 350-
#
# This function was updated 1/10/19; results might differ very slightly compared
to the
# original version.
#
N=n1+n2
u=.5
Dhat=(r1+.5)/(n1+1)-(r2+.5)/(n2+1)
psihat=((r1+.5)/(n1+1)+(r2+.5)/(n2+1))/2
nuhat=(1-2*psihat)*(.5-n2/N)
what=sqrt(2*u*psihat*(1-psihat)+nuhat^2)
se=qnorm(1-alpha/2)*sqrt(u/(2*n1*n2/N))
val1=max(c(-1,(u*Dhat+nuhat)/what))
ci=what*sin(asin(val1)-se)/u-nuhat/u
val2=min(c(1,(u*Dhat+nuhat)/what))
ci[2]=what*sin(asin(val2)+se)/u-nuhat/u
list(ci=ci,p1=r1/n1,p2=r2/n2)
}
binband<-function(x,y,KMS=FALSE,alpha=.05, plotit=TRUE,op=TRUE,xlab="X",
#ADJ.P=FALSE, old code deleted.
ylab="Rel. Freq.", method='hoch'){
#
# Comparing two independent variables in terms of their probability function.
# For each value that occurs, say x, test P(X=x)=P(Y=x)
# So this method is useful when dealing with highly discrete data.
#
# If KMS=TRUE, use Kulinskaya, Morgenthaler and Staudte (2010)
# method for comparing binomials
# Kulinskaya, E., Morgenthaler, S. and Staudte, R. (2010).
# Variance Stabilizing the Difference of two Binomial
# Proportions. {\em American Statistician, 64},
# 350--356 DOI:10.1198/tast.2010.09096
# Otherwise use Storer and Kim.

#
# method='hoch': p-values are adjusted via Hochberg's method
#
x=elimna(x)
y=elimna(y)
vals=sort(unique(c(x,y)))
ncon=length(vals)
n1=length(x)
n2=length(y)
p.values=NA
adj=1
cv=1
if(!KMS){
output=matrix(NA,ncol=6,nrow=length(vals))
dimnames(output)=list(NULL,c("Value","p1.est","p2.est","p1-p2","p.value","p.adj"))
}
if(KMS){
output=matrix(NA,ncol=8,nrow=length(vals))
dimnames(output)=list(NULL,c("Value","p1.est","p2.est","p1-
p2","ci.low","ci.up","p.value",
"p.adj"))
}
for(i in 1:length(vals)){
x1=sum(x==vals[i])
y1=sum(y==vals[i])
if(!KMS){
output[i,5]=twobinom(x1,n1,y1,n2)$p.value
output[i,2]=x1/n1
output[i,3]=y1/n2
output[i,1]=vals[i]
}
if(KMS){
temp=bi2KMSv2(x1,n1,y1,n2)
output[i,1]=vals[i]
output[i,2]=x1/n1
output[i,3]=y1/n2
}}
# Determine adjusted critical p-value using Hochberg method
ncon=length(vals)
dvec=alpha/c(1:ncon)
#if(ADJ.P){
#mn=max(c(n1,n2))
#cv=1
#if(ncon!=2){
#if(mn>50){
#cv=2-(mn-50)/50
#if(cv<1)cv=1
#}
#if(mn<=50)cv=2
#}
#if(KMS){
#flag=(output[,7]<=2*alpha)
#output[flag,8]=output[flag,8]/cv
#}
#if(!KMS){
#cv=1
#flag=(output[,5]<=2*alpha)
#if(min(c(n1,n2))<20 && n1!=n2 && ncon>=5)cv=2
#output[flag,5]=output[flag,5]/cv
#}}
if(KMS){
#temp2=order(0-output[,7])
#output[temp2,8]=dvec
output[,8]=p.adjust(output[,7],method=method)
}
if(!KMS){
#temp2=order(0-output[,5])
#output[temp2,6]=dvec
}
if(plotit)splotg2(x,y,op=op, xlab=xlab, ylab=ylab)
output
}
tworegwb<-function(x1,y1,x2,y2,nboot=599,RAD=FALSE,alpha=.05,SEED=TRUE,xout=FALSE,
outfun=out){
#
# Simple regression (one predictor)
# Test H_0: two independent groups have equal slopes.
#
if(ncol(xy)>2)stop("This function only allows one covariate")
if(xout){
m<-cbind(x1,y1)
flag<-outfun(x1,plotit=FALSE)$keep
m<-m[flag,]
x1<-m[,1]
y1<-m[,2]
m<-cbind(x2,y2)
flag<-outfun(x2,plotit=FALSE)$keep
m<-m[flag,]
x2<-m[,1]
y2<-m[,2]
}
x=c(x1,x2)
y=c(y1,y2)
g=c(rep(0,length(x1)),rep(1,length(x2)))
xgy=elimna(cbind(x,g,x*g,y))
xg=xgy[,1:3]
y=xgy[,4]
res=olswbtest(xg,y,nboot=nboot,SEED=SEED,RAD=RAD,alpha=alpha)
res[3,6]
}
regpreCV<-function(x,y,regfun=tsreg,varfun=pbvar,adz=TRUE,model=NULL,locfun=mean,
xout=FALSE,outfun=out,
plotit=TRUE,xlab="Model Number",ylab="Prediction Error",...){
#
# Estimate the prediction error using the regression method
# regfun in conjunction with leave-one-out cross-validation
#
# The argument model should have list mode, model[[1]] indicates
# which predictors are used in the first model. For example, storing
# 1,4 in model[[1]] means predictors 1 and 4 are being considered.
# If model is not specified, and number of predictors is at most 5,
# then all models are considered.
#
# If adz=T, added to the models to be considered is where
# all regression slopes are zero. That is, use measure of location only
# corresponding to
# locfun.
#
x<-as.matrix(x)
d<-ncol(x)
p1<-d+1
x<-temp[,1:d]
y<-temp[,d+1]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(is.null(model)){
if(d<=5)model<-modgen(d,adz=adz)
if(d>5)model[[1]]<-c(1:ncol(x))
}
mout<-matrix(NA,length(model),3,dimnames=list(NULL,c("est.error",
"var.used","rank")))
temp=c(nmod:0)
#
if(sum(model[[imod]]==0)!=1){
xx<-x[,model[[imod]]]
xx<-as.matrix(xx)
mout[imod,1]<-regpecv(xx,y,regfun=regfun,varfun=varfun,...)
}
#
mout[imod,1]<-locCV(y,varfun=varfun,locfun=locfun)
}}
if(plotit)plot(c(1:nrow(mout)),mout[,1],xlab=xlab,ylab=ylab)
mout
}
locCV<-function(y,varfun=pbvar,locfun=median,...){
vals=NA
n=length(y)
est=locfun(y)
for(i in 1:n)vals[i]=y[i]-locfun(y[-i],...)
res=varfun(vals)
res
}
esI<-function(x,tr=.2,nboot=100,SEED=TRUE){
#
# Explanatory measure of effect size for an interaction in
# a 2-by-2 ANOVA
#
# Assume x is a mtrix with 4 columns or has list mode with length 4
# Also assume interaction is for x_1-x_2 versus x_3-x_4
#
if(is.matrix(x)|| is.data.frame(x))x=listm(x)
es=yuenv2(outer(x[[1]],x[[2]],"-"),outer(x[[3]],x[[4]],"-"),
tr=tr,nboot=nboot,SEED=SEED)$Effect.Size
list(Effect.Size=es)
}
esImcp<-function(J,K,x,tr=0.2,nboot=100,SEED=TRUE){
#
# Compute measure of effect size for all interactions in a J-by-K design
# A robust, heteroscedastic measure of effect (explanatory measure of
# effect size) is used.
#
con=con2way(J,K)$conAB
es=NULL
for (j in 1:ncol(con)){
flag=(con[,j]!=0)
es[j]=esI(x[flag],tr=tr,nboot=nboot,SEED=SEED)$Effect.Size
}
list(Effect.Sizes=es,contrast.coef=con)
}
ESmainMCP<-function(J,K,x,tr=0.2,nboot=100,SEED=TRUE){
#
# Compute explanatory measure of effect size for all main effects
# in a two-way design. That is, for Factor A, compute it for all levels j < j'
# For Factor B, compute it for all level k<k'
#
x=lapply(x,elimna)
con=con2way(J,K)
conA=con$conA
FA=matrix(NA,nrow=ncol(conA),ncol=3)
ic=0
for(jj in 1:J){
for(jjj in 1:J){
if(jj < jjj){
ic=ic+1
FA[ic,1]=jj
FA[ic,2]=jjj
}}}
for(j in 1:ncol(conA)){
flag1=(conA[,j]==1)
flagm1=(conA[,j]==-1)
x1=as.vector(matl(x[flag1]))
x2=as.vector(matl(x[flagm1]))
FA[j,3]=yuenv2(x1,x2,tr=tr,nboot=nboot,SEED=SEED)$Effect.Size
}
dimnames(FA)<-list(NULL,c("Level","Level","Effect.Size"))
conB=con$conB
FB=matrix(NA,nrow=ncol(conB),ncol=3)
ic=0
for(jj in 1:K){
for(jjj in 1:K){
if(jj < jjj){
ic=ic+1
FB[ic,1]=jj
FB[ic,2]=jjj
}}}
for(j in 1:ncol(conB)){
for(jj in 1:J){
for(jjj in 1:J){
if(jj < jjj){
}}}
flag1=(conB[,j]==1)
flagm1=(conB[,j]==-1)
x1=as.vector(matl(x[flag1]))
x2=as.vector(matl(x[flagm1]))
FB[j,3]=yuenv2(x1,x2,tr=tr,nboot=nboot,SEED=SEED)$Effect.Size
}
dimnames(FB)<-list(NULL,c("Level","Level","Effect.Size"))
list(Factor.A=FA,Factor.B=FB)
}
bi2CR<-function(k1,n1,k2,n2,alpha=.05,fin=100,xlab="p1",ylab="p2"){
#
# Have two independent binomials with probability of success p1 and p2
# plot 1-alpha confidence region for p1 and p2 using
# Sterne 2-dimensional CS method
# parameters:
# k1,n1,k2,n2: the 2 samples (k1 out of n1, k2 out of n2)
# alpha: 1-nominal level
# fin: the sample space is scanned with step size 1/fin
# plt: controls plotting of the confidence set
# value: a data frame consisting of columns x,y,indik, where

# x and y are coordinates of points in the
# parameter space (with resolution 1/fin)
# indik=1 if the parameter pair (x,y) pair belongs to the CS, =0 if not
# This function is based on a slight modification of code
# written by Jeno Reiczigel, Budapest, Hungary
# E-mail: reiczigel.jeno@aotk.szie.hu
# Homepage: www.univet.hu/users/jreiczig
# versions:
# version 18.04.2008: first version
# version 31.10.2010: plotting is optional
nom=1-alpha
x=rep(0:fin/fin,(fin+1))
y=rep(0:fin/fin,rep((fin+1),(fin+1)))
indik=rep(0,(fin+1)^2)
#
# CS calculation
#
for (i1 in 0:fin){
p1=i1/fin
pr1=dbinom(0:n1,n1,p1)
for (i2 in 0:fin){
p2=i2/fin
pr2=dbinom(0:n2,n2,p2)
jpr=rep(pr1,n2+1)*rep(pr2,rep(n1+1,n2+1))
obs=dbinom(k1,n1,p1)*dbinom(k2,n2,p2)
sumpr=sum(jpr[jpr>obs])
if (sumpr<nom) {k=(i1+1)+(fin+1)*i2 ; indik[k]=indik[k]+1}
}
}
# CS plotting
plot(x[indik==1],y[indik==1],xlim=c(0,1),ylim=c(0,1),col="green",pch=15,
xlab=xlab,ylab=ylab)
points(k1/n1,k2/n2,pch=19)
}
SPCA<-function(x, k = 0, kmax = ncol(x), delta = 0.001,

na.action = na.fail, scale = FALSE, signflip = TRUE, trace=FALSE, ...){
library(rrcov)
res=PcaLocantore(x,k=k,kmax=kmax,delta=delta,na.action = na.action,
scale=scale,signflip=signflip,trace=trace, ...)
res
}
larsR<-function(x,y,type="lasso",xout=FALSE,outfun=out){
library(lars)
p=ncol(x)
p1=p+1
if(xout){
x<-xy[,1:p]
y<-xy[,p1]
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
xy=cbind(x,y)
}
result=lars(xy[,1:p],xy[,p1],type=type)
result
}
regci<-
function(x,y,regfun=tsreg,nboot=599,alpha=.05,SEED=TRUE,pr=TRUE,null.val=NULL,
xout=FALSE,outfun=outpro,plotit=FALSE,xlab="Predictor 1",ylab="Predictor
2",WARNS=FALSE,LABELS=FALSE,...){
#
# the Theil-Sen estimator.
#
# lsfitci instead.
#
#
#
# plotit=TRUE: If there are two predictors, plot 1-alpha confidence region based
# on the bootstrap samples.
#
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
nrem=length(y)
if(xout){
if(pr)print("Default for outfun is now outpro, not out")
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
estit=regfun(x,y,...)$coef
if(is.null(null.val))null.val=rep(0,p1)
flagF=FALSE
if(flagF){if(pr){
if(sum(duplicated(y)>0))print("Duplicate values detected; tshdreg might have more
power than tsreg")
}}
nv=length(y)
x<-as.matrix(x)
if(!WARNS)options(warn=-1)
bvec<-apply(data,1,regboot,x,y,regfun,xout=FALSE,...)
options(warn=0)
#Leverage points already removed.
vlabs="Intercept"
if(LABELS)vlabs[2:p1]=labels(x)[[2]]
dimnames(regci)<-list(vlabs,c("ci.low","ci.up","Estimate","S.E.","p-value"))
ihi<-nboot - ilow
ilow<-ilow+1
se<-NA
pvec<-NA
for(i in 1:p1){
#pvec[i]<-(sum(bvec[i,]<0)+.5*sum(bvec[i,]==0))/nboot
pvec[i]<-(sum(bvec[i,]<null.val[i])+.5*sum(bvec[i,]==null.val[i]))/nboot
}
if(p1==3){
if(plotit){
plot(bvec[2,],bvec[3,],xlab=xlab,ylab=ylab)
}}
regci[,3]=estit
pvec<-2*pvec
regci[,4]=se
regci[,5]=pvec
list(regci=regci,n=nrem,n.keep=nv)
}
M2m.loc<-function(m,grpc,col.dat,locfun=tmean,...){
#
# m is a matrix or data frame.
# Compute a measure of location for each of several categories, with
# categories indicated by the values in the column of m given by the
# argument grpc.
# The argument grpc can have up to 4 values, which correspond to factors.
#
# col.dat indicates the column of m containing the outcome measure
# of interest.
# locfun indicates the measure of location, which defaults to the 20%
# trimmed mean.
#
# Example,
# M2m.loc(x,c(1,4),5,locfun=mean)
# indicates that there are 2 factors, with levels of the factors indicated
# by the values in columns 1 and 4 of the matrix x. For each combination
# of levels,
# locfun=mean
# indicates that the sample mean will be computed.
#
flagit=F
if(is.null(dim(m)))stop("Data must be stored in a matrix or data frame")
if(is.na(col.dat[1]))stop("The argument col.dat is not specified")
if(length(grpc)>4)stop("grpc must have length <= 4")
m=as.data.frame(m)
p1=ncol(m)+1
dum=rep(1,nrow(m))
flagit=T
m=cbind(m,dum)
grpc=c(NULL,gprc,p1)
cat1<-sort(unique(m[,grpc[1]]))
M=NULL
for (ig1 in 1:length(cat1)){
flag1=(m[,grpc[1]]==cat1[ig1])
flag=(flag1==1)
msub=as.data.frame(m[flag,])
loc=locfun(m[flag,col.dat],...)
M=rbind(M,as.data.frame(cbind(msub[1,grpc],loc)))
}
M=M[,c(1,3)]
}
M=NULL
flag=(flag1*flag2==1)
msub=m[flag,]
}}}
M=NULL
flag=(flag1*flag2*flag3==1)
msub=m[flag,]
}}}}
M=NULL
flag=(flag1*flag2*flag3*flag4==1)
msub=m[flag,]
}}}}}
if(flagit)M=M[,c(1,3)]
M
}
skip<-function(m,cop=6,MM=FALSE,op=1,mgv.op=0,outpro.cop=3,STAND=TRUE,pr=TRUE){
#
#
# Compute skipped location and covariance matrix
#
# op=1:
#
# cop=2 MCD,
# cop=5 uses TBS
#
# For each point
#
#
#
#
# mgv.op=0, mgv uses all pairwise distances to determine center of the data
# mgv.op=1 uses MVE
# mgv.op=2 uses MCD
#
temp<-NA
m<-elimna(m)
if(op==2)temp<-outmgv(m,plotit=FALSE,op=mgv.op)$keep
if(op==1)temp<-outpro(m,plotit=FALSE,MM=MM,cop=outpro.cop,STAND=STAND,pr=pr)$keep
val<-var(m[temp,])
loc<-apply(m[temp,],2,mean)
list(center=loc,cov=val)
}
ancmppb<-function(x1,y1,x2,y2,fr1=1,fr2=1,alpha=.05,pts=NA,est=tmean,nboot=NA,
bhop=TRUE,SEED=TRUE,cov.fun=skip,cop=NULL,COV.both=FALSE,pr=TRUE,...){
#
# with multiple covariates.
# Design points are chosen based on depth of points in x1 if pts=NA
#
# cov.fun determines the location and
# scatter matrix used to find closest points to
# a design point. It is used by ancdes.
#
# Choices for cov.fun include
# cov.mve
# cov.mcd
# rmba
# skip
# tbs
#
#if(pr)print("For the old version of this function, use ancmpbpb")
x1=as.matrix(x1)
y1=as.matrix(y1)
if(ncol(x1)==1)stop("Use a function designed for one covariate only")
x2=as.matrix(x2)
y2=as.matrix(y2)
if(ncol(x1)!=ncol(x2))
stop("Number of covariates must be the same for each group")
p=ncol(x1)
p1=p+1
x1=xy[,1:p]
y1=xy[,p1]
x2=xy[,1:p]
y2=xy[,p1]
x1=as.matrix(x1)
x2=as.matrix(x2)
mval1=cov.fun(x1)
mval2=cov.fun(x2)
if(is.na(pts[1])){
x1<-as.matrix(x1)
if(!COV.both){
if(!is.null(cop))pts<-ancdes(x1,cop=cop)
if(is.null(cop))pts=ancdes(x1,center=mval1$center)
}
if(COV.both){
if(!is.null(cop))pts<-ancdes(rbind(x1,x2),cop=cop)
if(is.null(cop))pts=ancdes(rbind(x1,x2),center=mval1$center)
}
}
pts<-as.matrix(pts)
if(nrow(pts)>=29){
print("WARNING: More than 28 design points")
print("Only first 28 are used.")
pts<-pts[1:28,]
}
n1<-1
n2<-1
vecn<-1
}
for(i in 1:nrow(pts))if(n1[i]<10 || n2[i]<10)flag[i]<-FALSE
pts<-pts[flag,]
if(sum(flag)==0)stop("No comparable design points found, might increase span.")
dimnames(mat)<-list(NULL,c("n1","n2","DIF","TEST","se","ci.low","ci.hi"))
g1<-list()
ip<-nrow(pts)
ncom<-0
nc2<-ip
con<-matrix(0,nrow=2*ip,ncol=nrow(pts))
ip<-ip+1
ncom<-ncom+1
nc2<-nc2+1
con[ncom,i]<-1
con[nc2,i]<-0-1
temp<-y1[near3d(x1,pts[i,],fr1,mval1)]
g1[[i]]<-temp[!is.na(temp)]
temp<-y2[near3d(x2,pts[i,],fr2,mval2)]
g1[[ip]]<-temp[!is.na(temp)]
}
flag.est=FALSE
if(identical(est,onestep))flag.est=TRUE
if(identical(est,mom))flag.est=TRUE
if(flag.est)mat<-
pbmcp(g1,alpha=alpha,nboot=nboot,est=est,con=con,bhop=bhop,SEED=SEED,...)
if(!flag.est)mat<-
linconpb(g1,alpha=alpha,nboot=nboot,est=est,con=con,bhop=bhop,SEED=SEED,...)
list(points=pts,output=mat)
}
hc4wmc<-function(x,y,nboot=599,k=2,grp=NA,con=0,SEED=TRUE,STOP=TRUE,...){
#
# Test the hypothesis that J independent groups have identical slopes.
# Using least squares regression
# Data are stored in list mode or in a matrix. In the first case
# to groups.
#
# Similarly, y[[1]] contains the data for the first group,
# y[[2]] the data for the second groups, etc.
#
#
#
if(STOP)stop('Suggest ols1way. This function assumes equal n. To use anyway, set
STOP=FALSE')
con<-as.matrix(con)
if(is.matrix(y))y<-listm(y)
if(!is.list(y))stop("Data must be stored in list mode or in matrix mode.")
xx<-list()
yy<-list()
for(i in 1:length(grp))
xx[[i]]<-x[[grp[i]]]
yy[[i]]<-y[[grp[i]]]
x<-xx
y<-yy
}
J<-length(x)
n<-length(x[[1]])
tempn<-0
slopes<-NA
covar<-NA
stemp<-NA
yhat<-numeric(J)
res<-matrix(,ncol=J, nrow=n)
for(j in 1:J){
temp<-cbind(x[[j]], y[[j]])
temp<-elimna(temp) # Remove missing values.
#n<-length(y[[j]])
x[[j]]<-temp[,1]
y[[j]]<-temp[,2]
tempx<-as.matrix(x[[j]])
tempy<-as.matrix(y[[j]])
#Getting yhat and residuals for wild bootstrap
yhat[j]<-mean(tempy)
res[,j]<-tempy-yhat[j]
#original Slope and SE
stemp<-lsfit(tempx, tempy)
slopes[j]<-stemp$coef[k] #Slopes for original data
covar[j]<-lsfitNci4(tempx, tempy)$cov[k,k] #original HC4 for coefficient(slope)
}
#
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (h in jp:J){
id<-id+1
con[j,id]<-1
con[h,id]<-0-1
}}}
ncon<-ncol(con)
if(nrow(con)!=J){
stop("Something is wrong with con; the number of rows does not match the number of
groups.")
}
#calculating original statistic
dif.slopes<-t(con)%*%slopes
o.se<-t(con^2)%*%covar
o.stat<-dif.slopes/sqrt(o.se) #original test statistics
#
om<-max(abs(o.stat)) #Max. absolute test statistics
#
#
data<-matrix(ifelse(rbinom(n*nboot*J,1,0.5)==1,-1,1),ncol=nboot*J) #discrete wild
bootstrap sample
test<-numeric(nboot)
u<-rep(1, n)
c<-1
for (i in 1:nboot*J-J+1){
d<-data[,i:i+J-1]
ystar<-u%*%t(yhat)+res*d
ystar<-listm(ystar)
i<-i+J
test[c]<-mcslope(x,ystar, con, k)
#
c<-c+1
}
sum<-sum(test>= om)
p.val<-sum/nboot
list(p.value=p.val)
}
mcslope<-function(X, Y, con, k){
J=length(X)
slopes<-numeric(J)
covar<-numeric(J)
for(j in 1:J){
tempx<-as.matrix(X[[j]])
tempy<-as.matrix(Y[[j]])
slopes[j]<-lsfit(tempx, tempy)$coef[k] #Slopes for original data
covar[j]<-lsfitNci4(tempx, tempy)$cov[k,k] #original HC4 for coefficient(slope)
}
dif.slopes<-t(con)%*%slopes
o.se<-t(con^2)%*%covar
o.stat<-dif.slopes/sqrt(o.se) #original test statistics
om<-max(abs(o.stat))
om
}
ZYmediate<-
function(x,y,nboot=2000,alpha=.05,kappa=.05,SEED=TRUE,xout=FALSE,outfun=out){
#
# Robust mediation analysis using M-estimator as
# described in Zu and Yuan, 2010, MBR, 45, 1--44.
#
# x[,1] is predictor
# x[,2] is mediator variable
# y is outcome variable.
ep=0.00000001 # convergence criteria
B=nboot # the number of bootstrap replications
kappa # the percent of cases to be controlled when robust method is used
# Zu and Yuan used .05, so this is the default value used here.
level=alpha # alpha level
if(SEED)set.seed(2)
Z=elimna(cbind(x,y))
if(xout){
flag<-outfun(Z[,1],plotit=FALSE,SEED=SEED)$keep
Z<-Z[flag,]
}
p=3
n=nrow(Z)
HT=HuberTun(kappa,p)
r=HT$r
tau=HT$tau
H=robEst(Z,r,tau,ep)
R.v=H$u2*tau
oH=order(R.v)
oCaseH=(1:n)[oH] # case number with its Ri increases
oR.v=R.v[oH]
thetaH=H$theta
aH=thetaH[1]
bH=thetaH[2]
abH=aH*bH
muH=H$mu
SigmaH=H$Sigma
dH=H$d
### Use robust method

# point estimate
thetaH=H$theta
aH=thetaH[1]
bH=thetaH[2]
abH=aH*bH
muH=H$mu
SigmaH=H$Sigma
dH=H$d
#Standard errors
RH=SErob(Z,muH,SigmaH,thetaH,dH,r,tau)
Zr=RH$Zr
SEHI=RH$inf
SEHS=RH$sand
#Standard errors
Zr=RH$Zr
SEHI=RH$inf
SEHS=RH$sand
#Standard errors
Zr=RH$Zr
SEHI=RH$inf
SEHS=RH$sand
ParEstH<-round(cbind(thetaH,SEHI[1:6],SEHS[1:6]),3)
rnames<-c("a","b","c","vx","vem","vey")
ParEstH<-cbind(rnames,ParEstH)
res=t(ParEstH)
#
Res=BCI(Z,Zr,ab=3,abH,B,level)
list(CI.ab=Res$CI,p.value=Res$pv,a.est=aH,b.est=bH,ab.est=abH)
}
#------------------------------------------------------------
# Tunning parameter when use Huber type weight
#------------------------------------------------------------
# Input:
#kappa: the proportion of cases to be controlled
#p: the number of variables
# Output
# r: the critical value of Mahalalanobis distance, as defined in (20)
# tau: the constant to make the robust estimator of Sigma to be unbiased, as
defined in (20)
HuberTun=function(kappa,p){
prob=1-kappa
chip=qchisq(prob,p)
r=sqrt(chip)
tau=(p*pchisq(chip,p+2)+ chip*(1-prob))/p
Results=list(r=r,tau=tau)
return(Results)
}
robEst=function(Z,r,tau,ep){
p=ncol(Z)
n=nrow(Z)
# Starting values
mu0=MeanCov(Z)$zbar
Sigma0=MeanCov(Z)$S
Sigin=solve(Sigma0)
diverg=0 # convergence flag
for (k in 1:200) {
sumu1=0
mu=matrix(0,p,1)
Sigma=matrix(0,p,p)
d=rep(NA,n)
u1=rep(NA,n)
u2=rep(NA,n)
for (i in 1:n) { zi=Z[i,]

zi0=zi-mu0
di2=t(zi0)%*%Sigin%*%zi0
di=as.numeric(sqrt(di2))
d[i]=di
#get u1i,u2i
if (di<=r) {
u1i=1.0
u2i=1.0/tau
}else {
u1i=r/di
u2i=u1i^2/tau
}
u1[i]=u1i
u2[i]=u2i
sumu1=sumu1+u1i
mu=mu+u1i*zi
Sigma=Sigma+u2i*zi0%*%t(zi0)
} # end of loop i
mu1=mu/sumu1
Sigma1=Sigma/n
Sigdif=Sigma1-Sigma0
dt=sum(Sigdif^2)
mu0=mu1
Sigma0=Sigma1
Sigin=solve(Sigma0)
if (dt<ep) {break}
} # end of loop k
if (k==200) {
diverg=1
mu0=rep(0,p)
sigma0=matrix(NA,p,p)
theta=MLEst(Sigma0)
Results=list(mu=mu0,Sigma=Sigma0,theta=theta,d=d,u1=u1,u2=u2,diverg=diverg)
return(Results)
}
SErob=function(Z,mu,Sigma,theta,d,r,tau){
n=nrow(Z)
p=ncol(Z)
ps=p*(p+1)/2
q=6
Dup=Dp(p)
DupPlus=solve(t(Dup)%*%Dup)%*%t(Dup)
InvSigma=solve(Sigma)
sigma=vech(Sigma)
W=0.5*t(Dup)%*%(InvSigma%x%InvSigma)%*%Dup
Zr=matrix(NA,n,p) # robustly transformed data

A=matrix(0,p+q,p+q)
B=matrix(0,p+q,p+q)
sumg=rep(0,p+q)
for (i in 1:n) {
zi=Z[i,]
zi0=zi-mu
di=d[i]
if (di<=r) {
u1i=1.0
u2i=1.0/tau
du1i=0
du2i=0
}else {
u1i=r/di
u2i=u1i^2/tau
du1i=-r/di^2
du2i=-2*r^2/tau/di^3
}
#robust transformed data

Zr[i,]=sqrt(u2i)*t(zi0)
#### gi
g1i=u1i*zi0 # defined in (24)

vTi=vech(zi0%*%t(zi0))
g2i=u2i*vTi-sigma # defined in (25)
gi=rbind(g1i,g2i)
sumg=gi+sumg
B=B+gi%*%t(gi)
#### gdoti
# derivatives of di with respect to mu and sigma

ddmu=-1/di*t(zi0)%*%InvSigma
ddsigma=-t(vTi)%*%W/di
#
dg1imu=-u1i*diag(p)+du1i*zi0%*%ddmu
dg1isigma=du1i*zi0%*%ddsigma
dg2imu=-u2i*DupPlus%*%(zi0%x%diag(p)+diag(p)%x%zi0)+du2i*vTi%*%ddmu
dg2isigma=du2i*vTi%*%ddsigma-diag(q)
dgi=rbind(cbind(dg1imu,dg1isigma),cbind(dg2imu,dg2isigma))
A=A+dgi
} # end of loop n
A=-1*A/n
B=B/n
invA=solve(A)
OmegaSW=invA%*%B%*%t(invA)
OmegaSW=OmegaSW[(p+1):(p+q),(p+1):(p+q)]
SEsw=getSE(theta,OmegaSW,n)
SEinf=SEML(Zr,theta)$inf
Results=list(inf=SEinf,sand=SEsw,Zr=Zr)
return(Results)
MeanCov=function(Z){
n=nrow(Z)
p=ncol(Z)
zbar=t(Z)%*%matrix(1/n,n,1)
S=t(Z)%*%(diag(n)-matrix(1/n,n,n))%*%Z/n
Results=list(zbar=zbar,S=S)
return(Results)
}
#-----------------------------------------------------------------------
# Obtaining normal-theory MLE of parameters in the mediation model
#-----------------------------------------------------------------------
# Input:
# S: sample covariance
# Output:
# thetaMLE: normal-theory MLE of theta. theta is defined in the subsection: MLEs
of a,b, and c
MLEst=function(S){
ahat=S[1,2]/S[1,1]
vx=S[1,1]
# M on X
Sxx=S[1:2,1:2]
sxy=S[1:2,3]
vem=S[2,2]-S[2,1]*S[1,2]/S[1,1]
# Y on X and M
invSxx=solve(Sxx)
beta.v=invSxx%*%sxy # chat, bhat
vey=S[3,3]-t(sxy)%*%invSxx%*%sxy
thetaMLE=c(ahat,beta.v[2],beta.v[1],vx,vem,vey)
return(thetaMLE)
}
Dp=function(p){
p2=p*p
ps=p*(p+1)/2
Dup=matrix(0,p2,ps)
count=0
for (j in 1:p){
for (i in j:p){
count=count+1
if (i==j){
Dup[(j-1)*p+j, count]=1
}else{
Dup[(j-1)*p+i, count]=1
Dup[(i-1)*p+j, count]=1
}
}
}
return(Dup)
}
vech=function(A){
l=0
p=nrow(A)
ps=p*(p+1)/2
vA=matrix(0,ps,1)
for (i in 1:p) {
for (j in i:p) {
l=l+1
vA[l,1]=A[j,i]
}
}
return(vA)
}
getSE=function(theta,Omega,n){
hdot=gethdot(theta)
COV=hdot%*%(Omega/n)%*%t(hdot) # delta method
se.v=sqrt(diag(COV)) # se.v of theta
a=theta[1]
b=theta[2]
SobelSE=sqrt(a^2*COV[2,2]+b^2*COV[1,1])
se.v=c(se.v,SobelSE) # including Sobel SE
return(se.v)
}
gethdot=function(theta){
p=3
ps=p*(p+1)/2
q=ps
a=theta[1]
b=theta[2]
c=theta[3]
#ab=a*b
vx=theta[4]
vem=theta[5]
vey=theta[6]
sigmadot=matrix(NA,ps,q)
sigmadot[1,]=c(0,0,0,1,0,0)
sigmadot[2,]=c(vx,0,0,a,0,0)
sigmadot[3,]=c(b*vx,a*vx,vx,a*b+c,0,0)
sigmadot[4,]=c(2*a*vx,0,0,a^2,1,0)
sigmadot[5,]=c((2*a*b+c)*vx,a^2*vx+vem,a*vx,a^2*b+a*c,b,0)
sigmadot[6,]=c((2*b*c+2*a*b^2)*vx,(2*c*a+2*a^2*b)*vx+2*b*vem,
(2*a*b+2*c)*vx,c^2+2*c*a*b+a^2*b^2,b^2,1)
hdot=solve(sigmadot)
return(hdot)
}
SEML=function(Z,thetaMLE){
n=nrow(Z)
p=ncol(Z)
ps=p*(p+1)/2
q=ps
zbar=MeanCov(Z)$zbar
S=MeanCov(Z)$S
Dup=Dp(p)
InvS=solve(S)
W=0.5*t(Dup)%*%(InvS%x%InvS)%*%Dup
OmegaInf=solve(W) # only about sigma, not mu
# Sandwich-type Omega
S12=matrix(0,p,ps)
S22=matrix(0,ps,ps)
for (i in 1:n){
zi0=Z[i,]-zbar
difi=zi0%*%t(zi0)-S
vdifi=vech(difi)
S12=S12+zi0%*%t(vdifi)
S22=S22+vdifi%*%t(vdifi)
}
OmegaSW=S22/n # only about sigma, not mu
SEinf=getSE(thetaMLE,OmegaInf,n)
SEsw=getSE(thetaMLE,OmegaSW,n)
Results=list(inf=SEinf,sand=SEsw)
return(Results)
}
BCI=function(Z,Zr,ab=NULL,abH,B,level){
p=ncol(Z)
n=nrow(Z)
# abhat.v=rep(NA,B) # save MLEs of a*b in the B bootstrap samples
abhatH.v=matrix(NA,B)
Index.m=matrix(NA,n,B)
t1=0
t2=0
for(i in 1:B){
U=runif(n,min=1,max=n+1)
index=floor(U)
Index.m[,i]=index
#H(.05)
Zrb=Zr[index,]
SH=MeanCov(Zrb)$S
thetaH=MLEst(SH)
abhatH=thetaH[1]*thetaH[2]
abhatH.v[i]=abhatH
if (abhatH<abH){
t2=t2+1
}
} # end of B loop
abhatH.v=abhatH.v[!is.na(abhatH.v)]
SEBH=sd(abhatH.v)
# bootstrap confidence intervals using robust method

CI2 =BpBCa(Zr,abhatH.v,t2,level)
# Results=list(CI=CI2)
Results=list(CI=CI2[[1]],pv=CI2[[2]])
return(Results)
}# end of function
BpBCa=function(Z,abhat.v,t,level){
# Bootstrap percentile
oab.v=sort(abhat.v)
B=length(abhat.v)
ranklowBp=round(B*level/2)
if(ranklowBp==0){
ranklowBp=1
}
Bpl=oab.v[ranklowBp]
Bph=oab.v[round(B*(1-level/2))]
BP=c(Bpl,Bph)
pstar=mean(oab.v>0)
pv=2*min(c(pstar,1-pstar))
# Results=list(BP=BP)
# return(Results)
list(BP,pv)
}
RobRsq<-function(x,y){
library(robust)
z=lmRob(y~x)
res=robR2w(z)
res
}
robR2w = function (rob.obj, correc=1.2076) {

## R2 in robust regression, see
## Renaud, O. & Victoria-Feser, M.-P. (2010). A robust coefficient of
determination for regression.
## Journal of Statistical Planning and Inference, 140, 1852-1862.
## rob.obj is an lmRob object. correc is the correction for consistancy. Call:
##
## library(robust)
## creat.lmRob = lmRob(original1 ~ approprie1+approprie2+creativite1+creativite2,
data=creatif)
## summary(creat.lmRob)
## robR2w(creat.lmRob)
## Weights in robust regression

wt.bisquare = function(u, c = 4.685) {
U <- abs(u/c)
w <- ((1. + U) * (1. - U))^2.
w[U > 1.] <- 0.
w
}
weight.rob=function(rob.obj){
resid.rob=rob.obj$resid
scale.rob=(rob.obj$scale)*rob.obj$df.residual/length(resid.rob)
resid.rob= resid.rob/scale.rob
weight=wt.bisquare(resid.rob)
}
if (attr(rob.obj, "class") !="lmRob")

stop("This function works only on lmRob objects")
pred = rob.obj$fitted.values
resid = rob.obj$resid
resp = resid+pred
wgt = weight.rob(rob.obj)
scale.rob = rob.obj$scale
resp.mean = sum(wgt*resp)/sum(wgt)
pred.mean = sum(wgt*pred)/sum(wgt)
yMy = sum(wgt*(resp-resp.mean)^2)
rMr = sum(wgt*resid^2)
r2 = (yMy-rMr) / yMy
r2correc= (yMy-rMr) / (yMy-rMr +rMr*correc)
r2adjcor = 1-(1-r2correc) * (length(resid)-1) / (length(resid)-
length(rob.obj$coefficients)-1)
return(list(robR2w.NoCorrection=r2, robR2w.WithCorrection=r2correc,
robR2w.AdjustedWithCorrection=r2adjcor))
}
bi2KMSv2<-
y)),
x=NA,y=NA,nullval=0,alpha=.05){
#
# probability of success using method KMS.
#
# Unlike the function bi2KMS, a p-value is returned
#
#
# Uses Kulinskaya et al. method American Statistician, 2010, 64, 350-
#
# null value is the hypothesized value for p1-p2
#
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-bi2KMS(r1=r1,n1=n1,r2=r2,n2=n2,x=x,y=x,alpha=alph[i])
if(chkit$ci[1]>nullval || chkit$ci[2]<nullval)break
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
chkit<-bi2KMS(r1=r1,n1=n1,r2=r2,n2=n2,x=x,y=x,alpha=alph[i])
if(chkit$ci[1]>nullval || chkit$ci[2]<nullval)break
}}
est=bi2KMS(r1=r1,n1=n1,r2=r2,n2=n2,x=x,y=y,alpha=alpha)
list(ci=est$ci,p1=est$p1,p2=est$p2,est.dif=est$p1-est$p2,p.value=p.value)
}
disc2comSK<-function(x,y,alpha=.05,nboot=500,SEED=TRUE){
#
# Comparing two independent variables in terms of their probability function.
# A global test of P(X=x)=P(Y=x) for all x.
# Appears to have no advantage over a chi-square test done by the R function
disc2com
#
# The R function binband tests this hypothesis for each x.
#
library(mc2d)
x=elimna(x)
y=elimna(y)
if(SEED)set.seed(2)
x=elimna(x)
y=elimna(y)
vals=sort(unique(c(x,y)))
n1=length(x)
n2=length(y)
K=length(vals)
C1=NULL
C2=NULL
HT=NULL
for(i in 1:K){
C1[i]=sum(x==vals[i])
C2[i]=sum(y==vals[i])
HT[i]=(C1[i]+C2[i])/(n1+n2)
}
p1hat=C1/n1
p2hat=C2/n2
test=sum((p1hat-p2hat)^2)
tv=NULL
TB=NA
VP=NA
for(ib in 1:nboot){
xx=rmultinomial(n1,1,HT)
yy=rmultinomial(n2,1,HT)
B1=NA
B2=NA
BP=NA
for(i in 1:K){
B1[i]=sum(xx[,i])
B2[i]=sum(yy[,i])
}
B1hat=B1/n1
B2hat=B2/n2
TB[ib]=sum((B1hat-B2hat)^2)
}
pv=1-mean(test>TB)-.5*mean(test==TB)
list(test=test,p.value=pv)
}
wmwloc<-function(x,y,na.rm=TRUE,est=median,...){
#
# Estimate the median of the distribution of x-y
#
if(na.rm){
x<-x[!is.na(x)]
y<-y[!is.na(y)]
}
est=est(m,na.rm=TRUE,...)
est
}
DEPanc<-function(x1,y1,y2,fr1=1,tr=.2,alpha=.05,plotit=TRUE,DISDIF=FALSE,DIF=TRUE,
pts=NULL,sm=FALSE,xout=FALSE,outfun=out,nboot=500){
#
# Compare two dependent groups using a covariate
#
# x1 is the covariate and
# y1 and y2 are the two measures. For instance time 1 and time 2.
#
#
# fr1 is span for running interval smoother
#
#
#
# If DISDIF=T: 1. compare groups using median of distribution of D=Y1-Y2
# 2. if na.rm=T, case wise deletion is used, otherwise all of the
data are used.
#
# Also see the R function DEPancB, which includes alternative methods for
handling missing values
#
m=cbind(x1,y1,y2)
flag=is.na(x1)
m=m[!flag,]
if(is.null(pts[1])){
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
y2<-y2[xorder]
vecn<-1
for(i in 1:length(x1))vecn[i]<-length(y1[near(x1,x1[i],fr1)])
}
if(!is.null(pts[1]))isub=c(1:length(pts))
mat<-matrix(NA,length(isub),8)
dimnames(mat)<-list(NULL,c("X","n","DIF","TEST","se","ci.low","ci.hi",
"p.value"))
for (i in 1:length(isub)){
if(is.null(pts)){
ch=near(x1,x1[isub[i]],fr1)
mat[i,1]=x1[isub[i]]
}
if(!is.null(pts)){
ch=near(x1,pts[i],fr1)
mat[i,1]=pts[i]
}
mat[i,2]=sum(ch)
if(!DISDIF){
if(!DIF){
test<-yuend(m[ch,2],m[ch,3],tr=tr)
mat[i,3]=mean(m[ch,2],tr=tr)-mean(m[ch,3],tr=tr)
mat[i,5]<-test$se
mat[i,6]<-test$ci[1]
mat[i,8]<-test$siglevel
}
if(DIF){
test=trimci(m[ch,2]-m[ch,3],tr=tr,pr=FALSE)
mat[i,3]=mean(m[ch,2]-m[ch,3],tr=tr)
mat[i,4]<-test$test.stat
mat[i,5]<-test$se
}}
if(DISDIF){
test=l2drmci(m[ch,2:3],pr=FALSE,nboot=nboot,na.rm=na.rm)
mat[i,3]<-loc2dif(m[ch,2],m[ch,3],na.rm=na.rm)
mat[i,4]<-NA
mat[i,5]<-NA
}}
if(plotit)
runmean2g(x1,y1,x1,y2,fr=fr1,est=mean,tr=tr,sm=sm,xout=xout,outfun=outfun)
list(output=mat)
}
DEPancpb<-
function(x1,y1,y2,fr1=1,est=tmean,alpha=.05,plotit=TRUE,DISDIF=FALSE,DIF=TRUE,TLS=F
ALSE,SEED=TRUE,
pts=NULL,sm=FALSE,xout=FALSE,outfun=out,nboot=500,pr=FALSE,na.rm=TRUE,xlab="Group
1", ylab="Group 2",...){
#
# Compare two dependent groups using a covariate
#
# same as DEPanc, only use bootstrap methods in all cases.
#
# x1 is the covariate and
# y1 and y2 are the two measures. For instance time 1 and time 2.
#
# case wise deletion of missing values used by default.
# To use all of the data not missing, set DIF=F and na.rm=F
# For the special case where the goal is to compare means, also set TLS=T
# (But this can produce an error if too many missing values)
#
#
# TLS=F, use percentile bootstrap when DIF=FALSE;
# otherwise (TLS=TRUE) use Lin-Stivers method for means
# fr1 is span for running interval smoother
#
#
#
m=cbind(x1,y1,y2)
flag=is.na(x1)
if(na.rm)m=elimna(m)
if(!na.rm){
m=m[!flag,]
}
x1=m[,1]
y1=m[,2]
y2=m[,3]
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
y2<-y2[xorder]
vecn<-1
for(i in 1:length(x1))vecn[i]<-length(y1[near(x1,x1[i],fr1)])
}
if(!is.null(pts[1]))isub=c(1:length(pts))
mat<-matrix(NA,length(isub),6)
dimnames(mat)<-list(NULL,c("X","n","DIF","ci.low","ci.hi",
"p.value"))
for (i in 1:length(isub)){
if(is.null(pts)){
ch=near(x1,x1[isub[i]],fr1)
}
if(!is.null(pts)){
ch=near(x1,pts[i],fr1)
mat[i,1]=pts[i]
}
mat[i,2]=sum(ch)
if(!DISDIF){
if(!DIF){
if(!TLS){
test=rmmismcp(m[ch,2],m[ch,3],alpha=alpha,SEED=SEED,est=est,plotit = FALSE,
grp = grp, nboot = 500, xlab = xlab, ylab = ylab, pr = pr, ...)
mat[i,3]=est(m[ch,2],na.rm=TRUE)-est(m[ch,3],na.rm=TRUE)
mat[i,4]<-test$output[1,6]
}
if(TLS){
test=rm2miss(m[ch,2],m[ch,3], nboot = nboot, alpha = alpha, SEED = SEED)
mat[i,3]=mean(m[ch,2],na.rm=TRUE)-mean(m[ch,3],na.rm=TRUE)
}}
if(DIF){
test=onesampb(m[ch,2]-m[ch,3],est=est,nboot=nboot,alpha=alpha,SEED=SEED,...)
mat[i,3]=est(m[ch,2]-m[ch,3],na.rm=TRUE,...)
}}
if(DISDIF){
test=l2drmci(m[ch,2:3],pr=FALSE,nboot=nboot,na.rm=na.rm)
mat[i,3]<-loc2dif(m[ch,2],m[ch,3],na.rm=na.rm)
}}
if(plotit)
runmean2g(x1,y1,x1,y2,fr=fr1,est=est,sm=sm,xout=xout,outfun=outfun,...)
list(output=mat)
}
lplotPV<-function(x,y, span = 0.75, xout = FALSE,pr=TRUE,

outfun = out,nboot=1000,SEED=TRUE,plotit=TRUE,pyhat = FALSE, expand = 0.5,
low.span = 2/3,
varfun = pbvar, cor.op = FALSE, cor.fun = pbcor, scale = FALSE,
xlab = "X", ylab = "Y", zlab = "", theta = 50, phi = 25,
family = "gaussian", duplicate = "error", pc = "*", ticktype = "simple",...){
#
# Compute a p-value based on the Strength of Association estimated via lplot
# If significant, conclude there is dependence.
#
if(SEED)set.seed(2)
x=as.matrix(x)
if(pr){
}}
vals=NA
nv=ncol(x)
x<-m[,1:nv]
y<-m[,nv+1]
if(xout){
m<-m[flag,]
x<-m[,1:nv]
y<-m[,nv+1]
}
x=as.matrix(x)
est=lplot(x,y,span=span,plotit=plotit,pr=FALSE, pyhat = pyhat,
outfun = outfun, expand = expand, low.span = low.span,
varfun = varfun, cor.op =cor.op, cor.fun = cor.fun, scale = scale,
xlab = xlab, ylab = ylab, zlab =zlab, theta =theta, phi = phi,
family = family, duplicate = duplicate, pc = pc, ticktype = ticktype,...)
n=nrow(x)
for(i in 1:nboot){
vals[i]=lplot(x[data1[i,],],y[data2[i,]],plotit=FALSE,pr=FALSE)$Strength.Assoc
}
p=mean(est$Strength<vals)
list(p.value=p,Strength.Assoc=est$Strength.Assoc,Explanatory.power=est$Explanatory.
power,yhat.values=est$yhat.values)
}
M1M2<-function(m1,m2,test=yuen,alpha=.05,...){
#
# Goal: compare data in col 1 of m1 to col 1 data in m2,
# do this again for col 2, etc.
# control FWE via Hochberg method
# alpha is the desired family wise error rate
# The argument test is assumed to be a function that returns a p-value stored in
$p.value
#
vals=0
if(is.list(m1))m1=matl(m1)
if(is.list(m2))m2=matl(m2)
m1=as.matrix(m1)
m2=as.matrix(m2)
ntest=ncol(m1)
outp=matrix(0,ncol=2,nrow=ntest)
dimnames(outp)=list(NULL,c("p.value","crit.p.value"))
if(ncol(m1)!=ncol(m2))stop("m1 and m2 do not have the same number of columns")
for(i in 1:ncol(m1))vals[i]=test(m1[,i],m2[,i],...)$p.value
outp[,1]=vals
dvec=alpha/(c(1:ntest))
temp2<-order(0-vals)
zvec<-dvec
outp[temp2,2]=zvec
flag=(outp[,1]<=outp[,2])
dd=sum(outp[,1]<=outp[,2])
chk=c(1:ntest)
list(results=outp,number.sig=dd,sig.tests=chk[flag])
}
dbetabin<-function(x,n,r,s){
#
# probability function for the beta-binomial distribution
#
v=lgamma(n+1)+lgamma(r+x)+lgamma(n+s-x)+lgamma(r+s)-lgamma(x+1)-lgamma(n-x+1)-
lgamma(r+s+n)-lgamma(r)-lgamma(s)
v=exp(v)
v
}
regci.inter<-function(x,y, regfun = tsreg, nboot = 599, alpha = 0.05, SEED = TRUE,

pr = TRUE, xout = FALSE, outfun = outpro, ...){
#
# A function for dealing with the usual regression interaction
# model where the product of two independent variables is used.
#
if(ncol(x)!=2)stop("This function assumes there are two predictors")
output=regci(xx,y,regfun = regfun, nboot = nboot, alpha =alpha, SEED = SEED, pr
=pr,
xout = xout, outfun = outfun,...)
output
}
olshc4.inter<-function(x,y, alpha = 0.05, xout = FALSE, outfun = out, ...){

#
# A function for dealing with the usual regression interaction
# model where the product of two independent variables is used.
#
if(ncol(x)!=2)stop("This function assumes there are two predictors")
output=olshc4(xx,y, alpha =alpha, xout = xout, outfun = outfun,...)
output
}
ancovaG<-
function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,alpha=.05,plotit=FALSE,pts=NULL,sm=FALSE,
pr=TRUE,xout=FALSE,outfun=out,test=medpb2,...){
#
# This function generalizes the R function ancova so that any hypothesis testing
method
# can be used to compare groups at specified design points.
#
# Compare two independent groups using the ancova method coupled with method
# indicated by the argument test.
#
#
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
output=list()
mat<-matrix(NA,5,3)
npt<-5
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
for (i in 1:5){
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
mat[i,2]=length(g1)
mat[i,3]=length(g2)
output[[i]]<-test(g1,g2,...)
}}
if(!is.null(pts[1])){
n1<-1
n2<-1
vecn<-1
}
mat[i,1]=pts[i]
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
mat[i,2]=length(g1)
mat[i,3]=length(g2)
output[[i]]<-test(g1,g2,...)
}}
if(plotit)
runmean2g(x1,y1,x2,y2,fr=fr1,est=mean,tr=tr,sm=sm,xout=xout,outfun=outfun,...)
list(mat,output)
}
mat2list<-function(m,grp.dat){
#
# For data in a matrix m, divide the data into groups based
# on the values in column indicated
# by the argument grp.dat
# and store the data in list mode.
#
# This function is like fac2list, only it handles matrices
#
# Example: z=mat2list(m[,2:5],m[,9])
# will divide the rows of data in columns 2-5 into groups based
# on the group id data in column 9
# This is done via the function mat2grp
#
# z[[1]] will contain the data in m[,2:5] that is associated with first group
# z[[2]] will contain the data in m[,2:5] that is associated with second group,
etc.
#
# If any entry in grp.dat is NA, this row is eliminated from m
#
if(!is.null(dim(m)))m=as.matrix(m)
if(!is.matrix(m))stop("Data must be stored in a matrix or data frame")
p=ncol(m)
p1=p+1
M=cbind(m,grp.dat)
#print(dim(M))
x<-mat2grp(M[,1:p1],p1)
for(i in 1:length(x))x[[i]]=x[[i]][,1:p]
x
}
regpecv<-function(x,y,regfun=tsreg,varfun=pbvar,...){
#
# Estimate prediction error via leave-one-out cross-validation
#
# regfun defaults to Theil-Sen estimator
# function returns measure of prediction error: robust measure of variation
# applied to the n differences y_i-y_{-i}, i=1,...,n
# where y_{-1} is estimate of y when ith vector of observations is omitted.
#
x=as.matrix(x)
px=ncol(x)
px1=px+1
n=nrow(xy)
vals=NA
for(i in 1:n){
est=regfun(xy[-i,1:px],xy[-i,px1])$coef
vals[i]=xy[i,px1]-(est[1]+sum(est[2:px1]*xy[i,1:px]))
}
pe=varfun(vals)
pe
}
idmatch<-function(m1,m2,id.col1,id.col2=id.col1){
#
# for the id data in column id.col of matrices m1 and m2
# pull out data for which both m1 and m2 have matching id's
# return the data in a matrix, m
#
flag=!is.na(m1[,id.col1])
m1=m1[flag,] # eliminate any rows where ID is missing
m2=m2[flag,]
M1=NULL
#if(sum(duplicated(m1))>0)stop('Duplicate ids detected in m1')
#if(sum(duplicated(m2))>0)stop('Duplicate ids detected in m2')
#print(m1[,id.col1])
if(sum(duplicated(m1[,id.col1]))>0)stop('Duplicate ids detected in m1')
if(sum(duplicated(m2[,id.col2]))>0)stop('Duplicate ids detected in m2')
flag=duplicated(c(m1[i,id.col1],m2[,id.col2]))
if(sum(flag>0)){
if(is.data.frame(m1)){
if(!is.null(dim(M1)))M1=rbind(M1,as.data.frame(m1[i,]))
if(is.null(dim(M1)))M1=as.data.frame(m1[i,])
}
if(!is.data.frame(m1)){
if(!is.null(dim(M1)))M1=rbind(M1,m1[i,])
if(is.null(dim(M1)))M1=matrix(m1[i,],nrow=1)
}
}}
M2=NULL
if(sum(flag>0)){
}
}
}}
#m=cbind(M1[,id.col1],M1[,-id.col1],M2[,-id.col2])
list(M1=M1,M2=M2)
}
rplotCV<-
function(x,y,fr=NA,varfun=pbvar,est=tmean,xout=FALSE,outfun=out,eout=FALSE,corfun=p
bvar,...){
#
# Estimate prediction error based on
# a running interval smoother in conjunction with
# a leave-one-out cross validation method
#
# varfun is the measure of variation used on the predicted Y values.
# est is the measure of location used by the running interval smoother.
# The estimate is returned in VAR.Y.HAT
#
if(eout){
m=m[flag,]
}
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=as.matrix(m[,1:p])
y=m[,p1]
vals=NA
if(is.na(fr)){
if(p==1)fr=.8
if(p>1)fr=1
}
if(xout){
keepit<-outfun(x,plotit=FALSE,...)$keep
x<-x[keepit,]
y<-y[keepit]
}
x=as.matrix(x)
if(p==1)vals[i]=runhat(x[-i,],y[-i],fr=fr,est=est,pts=x[i,],...)
if(p>1)vals[i]=rung3hat(x[-i,],y[-i],fr=fr,pts=t(as.matrix(x[i,])))$rmd
}
dif=y-vals
ans=varfun(elimna(dif))
list(VAR.Y.HAT=ans)
}
SMpre<-function(x,y,est=tmean,fr=NA,varfun=pbvar,model=NULL,adz=TRUE,
xout=FALSE,outfun=out,...){
#
# Estimate prediction error for all of the models specified by the
# the argument model, which has list mode.
# Leave-one-out cross-validation is used in conjunction with a running interval
smoother
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
n=nrow(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
}
if(p>5)stop("Can have at most 5 predictors")
if(is.null(model))model=modgen(p)
mout<-matrix(NA,length(model),3,dimnames=list(NULL,c("error",
"var.used","rank")))
for(imod in 1:length(model)){
temp=c(nmod:0)
mout[imod,1]=rplotCV(x[,model[[imod]]],y,fr=fr,est=est,varfun=varfun)$VAR.Y.HAT
}
if(adz){
va=0
for(i in 1:n)va[i]=y[i]-tmean(y[-i])
no=pbvar(va)
mout=rbind(mout,c(no,0,NA))
}
list(estimates=mout)
}
mch2num<-function(x){
# convert character, stored in matrix, to numeric data.
m=matrix(NA,nrow=nrow(x),ncol=ncol(x))
for(j in 1:ncol(x))m[,j]=as.numeric(x[,j])
m
}
ddep<-
function(x,est=onestep,alpha=.05,grp=NA,nboot=500,plotit=TRUE,SEED=TRUE,pr=TRUE,WT=
TRUE,...){
#
# using the partially centered method plus
# depth of zero among bootstrap values.
#
# An improved version of ddep that better handles heteroscedasticity
# (A weighted grand mean is used in this version.)
#
#
#
#
if(pr)print("Warning: Might not be level robust if the number of groups is
relatively large and n is small")
if(pr)print("Currently seems that rmmismcp is preferable")
if(is.list(x)){
nv<-NA
for(j in 1:length(x))nv[j]<-length(x[[j]])
if(var(nv) !=0){
stop("The groups are stored in list mode and appear to have different sample
sizes")
}
temp<-matrix(NA,ncol=length(x),nrow=nv[1])
for(j in 1:length(x))temp[,j]<-x[[j]]
x<-temp
}
J<-ncol(x)
if(!is.na(grp[1])){ #Select the groups of interest
J<-length(grp)
for(j in 1:J)temp[,j]<-x[,grp[j]]
x<-temp
}
x<-elimna(x) # Remove any rows with missing values.
bvec<-matrix(0,ncol=J,nrow=nboot)
n<-nrow(x)
totv<-apply(x,2,est,na.rm=TRUE,...)
for(ib in 1:nboot)bvec[ib,]<-apply(x[data[ib,],],2,est,na.rm=TRUE,...) #nboot by J
matrix
if(!WT){
gv<-rep(mean(totv),J) #Grand mean
#m1<-rbind(bvec,gv)
}
bplus<-nboot+1
center<-totv
cmat<-var(bvec)
if(WT){
wt=1/diag(cmat)
ut=sum(wt)
gv<-rep(sum(wt*totv)/ut,J) #Grand mean
}
m1<-rbind(bvec,gv)
discen<-mahalanobis(m1,totv,cmat)
#print("Bootstrap complete; computing significance level")
plot(bvec,xlab="Group 1",ylab="Group 2")
temp.dis<-order(discen[1:nboot])
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}
list(p.value=sig.level,center=totv,grand.mean=gv)
}
ddeptr<-
function(x,na.rm=TRUE,alpha=.05,grp=NA,nboot=500,plotit=TRUE,SEED=TRUE,op=FALSE,tr=
.2,...){
#
# using the partially centered method plus
# depth of zero among bootstrap values.
#
# The method is like the method used by the R function ddep,
# but a weighted estimate of the grand mean is used.
# This helps deal the heteroscedasticity among the marginal distributions.
#
#
# trimmed means are compared
#
#
#
# na.rm=T, all rows of data with missing values are removed.
# na.rm=F will use all of the data assuming missing values occur at random
#
if(is.list(x)){
nv<-NA
for(j in 1:length(x))nv[j]<-length(x[[j]])
if(var(nv) !=0){
stop("The groups are stored in list mode and appear to have different sample
sizes")
}
temp<-matrix(NA,ncol=length(x),nrow=nv[1])
for(j in 1:length(x))temp[,j]<-x[[j]]
x<-temp
}
J<-ncol(x)
if(!is.na(grp[1])){ #Select the groups of interest
J<-length(grp)
for(j in 1:J)temp[,j]<-x[,grp[j]]
x<-temp
}
if(na.rm)x<-elimna(x) # Remove any rows with missing values.
bvec<-matrix(0,ncol=J,nrow=nboot)
if(op)print("Taking bootstrap samples. Please wait.")
n<-nrow(x)
wt=apply(x,2,trimse,...)
wt=1/wt^2
ut=sum(wt)
totv<-apply(x,2,tmean,na.rm=TRUE,...)
gv<-rep(sum(wt*totv)/ut,J) #Weighted grand mean
#gv<-rep(mean(totv),J)
for(ib in 1:nboot)bvec[ib,]<-apply(x[data[ib,],],2,tmean,na.rm=TRUE,...) #nboot by
J matrix
#gv<-rep(mean(totv),J) #Grand mean
bplus<-nboot+1
m1<-rbind(bvec,gv)
center<-totv
cmat<-var(bvec)
discen<-mahalanobis(m1,totv,cmat)
if(op)print("Bootstrap complete; computing significance level")
plot(bvec,xlab="Group 1",ylab="Group 2")
temp.dis<-order(discen[1:nboot])
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
abline(0,1)
}
list(p.value=sig.level,center=totv,weighted.grand.mean=gv[1])
}
qcomhd<-
function(x,y,q=c(.1,.25,.5,.75,.9),nboot=2000,plotit=TRUE,SEED=TRUE,xlab="Group
1",ylab="Est.1-Est.2",alpha=.05,ADJ.CI=TRUE){
#
error
#
if(SEED)set.seed(2)
pv=NULL
dimnames(output)<-
list(NULL,c("q","n1","n2","est.1","est.2","est.1_minus_est.2","ci.low","ci.up",
"p_crit","p-value"))
output[i,1]=q[i]
temp=pb2gen(x,y,nboot=nboot,est=hd,q=q[i],SEED=FALSE,alpha=alpha,pr=FALSE)
}
output[temp,9]=zvec
if(ADJ.CI){
temp=pb2gen(x,y,nboot=nboot,est=hd,q=q[i],SEED=FALSE,alpha=output[i,9],pr=FALSE)
}
}
for(i in
1:nrow(output))if(output[temp[i],10]>output[temp[i],9])output$signif[temp[i]]="NO"
if(plotit){
}
output
}
qhdplotsm<-function(x,y,q=.5,xlab="X",ylab="Y",pc=".",
xout=FALSE,outfun=out,nboot=40,fr=1,...){
#
# Plots smooths of quantile regression lines for one or more quantiles
# using rplotsm with Harrell--Davis estimator
#
# q indicates the quantiles to be used.
#
# EXAMPLE:
# qhdplotsm(x,y,q=c(.2,.5,.8)) will plot three smooths corresponding to
#
x=as.matrix(x)
if(ncol(x)!=1)stop("Only one predictor is allowed")
x=xy[,1]
y=xy[,2]
if(xout){
x<-x[flag]
y<-y[flag]
}
plot(x,y,xlab=xlab,ylab=ylab,pch=pc)
xord=order(x)
for(j in 1:length(q)){
yhat=rplotsm(x,y,fr=fr,pyhat=TRUE,est=hd,q=q[j],plotit=FALSE,nboot=nboot)$yhat
lines(x[xord],yhat[xord])
}
print("Done")
}
outmah<-function(x,qval=pnorm(3),plotit=TRUE,xlab="VAR 1",ylab="VAR 2"){

#
# detect outliers using Mahalanobis Distance
# For demonstration purposes only. Suggest
# using a method that avoids masking.
#
# In univariate case, default strategy is to use 3 standard deviation rule
#
x=elimna(x)
x=as.matrix(x)
m=apply(x,2,mean)
v=cov(x)
dis=mahalanobis(x,m,v)
crit<-sqrt(qchisq(qval,ncol(x)))
vec<-c(1:nrow(x))
dis[is.na(dis)]=0
dis<-sqrt(dis)
id<-vec[chk==1]
keep<-vec[chk==0]
if(is.matrix(x)){
plot(x[,1],x[,2],xlab=xlab,ylab=ylab,type="n")
flag[id]<-FALSE
if(sum(!flag)>0)points(x[!flag,1],x[!flag,2],pch="*")
}}
if(!is.matrix(x))outval<-x[id]
if(is.matrix(x))outval<-x[id,]
list(out.val=outval,out.id=id,keep=keep,dis=dis,crit=crit)
}
difQplot<-function(x,y=NULL,xlab="Quantile",ylab="Effect Size"){
#
# Plot that provides perspective on the degree a distribution is symmetric about
zero.
# This function plots the sum of q and 1-q quantiles. If the distributions are
symmetric
# the plot should be approximately a horizontal line. If in addition the median
# of the difference scores is zero, the horizontal line will intercept the y-axis
at zero.
#
if(is.null(y))dif=x
if(!is.null(y))dif=x-y
x=elimna(x)
qd=NA
for(i in 1:99)qd[i]=hd(dif,.5-i/200)+hd(dif,.5+i/200)
plot(.5-c(1:99)/200,qd,xlab=xlab,ylab=ylab)
}
Dqcomhd<-function(x,y,q=c(1:9)/10,nboot=1000,plotit=TRUE,SEED=TRUE,xlab="Group
1",ylab="Est.1-Est.2",na.rm=TRUE,alpha=.05){
#
# Compare the quantiles of the marginal distributions associated with two
dependent groups
error
# compare well to other methods have been derived.
#
# x: data for group 1
# y: data for group 2
# q: the quantiles to be compared
# nboot: Number of bootstrap samples
#
# na.rm=FALSE: The marginal quantiles are compared but pairs with missing values
are not removed.
# Note that marginal quantiles can be estimated with all
available data stored in x even when the
# corresponding y value is missing.
#
if(SEED)set.seed(2)
if(na.rm){
x=xy[,1]
y=xy[,2]
}
pv=NULL
dimnames(output)<-
list(NULL,c("q","n1","n2","est.1","est.2","est.1_minus_est.2","ci.low","ci.up","p_c
rit","p-value"))
output[i,1]=q[i]
if(na.rm){
temp=bootdpci(x,y,est=hd,q=q[i],dif=FALSE,plotit=FALSE,pr=FALSE,nboot=nboot,alpha=a
lpha,SEED=FALSE)
output[i,7]=temp$output[1,5]
}
if(!na.rm){
temp=rmmismcp(x,y,est=hd,q=q[i],plotit=FALSE,pr=FALSE,nboot=nboot,alpha=alpha,SEED=
FALSE)
}
}
if(plotit){
}
output[temp,9]=zvec
if(output[temp[i],10]<=output[temp[i],9])break
}
output
}
Dqdif<-function(x,y=NULL,q=.25,nboot=1000,plotit=TRUE,xlab="Group 1 - Group
2",SEED=TRUE,alpha=.05){
#
# Compare two dependent groups by comparing the
# q and 1-q quantiles of the difference scores
#
# q should be < .5
# if the groups do not differ, then the difference scores should be symmetric
# about zero.
# In particular, the sum of q and 1-q quantiles should be zero.
#
# q indicates the quantiles to be compared. By default, the .25 and .75 quantiles
are used.
#
if(SEED)set.seed(2)
if(!is.null(y)){
dif=xy[,1]-xy[,2]
}
if(is.null(y))dif=elimna(x)
n=length(dif)
if(plotit)akerd(dif,xlab=xlab)
bvec=NA
for(ib in 1:nboot){
bvec[ib]<-hd(dif[data[ib,]],q=q)+hd(dif[data[ib,]],q=1-q)
}
est1=hd(dif,q=q)
est2=hd(dif,q=1-q)
pv=mean(bvec<0)+.5*mean(bvec==0)
p=2*min(c(pv,1-pv))
up<-nboot-low
sbvec=sort(bvec)
ci=sbvec[low]
ci[2]=sbvec[up]
list(est.q=est1,est.1.minus.q=est2,conf.interval=ci,p.value=p)
}
qwmwhd<-function(x,y,q=seq(5,40,5)/100,xlab="Quantile",ylab="Sum of q and 1-q

Quantiles",plotit=TRUE,alpha=.05,nboot=1000,SEED=TRUE){
#
zero.
# This function plots the sum of q and 1-q quantiles of the distribution of D=X-Y,
X and Y independent.
# A 1-alpha confidence interval for the sum is indicated by a +
# If the distribution is symmetric
# the plot should be approximately a horizontal line.
#
# FWE is controlled via Hochberg's method, which was used to determine critical
# p-values based on the argument
# alpha.
#
# Can alter the quantiles compared via the argument
# q
# q must be less than .5
#
if(SEED)set.seed(2)
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
output=matrix(NA,ncol=8,nrow=length(q))
dimnames(output)=list(NULL,c("quantile","Est.1","Est.2","SUM","ci.low","ci.up","p_c
rit","p-value"))
test=cbmhd(x,y,q=q[i],plotit=FALSE,nboot=nboot,SEED=SEED)
output[i,1]=q[i]
output[i,2]=test$Est1
output[i,3]=test$Est2
output[i,4]=test$sum
output[i,8]=test$p.value
output[i,5]=test$ci[1]
output[i,6]=test$ci[2]
}
output[temp,7]=zvec
}
if(plotit){
plot(rep(q,3),c(output[,4],output[,5],output[,6]),type="n",xlab=xlab,ylab=ylab)
points(q,output[,6],pch="+")
points(q,output[,4],pch="*")
}
list(n=c(n1,n2),output=output)
}
difQpci<-function(x,y=NULL,q=seq(5,40,5)/100,xlab="Quantile",ylab="Group 1 minus
Group 2",plotit=TRUE,alpha=.05,nboot=1000,SEED=TRUE,LINE=FALSE){
#
# x can be a vector, in which case compare quantiels of distribution of data in x
# x can be a matrix with 2 columns, in which case analysis is done on dif=x[,1]-
x[,2]
# y supplied, then do analysis of dif=x-y
#
zero.
# This function plots the sum of q and 1-q quantiles. A 1-alpha confidence
interval for the sum is indicated by a +
# If the distributions are symmetric
# of the difference scores is zero, the horizontal line will intersect the y-axis
at zero.
#
# Similar to difQplot, only plots fewer quantiles by default and returns p-values
for
# each quantile indicated by the argument q.
#
# alpha.
#
# q
#
# LINE=TRUE. When plotting, a line connecting the estimates will be included.
#
x=as.matrix(x)
if(is.null(y))dif=x
if(ncol(x)>2)stop("Should be at most two groups")
if(ncol(x)==2)dif=x[,1]-x[,2]
dif=elimna(dif)
nv=length(dif)
dimnames(output)=list(NULL,c("quantile","Est_q","Est_1.minus.q","SUM","ci.low","ci.
up","p_crit","p-value"))
test=Dqdif(dif,q=q[i],plotit=FALSE,nboot=nboot,SEED=SEED)
output[i,1]=q[i]
output[i,2]=test$est.q
output[i,3]=test$est.1.minus.q
output[i,5]=test$conf.interval[1]
}
output[temp,7]=zvec
}
output[,4]=output[,2]+output[,3]
if(plotit){
plot(rep(q,3),c(output[,4],output[,5],output[,6]),type="n",xlab=xlab,ylab=ylab)
points(q,output[,4],pch="*")
if(LINE)lines(q,output[,4],pch="*")
}
list(n=nv,output=output)
}
bsqrm<-function(x,y,alpha=0.05,bend=1.28){
#
# Computes Bsqrm test statistic. This test statistic is from Ozdemir (2012)
# "mestse" was used as the standard error of one-step M-estimator and
# "mad" was used as a measure of scale.
#
zc<-qnorm(alpha/2)
x2<-(x-median(x))/mad(x)
y2<-(y-median(y))/mad(y)
C<-length(x[abs(x2)>bend])
D<-length(y[abs(y2)>bend])
e<-c(C,D)
alist<-list(x,y)
f<-(sapply(alist,length))-e
s=sapply(alist,mestse)^2
wden=sum(1/s)
w=(1/s)/wden
yplus<-sum(w*(sapply(alist,onestep)))
tt<-((sapply(alist,onestep))-yplus)/sqrt(s)
v<-(f-1)
z<-((4*v^2)+(5*((2*(zc^2))+3)/24))/((4*v^2)+v+(((4*(zc^2))
+9)/12))*sqrt(v)*(sqrt(log(1+(tt^2/v))))
teststat<-sum(z^2)
list(teststat=teststat)
}
bsqrmbt<-function(x,y,alpha=.05,bend=1.28,nboot=599,SEED=TRUE){
#
# Goal: Test hypothesis that two independent groups have
# equal population M-measures of location.
# A bootstrap-t method is used.
# The method used was derived by F. Ozdemir
#
T<-bsqrm(x,y,alpha,bend)$teststat
TT<-0
bsqrmbt<-numeric(2)
xone<-onestep(x,bend=bend)
yone<-onestep(y,bend=bend)
for(j in 1:nboot)
{
xx<-(sample(x,length(x),replace=TRUE)-xone)
yy<-(sample(y,length(y),replace=TRUE)-yone)
TT[j]<-bsqrm(xx,yy,alpha,bend)$teststat
}
TT<-sort(TT)
bott<-round(alpha*nboot)+1
bsqrmbt<-TT[nboot-bott]
pv=mean(T<=TT)
list(critval=bsqrmbt,teststat=TRUE,p.value=pv)
}
M2gbt=bsqrmbt
qregplots<-function(x,
y,qval=.5,q=NULL,op=1,pr=FALSE,xout=FALSE,outfun=out,plotit=FALSE,xlab="X",ylab="Y"
,...){
#
# Compute the quantile regression line for one or more quantiles and plot the
results
# That is, determine the qth (qval) quantile of Y given X using the
# the Koenker-Bassett approach.
#
# One predictor only is allowed
#
# v2=T, uses the function rq in the R library quantreg
# v2=F, uses an older and slower version
#
# Example: qregplots(x,y,q=c(.25,.5,.75)) will plot the regression lines for
# predicting quartiles.
#
x<-as.matrix(x)
if(ncol(x)!=1)stop("Current version allows only one predictor")
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
est=matrix(NA,ncol=3,nrow=length(qval))
dimnames(est)=list(NULL,c("q","Inter","Slope"))
library(quantreg)
x<-as.matrix(x)
if(ncol(x)!=1)stop("Current version allows only one predictor")
coef=coefficients((rq(y~x,tau=qval[j])))
est[j,1]=qval[j]
est[j,2:3]=coef
abline(coef)
}
list(coef = est)
}
acbinomciv2<-function(x=sum(y),nn=length(y),y=NULL,n=NA,alpha=.05,nullval=.5){
# Compute a p-value when testing the hypothesis that the probability of
# success for a binomial distribution is equal to
# nullval, which defaults to .5
# The Agresti-Coull method is used.
#
# Or can use the argument
# x = the number of successes observed among
# n=nn trials.
#
res=acbinomci(x=x,nn=nn,y=y,alpha=alpha)
ci=res$ci
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-acbinomci(x=x,nn=nn,y=y,alpha=alph[i])$ci
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
list(n=nn,phat=res$phat,se=res$se,ci=res$ci,p.value=p.value)
}
acbinomcipv=acbinomciv2
longreg<-function(x,x.col,y.col,s.id,regfun=tsreg,est=tmean){
#
# x is a data frame or matrix
#
# Longitudinal data.
# For each subject, fit a regression line
# using outcome data in col y.col and predictors, usually times
# when measures were taken, in columns indicated by x.col.
#
# Orthodont,
# For this data set, x.col=2 would indicated that the
# participants age at the time of being measured, is used
# to predict the outcome variable.
#
ymat=long2mat(x,s.id,y.col) # matrix, ith row contains outcome y
# for the ith subject.
#
xvals=longcov2mat(x,s.id,x.col)# list mode
n=nrow(ymat)
p=length(x.col)+1
outmat=matrix(NA,nrow=n,ncol=p)
for(i in 1:n)outmat[i,]=regfun(as.matrix(xvals[[i]]),ymat[i,])$coef
typval=apply(outmat,2,est)
list(est.S=outmat,typical.est=typval)
}
psihat<-function(x,est=hd,con,...){
#
# x has list mode or is a matrix or a data frame
# compute estimates of linear contrasts
# indicated by con using estimator est
# using data in x
#
res=NULL
xbar=lapply(x,est,...)
xbar=as.vector(matl(xbar))
for(d in 1:ncol(con))res[d]=sum(con[,d]*xbar)
res
}
bwmarpb<-function(J,K,x,est=hd,JK=J*K,grp=c(1:JK),nboot=599,
SEED=TRUE,na.rm=TRUE,...){
#
# Multiple comparisons using
# a percentile bootstrap for performing a split-plot design
# using marginal measures of location
#
# data stored in list mode or in a matrix or a data frame
#
#
# using grp
#
if(is.matrix(x))
{
if(ncol(x)!=JK)print("WARNING: number of groups is not equal to JK")
}
if(is.list(x)){
if(length(x)!=JK)print("WARNING: number of groups is not equal to JK")
}
if(is.data.frame(x)){
if(ncol(x)!=JK)print("WARNING: number of groups is not equal to JK")
}
if(SEED)set.seed(2)
if(is.data.frame(x) || is.matrix(x)) {
y <- list()
ik=0
il=c(1:K)-K
for(j in 1:J){
il=il+K
zz=x[,il]
if(na.rm)zz=elimna(zz)
for(k in 1:K){
ik=ik+1
y[[ik]]=zz[,k]
}}
x <- y
}
data<-list()
}
x<-data
#
con=con2way(J,K)
estA=psihat(x,est,con=con$conA,...)
estB=psihat(x,est,con=con$conB,...)
estAB=psihat(x,est,con=con$conAB,...)
nvec<-NA
jp<-1-K
for(j in 1:J){
jp<-jp+K
}
blist<-list()
testmatA<-matrix(NA,ncol=ncol(con$conA),nrow=nboot)
testmatB<-matrix(NA,ncol=ncol(con$conB),nrow=nboot)
testmatAB<-matrix(NA,ncol=ncol(con$conAB),nrow=nboot)
iv<-0
for(j in 1:J){
for(k in 1:K){
iv<-iv+1
tempx<-x[[iv]]
}}
#
# Now do all linear contrasts on bootstrap samples
testmatA[iboot,]<-psihat(blist,est,con=con$conA,...)
testmatB[iboot,]<-psihat(blist,est,con=con$conB,...)
testmatAB[iboot,]<-psihat(blist,est,con=con$conAB,...)
}
pbA=NA
pbB=NA
pbAB=NA
for(j in 1:ncol(con$conA))pbA[j]=mean(testmatA[,j]<0)+.5*mean(testmatA[,j]==0)
for(j in 1:ncol(con$conB))pbB[j]=mean(testmatB[,j]<0)+.5*mean(testmatB[,j]==0)
for(j in 1:ncol(con$conAB))pbAB[j]=mean(testmatAB[,j]<0)+.5*mean(testmatAB[,j]==0)
for(j in 1:ncol(con$conA))pbA[j]=2*min(c(pbA[j],1-pbA[j]))
for(j in 1:ncol(con$conB))pbB[j]=2*min(c(pbB[j],1-pbB[j]))
for(j in 1:ncol(con$conAB))pbAB[j]=2*min(c(pbAB[j],1-pbAB[j]))
p.valueA=pbA
p.valueB=pbB
p.valueAB=pbAB
pbA=cbind(estA,p.valueA)
pbB=cbind(estB,p.valueB)
pbAB=cbind(estAB,p.valueAB)
list(FacA=pbA,FacB=pbB,p.FacAB=pbAB,conA=con$conA,conB=con$conB,conAB=con$conAB)
}
con1way<-function(J){
#
# Create contrast coefficients for all pairwise comparisons
Ja=(J^2-J)/2
con<-matrix(0,J,Ja)
id<-0
for (j in 1:J){
for(k in 1:J){
if(j<k){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
con
}
logrsm<-function(x,y,fr=1,plotit=TRUE,pyhat=FALSE,xlab="X",ylab="Y",STAND=TRUE,
xout=FALSE,outfun=outpro,LP=TRUE,...){
#
# Do a smooth as described by Hosmer and Lemeshow, p. 85
#
# Assuming there is only one predictor
#
# Default: a mad-median rule is used.
#
# LP=TRUE smooth the initial smooth using LOESS
#
x<-as.matrix(x)
if(ncol(x)>1)stop("With more than one predictor, use logSM")
x=xy[,1:ncol(x)]
y=xy[,ncol(xy)]
x<-as.vector(x)
if(xout){
x<-x[flag]
y<-y[flag]
}
if(STAND)x<-(x-median(x))/mad(x)
m1<-outer(x,x,"-")^2
m2<-exp(-1*m1)*(sqrt(m1)<=fr)
m3<-matrix(y,length(y),length(y))*m2
yhat<-apply(m3,2,sum)/apply(m2,2,sum) #sum over rows for each column
if(plotit){
xor<-order(x)
if(!LP)lines(x[xor],yhat[xor])
if(LP){
Yhat=lplot(x[xor],yhat[xor],pyhat=TRUE,plotit=FALSE)$yhat.values
lines(x[xor],Yhat)
}
}
output<-"Done"
if(pyhat)output<-yhat
list(output=output)
}
coefalpha<-function(x){
library(psych)
x=elimna(x)
res=alpha(x)
res
}
z.power<-function(n,alpha=.05,del=NULL,var=NULL){
q=qnorm(1-alpha/2)
sig=sqrt(var)
p1=pnorm(0-q-(sqrt(n)*del)/sig)
p2=1-pnorm(q-(sqrt(n)*del)/sig)
p=p1+p2
list(power=p)
}
hdpb<-function(x,est=hd,alpha=.05,nboot=2000,SEED=TRUE,nv=0,...){
#
# measure of location corresponding to the argument est.
# By default, the Harrell-Davis estimator is used
#
#
# The parameter q determines the quantile estimated via the function hd
# This function is the same as onesampb, only for convenience it defaults
# to using an estimate of the median.
#
#
x=elimna(x)
bvec<-sort(bvec)
up<-nboot-low
low<-low+1
estimate=est(x,...)
}
vecnorm<-function(x, p=2) sum(x^p)^(1/p)
regYvar<-
function(x,y,regfun=tsreg,pts=x,nboot=100,xout=FALSE,outfun=out,SEED=TRUE,...){
#
# Estimate standard error of predicted value of Y using regression estimator
# corresponding to the points in the argument
# pts
# A bootstrap estimate is used
# nboot=100 indicates that 100 bootstrap samples will be used.
# regfun indicates the regression estimator that will be used.
# Theil--Sen is used by default.
#
x<-as.matrix(x)
p=ncol(x)
p1=p+1
vals=NA
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
nv=length(y)
x<-as.matrix(x)
pts=as.matrix(pts)
nvpts=nrow(pts)
bvec=matrix(NA,nrow=nboot,ncol=nvpts)
for(ib in 1:nboot){
bvec[ib,]=regYsub(x[data[ib,],],y[data[ib,]],xr=pts,p1=p1,regfun=regfun,...)
}
sqsd=apply(bvec,2,var)
sqsd
}
regYsub<-function(x,y,xr,p1,regfun=tsreg,...){
est=regfun(x,y,...)$coef
xr=as.matrix(xr)
yhat=est[1]+xr%*%est[2:p1]
yhat
}
regYband<-
function(x,y,regfun=tsreg,npts=NULL,nboot=100,xout=FALSE,outfun=outpro,SEED=TRUE,
alpha=.05,crit=NULL,xlab="X",ylab="Y",SCAT=TRUE,ADJ=TRUE,pr=TRUE,nreps=1000,
MC=FALSE,pch='.',...){
#
# Plot confidence band for the predicted Y value
# if ADJ=FALSE, plot confidence intervals for
# npts points between min(x) and max(x)
# if npts=NULL, then npts=20 is used.
# if ADJ=TRUE, plot confidence band for the predicted Y value for all x values such
that
# the simultaneous probability coverage is .95.
#
# npts=NULL and ADJ=FALSE, npts will be set equal to 20. That is, computed
confidence
# intervals for 20 point covariate values even space between min(x) and max(x).
#
#
if(!ADJ){
if(is.null(npts))npts=20
if(pr)print('To adjust the confidence band so that the simultaneous probability
coverage is .95, set ADJ=TRUE')
}
x<-as.matrix(x)
p=ncol(x)
if(p!=1)stop("This function assumes a single predictor only")
p1=p+1
vals=NA
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
if(SEED)set.seed(2)
if(!ADJ)pts=seq(min(x),max(x),length.out=npts)
if(ADJ)pts=sort(unique(x))
res=regYci(x,y,pts=pts,regfun=regfun,xout=FALSE,SEED=SEED,alpha=alpha,ADJ=ADJ,nreps
=nreps,MC=MC,...)
plot(c(x,pts,pts),c(y,res[,2],res[,3]),xlab=xlab,ylab=ylab,type="n")
if(SCAT)points(x,y,pch=pch)
lines(pts,res[,3],lty=2)
lines(pts,res[,4],lty=2)
}
ols.pred.ci<-
function(x,y,xlab="X",ylab="Y",alpha=.05,xout=FALSE,RETURN=FALSE,newx=NULL){
#
# plot the ols regression line and a 1-alpha
# confidence interval for the predicted values
#
# RETURN=T means the function will return predicted values and
# and confidence interval for the x values indicated by the argument
# newx
# newx=NULL, means predicted Y will be for seq(min(x), max(x), 0.1)
#
# xout=T removes leverage points.
#
if(ncol(as.matrix(x))!=1)stop("One predictor is allowed")
x=xy[,1]
y=xy[,2]
if(xout){
flag=out(x)$keep
x=x[flag]
y=y[flag]
}
tmp.lm=lm(y~x)
if(is.null(newx))newx=seq(min(x), max(x), 0.1)
a=predict(tmp.lm,interval="confidence",level=1-alpha,newdata=data.frame(x=newx))
abline(ols(x,y,plotit=FALSE)$coef)
lines(newx,a[,2],lty=2)
lines(newx,a[,3],lty=2)
res=NULL
if(RETURN)res=a
res
}
regYhat<-
function(x,y,xr=x,regfun=tsreg,xout=FALSE,outfun=outpro,pr=FALSE,plot.pts=FALSE,pts
=NULL,...){
#
# For convenience, return estimate of Y based on data in xr (or pts) using
# regression line based on regfun
#
x<-as.matrix(x)
xr=as.matrix(xr)
p=ncol(x)
p1=p+1
vals=NA
x<-xy[,1:p]
y<-xy[,p1]
#print(xr[1:10,])
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
if(!is.null(pts[1]))xr=pts
xr=as.matrix(xr)
#print(xr[1:10,])
if(ncol(xr)!=p)xr=t(xr) # for a single point, need to transpose.
yhat=est[1]+xr%*%est[2:p1]
if(plot.pts)points(xr,yhat)
yhat
}
reg.pred<-regYhat
reg1way<-
function(x,y,regfun=tsreg,nboot=100,SEED=TRUE,xout=FALSE,outfun=outpro,STAND=TRUE,A
D=FALSE,alpha=.05,pr=TRUE,...){
#
# Test hypothesis that for two or more independent groups, all regression
parameters
# (the intercepts and slopes) are equal
#
# Johansen MANOVA type test statistic.
#
# x and y are assumed to have list mode having length J equal to the number of
groups
# For example, x[[1]] and y[[1]] contain the data for group 1.
#
# xout=T will eliminate leverage points using the function outfun, which defaults
to the MVE method.
#
# OUTPUT:
# n is sample size after missing values are removed
# nv.keep is sample size after leverage points are removed.
#
if(pr){
if(!xout)print("Might want to consider xout=T to remove leverage points")
}
if(SEED)set.seed(2)
if(!is.list(x))stop("Argument x should have list mode")
J=length(x) # number of groups
pchk=lapply(x,ncol)
temp=matl(pchk)
if(var(as.vector(temp))!=0)stop("Something is wrong. Number of covariates differs
among the groups being compared")
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
xy=elimna(cbind(x[[j]],y[[j]]))
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
x[[j]]=as.matrix(x[[j]])
nv=c(nv,nrow(x[[j]]))
}
nv.keep=nv
if(xout){
temp=lapply(x,outfun,plotit=FALSE,STAND=STAND,...)
for(j in 1:J){
x[[j]]=x[[j]][temp[[j]]$keep,]
y[[j]]=y[[j]][temp[[j]]$keep]
}}
K=p1
est=matrix(NA,nrow=J,ncol=p1)
grpnum=NULL
for(j in 1:J)grpnum[j]=paste("Group",j)
vlabs="Intercept"
dimnames(est)=list(grpnum,vlabs)
ecov=list()
ecovinv=list()
W=rep(0,p1)
gmean=rep(0,p1)
for(j in 1:J){
est[j,]=regfun(x[[j]],y[[j]],xout=FALSE,...)$coef
nv.keep[j]=nrow(x[[j]])
vals=matrix(NA,nrow=nboot,ncol=p1)
data<-
matrix(sample(length(y[[j]]),size=length(y[[j]])*nboot,replace=TRUE),ncol=nboot)
data=listm(data)
bvec<-lapply(data,regbootMC,x[[j]],y[[j]],regfun,...)
# bvec is a p+1 by nboot matrix.
vals=t(matl(bvec))
ecov[[j]]=var(vals)
ecovinv[[j]]=solve(ecov[[j]]) #W_j
gmean=gmean+ecovinv[[j]]%*%est[j,]
W=W+ecovinv[[j]]
}
estall=solve(W)%*%gmean
F=0
for(k in 1:K){
for(m in 1:K){
for(j in 1:J){
F=F+ecovinv[[j]][k,m]*(est[j,k]-estall[k])*(est[j,m]-estall[m])
}}}
pvalad=NULL
# if xout=F or AD=T, compute corrected critical value, stemming from Johansen
df=K*(J-1)
if(!xout || AD){
iden=diag(p1)
Aw=0
for(j in 1:J){
temp=iden-solve(W)%*%ecovinv[[j]]
tempsq=temp%*%temp
Aw=Aw+(sum(diag(tempsq))+(sum(diag(temp)))^2)/(nv[j]-1)
}
Aw=Aw/2
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
crit=qchisq(alval[i],df)
critad=crit+(crit/(2*df))*(Aw+3*Aw*crit/(df+2))
if(F<critad)break
}
pvalad=1-irem/1000
}
#
pval=1-pchisq(F,df)
crit=qchisq(1-alpha,df)
critad=NULL
if(!xout || AD)critad=crit+(crit/(2*df))*(Aw+3*Aw*crit/(df+2))
est=data.frame(est)
hlabs=NULL
vlabs="Intercept"
for(j in 1:J)hlabs[j]=paste("Group",j)
dimnames(est)<-list(hlabs,vlabs)
list(n=nv,n.keep=nv.keep,test.stat=F,crit.value=crit,adjusted.crit=critad,p.value=p
val,adjusted.p.value=pvalad,est=est)
}
ancGpar<-
function(x1,y1,x2,y2,regfun=tsreg,nboot=100,SEED=TRUE,xout=FALSE,eout=FALSE,outfun=
outpro,STAND=TRUE,plotit=TRUE,xlab="X",ylab="Y",ISO=FALSE,...){
#
equal
#
#
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
x1=xy[,1:p]
y1=xy[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=xy[,1:p]
y2=xy[,p1]
if(plotit){
xx1=x1
yy1=y1
xx2=x2
yy2=y2
if(eout){
xx1=x1[flag]
yy1=y1[flag]
xx2=x2[flag]
yy2=y2[flag]
}
if(xout){
xx1=x1[flag]
yy1=y1[flag]
xx2=x2[flag]
yy2=y2[flag]
}
points(xx1,yy1)
abline(regfun(xx1,yy1,...)$coef)
abline(regfun(xx2,yy2,...)$coef,lty=2)
}}
x=list()
y=list()
x[[1]]=x1
x[[2]]=x2
y[[1]]=y1
y[[2]]=y2
if(!
ISO)output=reg1way(x,y,regfun=regfun,nboot=nboot,xout=xout,outfun=outfun,SEED=SEED,
STAND=STAND,...)
if(ISO)output=reg1wayISO(x,y,regfun=regfun,nboot=nboot,xout=xout,outfun=outfun,SEED
=SEED,STAND=STAND,...)
output
}
regG=ancGpar
ancts<-
function(x1,y1,x2,y2,pts=NULL,Dpts=FALSE,regfun=tsreg,fr1=1,fr2=1,SCAT=TRUE,pch1='*
',pch2='+',
alpha=.05,plotit=TRUE,xout=FALSE,outfun=out,nboot=100,SEED=TRUE,xlab="X",ylab="Y",.
..){
#
# Compare the regression lines of two independent groups at specified design points
# using a robust regression estimator.
# By default, use the Theil--Sen estimator
#
#
#
# Dpts=FALSE: Five covariate points are chosen uniformly space between the
smallest and largest
# values observed.
# Dpts=TRUE: Five covariate points are chosen in the same manner as done by the
function ancova
#
if(identical(outfun,boxplot))stop('Use outfun=outbox')
if(SEED)set.seed(2)
FLAG=pts
if(ncol(xy)>2)stop("Only one covariate is allowed. Use ancJNmp")
x1=xy[,1]
y1=xy[,2]
nv1=length(y1)
if(ncol(xy)>2)stop("Only one covariate is allowed. Use ancJNmp")
x2=xy[,1]
y2=xy[,2]
nv2=length(y2)
if(xout){
m<-cbind(x1,y1)
p1=ncol(m)
p=p1-1
flag<-outfun(x1,plotit=FALSE,...)$keep
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
xall=unique(c(x1,x2))
pts=seq(min(xall),max(xall),length.out=5)
if(Dpts){
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
pts=x1[isub]
}
mat<-matrix(NA,5,9)
dimnames(mat)<-
list(NULL,c("X","Est1","Est2","DIF","TEST","se","ci.low","ci.hi","p.value"))
mat[,1]=pts
sqsd1=regYvar(x1,y1,pts=pts,regfun=regfun,nboot=nboot,SEED=FALSE,xout=FALSE,outfun=
outfun,...)
outfun,...)
est1=regYhat(x1,y1,xr=pts,regfun=regfun,xout=FALSE,outfun=outfun,...)
est2=regYhat(x2,y2,xr=pts,regfun=regfun,xout=FALSE,outfun=outfun,...)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
sd=sqrt(sqsd1+sqsd2)
mat[,6]=sd
tests=(est1-est2)/sd
mat[,5]=tests
pv=2*(1-pnorm(abs(tests)))
mat[,9]=pv
crit<-smmcrit(Inf,5)
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
if(!is.null(FLAG)){
n1=NA
n2=NA
}
dimnames(mat)<-
list(NULL,c("X","Est1","Est2","DIF","TEST","se","ci.low","ci.hi","p.value"))
mat[,1]<-pts
sqsd1=regYvar(x1,y1,regfun=regfun,pts=pts,nboot=nboot,SEED=FALSE,xout=FALSE,outfun=
outfun,...)
sqsd2=regYvar(x2,y2,regfun=regfun,pts=pts,nboot=nboot,SEED=FALSE,xout=FALSE,outfun=
outfun,...)
est1=regYhat(x1,y1,regfun=regfun,xr=pts,xout=FALSE,outfun=outfun,...)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
mat[,6]=sd
mat[,5]=tests
mat[,9]=pv
crit<-smmcrit(Inf,length(pts))
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
reg1=regfun(x1,y1,...)$coef
if(plotit){
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
if(SCAT){
points(x1,y1,pch=pch1)
}
abline(reg1)
abline(reg2,lty=2)
}
list(n=c(nv1,nv2),intercept.slope.group1=reg1,intercept.slope.group2=reg2,output=ma
t)
}
ancJN<-ancts
block.diag<-function(mat){
#
# mat is assumed to have list mode with
# mat[[1]]...mat[[p]] each having n-by-n matrices
#
# Create a np-by-np block diagonal matrix
#
# So p is the number of blocks
#
if(!is.list(mat))stop("mat should have list mode")
np<-length(mat)*ncol(mat[[1]])
m<-matrix(0,np,np)
n=nrow(mat[[1]])
p=length(mat)
ilow<-1-n
iup<-0
for(i in 1:p){
ilow<-ilow+n
iup<-iup+n
m[ilow:iup,ilow:iup]<-mat[[i]]
}
m
}
reg1wayMC<-function(x,y,regfun=tsreg,nboot=100,SEED=TRUE,xout=FALSE,outfun=outpro,
STAND=TRUE,alpha=.05,pr=TRUE,AD=FALSE,...){
#
parameters are equal
#
# Johansen MANOVA type test statistic
#
groups
#
# xout=T will eliminate leverage points using the function outfun
#
# OUTPUT:
#
library(parallel)
if(pr){
}
if(SEED)set.seed(2)
if(pr){
if(xout)print("xout=T, so an adjusted critical is not computed and apparently not
needed")
}
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
nv.keep=NULL
nv.all=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
nv.all[j]=c(nv,nrow(x[[j]]))
}
if(xout){
for(j in 1:J){
}}
p1=ncol(x[[1]])+1
K=p1
hlabs=NULL
vlabs="Intercept"
nv=NA
ecov=list()
ecovinv=list()
W=rep(0,p1)
gmean=rep(0,p1)
for(j in 1:J){
est[j,]=regfun(x[[j]],y[[j]])$coef
nv[j]=nv.keep[j]
data<-matrix(sample(nv[j],size=nv[j]*nboot,replace=TRUE),ncol=nboot)
data=listm(data)
bvec<-mclapply(data,regbootMC,x[[j]],y[[j]],regfun,...)
vals=t(matl(bvec))
ecov[[j]]=var(vals)
W=W+ecovinv[[j]]
}
F=0
for(k in 1:K){
for(m in 1:K){
for(j in 1:J){
}}}
df=K*(J-1)
pvalad=NULL
# if xout=F, compute corrected critical value, stemming from Johansen
df=K*(J-1)
if(!xout || AD){
iden=diag(p1)
Aw=0
for(j in 1:J){
tempsq=temp%*%temp
}
Aw=Aw/2
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
if(F<critad)break
}
pavida=1-irem/1000
}
#
pval=1-pchisq(F,df)
critad=NULL
if(AD)critad=crit+(crit/(2*df))*(Aw+3*Aw*crit/(df+2))
est=data.frame(est)
list(n=nv.all,n.keep=nv.keep,test.stat=F,crit.value=crit,adjusted.crit=critad,p.val
ue=pval,adjusted.p.value=pvalad,est=est)
}
CLASSanc<-function(x1,y1,x2,y2,xout=FALSE,outfun=out,...){
#
# Perform classic ANCOVA
# x1 and x2 contain covariate
# NOT RECOMMENDED. ONLY INCLUDED IN CASE
# YOU WANT TO COMPARE THE RESULTS WITH A ROBUST METHOD
#
# ONE COVARIATE ONLY
#
x1=as.matrix(x1)
if(ncol(x1)!=1)stop("This function allows one covariate only")
if(xout){
flag=outfun(x1,plotit=FALSE,...)$keep
x1=x1[flag]
y1=y1[flag]
flag=outfun(x2,plotit=FALSE,...)$keep
x2=x2[flag]
y2=y2[flag]
}
x=c(x1,x2)
y=c(y1,y2)
g=c(rep(1,length(y1)),rep(2,length(y2)))
model=lm(y~as.factor(g)*x)
res1=summary.aov(model)
model=lm(y~as.factor(g)+x)
res2=summary.aov(model)
list(slope.test=res1,ancova=res2)
}
anctsmp<-function(x1,y1,x2,y2,regfun=tsreg,
alpha=.05,pts=NULL,SEED=TRUE,nboot=100,xout=FALSE,outfun=out,...){
#
# Compare two independent groups using a generalization of the ancts function that
# allows more than one covariate.
#
# Design points are chosen based on depth of points in x1 if pts=NULL
#
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
x1=m1[,1:p]
y1=m1[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=m2[,1:p]
y2=m2[,p1]
#
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
nv=c(length(y1),length(y2))
x1<-as.matrix(x1)
pts<-ancdes(x1)
}
pts<-as.matrix(pts)
ntests=nrow(pts)
mat<-matrix(NA,ntests,8)
dimnames(mat)<-list(NULL,c("Est 1", "Est
2","DIF","TEST","se","ci.low","ci.hi","p.value"))
outfun,...)
outfun,...)
# xout=F because Leverage points have already been removed.
mat[,1]=est1
mat[,2]=est2
est=est1-est2
mat[,3]=est
mat[,5]=sd
mat[,4]=tests
mat[,8]=pv
crit=NULL
if(ntests==1)crit=qnorm(1-alpha/2)
if(length(pts)>1){
if(ntests<=28){
if(alpha==.05)crit<-smmcrit(Inf,ntests)
if(alpha==.01)crit<-smmcrit01(Inf,ntests)
}
if(ntests>28)crit=smmvalv2(dfvec=rep(Inf,nrow(pts)),alpha=alpha)
if(is.null(crit))crit=smmvalv2(dfvec=rep(Inf,nrow(pts)),alpha=alpha)
}
mat[,6]=est-crit*sd
mat[,7]=est+crit*sd
list(n=nv,points=pts,output=mat)
}
ancpar<-
function(x1,y1,x2,y2,pts=NULL,regfun=tsreg,fr1=1,fr2=1,alpha=.05,plotit=TRUE,xout=F
ALSE,outfun=out,nboot=100,SEED=TRUE,xlab="X",ylab="Y",...){
#
# Compare the regression lines of two independent groups at specified design
points.
# By default, use the Theil--Sen estimator
#
#
# For p>1 predictors, pts should be a matrix with p columns
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(ncol(x1)!=ncol(x2))stop("x1 and x2 have different number of columns")
if(ncol(x1)==1)output=ancts(x1,y1,x2,y2,pts=pts,regfun=regfun,fr1=fr1,fr2=fr2,alpha
=alpha,
plotit=plotit,xout=xout,outfun=outfun,nboot=nboot,SEED=SEED,xlab=xlab,ylab=ylab,...
)
if(ncol(x1)>1)output=anctsmp(x1,y1,x2,y2,regfun=regfun,alpha=alpha,pts=pts,SEED=SEE
D,xout=xout,outfun=outfun,nboot=nboot,...)
output
}
ols.coef<-function(x,y,xout=FALSE){
# In some cases, want the OLS estimate returned in $coef
res=ols(x,y,xout=xout)$coef[,1]
list(coef=res)
}
reg2ciMC<-
function(x,y,x1,y1,regfun=tsreg,nboot=599,alpha=.05,plotit=TRUE,SEED=TRUE,
xout=FALSE,outfun=outpro,pr=FALSE,xlab='X',ylab='Y',...){
#
# Compute a .95 confidence interval for the difference between the
# the intercepts and slopes corresponding to two independent groups.
# The default regression method is Theil-Sen.
#
# Same as reg2ci, only takes advantage of a multi-core processor
#
# The predictor values for the first group are
# assumed to be in the n by p matrix x.
# The predictors for the second group are in x1
#
#
#
library(parallel)
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
x1<-as.matrix(x1)
xx1<-cbind(x1,y1)
xx1<-elimna(xx1)
x1<-xx1[,1:ncol(x1)]
x1<-as.matrix(x1)
y1<-xx1[,ncol(x1)+1]
x=as.matrix(x)
x1=as.matrix(x1)
if(xout){
flag1=outfun(x,plotit=FALSE,...)$keep
flag2=outfun(x1,plotit=FALSE,...)$keep
x=x[flag1,]
y=y[flag1]
x1=x1[flag2,]
y1=y1[flag2]
}
n=length(y)
n[2]=length(y1)
x<-as.matrix(x)
x1<-as.matrix(x1)
est1=regfun(x,y)$coef
est2=regfun(x1,y1)$coef
#
data=listm(t(data))
bvec=matl(bvec)
data=listm(t(data))
bvec1<-mclapply(data,regbootMC,x1,y1,regfun,mc.preschedule=TRUE,xout=FALSE,...)
bvec1=matl(bvec1)
bvec<-bvec-bvec1
p1<-ncol(x)+1
dimnames(regci)<-list(NULL,
c("Parameter","ci.lower","ci.upper","p.value","Group 1","Group 2"))
ilow<-round((alpha/2)*nboot)+1
ihi<-nboot-(ilow-1)
for(i in 1:p1){
temp<-sum(bvec[i,]<0)/nboot+sum(bvec[i,]==0)/(2*nboot)
regci[i,4]<-2*min(temp,1-temp)
regci[,1]<-c(0:ncol(x))
}
regci[,5]=est1
regci[,6]=est2
plot(c(x,x1),c(y,y1),type="n",xlab=xlab,ylab=ylab)
points(x,y)
}
list(n=n,output=regci)
}
reg2difplot<-function(x1,y1,x2,y2,regfun=tsreg,pts=x1,xlab="VAR 1",ylab="VAR
2",zlab="Group 2 minus Group
1",xout=FALSE,outfun=out,ALL=TRUE,pts.out=FALSE,SCAT=FALSE,theta=50,phi=25,ticktype
='simple',
pr=TRUE,...){
#
# Fit a regression model to both groups assuming have two predictors.
# Get predicted Y values based on points in pts. By default, use
# pts=x1
#
# x1 a matrix containing two predictors
# x2 a matrix containing two predictors
#
# Compute differences in predicted values and plot the results as a function of
the points in pts
# pts=x1 by default.
# ALL=T, pts is taken to be all points in x1 and x2.
#
# pts.out=T will remove leverage points from pts.
#
if(!is.matrix(x1))stop("x1 should be a matrix")
if(!is.matrix(x2))stop("x2 should be a matrix")
if(!is.matrix(pts))stop("pts should be a matrix")
if(ncol(x1)!=2)stop("x1 should be a matrix with two columns")
if(ncol(x2)!=2)stop("x2 should be a matrix with two columns")
if(ncol(pts)!=2)stop("pts should be a matrix with two columns")
if(ALL)pts=rbind(x1,x2)
if(pts.out){
flag=outfun(pts,plotit=FALSE,...)$keep
pts=pts[flag,]
}
e1=regYhat(x1,y1,xout=xout,regfun=regfun,outfun=outfun,xr=pts,...)
e2=regYhat(x2,y2,xout=xout,regfun=regfun,outfun=outfun,xr=pts,...)
if(SCAT){
scatterplot3d(cbind(pts,e2-e1),xlab=xlab,ylab=ylab,zlab=zlab)
}
if(!SCAT)rplot(pts,e2-
e1,xlab=xlab,ylab=ylab,zlab=zlab,theta=theta,phi=phi,pr=FALSE,ticktype=ticktype,prm
=FALSE)
}
cbmhd<-
function(x,y,alpha=.05,q=.25,plotit=FALSE,pop=0,fr=.8,rval=15,xlab="",ylab="",nboot
=600,SEED=TRUE){
#
# of the distribution of D=X-Y, where X and Y are two independent random
variables.
#
# pop=3 boxplot
# pop=5 histogram
#
if(SEED)set.seed(2)
if(q<=0)stop("q should be greater than 0")
x<-x[!is.na(x)]
y<-y[!is.na(y)]
n1=length(x)
n2=length(y)
q2=1-q
est1=hd(m,q)
est2=hd(m,q2)
bvec=NA
for(i in 1:nboot){
mb=outer(x[data1[i,]],y[data2[i,]],"-")
bvec[i]=hd(mb,q)+hd(mb,q2)
}
p=2*min(c(p,1-p))
sbv=sort(bvec)
ihi<-nboot - ilow
ilow<-ilow+1
ci=sbv[ilow]
ci[2]=sbv[ihi]
if(plotit){
if(pop==1 || pop==0){
}}
MM=as.vector(m)
if(pop==4)stem(MM)
if(pop==6)skerd(MM)
}
list(q=q,Est1=est1,Est2=est2,sum=est1+est2,ci=ci,p.value=p)
}
reg1wayISO<-
function(x,y,regfun=tsreg,nboot=100,SEED=TRUE,xout=FALSE,outfun=outpro,STAND=TRUE,a
lpha=.05,pr=TRUE,...){
#
# Test hypothesis that for two or more independent groups, all slope parameters
# are equal.
#
#
groups
#
#
if(SEED)set.seed(2)
if(pr){
}
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
if(xout){
for(j in 1:J){
}}
K=p1
nv.keep=NULL
ecov=list()
ecovinv=list()
W=rep(0,p1)
gmean=rep(0,p)
for(j in 1:J){
est[j,]=regfun(x[[j]],y[[j]],xout=FALSE,...)$coef
data<-
matrix(sample(length(y[[j]]),size=length(y[[j]])*nboot,replace=TRUE),ncol=nboot)
data=listm(data)
bvec<-lapply(data,regbootMC,x[[j]],y[[j]],regfun,...)
# bvec is a p+1 by nboot matrix.
vals=t(matl(bvec))
ecov[[j]]=var(vals)
gmean=gmean+ecovinv[[j]][2:K,2:K]%*%est[j,2:K]
W=W+ecovinv[[j]]
}
estall=solve(W[2:K,2:K])%*%gmean
estall=c(0,estall)
F=0
for(k in 2:K){
for(m in 2:K){
for(j in 1:J){
}}}
df=p*(J-1)
pvalad=NULL
AD=FALSE # Seems adjusted critical is not needed
if(AD){
iden=diag(p1)
Aw=0
for(j in 1:J){
tempsq=temp%*%temp
}
Aw=Aw/2
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
if(F<critad)break
}
pvalad=1-irem/1000
}
#
pval=1-pchisq(F,df)
critad=NULL
if(AD)critad=crit+(crit/(2*df))*(Aw+3*Aw*crit/(df+2))
est=data.frame(est)
hlabs=NULL
vlabs="Intercept"
list(n=nv,n.keep=nv.keep,test.stat=F,crit.value=crit,p.value=pval,est=est)
}
reg1wayISOMC<-
function(x,y,regfun=tsreg,nboot=100,SEED=TRUE,xout=FALSE,outfun=outpro,
STAND=TRUE,alpha=.05,pr=TRUE,...){
#
parameters are equal
#
# Johansen MANOVA type test statistic
#
groups
#
#
# OUTPUT:
#
library(parallel)
if(SEED)set.seed(2)
if(pr){
}
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
nv.keep=NULL
nv.all=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
nv.all[j]=c(nv,nrow(x[[j]]))
}
if(xout){
for(j in 1:J){
}}
p1=ncol(x[[1]])+1
K=p1
hlabs=NULL
vlabs="Intercept"
nv=NA
ecov=list()
ecovinv=list()
W=rep(0,p1)
gmean=rep(0,p)
for(j in 1:J){
est[j,]=regfun(x[[j]],y[[j]])$coef
nv[j]=nv.keep[j]
data<-matrix(sample(nv[j],size=nv[j]*nboot,replace=TRUE),ncol=nboot)
data=listm(data)
bvec<-mclapply(data,regbootMC,x[[j]],y[[j]],regfun,...)
vals=t(matl(bvec))
ecov[[j]]=var(vals)
W=W+ecovinv[[j]]
}
estall=c(0,estall)
F=0
for(k in 2:K){
for(m in 2:K){
for(j in 1:J){
}}}
df=p*(J-1)
#
df=p*(J-1)
#
pval=1-pchisq(F,df)
critad=NULL
#if(!xout || AD)critad=crit+(crit/(2*df))*(Aw+3*Aw*crit/(df+2))
est=data.frame(est)
list(n=nv.all,n.keep=nv.keep,test.stat=F,crit.value=crit,p.value=pval,est=est)
}
difQpciMC<-function(x,y=NULL,q=seq(5,40,5)/100,xlab='Quantile',ylab='Group 1 minus
Group 2',plotit=TRUE,
SEED=TRUE,alpha=.05,nboot=1000){
#
zero.
# This function plots the sum of q and 1-q quantiles. A 1-alpha confidence
interval for the sum is indicated by a +
# If the distributions are symmetric
# of the difference scores is zero, the horizontal line will intersect the y-axis
at zero.
#
# Similar to difQplot, only plots fewer quantiles by default and returns p-values
for
# each quantile indicated by the argument q.
#
# alpha.
#
# q
#
x=as.matrix(x)
if(is.null(y))dif=x
if(ncol(x)>2)stop("Should be at most two groups")
if(ncol(x)==2)dif=x[,1]-x[,2]
dif=elimna(dif)
dif=as.matrix(dif)
nv=length(dif)
dimnames(output)=list(NULL,c('quantile','Est_q','Est_1.minus.q','SUM','ci.low','ci.
up','p_crit','p-value'))
test=DqdifMC(dif,q=q[i],plotit=FALSE,nboot=nboot,SEED=SEED)
output[i,1]=q[i]
output[i,2]=test$est.q
output[i,3]=test$est.1.minus.q
}
output[temp,7]=zvec
output$signif=rep('YES',nrow(output))
if(output[temp[i],8]>output[temp[i],7])output$signif[temp[i]]='NO'
}
output[,4]=output[,2]+output[,3]
if(plotit){
plot(rep(q,3),c(output[,4],output[,5],output[,6]),type='n',xlab=xlab,ylab=ylab)
points(q,output[,6],pch='+')
points(q,output[,5],pch='+')
points(q,output[,4],pch='*')
}
list(n=nv,output=output)
}
tsregF<-function(x,y,xout=FALSE,outfun=out,iter=10,varfun=pbvar,
corfun=pbcor,plotit=FALSE,tol=.0001,...){
#
#
#
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(ncol(x)==1){
temp1<-tsp1reg(x,y)
coef<-temp1$coef
res<-temp1$res
}
if(ncol(x)>1){
}
res<-y-x%*%temp
alpha<-median(res)
tempold<-temp
for(it in 1:iter){
temp[p]<-tsp1reg(x[,p],r[,p],plotit=FALSE)$coef[2]
}
if(max(abs(temp-tempold))<tol)break
tempold<-temp
}
coef<-c(alpha,temp)
}
yhat<-y-res
stre=NULL
temp=varfun(y)
if(temp==0)print('Warning: When computing strength of association, measure of
variation=0')
e.pow=NULL
if(temp>0){
if(!is.na(e.pow)){
stre=sqrt(e.pow)
}}
res=NULL
}
outproMC<-function(m,gval=NA,center=NA,plotit=TRUE,op=TRUE,MM=FALSE,cop=3,
xlab="VAR 1",ylab="VAR 2",STAND=TRUE,tr=.2,q=.5,pr=TRUE,...){
#
# same as function outpro, only it takes advantage of multiple core
# processors
#
# Detect outliers using a modification of the
# Stahel-Donoho projection method.
#
# Determine center of data cloud, for each point,
# connect it with center, project points onto this line
# and use distances between projected points to detect
# outliers. A boxplot method is used on the
# projected distances.
#
# plotit=T creates a scatterplot when working with
# bivariate data.
#
# op=T
# means the .5 depth contour is plotted
# based on data with outliers removed.
#
# op=F
# means .5 depth contour is plotted without removing outliers.
#
# MM=F Use interquatile range when checking for outliers
# MM=T uses MAD.
#
# If value for center is not specified,
# there are four options for computing the center of the
#
# cop=5 uses TBS
# cop=6 uses rmba (Olive's median ball algorithm)# cop=7 uses the spatial (L1)
median
#
# args q and tr having are not used by this function. They are included to deal
# with situations where smoothers have optional arguments for q and tr
#
# STAND=T means that marginal distributions are standardized before
# checking for outliers
# When using cop=2, 3 or 4, default critical value for outliers

# of freedom.
#
#
library(parallel)
library(MASS)
m<-as.matrix(m)
if(pr){
if(!STAND){
if(ncol(m)>1)print('STAND=FALSE. If measures are on different scales, might want to
use STAND=TRUE')
}}
if(ncol(m)==1){
dis<-(m-median(m))^2/mad(m)^2
dis<-sqrt(dis)
vec<-c(1:nrow(m))
outid<-vec[chk==1]
keep<-vec[chk==0]
}
if(ncol(m)>1){
if(STAND)m=standm(m,est=median,scat=mad)
if(is.na(gval) && cop==1)gval<-sqrt(qchisq(.95,ncol(m)))
if(is.na(gval) && cop!=1)gval<-sqrt(qchisq(.975,ncol(m)))
if(ncol(m)>2)center<-dmean(m,tr=.5,cop=1)
if(ncol(m)==2){
tempd<-NA
for(i in 1:nrow(m))
tempd[i]<-depth(m[i,1],m[i,2],m)
mdep<-max(tempd)
flag<-(tempd==mdep)
}}
}
}
}
center<-tbs(m)$center
}
center<-rmba(m)$center
}
center<-spat(m)
}
flag<-rep(0, nrow(m))
outid <- NA
vec <- c(1:nrow(m))
cenmat=matrix(rep(center,nrow(m)),ncol=ncol(m),byrow=TRUE)
Amat=m-cenmat
B=listm(t(Amat)) # so rows are now in B[[1]]...B[[n]]
dis=mclapply(B,outproMC.sub,Amat)
flag=mclapply(dis,outproMC.sub2,MM,gval)
flag=matl(flag)
flag=apply(flag,1,max)
}
outid <- vec[flag]
idv<-c(1:nrow(m))
keep<-idv[!flag]
if(ncol(m)==2){
if(plotit){
plot(m[,1],m[,2],type="n",xlab=xlab,ylab=ylab)
points(m[keep,1],m[keep,2],pch="*")
if(length(outid)>0)points(m[outid,1],m[outid,2],pch="o")
if(op){
tempd<-NA
keep<-keep[!is.na(keep)]
mm<-m[keep,]
for(i in 1:nrow(mm))tempd[i]<-depth(mm[i,1],mm[i,2],mm)
mdep<-max(tempd)
flag<-(tempd==mdep)
if(sum(flag)==1)center<-mm[flag,]
if(sum(flag)>1)center<-apply(mm[flag,],2,mean)
m<-mm
}
x<-m
temp<-fdepth(m,plotit=FALSE)
xx<-x[flag,]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}}
list(out.id=outid,keep=keep)
}
olsJ2<-function(x1,y1,x2,y2,xout=FALSE,outfun=outpro,
STAND=TRUE,plotit=TRUE,xlab="X",ylab="Y",ISO=FALSE,...){
#
equal
# Least squares regression is used.
#
# Strategy: Use HC4 estimate of standard errors followed by
#
# ISO=TRUE, test slopes, ignoring intercept.
#
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
x1=xy[,1:p]
y1=xy[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=xy[,1:p]
y2=xy[,p1]
if(plotit){
xx1=x1
yy1=y1
xx2=x2
yy2=y2
if(xout){
xx1=x1[flag]
yy1=y1[flag]
xx2=x2[flag]
yy2=y2[flag]
}
points(xx1,yy1)
abline(lsfit(xx1,yy1,...)$coef)
abline(lsfit(xx2,yy2,...)$coef,lty=2)
}}
x=list()
y=list()
x[[1]]=x1
x[[2]]=x2
y[[1]]=y1
y[[2]]=y2
if(!ISO)output=ols1way(x,y,xout=xout,outfun=outfun,STAND=STAND,...)
if(ISO)output=ols1wayISO(x,y,xout=xout,outfun=outfun,STAND=STAND,...)
output
}
ebarplot.med<-function(x,y=NULL,alpha=.05,nse=2, liw = uiw, aui=NULL, ali=aui,
err="y", tr=0,ylim=NULL, sfrac = 0.01, gap=0, add=FALSE,
col=par("col"), lwd=par("lwd"), slty=par("lty"), xlab="Group",
ylab=NULL, ...) {
# plots error bars using the data in
# x, which is assumed to be a matrix with J columns (J groups) or
# x has list mode.
# nse indicates how many standard errors to use when plotting.
#
# Designed specifically for medians
# Uses distribution-free confidence intervals
#
#
if(!is.null(y)){
if(is.matrix(x))stop("When y is given, x should not be a matrix")
if(is.list(x))stop("When y is given, x should not be in list mode")
rem=x
x=list()
x[[1]]=rem
x[[2]]=y
}
mval<-NA
if(!is.list(x) && is.null(y))stop("This function assumes there
are two or more groups")
aui=NA
ali=NA
mval[j]<-median(x[[j]],na.rm=TRUE)
temp=sint(x[[j]],alpha=alpha,pr=FALSE)
ali[j]=temp[1]
aui[j]=temp[2]
}
plotCI(mval,y=NULL, liw = uiw, aui=aui, ali=ali,

col=par("col"), lwd=par("lwd"), slty=par("lty"), xlab=xlab,
ylab=ylab)
}
MULtsreg<-function(x,y,tr=.2,RMLTS=TRUE){
# Multivariate Least Trimmed Squares Estimator
# Input:
# tr: proportion of trimming
# This function calls an R function written by Kristel Joossens
#
# Output:
# If MLTS=T coef: matrix (p,q) of MLTS-regression coefficients
# IF MLTS=F betaR : matrix (p,q) of RMLTS-regression coefficients
#
#
x=as.matrix(x)
xx=as.matrix(cbind(rep(1,nrow(xy)),xy[,1:ncol(x)]))
p1=ncol(x)+1
y=as.matrix(xy[,p1:ncol(xy)])
outp=mlts(xx,y,tr)
if(!RMLTS)coef=outp$beta
if(RMLTS)coef=outp$betaR
list(coef=coef)
}
mlts<-function(x,y,gamma,ns=500,nc=10,delta=0.01)
{
d <- dim(x); n <- d[1]; p <- d[2]
q <- ncol(y)
h <- floor(n*(1-gamma))+1
obj0 <- 1e10
for (i in 1:ns)
{ sorted <- sort(runif(n),na.last = NA,index.return=TRUE)
istart <- sorted$ix[1:(p+q)]
xstart <- x[istart,]
ystart <- y[istart,]
sigmastart <- (t(ystart-xstart%*%bstart))%*%(ystart-xstart%*%bstart)/q
for (j in 1:nc)
{ res <- y - x %*% bstart
tres <- t(res)
dist2 <- colMeans(solve(sigmastart,tres)*tres)
sdist2 <- sort(dist2,na.last = NA,index.return = TRUE)
idist2 <- sdist2$ix[1:h]
xstart <- x[idist2,]
ystart <- y[idist2,]
sigmastart <- (t(ystart-xstart%*%bstart))%*%(ystart-xstart%*%bstart)/(h-p)
}
obj <- det(sigmastart)
if (obj < obj0)
{ result.beta <- bstart
result.sigma <- sigmastart
obj0 <- obj
}
}
cgamma <- (1-gamma)/pchisq(qchisq(1-gamma,q),q+2)
result.sigma <- cgamma * result.sigma
res <- y - x %*% result.beta
tres<-t(res)
result.dres <- colSums(solve(result.sigma,tres)*tres)
result.dres <- sqrt(result.dres)
qdelta <- sqrt(qchisq(1-delta,q))

good <- (result.dres <= qdelta)
xgood <- x[good,]
ygood <- y[good,]
result.betaR <- solve(t(xgood)%*%xgood,t(xgood)%*%ygood)
result.sigmaR <- (t(ygood-xgood%*%result.betaR)) %*%
(ygood-xgood%*%result.betaR)/(sum(good)-p)
cdelta <- (1-delta)/pchisq(qdelta^2,q+2)
result.sigmaR<-cdelta*result.sigmaR
resR<-y-x%*%result.betaR
tresR<-t(resR)
result.dresR <- colSums(solve(result.sigmaR,tresR)*tresR)
result.dresR <- sqrt(result.dresR)
list(beta=result.beta,sigma=result.sigma,dres=result.dres,
betaR=result.betaR,sigmaR=result.sigmaR,dresR=result.dresR)
}
ancCR<-function(x1,y1,x2,y2){
v=optim(0,JNH_sub1,x1=x1,y1=y1,x2=x2,y2=y2,method='BFGS')$par
v[2]=optim(0,JNH_sub2,x1=x1,y1=y1,x2=x2,y2=y2,method='BFGS')$par
a=min(v)
v=c(a,max(v))
}
tsregNW<-function(x,y,xout=FALSE,outfun=out,iter=10,varfun=pbvar,
corfun=pbcor,plotit=FALSE,tol=.0001,...){
#
#
#
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(ncol(x)==1){
temp1<-tsp1reg(x,y)
coef<-temp1$coef
res<-temp1$res
}
if(ncol(x)>1){
}
res<-y-x%*%temp
alpha<-median(res)
tempold<-temp
for(it in 1:iter){
temp[p]<-tsp1reg(x[,p],r[,p],plotit=FALSE)$coef[2]
}
tempold<-temp
}
coef<-c(alpha,temp)
}
yhat<-y-res
stre=NULL
temp=varfun(y)
#if(temp==0)print('Warning: When computing strength of association, measure of
variation=0')
e.pow=NULL
if(temp>0){
if(!is.na(e.pow)){
stre=sqrt(e.pow)
}}
res=NULL
}
reg2cimcp<-function(x,y,regfun=tsreg,nboot=599,alpha=0.05,
SEED=TRUE,xout=FALSE,outfun=out,...){
#
# Like reg2ci only x1 etc have list mode containing
# data for J>1 groups. For all pairs of groups are compared via a
# call to reg2ci.
#
# x list mode contain a matrix of predictors.
# x[[1]] contains predictors for first group
# y[[1]] dependent variable for first group.
#
#
if(!is.list(x))stop('x and y should have list mode')
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
res=reg2ci(x[[j]],y[[j]],x[[k]],y[[k]],regfun=regfun,nboot=nboot,alpha=alpha,
plotit=FALSE,xout=xout,outfun=outfun,WARN=FALSE,...)
print(paste('Group', j,'Group', k))
print(res)
}}}
}
epowv2<-
function(x,y,pcor=FALSE,regfun=tsreg,corfun=pbcor,varfun=pbvar,xout=FALSE,outfun=ou
tpro,plotit=FALSE,...){
#
# Estimate the explanatory correlation between x and y
#
# It is assumed that x is a vector or a matrix having one column only
p1=ncol(xx)
p=p1-1
x<-xx[,1:p]
y<-xx[,p1]
x<-as.matrix(x)
if(xout){
x=x[flag,]
y=y[flag]
}
yhat<-x %*% coef[2:p1] + coef[1]
stre=NULL
temp=varfun(y)
e.pow=NULL
if(temp>0)e.pow<-varfun(yhat)/temp
if(e.pow>1)e.pow=corfun(y,yhat)$cor^2
list(Strength.Assoc=e.pow,Explanatory.Power=sqrt(e.pow))
}
rmblo<-function(x,y){
#
# Remove only bad leverage points and return the
# remaining data
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
temp1=reglev(x,y,plotit=FALSE)
ad1=c(temp1$levpoints,temp1$regout)
flag1=duplicated(ad1)
if(sum(flag1)>0){
flag1=ad1[flag1]
x=as.matrix(x)
x1=x[-flag1,]
y1=y[-flag1]
xy=cbind(x1,y1)
}
list(x=xy[,1:p],y=xy[,p1])
}
ols1way<-function(x,y,xout=FALSE,outfun=outpro,STAND=TRUE,
alpha=.05,pr=TRUE,BLO=FALSE,HC3=FALSE,...){
#
parameters
# (the intercepts and slopes) are equal
# using OLS estimator.
#
# (To compare slopes only, use ols1way2g)
#
# Strategy: Use HC4 or HC3 estimate of standard errors followed by
#
groups
#
# xout=T will eliminate leverage points using the function outfun,
# which defaults to the MVE method.
#
# BLO=TRUE, only bad leverage points are removed.
#
# OUTPUT:
#
if(!is.list(x))stop('Argument x should have list mode')
pchk=lapply(x,ncol)
temp=matl(pchk)
if(var(as.vector(temp))!=0)stop('Something is wrong. Number of covariates differs
among the groups being compared')
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(xout){
temp1=lapply(x,outfun,plotit=FALSE,STAND=STAND,...)
for(j in 1:J){
x[[j]]=x[[j]][temp1[[j]]$keep,]
y[[j]]=y[[j]][temp1[[j]]$keep]
}
if(BLO){
for(j in 1:J){
temp=reglev(x[[j]],y[[j]],plotit=FALSE)
ad1=c(temp1[[j]]$out.id,temp$regout)
if(sum(flag1)>0){
flag1=ad1[flag1]
x[[j]]=x[[j]][-flag1,]
y[[j]]=y[[j]][-flag1]
}}}}
K=p1
grpnum=NULL
vlabs="Intercept"
ecov=list()
ecovinv=list()
W=rep(0,p1)
gmean=rep(0,p1)
for(j in 1:J){
est[j,]=ols(x[[j]],y[[j]],xout=FALSE,plotit=FALSE,...)$coef
ecov[[j]]=olshc4(x[[j]],y[[j]],HC3=HC3)$cov
W=W+ecovinv[[j]]
}
F=0
for(k in 1:K){
for(m in 1:K){
for(j in 1:J){
}}}
pvalad=NULL
df=K*(J-1)
iden=diag(p1)
Aw=0
for(j in 1:J){
tempsq=temp%*%temp
}
Aw=Aw/2
crit=qchisq(alpha,df)
crit=crit+(crit/(2*df))*(Aw+3*Aw*crit/(df+2))
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
if(F<critad)break
pvalad=1-irem/1000
}
#
pval=1-pchisq(F,df)
critad=NULL
est=data.frame(est)
}
ols1wayISO<-
function(x,y,xout=FALSE,outfun=outpro,STAND=TRUE,alpha=.05,pr=TRUE,BLO=FALSE,...){
#
# are equal using OLS estimator.
#
# Use Johansen MANOVA type test statistic in conjunction with HC4 estimate of
covariances.
#
groups
#
#
#
# OUTPUT:
#
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(xout){
for(j in 1:J){
}
if(BLO){
for(j in 1:J){
if(sum(flag1)>0){
flag1=ad1[flag1]
x[[j]]=x[[j]][-flag1,]
y[[j]]=y[[j]][-flag1]
}}}}
K=p1
grpnum=NULL
vlabs="Intercept"
ecov=list()
ecovinv=list()
W=rep(0,p1)
gmean=rep(0,p)
for(j in 1:J){
ecov[[j]]=olshc4(x[[j]],y[[j]])$cov
W=W+ecovinv[[j]]
}
estall=c(0,estall)
F=0
for(k in 2:K){
for(m in 2:K){
for(j in 1:J){
}}}
pvalad=NULL
df=p*(J-1)
# Adjust critical value:
iden=diag(p)
Aw=0
for(j in 1:J){
temp=iden-solve(W[2:K,2:K])%*%ecovinv[[j]][2:K,2:K]
tempsq=temp%*%temp
}
Aw=Aw/2
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
if(F<critad)break
pvalad=1-irem/1000
}
#
pval=1-pchisq(F,df)
crit=qchisq(1-alpha,df) #UNADJUSTED CRITICAL VALUE
critad=NULL
est=data.frame(est)
}
corbMC<-function(x,y,corfun=pbcor,nboot=599,alpha=.05,SEED=TRUE,...){
#
# Compute a .95 confidence interval for a correlation.
# The default correlation is the percentage bend.
#
# The function corfun is any R function that returns a
#
# When using Pearson's correlation, and when n<250, use
# lsfitci instead.
#
#
library(parallel)
m1=cbind(x,y)
nval=nrow(m1)
x<-m1[,1]
y<-m1[,2]
est<-corfun(x,y,...)$cor
#
# If you use corfun=scor, set plotit=F
#
data=listm(t(data))
bvec<-mclapply(data,corbsub,x,y,corfun,...)
bvec=matl(bvec) # A 1 by nboot matrix.
bsort<-sort(bvec)
corci<-1
}
corbsubMC<-function(isub,x,y,corfun,...){
isub=as.vector(isub)
corbsub<-corfun(x[isub],y[isub],...)$cor
corbsub
}
scorci<-
function(x,y,nboot=1000,alpha=.05,SEED=TRUE,plotit=TRUE,STAND=TRUE,corfun=pcor,cop=
3,...){
#
# Compute a 1-alpha confidence interval for the skipped correlation.
# alpha=0.05 is the default.
# By default, Pearson's correlation is computed after outliers are removed via
the R function outdoor
# corfun=spear, for example would replace Pearson's correlation with Spearman's
correlation.
#
#
if(ncol(as.matrix(x))!=1)stop('x should be a single vector')
m1=cbind(x,y)
nval=nrow(m1)
x<-m1[,1]
y<-m1[,2]
est<-
scor(x,y,plotit=plotit,STAND=STAND,corfun=corfun,SEED=TRUE,cop=cop,pr=FALSE,...)
$cor
#
data=listm(t(data))
bvec<-lapply(data,scorsubMC,x,y,STAND=STAND,corfun=corfun,cop=cop,...)
bvec=as.vector(bvec)
bsort<-sort(bvec)
corci<-1
}
scorsubMC<-
function(isub,x,y,pr=FALSE,STAND=TRUE,corfun=corfun,cop=cop,CPP=FALSE,...){
isub=as.vector(isub)
if(!CPP)corbsub<-
scor(x[isub],y[isub],plotit=FALSE,pr=FALSE,STAND=STAND,corfun=corfun,cop=cop,SEED=F
ALSE,...)$cor
if(CPP)stop('Need to use RStudio with WRScpp installed and use the file WRSC++')
corbsub
}
normTmm<-function(x,SEED=TRUE,nboot=2000){
#
# Test that the tails of the distribution of x
# have more outliers than expected under normality
#
no=out(x,SEED=FALSE)$n.out
val=NA
x=elimna(x)
n=length(x)
for(i in 1:nboot)val[i]=out(rnorm(n),SEED=FALSE)$n.out
list(n.out=no,p.value=mean(val>=no))
}
rplot<-function(x,y,est=tmean,scat=TRUE,fr=NA,plotit=TRUE,pyhat=FALSE,efr=.5,
theta=50,phi=25,scale=TRUE,expand=.5,SEED=TRUE,varfun=pbvar,outfun=outpro,
nmin=0,xout=FALSE,out=FALSE,eout=FALSE,xlab='X',ylab='Y',zscale=FALSE,
zlab='
',pr=TRUE,duplicate='error',ticktype='simple',LP=TRUE,OLD=FALSE,pch='.',prm=TRUE,..
.){
# duplicate='error'
# two predictors, it is necessary to set duplicate='strip'
#
# LP=TRUE, the plot of the smooth is further smoothed via lplot (lowess)
# To get a plot as done with old version set
# LP=FALSE
#
# zscale=TRUE will standardize the dependent variable when plotting with 2
independent variables.
#
# efr is the span when computing explanatory strength of association
#
# cf qplot in the R package ggplot2
#
x<-as.matrix(x)
p=ncol(x)
if(pr && !OLD){
print('A new estimate of the strength of the association is used by default.')
print(' To get the old estimate, set OLD=TRUE')
}
xx<-cbind(x,y)
xx<-elimna(xx)
n=nrow(xx)
if(eout){
flag=outfun(xx,plotit=FALSE,...)$keep
xx=xx[flag,]
}
if(xout){
flag=outfun(xx[,1:p],plotit=FALSE,...)$keep
xx=xx[flag,]
}
n.keep=nrow(xx)
x<-xx[,1:p]
x<-as.matrix(x)
p1=ncol(x)+1
y<-xx[,p1]
if(ncol(x)==1){
if(is.na(fr))fr<-.8
val<-rungen(x,y,est=est,scat=scat,fr=fr,plotit=plotit,pyhat=TRUE,
xlab=xlab,ylab=ylab,LP=LP,pch=pch,...)
val2<-rungen(x,y,est=est,fr=efr,plotit=FALSE,pyhat=TRUE,LP=FALSE,...)$output
val<-val$output
}
if(ncol(x)>1){
if(pr){print('scale=FALSE is specified.')
print('If there is dependence, might want to use scale=T')
}}
if(is.na(fr))fr<-1
val<-rung3d(x,y,est=est,fr=fr,plotit=plotit,pyhat=TRUE,SEED=SEED,nmin=nmin,LP=LP,
scale=scale,phi=phi,theta=theta,expand=expand,zscale=zscale,pr=FALSE,
duplicate='error',xlab=xlab,ylab=ylab,zlab=zlab,ticktype=ticktype,...)
}
E.power=NULL
if(OLD){
E.power=varfun(val)/varfun(y)
names(E.power)=''
if(E.power>1)E.power=.99
}
if(!OLD)E.power=smRstr(x,y,fr=fr)$str^2
stra=sqrt(E.power)
# Best correction at the moment. Not sure when or if needed.
# Maybe a correlation option is better, but need to check this.
if(!pyhat)val <- NULL
if(!prm){
stra=NULL
E.power=NULL
val=NULL
}
list(n=n,n.keep=n.keep,Strength.Assoc=stra,Explanatory.Power = E.power, yhat = val)
}
Rfit<-function(x,y,xout=FALSE,outfun=outpro,...){
#
# Fit regression line using rank-based method based
# Jaeckel's dispersion function
# via the R package Rfit
#
library(Rfit)
if(xout){
m<-cbind(x,y)
p1=ncol(m)
p=p1-1
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
fit=rfit(y~x)
output=summary(fit)
list(summary=output[1]$coefficients,coef=output[1]$coefficients[,1],Drop_test=outpu
t[2]$dropstat,
Drop_test_p.value=output[3]$droppval,Mult_R_squared=output[4]$R2)
}
regunstack<-function(x,grp,xcols,ycol){
#
# x is assumed to be a matrix or a data frame
#
# sort data in x into group indicated by col grp of x,
# Designed for a one-way ANOVA where goal is to compare slopes
# corresponding to two or more groups.
#
# returns the independent variables in x having list mode
# x[[1]] would be a matrix for group 1, x[[2]] a matrix for group 2, etc
# y[[1]] is the dependent variable for group 1, etc.
#
# xcols indicates the columns of x containing independent variables
# ycol indicates the column of x containing dependent variables
#
x=elimna(x)
val=sort(unique(x[,grp]))
xs=list()
ys=list()
for(i in 1:length(val)){
flag=(x[,grp]==val[i])
xs[[i]]=x[flag,xcols]
ys[[i]]=x[flag,ycol]
}
list(num.grps=length(val),x=xs,y=ys)
}
ols1way2g<-
function(x,y,grp=c(1,2),iv=1,xout=FALSE,outfun=outpro,STAND=TRUE,alpha=.05,pr=TRUE,
BLO=FALSE,...){
#
#
# (ols1way tests the hypothesis that all parameters are equal, not just slopes.)
#
# Use Johansen MANOVA type test statistic in conjunction with HC4 estimate of
covariances.
#
groups
#
#
#
# OUTPUT:
#
iv1=iv+1
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(xout){
for(j in 1:J){
}
if(BLO){
for(j in 1:J){
if(sum(flag1)>0){
flag1=ad1[flag1]
x[[j]]=x[[j]][-flag1,]
y[[j]]=y[[j]][-flag1]
}}}}
K=p1
grpnum=NULL
vlabs="Intercept"
ecov=list()
ecovinv=list()
W=rep(0,p1)
gmean=rep(0,K)
for(j in 1:J){
ecov[[j]]=olshc4(x[[j]],y[[j]])$cov
W=W+ecovinv[[j]]
}
F=0
for(j in 1:2){
F=F+ecovinv[[grp[j]]][iv1,iv1]*(est[grp[j],iv1]-estall[iv1])*(est[grp[j],iv1]-
estall[iv1])
}
pvalad=NULL
df=1
# Adjust critical value:
iden=1
Aw=0
for(j in 1:J){
temp=iden-solve(W[iv1,iv1])%*%ecovinv[[grp[j]]][iv1,iv1]
tempsq=temp%*%temp
Aw=Aw+(sum(diag(tempsq))+(sum(diag(temp)))^2)/(nv[grp[j]]-1)
}
Aw=Aw/2
alval<-c(1:999)/1000
for(i in 1:999){
irem<-i
if(F<critad)break
pvalad=1-irem/1000
}
#
pval=1-pchisq(F,df)
if(is.null(pvalad))pvalad=pval
crit=qchisq(1-alpha,df) #UNADJUSTED CRITICAL VALUE
critad=NULL
est=data.frame(est)
list(n=nv,n.keep=nv.keep,test.stat=F,crit.value=crit,
adjusted.crit=critad,p.value=pval,adjusted.p.value=pvalad,est=est)
}
olsW2g<-function(x,y,grp=c(1,2),iv=1,xout=FALSE,outfun=outpro,STAND=TRUE,alpha=.05,
pr=TRUE,BLO=FALSE,HC3=FALSE,...){
#
#
# Use Welch type test statistic in conjunction with HC4 estimate of covariances.
#
groups
#
#
#
# OUTPUT:
#
iv1=iv+1
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(xout){
for(j in 1:J){
}
if(BLO){
for(j in 1:J){
if(sum(flag1)>0){
flag1=ad1[flag1]
x[[j]]=x[[j]][-flag1,]
y[[j]]=y[[j]][-flag1]
}}}}
K=p1
grpnum=NULL
vlabs="Intercept"
ecov=list()
ecovinv=list()
W=rep(0,p1)
for(j in 1:J){
ecov[[j]]=olshc4(x[[j]],y[[j]],HC3=HC3)$cov
}
q1=ecov[[grp[1]]][iv1,iv1]
q2=ecov[[grp[2]]][iv1,iv1]
top=est[grp[1]]-est[grp[2]]
F=(est[grp[1],iv1]-est[grp[2],iv1])/sqrt(q1+q2)
df=(q1+q2)^2/(q1^2/(nv[grp[1]]-1)+q2^2/(nv[grp[2]]-1))
pv=2*(1-pt(abs(F),df))
crit=qt(1-alpha/2,df)
ci=est[grp[1],iv1]-est[grp[2],iv1]-crit*sqrt(q1+q2)
ci[2]=est[grp[1],iv1]-est[grp[2],iv1]+crit*sqrt(q1+q2)
list(n=nv,n.keep=nv.keep,test.stat=F,conf.interval=ci,
est=c(est[grp[1],iv1],est[grp[2],iv1]),est.dif=est[grp[1],iv1]-
est[grp[2],iv1],p.value=pv)
}
cov.roc<-function(x){
library(robust)
temp<-covRob(x,estim='M')
val<-temp
list(center=val[3]$center,cov=val[2]$cov)
}
reg1mcp<-
function(x,y,regfun=tsreg,SEED=TRUE,nboot=100,xout=FALSE,outfun=outpro,STAND=TRUE,a
lpha=.05,pr=TRUE,MC=FALSE,...){
#
# Perform all pairwise comparisons of intercepts among J independent groups
# Do the same of the first slope, followed by the 2nd slope, etc.
#
# Control FWE via Hochberg's methods for each set of
# (J^2-J)/2 parameters. That is, control FWE for the intercepts
# Do the same for the first slope, etc.
#
# # x and y are assumed to have list mode having
# length J equal to the number of groups
#
# which defaults to the projection method.
#
# OUTPUT:
# output contains all pairwise comparisons
# For each parameter, FWE is controlled using Hochberg's method
# So by default, for the intercepts,
# all pairwise comparisons are performed with FWE=.05
# For the first slope, all pairwise comparisons are performed
# with FWE=.05, etc.
#
if(SEED)set.seed(2)
if(!is.list(y))stop('Argument y should have list mode')
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(xout){
for(j in 1:J){
nv.keep[j]=length(y[[j]])
}}
tot=(J^2-J)/2
dvec<-alpha/c(1:tot)
outl=list()
nr=tot*p1
outp=matrix(NA,ncol=7,nrow=nr)
rlab=rep('Intercept',tot)
xx=list()
yy=list()
iall=0
ivp=c(1,tot)-tot
for(ip in 1:p){
#iv=ip-1
rlab=c(rlab,rep(paste('slope',ip),tot))
}
i=0
sk=1+tot*p
st=seq(1,sk,tot)
st=st-1
for(j in 1:J){
for(k in 1:J){
if(j < k){
i=i+1
st=st+1
xx[[1]]=x[[j]][,1:p]
xx[[2]]=x[[k]][,1:p]
yy[[1]]=y[[j]]
yy[[2]]=y[[k]]
if(!MC)temp=reg2ci(xx[[1]],yy[[1]],xx[[2]],yy[[2]],regfun=regfun)$output
if(MC)temp=reg2ci(xx[[1]],yy[[1]],xx[[2]],yy[[2]],regfun=regfun)$output
iall=iall+1
outp[iall,1]=j
outp[iall,2]=k
outp[st,3]=temp[,4]
outp[st,5]=temp[,2]
outp[st,6]=temp[,3]
}}}
for(i in 1:p1){
ivp=ivp+tot
temp2<-order(0-outp[ivp[1]:ivp[2],3])
icc=c(ivp[1]:ivp[2])
icc[temp2]=dvec
outp[ivp[1]:ivp[2],4]=icc
}
outp[,7]=rep(0,nr)
outp[flag,7]=1
v=outp[1:tot,1]
vall=rep(v,p1)
outp[,1]=vall
v=outp[1:tot,2]
vall=rep(v,p1)
outp[,2]=vall
dimnames(outp)=list(rlab,c('Group','Group','p.value','p.crit','ci.low','ci.hi','Sig
'))
list(n=nv,n.keep=nv.keep,output=outp)
}
qcorp1<-function(x,y,q=.5,xout=FALSE,outfun=outpro,plotit=FALSE,...){
#
# Compute a measure of the strength of the association
# based on the quantile regression lines
#
X=cbind(x,y)
X=elimna(X)
x<-as.matrix(x)
p=ncol(x)
x=X[,1:p]
p1=p+1
y=X[,p1]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
X=cbind(x,y)
}
est=qreg(x,y,q=q)$coef
top=qreg.sub(X,est,qval=q)
null=hd(y,q)
v=c(null,rep(0,p))
bot=qreg.sub(X,v,qval=q)
ce=sqrt(1-top/bot)
if(p==1)ce=sign(est[2])*ce
list(cor=ce)
}
scorciMC<-
function(x,y,nboot=1000,alpha=.05,SEED=TRUE,plotit=TRUE,STAND=TRUE,corfun=pcor,cop=
3,...){
#
# Compute a .95 confidence interval for the skipped correlation.
# A multi-core processor is assumed to be available and the R
# package multicore must be installed.
the R function outdoor
correlation.
#
#
library(parallel)
if(ncol(as.matrix(x))!=1)stop('x should be a single vector')
m1=cbind(x,y)
nval=nrow(m1)
x<-m1[,1]
y<-m1[,2]
est<-scor(x,y,plotit=plotit,STAND=STAND,corfun=corfun,cop=cop,...)$cor
#
data=listm(t(data))
bvec<-mclapply(data,scorsubMC,x,y,STAND=STAND,corfun=corfun,cop=cop,...)
bvec=as.vector(bvec)
bsort<-sort(bvec)
corci<-1
}
olsLmcp<-
function(x,y,xout=TRUE,outfun=outpro,ISO=FALSE,STAND=TRUE,alpha=.05,pr=TRUE,BLO=FAL
SE,HC3=FALSE,...){
#
# All pairwise comparison of regression models among J independent groups
# That is, for groups j and k, all j<k, test H_0: all corresponding
# parameters are equal
#
#
# Hochberg to control FWE
#
groups
#
#
# OUTPUT:
# output contains all pairwise comparisons.
# For each parameter, FWE is controlled using Hochberg's method
#
pchk=lapply(x,ncol)
temp=matl(pchk)
if(var(as.vector(temp))!=0)stop('Something is wrong.
Number of covariates differs among the groups being compared')
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(xout){
for(j in 1:J){
}}
tot=(J^2-J)/2
outl=list()
nr=tot*p1
outp=matrix(NA,ncol=5,nrow=tot)
xx=list()
yy=list()
iall=0
ivp=c(1,tot)-tot
i=0
for(j in 1:J){
for(k in 1:J){
if(j < k){
i=i+1
xx[[1]]=x[[j]]
xx[[2]]=x[[k]]
yy[[1]]=y[[j]]
yy[[2]]=y[[k]]
if(!ISO)all=ols1way(xx,yy,HC3=HC3)
if(ISO)all=ols1wayISO(xx,yy,HC3=HC3)
temp=all$adjusted.p.value
if(is.null(temp))temp=all$p.value
outp[i,1]=j
outp[i,2]=k
outp[i,3]=temp
}}
temp2<-order(0-outp[,3])
icc=c(1:tot)
icc[temp2]=dvec
outp[,4]=icc
}
outp[,5]=rep(0,tot)
outp[flag,5]=1
dimnames(outp)=list(NULL,c('Group','Group','p.value','p.crit','sig'))
}
olsJmcp=olsLmcp
olsWmcp<-function(x,y,xout=TRUE,outfun=outpro,STAND=TRUE,
alpha=.05,pr=TRUE,BLO=FALSE,HC3=FALSE,...){
#
# All pairwise comparison of intercepts, followed by all pairwise
# comparison of first slope, etc.
# using OLS estimator.
#
# Welch-type test statistic.
#
groups
#
#
# OUTPUT:
# For each parameter, FWE is controlled usingHochberg's method
# So by default, for the intercepts,
# all pairwise comparisons are performed with FWE=.05
# For the first slope, all pairwise comparisons
# are performed with FWE=.05, etc.
#
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(xout){
for(j in 1:J){
}}
tot=(J^2-J)/2
outl=list()
nr=tot*p1
outp=matrix(NA,ncol=7,nrow=nr)
rlab=rep('Intercept',tot)
xx=list()
yy=list()
iall=0
ivp=c(1,tot)-tot
for(ip in 1:p1){
iv=ip-1
i=0
if(iv>0)rlab=c(rlab,rep(paste('slope',iv),tot))
for(j in 1:J){
for(k in 1:J){
if(j < k){
i=i+1
xx[[1]]=x[[j]][,1:p]
xx[[2]]=x[[k]][,1:p]
yy[[1]]=y[[j]]
yy[[2]]=y[[k]]
all=olsW2g(xx,yy,iv=iv,BLO=BLO,HC3=HC3)
temp=all$p.value
iall=iall+1
outp[iall,1]=j
outp[iall,2]=k
outp[iall,3]=all$conf.interval[1]
outp[iall,4]=all$conf.interval[2]
outp[iall,5]=temp
}}}
ivp=ivp+tot
temp2<-order(0-outp[ivp[1]:ivp[2],5])
icc=c(ivp[1]:ivp[2])
icc[temp2]=dvec
outp[ivp[1]:ivp[2],6]=icc
D=rep('NO',tot)
flag=(outp[ivp[1]:ivp[2],5]<=outp[ivp[1]:ivp[2],4])
}
outp[,7]=rep(0,nr)
outp[flag,7]=1
dimnames(outp)=list(rlab,c('Group','Group','ci.low','ci.up','p.value','p.crit','sig
'))
}
anctsmcp<-function(x,y,regfun=tsreg,nboot=599,alpha=0.05,pts=NULL,
SEED=TRUE,xout=FALSE,outfun=out,fr1=1,fr2=1,...){
#
# Like reg2ci only x1 etc have list mode containing
# data for J>1 groups. For all pairs of groups are compared via a
# call to ancova.
#
# x list mode contain a matrix of predictors.
# x[[1]] contains predictors for first group
# y[[1]] dependent variable for first group.
#
#
if(!is.list(x))stop('x and y should have list mode')
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
res=ancts(x[[j]],y[[j]],x[[k]],y[[k]],regfun=regfun,pts=pts,
nboot=nboot,alpha=alpha,fr1=fr1,fr2=fr2,
plotit=FALSE,xout=xout,outfun=outfun,WARN=FALSE,...)
print(paste('Group', j,'Group', k))
print(res)
}}}
}
chregF<-function(x,y,bend=1.345,SEED=FALSE,xout=FALSE,outfun=out,...){
#
# Compute Coakley Hettmansperger robust regression estimators
# JASA, 1993, 88, 872-880
#
# x is a n by p matrix containing the predictor values.
#
# No missing values are allowed
#
# Comments in this function follow the notation used
# by Coakley and Hettmansperger
#
library(MASS)
# with old version of R, need library(lqs) when using ltsreg
# as the initial estimate.
#
if(SEED)set.seed(12) # Set seed so that results are always duplicated.
x<-as.matrix(x)
p<-ncol(x)
x<-m[,1:p]
p1<-p+1
y<-m[,p1]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
x<-as.matrix(x)
cutoff<-bend
mve<-vector('list')
if(ncol(x)==1){
mve$cov<-mad(x)^2
}
if(ncol(x)>=2)mve<-cov.mve(x) # compute minimum volume ellipsoid measures of
# location and scale and store in mve.
reg0<-ltsgreg(x,y) # compute initial regression est using least trimmed
# squares.
# Next, compute the rob-md2(i) values and store in rob
rob<-1 # Initialize vector rob
mx<-mve$center
rob<-mahalanobis(x,mx,mve$cov)
k21<-qchisq(.95,p)
c62<-k21/rob
vecone<-c(rep(1,length(y))) # Initialize vector vecone to 1
c30<-pmin(vecone,c62) # mallows weights put in c30
k81<-median(abs(reg0$residuals)) # median of absolute residuals
k72<-1.4826*(1+(5/(length(y)-p-1)))*k81 # lms scale
c60<-reg0$residuals/(k72*c30) # standardized residuals
# compute psi and store in c27
cvec<-c(rep(cutoff,length(y))) # Initialize vector cvec to cutoff
c27<-pmin(cvec,c60)
c27<-pmax(-1*cutoff,c27) #c27 contains psi values
#
# compute B matrix and put in c66.
# Also, transform B so that i th diag elem = 0 if c27[i] is
# between -cutoff and cutoff, 1 otherwise.
#
c66<-ifelse(abs(c27)<=bend,1,0) # Have derivative of psi in c66
m1<-cbind(1,x) # X matrix with col of 1's added
m2<-t(m1) #X transpose
m5<-diag(c30) # matrix W, diagonal contains weights
m4<-diag(c66) # B matrix
m6<-m4%*%m1 # BX
m7<-m2%*%m6 # X'BX (nD=X'BX)
m8<-solve(m7) #m8 = (X'-B-X)inverse
m9<-m8%*%m2 #m9=X prime-B-X inverse X'
m9<-m9%*%m5 # m9=X prime-B-X inverse X'W
m10<-m9%*%c27
c20<-m10*k72
c21<-reg0$coef+c20 #update initial estimate of parameters.
res<-y-m1%*%c21
list(coef=t(c21),residuals=res)
}
DregGOLS<-function(x1,y1,x2,y2,xout=FALSE,outfun=outpro,SEED=TRUE,nboot=200,
STAND=TRUE,...){
#
# Global test that two dependent (time 1 and time 2)
# OLS regression lines are identical
#
# Use a variation of Hotelling's test coupled with a bootstrap
# estimate of the relevant covariance matrix associated with the differences
# in the estimates of the parameters.
#
if(SEED)set.seed(2)
X=elimna(cbind(x1,y1,x2,y2))
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
opf=identical(outfun,outpro)
if(!opf){
flag1=outfun(x1)$out.id
}
if(opf){
flag1=outpro(x1,STAND=STAND)$out.id
flag2=outfun(x2,STAND=STAND)$out.id
}
flag=unique(c(flag1,flag2))
if(length(flag)>0)X=X[-flag,]
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
nk=length(y1)
x1=as.matrix(x1)
x2=as.matrix(x2)
bvec1<-apply(data,1,regboot,x1,y1,regfun=lsfit,...)
bvec2<-apply(data,1,regboot,x2,y2,regfun=lsfit,...)
dif=t(bvec1-bvec2)
S=cov(dif)
est1=lsfit(x1,y1)$coef
est=est1-est2
k <- (nk-p1)/((nk - 1)*p1)
stat <- k * crossprod(est, solve(S, est))[1, ]
pvalue <- 1 - pf(stat, p1, nk - p1)
list(test.statistic = stat, degrees_of_freedom = c(p1, nk - p1), p.value =
pvalue,est.1=est1,est.2=est2,estimate.dif = est)
}
difregOLS<-function(x1,y1,x2,y2,regfun=lsfit,xout=FALSE,outfun=outpro,nboot=200,
alpha=.05,SEED=TRUE,plotit=FALSE,xlab='X',ylab='Y',...){
#
# OLS regression data from two different times i.e., two dependent groups
#
# compute confidence interval for the difference between intercepts
# and the slopes
#
if(SEED)set.seed(2)
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
nk=length(y1)
x1=as.matrix(x1)
x2=as.matrix(x2)
bvec1<-apply(data,1,regboot,x1,y1,regfun,...)
bvec2<-apply(data,1,regboot,x2,y2,regfun,...)
dif=t(bvec1)-t(bvec2)
estdif=est1-est2
se=apply(dif,2,sd)
pvec=NA
test=NA
test=estdif/se
df=nk-1
pvec=2*(1-pt(abs(test),df))
if(plotit){
reg2plot(x1,y1,x2,y2,xlab=xlab,ylab=ylab)
}
lvec='Intercept'
ci=matrix(NA,nrow=p1,ncol=3)
ci[,1]=c(0:p)
ci[,2]=estdif+qt(alpha/2,df)*se
ci[,3]=estdif-qt(alpha/2,df)*se
dimnames(ci)=list(NULL,c('Param','ci.low','ci.hi'))
for(j in 2:p1)lvec=c(lvec,paste('slope',j-1))
pvec=array(pvec,dimnames=lvec)
list(n=n,n.keep=nk,est.dif=estdif,est.1=est1,est.2=est2,
test.stat=test,standard.error=se,p.values=pvec,conf.intervals=ci)
}
Dancols<-
function(x1,y1,x2,y2,pts=NULL,fr1=1,fr2=1,alpha=.05,plotit=TRUE,xout=FALSE,outfun=o
ut,nboot=100,SEED=TRUE,xlab='X',ylab='Y',CR=FALSE,...){
#
# Compare the OLS regression lines of two dependent (within) groups
# at specified design points
#
#
# If not specified, points are chosen for you.
#
# CR=TRUE: determine interval outside of which the lines cross.
# (Analog of Johnson--Neyman method)
#
# OUTPUT:
# cross.interval indicates interval outside of which the lines have crossed.
# output cr.quant.grp1 indicates that quantiles of group 1 corresponding to
# to the end of the intervals returned in cross.interval
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(ncol(x1)!=ncol(x2))stop('x1 and x2 have different number of columns')
if(SEED)set.seed(2)
FLAG=pts
if(ncol(X)>4)stop('Only one covariate is allowed')
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
flag1=outfun(x1,SEED=SEED,...)$out.id
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
n.keep=length(y1)
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
pts=x1[isub]
pts=unique(pts)
npt=nrow(as.matrix(pts))
mat<-matrix(NA,npt,9)
dimnames(mat)<-
list(NULL,c('X','Est1','Est2','DIF','TEST','se','ci.low','ci.hi','p.value'))
mat[,1]=pts
sqsd=difregYvar(x1,y1,x2,y2,regfun=lsfit,pts=pts,nboot=nboot,SEED=SEED)
est1=regYhat(x1,y1,xr=pts,regfun=lsfit) #Note: if xout=T, leverage points already
removed
est2=regYhat(x2,y2,xr=pts,regfun=lsfit)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
sd=sqrt(sqsd)
mat[,6]=sd
mat[,5]=tests
df=length(y1)-1
pv=2*(1-pt(abs(tests),df))
mat[,9]=pv
crit<-smmcrit(df,5)
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
if(!is.null(FLAG)){
}
pts=unique(pts)
dimnames(mat)<-
mat[,1]<-pts
est1=regYhat(x1,y1,xr=pts,regfun=lsfit,,...)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
sd=sqrt(sqsd)
mat[,6]=sd
mat[,5]=tests
df=length(y1)-1
mat[,9]=pv
crit<-smmcrit(df,length(pts))
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
if(plotit){
plot(c(x1,x2),c(y1,y2),type='n',xlab=xlab,ylab=ylab)
points(x1,y1,pch='o')
points(x2,y2,pch='+')
abline(lsfit(x1,y1)$coef)
abline(lsfit(x2,y2)$coef,lty=2)
}
int=NULL
crq=NULL
crq2=NULL
if(CR){
if(ncol(as.matrix(x1))>1)stop('CR=T only allowed with one covariate')
int=DancCR(x1,y1,x2,y2)
crq=mean(x1<=int[1])
crq[2]=mean(x1<=int[2])
crq2=mean(x2<=int[1])
crq2[2]=mean(x2<=int[2])
}
list(n=n,n.keep=n.keep,output=mat,cross.interval=int,cr.quant.grp1=crq,
cr.quant.grp2=crq2)
}
Dancols_sub1<-function(pts,x1,y1,x2,y2){
#
#
ci=abs(Dancols_sub(x1,y1,x2,y2,pts=pts)$output[1,7])
ci
}
Dancols_sub2<-function(pts,x1,y1,x2,y2){
#
#
ci=abs(Dancols_sub(x1,y1,x2,y2,pts=pts)$output[1,8])
ci
}
Dancols_sub<-
function(x1,y1,x2,y2,pts=NULL,fr1=1,fr2=1,alpha=.05,plotit=FALSE,xout=FALSE,outfun=
out,nboot=100,SEED=TRUE,xlab='X',ylab='Y',...){
#
# Compare the OLS regression lines of two dependent (within) groups
# at specified design points
#
#
# If not specified, points are chosen for you.
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(SEED)set.seed(2)
FLAG=pts
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
n.keep=length(y1)
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,9)
dimnames(mat)<-
pts=x1[isub]
mat[,1]=pts
est1=regYhat(x1,y1,xr=pts,regfun=lsfit) #Note: if xout=T, leverage points already
removed
est2=regYhat(x2,y2,xr=pts,regfun=lsfit)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
sd=sqrt(sqsd)
mat[,6]=sd
mat[,5]=tests
df=length(y1)-1
mat[,9]=pv
crit<-smmcrit(df,5)
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
if(!is.null(FLAG)){
n1=1
n2=1
}
dimnames(mat)<-
mat[,1]<-pts
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
sd=sqrt(sqsd)
mat[,6]=sd
mat[,5]=tests
df=length(y1)-1
mat[,9]=pv
crit<-smmcrit(df,length(pts))
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
if(plotit){
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
abline(lsfit(x1,y1)$coef)
abline(lsfit(x2,y2)$coef,lty=2)
}
list(n=n,n.keep=n.keep,output=mat)
}
DancCR<-function(x1,y1,x2,y2){
v=optim(0,Dancols_sub1,x1=x1,y1=y1,x2=x2,y2=y2,method='BFGS')$par
v[2]=optim(0,Dancols_sub2,x1=x1,y1=y1,x2=x2,y2=y2,method='BFGS')$par
a=min(v)
v=c(a,max(v))
}
difregYvar<-function(x1,y1,x2,y2,regfun=tsreg,pts=NULL,
nboot=100,xout=FALSE,outfun=out,SEED=TRUE,...){
#
# Estimate standard error of difference between the predicted value of Y
# corresponding to two dependent groups using regression estimator indicated by
# the argument
# regfun
# corresponding to the points in
# pts
# regfun defaults to tsreg, the Theil--Sen estimator
# pts default is to use all unique points among x1 and x2
#
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
x1<-as.matrix(x1)
x2=as.matrix(x2)
if(is.null(pts)){
pts=rbind(x1,x2)
pts=unique(pts)
}
pts=as.matrix(pts)
nvpts=nrow(pts)
bvec1=matrix(NA,nrow=nboot,ncol=nvpts)
bvec2=matrix(NA,nrow=nboot,ncol=nvpts)
for(ib in 1:nboot){
bvec1[ib,]=regYsub(x1[data[ib,],],y1[data[ib,]],pts,p1=p1,regfun=regfun,...)
}
bvec=bvec1-bvec2
sqsd=apply(bvec,2,var)
sqsd
}
difreg<-function(x1,y1,x2,y2,regfun=tsreg,xout=FALSE,outfun=outpro,nboot=599,
alpha=.05,SEED=TRUE,plotit=FALSE,xlab='X',ylab='Y',pr=TRUE,...){
#
# regression data from two different times i.e., two dependent groups
#
# compute confidence interval for the difference in the slopes
#
if(SEED)set.seed(2)
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
flag1=outfun(x1,...)$out.id
X=X[-flag,]
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
if(flagF){
if(pr){
if(sum(duplicated(y1)>0))print('Duplicate values detected; regfun=tshdreg might
have more power than tsreg')
pr=FALSE
}
if(pr){
}}
nk=length(y1)
x1=as.matrix(x1)
x2=as.matrix(x2)
data=listm(t(data))
bvec1<-lapply(data,regboot,x1,y1,regfun,xout=FALSE,...)
bvec2<-lapply(data,regboot,x2,y2,regfun,xout=FALSE,...)
bvec1=matl(bvec1)
bvec2=matl(bvec2)
dif.sort=apply(dif,2,sort)
pvec=NA
for(i in 1:p1){
pvec[i]<-(sum(dif[,i]<0)+.5*sum(dif[,i]==0))/nboot
}
pvec<-2*pvec
ihi<-nboot - ilow
ilow<-ilow+1
ci[,1]=c(0:p)
for(i in 1:p1){
ci[i,2]=dif.sort[ilow,i]
ci[i,3]=dif.sort[ihi,i]
}
if(plotit){
reg2plot(x1,y1,x2,y2,xlab=xlab,ylab=ylab,regfun=regfun,...)
}
lvec='Intercept'
est1=regfun(x1,y1,xout=FALSE,...)$coef
list(n=n,n.keep=nk,param=lvec,p.values=pvec,est.grp1=est1,est.grp2=est2,conf.interv
als=ci)
}
Dancts<-
ALSE,outfun=out,BLO=FALSE,nboot=100,SEED=TRUE,xlab='X',ylab='Y',pr=TRUE,...){
#
# Compare the regression lines of two dependent groups using
# the robust regression indicated by the argument
# regfun. Default is modified Theil--Sen estimator
#
# Comparisons are done at specified design points
# This is a robust Johnson-Neyman method for dependent groups.
#
# For OLS, use Dancols
#
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(SEED)set.seed(2)
FLAG=pts
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
if(xout){
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
if(flagF){
if(pr){
pr=FALSE
}
if(pr){
}}
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,9)
dimnames(mat)<-
pts=x1[isub]
mat[,1]=pts
sqsd=difregYvar(x1,y1,x2,y2,regfun=regfun,pts=pts,nboot=nboot,SEED=SEED)
est1=regYhat(x1,y1,xr=pts,regfun=regfun) #Note: if xout=T, leverage points already
removed
est2=regYhat(x2,y2,xr=pts,regfun=regfun)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
sd=sqrt(sqsd)
mat[,6]=sd
mat[,5]=tests
mat[,9]=pv
crit<-smmcrit(Inf,5)
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
if(!is.null(FLAG)){
n1=1
n2=1
}
dimnames(mat)<-
mat[,1]<-pts
sqsd=difregYvar(x1,y1,x2,y2,regfun=regfun,pts=pts,nboot=nboot,SEED=SEED)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
sd=sqrt(sqsd)
mat[,6]=sd
mat[,5]=tests
mat[,9]=pv
crit<-smmcrit(Inf,length(pts))
mat[,7]=est-crit*sd
mat[,8]=est+crit*sd
}
if(plotit){
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
abline(regfun(x1,y1)$coef)
abline(regfun(x2,y2)$coef,lty=2)
}
list(output=mat)
}
tshd<-function(x,y,HD=TRUE,plotit=FALSE,xlab='X',ylab='Y',OPT=FALSE){
#
# Compute the Theil-Sen regression estimator.
#
# HD=TRUE, use Harrell-Davis for slopes
# HD=FALSE, use usual median
#
# OPT=TRUE, compute the intercept using median(y)-b_1median(X)
# OPT=FALSE compute the intercept using median of y-b_1X
#
#
x<-temp[,1]
y<-temp[,2]
ord<-order(x)
xs<-x[ord]
ys<-y[ord]
vec1<-outer(ys,ys,'-')
vec2<-outer(xs,xs,'-')
v1<-vec1[vec2>0]
v2<-vec2[vec2>0]
if(!HD)slope<-median(v1/v2,na.rm=TRUE)
if(HD)slope<-hd(v1/v2,na.rm=TRUE)
res=y-slope*x
if(!OPT)int=hd(res)
if(OPT)int=hd(y,na.rm=TRUE)-slope*hd(x,na.rm=TRUE)
coef=c(int,slope)
if(plotit){
abline(coef)
}
list(coef=coef)
}
tshdreg<-function(x,y,HD=TRUE,xout=FALSE,outfun=out,iter=1,varfun=pbvar,
corfun=pbcor,plotit=FALSE,tol=.0001,RES=TRUE,OPT=FALSE,xlab='X',ylab='Y',...){
#
#
# Use back-fitting
# and estimate intercept using Harrel-Davis estimator
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(ncol(x)==1){
temp1<-tshd(x,y,HD=HD,plotit=plotit,xlab=xlab,ylab=ylab,OPT=OPT)
coef<-temp1$coef
}
if(ncol(x)>1){
temp[p]<-tshd(x[,p],y)$coef[2]
}
res<-y-x%*%temp
alpha<-hd(res)
tempold<-temp
for(it in 1:iter){
temp[p]<-tshd(x[,p],r[,p],plotit=FALSE)$coef[2]
}
alpha<-hd(y-x%*%temp)
tempold<-temp
}
coef<-c(alpha,temp)
}
yhat<-y-res
stre=NULL
temp=varfun(y)
if(temp==0)print('Warning: When computing strength of association, measure of
variation=0')
e.pow=NULL
if(temp>0){
if(!is.na(e.pow)){
stre=sqrt(e.pow)
}}
if(!RES)res=NULL
list(coef=coef,residuals=res,Strength.Assoc=stre,Explanatory.Power=e.pow,residuals=
res)
}
ltsreg<-function(x,y,tr=.5,xout=FALSE,outfun=outpro,STAND=TRUE,...){
#
# Leasts trimmed squares regression via the function ltsReg in the
# R package robustbase
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
library(robustbase)
temp=ltsReg(y~x,alpha=1-tr)
#coef=ltsReg(y~x)[8]$coefficients
coef=temp[8]$coefficients
res=temp[7]$raw.resid
}
# For convenience when doing robust ridge regression:

ltsreg.2<-function(x,y,tr=.2,xout=FALSE,outfun=outpro,STAND=TRUE,...){
#
# Leasts trimmed squares regression via the function ltsReg in the
# R package robustbase
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
library(robustbase)
temp=ltsReg(y~x,alpha=1-tr)
coef=temp[8]$coefficients
res=temp[7]$raw.resid
}
DregG<-
function(x1,y1,x2,y2,nullv=NULL,regfun=tshdreg,nboot=500,xout=FALSE,outfun=outpro,
SEED=TRUE,plotit=FALSE,pr=TRUE,...){
#
# Global test that two dependent groups have identical
# regression parameters.
#
# in the estimates of the parameters.# For OLS, use DregGOLS
#
# (plotit=F is used so that in simulations, if xout=T, the seed is not
# set everytime outpro is called.)
#
if(SEED)set.seed(2)
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
if(is.null(nullv))nullv=rep(0,p1)
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
x1=as.matrix(x1)
x2=as.matrix(x2)
flagF=FALSE
flagF1=identical(regfun,tsreg)
flagF1[2]=identical(regfun,tshdreg)
flagF1[3]=identical(regfun,tshdreg_C)
if(sum(flagF1)>0)flagF=TRUE
if(!flagF){if(pr){
pr=FALSE
}
if(pr){
}}
bvec1<-apply(data,1,regboot,x1,y1,regfun=regfun,xout=FALSE,...)
bvec2<-apply(data,1,regboot,x2,y2,regfun=regfun,xout=FALSE,...)
dif=t(bvec1-bvec2)
temp<-pdis(rbind(dif,nullv))
est=est1-est2
list(p.value=sig.level,est.1=est1,est.2=est2,estimate.dif = est)
}
DregGMC<-
function(x1,y1,x2,y2,nullv=NULL,regfun=tsreg,nboot=500,xout=FALSE,outfun=outpro,
SEED=TRUE,plotit=FALSE,pr=TRUE,...){
#
# Global test that two dependent groups have identical
# regression parameters.
#
# in the estimates of the parameters.# For OLS, use DregGOLS
#
# (plotit=F is used so that in simulations, if xout=T, the seed is not
# set everytime outpro is called.)
#
flag=FALSE
library(parallel)
if(SEED)set.seed(2)
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
if(is.null(nullv))nullv=rep(0,p1)
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
flagF=FALSE
flagF1=identical(regfun,tsreg)
flagF1[2]=identical(regfun,tshdreg)
flagF1[3]=identical(regfun,tshdreg_C)
if(sum(flagF1)>0)flagF=TRUE
if(!flagF){
if(pr){
pr=FALSE
}
if(pr){
}}
x1=as.matrix(x1)
x2=as.matrix(x2)
data=listm(t(data))
bvec1=mclapply(data,regbootMC,x1,y1,regfun,xout=FALSE,...)
bvec1=matl(bvec1)
bvec2=mclapply(data,regbootMC,x2,y2,regfun,xout=FALSE,...)
bvec2=matl(bvec2)
dif=t(bvec1-bvec2)
temp<-pdisMC(rbind(dif,nullv))
est=est1-est2
list(p.value=sig.level,est.1=est1,est.2=est2,estimate.dif = est)
}
difregMC<-function(x1,y1,x2,y2,regfun=tsreg,xout=FALSE,outfun=outpro,nboot=599,
alpha=.05,SEED=TRUE,plotit=FALSE,xlab='X',ylab='Y',pr=TRUE,...){
#
# regression data from two different times i.e., two dependent groups
#
# compute confidence interval for the difference in the slopes and intercepts
#
library(parallel)
if(SEED)set.seed(2)
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
n=length(y1)
if(xout){
X=X[-flag,]
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
if(flagF){
if(pr){
pr=FALSE
}
if(pr){
}}
nk=length(y1)
x1=as.matrix(x1)
x2=as.matrix(x2)
data=listm(t(data))
bvec1<-mclapply(data,regboot,x1,y1,regfun,mc.preschedule=TRUE,xout=FALSE,...)
bvec2<-mclapply(data,regboot,x2,y2,regfun,mc.preschedule=TRUE,xout=FALSE,...)
bvec1=matl(bvec1)
bvec2=matl(bvec2)
dif.sort=apply(dif,2,sort)
pvec=NA
for(i in 1:p1){
pvec[i]<-(sum(dif[,i]<0)+.5*sum(dif[,i]==0))/nboot
}
pvec<-2*pvec
ihi<-nboot - ilow
ilow<-ilow+1
ci[,1]=c(0:p)
for(i in 1:p1){
ci[i,2]=dif.sort[ilow,i]
ci[i,3]=dif.sort[ihi,i]
}
if(plotit){
reg2plot(x1,y1,x2,y2,xlab=xlab,ylab=ylab,regfun=regfun,...)
}
lvec='Intercept'
list(n=n,n.keep=nk,param=lvec,p.values=pvec,est.grp1=est1,est.grp2=est2,conf.interv
als=ci)
}
qcipb<-function(x,q=.5,alpha=.05,nboot=2000,SEED=TRUE,nv=0,...){
#
# qth quantile via the Harrell--Davis estimator.
#
# Default is q=.5, meaning a confidence interval for the median is
# computed.
#
# Appears to be best method when there are tied values
#
#
x=elimna(x)
bvec<-apply(data,1,hd,q=q)
bvec<-sort(bvec)
up<-nboot-low
low<-low+1
estimate=hd(x,q=q)
}
Qreg<-
function(x,y,q=.5,xout=FALSE,outfun=outpro,res.vals=TRUE,plotit=FALSE,xlab='X',ylab
='Y',...){
#
# Quantile regression. Like the function qreg, but avoids computational
# problems that can arise when there are tied values among the dependent
# variable
#
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
xx=as.matrix(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
init=ols(x,y)$coef
v=optim(init,qfun,x=x,y=y,q=q,method='BFGS')$par
p1=ncol(x)+1
res=NULL
if(res.vals)res<-y-x%*%v[2:p1]-v[1]
if(ncol(x)==1){
if(plotit){
abline(v)
}}
list(coef=v,residuals=res)
}
qfun<-function(x,y,coef,q){
x=as.matrix(x)
p1=ncol(x)+1
r=y-coef[1]-x%*%coef[2:p1]
rhoq=sum(r*(q-as.numeric((r<0))))
s=sum(rhoq)
s
}
Rcoefalpha<-function(x,cov.fun=wincov,pr=FALSE,...){
# Compute coefficient alpha plus a robust analog)
#
# output:
# coefficient alpha plus robust version
#
# NOTE: now use cov.fun=wincov by default. Use skipcov in earlier version,
# But it might not be computable.
#
# Possible choices for cov.fun:
# skipcov
# tbscov
# covout
# covogk
# mgvcov
# mvecov
# mcdcov
# wincov
# bicovM
#
x=elimna(x)
x=as.matrix(x)
mcor=winall(x,tr=0)$cov
term=sum(mcor)
diag(mcor)=0
term1=sum(mcor)
k=ncol(x)
lam=k*term1/(k-1)
res1=lam/term
#
mcor=cov.fun(x,...)
term=sum(mcor)
diag(mcor)=0
term1=sum(mcor)
k=ncol(x)
lam=k*term1/(k-1)
lam=lam/term
list(coef.alpha=res1,robust.alpha=lam)
}
Dancovamp<-
function(x1,y1,x2,y2,fr1=1.5,fr2=1.5,tr=.2,alpha=.05,pts=NULL,SEED=TRUE,DIF=TRUE,co
v.fun=skipcov,...){
#
# Compare two dependent groups using the ancova method.
# Multiple covariates are allowed.
#
# Choices for cov.fun include
# skipcov
# tbscov
# covogk
# mgvcov
# mvecov
# mcdcov
# wincov
#
flag=identical(cov.fun,cov.mve)
if(flag)if(SEED)set.seed(2) # now cov.mve always returns same result
x1=as.matrix(x1)
x2=as.matrix(x2)
if(ncol(x1)!=ncol(x2))stop('x1 and x2 should have same number of columns')
if(ncol(x1)==1)stop('For one covariate, use Dancova')
if(nrow(x1)!=nrow(x2))stop('x1 and x2 should have same number of rows')
if(length(y1)!=length(y2))stop('y1 and y2 should have same length')
p=ncol(x1)
p1=p+1
m1=elimna(cbind(x1,y1,x2,y2))
x1=m1[,1:p]
y1=m1[,p1]
p2=p1+1
p3=p2+p-1
p4=p3+1
x2=m1[,p2:p3]
y2=m1[,p4]
x1<-as.matrix(x1)
x2<-as.matrix(x2)
pts<-ancdes(x1)
}
pts<-as.matrix(pts)
if(!DIF){
dimnames(mat)<-
list(NULL,c('n','est1','est2','DIF','TEST','se','ci.low','ci.hi','p.value'))
}
if(DIF){
dimnames(mat)<-list(NULL,c('n','DIF','TEST','se','ci.low','ci.hi','p.value'))
}
n<-1
vecn<-1
mval1<-cov.funl(cov.fun(x1,...))
mval2<-cov.funl(cov.fun(x2,...))
t1=near3d(x1,pts[i,],fr1,mval1)
t2=near3d(x2,pts[i,],fr2,mval2)
pick=as.logical(t1*t2)
n[i]<-length(y1[pick])
if(n[i]<5)flag[i]<-FALSE
if(n[i]>=5){
if(!DIF){
test<-yuend(y1[pick],y2[pick],tr=tr,alpha=alpha)
mat[i,2]=test$est1
mat[i,3]=test$est2
mat[i,4]=test$dif
mat[i,5]=test$teststat
mat[i,6]=test$se
mat[i,7]=test$ci[1]
mat[i,8]=test$ci[2]
mat[i,9]=test$p.value
}
if(DIF){
test<-trimci(y1[pick]-y2[pick],tr=tr,pr=FALSE,alpha=alpha)
mat[i,2]=test$estimate
mat[i,3]=test$test.stat
mat[i,4]=test$se
mat[i,5]=test$ci[1]
mat[i,6]=test$ci[2]
mat[i,7]=test$p.value
}
}
mat[i,1]<-n[i]
}
if(sum(flag)==0)print('No comparable design points found, might increase span.')
list(pts=pts,output=mat)
}
cov.funl<-function(m){
list(cov=m)
}
rplotCIS<-
function(x,y,tr=.2,fr=.8,plotit=TRUE,scat=TRUE,pyhat=FALSE,SEED=TRUE,dfmin=8,
eout=FALSE,xout=FALSE,xlab='x',ylab='y',outfun=out,LP=TRUE,alpha=.05,pch='.',...){
#
# A simple method for computing a confidence band based on
# running interval smoother and a trimmed mean.
#
# rplotCI adjusts the band so that FWE=1-alpha
#
# LP=TRUE, the plot is further smoothed via lowess
#
str=rplot(x,y,tr=tr,xout=xout,plotit=FALSE,LP=LP,fr=fr,pr=FALSE)$Strength.Assoc
m<-cbind(x,y)
if(ncol(m)>2)stop('Only one independent variable can be used')
m<-elimna(m)
nv=nrow(m)
if(eout && xout)stop('Not allowed to have eout=xout=T')
if(eout){
m<-m[flag,]
}
if(xout){
m<-m[flag,]
}
x=m[,1]
y=m[,2]
n.keep=length(y)
rmd<-c(1:length(x))
for(i in 1:length(x))rmd[i]<-mean(y[near(x,x[i],fr=fr)],tr=tr)
sedf=runse(x,y,fr=fr,tr=tr,pts=x,SEED=SEED)
df=sedf$df
flag=df>dfmin
se=sedf$se
low=rmd[flag]-qt(1-alpha/2,df[flag])*se[flag]
up=rmd[flag]+qt(1-alpha/2,df[flag])*se[flag]
rmd=rmd[flag]
x=x[flag]
y=y[flag]
if(plotit){
ord=order(x)
x=x[ord]
rmd=rmd[ord]
up=up[ord]
low=low[ord]
if(LP){
rmd=lplot(x,rmd,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
up=lplot(x,up,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
low=lplot(x,low,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
}
if(scat){
#rplot(x,y,xlab=xlab,ylab=ylab,fr=fr,pr=FALSE,LP=LP)
plot(c(x,x),c(y,rmd),xlab=xlab,ylab=ylab,type='n')
lines(x,up,lty=2)
lines(x,low,lty=2)
points(x,y,pch=pch)
}
if(!scat)plot(c(x,x),c(y,rmd),type='n',ylab=ylab,xlab=xlab)
points(x,rmd,type='n')
sx<-sort(x)
xorder<-order(x)
sysm<-rmd[xorder]
lines(sx,sysm)
lines(x,up,lty=2)
lines(x,low,lty=2)
}
if(pyhat){output<-cbind(x,rmd,low,up)
dimnames(output)=list(NULL,c('x','y.hat','ci.low','ci.up'))
}
if(!pyhat)output<-'Done'
list(output=output,str=str,n=nv,n.keep=n.keep)
}
runse<-function(x,y,fr=1,tr=.2,pts=x,RNA=FALSE,outfun=out,xout=FALSE,SEED=TRUE){
#
# Estimate SE of Yhat when using a running interval smooth
# based on a trimmed mean.
#
#
# RNA=F, do not remove missing values when averaging
# (computing the smooth) at x
# xout=T removes points for which x is an outlier
#
if(SEED)set.seed(2)
temp<-cbind(x,y)
if(ncol(temp)>2)stop(' 1 predictor only is allowed')
if(xout){
temp<-temp[flag,]
}
x<-temp[,1]
y<-temp[,2]
pts<-as.matrix(pts)
vals<-NA
WSE=NA
df=NA
h=NA
ysub=y[near(x,pts[i],fr)]
v=trimse(ysub,tr=tr,na.rm=TRUE)
if(is.na(v))v=0
if(v>0){
WSE[i]=trimse(ysub,tr=tr,na.rm=TRUE)
df[i]=length(ysub)-2*floor(tr*length(ysub))-1
}
if(v==0){
df[i]=0
WSE[i]=0
}}
list(se=WSE,df=df)
}
rplotpbCI<-function(x,y,est=onestep,fr=1,plotit=TRUE,scat=TRUE,pyhat=FALSE,
xout=FALSE,xlab='x',ylab='y',outfun=out,LP=TRUE,alpha=.05,
nboot=500,SEED=TRUE,...){
#
# running interval smoother based on any measure of location
# Unlike rplotCI, uses a percentile bootstrap
# method to get a confidence band
#
#
m<-cbind(x,y)
m<-elimna(m)
x=m[,1]
y=m[,2]
if(xout){
m<-m[flag,]
}
x=m[,1]
y=m[,2]
low=rep(NA,length(y))
up=rep(NA,length(y))
rmd<-NA
sel=y[near(x,x[i],fr)]
temp=onesampb(sel,est=est,nboot=nboot,alpha=alpha,SEED=SEED,...)
low[i]=temp$ci[1]
up[i]=temp$ci[2]
rmd[i]=temp$estimate
}
all=elimna(cbind(x,low,up,y,rmd))
x=all[,1]
low=all[,2]
up=all[,3]
y=all[,4]
rmd=all[,5]
if(plotit){
ord=order(x)
x=x[ord]
y=y[ord]
rmd=rmd[ord]
up=up[ord]
low=low[ord]
if(LP){
rmd=lplot(x,rmd,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
up=lplot(x,up,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
low=lplot(x,low,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
}
if(scat){
plot(c(x,x),c(y,rmd),xlab=xlab,ylab=ylab,type='n')
points(x,y)
lines(x,up,lty=2)
lines(x,low,lty=2)
}
if(!scat)plot(c(x,x),c(y,rmd),type='n',ylab=ylab,xlab=xlab)
points(x,rmd,type='n')
sx<-sort(x)
xorder<-order(x)
sysm<-rmd[xorder]
lines(sx,sysm)
lines(x,up,lty=2)
lines(x,low,lty=2)
}
list(output=output)
}
Danctspb<-
ALSE,SCAT=TRUE,
outfun=outpro,BLO=FALSE,nboot=500,SEED=TRUE,xlab='X',ylab='Y',pr=TRUE,eout=FALSE,..
.){
#
# Compare the regression lines of two dependent groups at specified design points
using
# the robust regression estimator indicated by the argument
#
#
#
#
# Uses bootstrap samples based on resamples of the points followed by a regression
fit.
# In contrast, Dancts uses bootstrap estimate of the se of Yhat followed by a
pivotal test
# statistic.
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(SEED)set.seed(2)
FLAG=pts
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
if(xout){
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
if(identical(regfun,tshdreg))flagF=FALSE
if(flagF){
if(pr){
if(sum(duplicated(y1)>0))print('Duplicate values detected; tshdreg might have more
power than tsreg')
pr=FALSE
}
if(pr){
if(sum(duplicated(y2)>0))print('Duplicate values detected; tshdreg might have more
power than tsreg')
}}
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
pts=x1[isub]
}
n1<-1
n2<-1
}
dimnames(mat)<-list(NULL,c('X','Est1','Est2','DIF','ci.low','ci.hi','p.value'))
mat[,1]=pts
n=length(y1)
x1=as.matrix(x1)
x2=as.matrix(x2)
data<-matrix(sample(length(y1),size=n*nboot,replace=TRUE),nrow=nboot)
est1=apply(data,1,Danctspb.sub,x1,y1,xr=pts,regfun=regfun,xout=FALSE,...)
est2=apply(data,1,Danctspb.sub,x2,y2,xr=pts,regfun=regfun,xout=FALSE,...)
mat[,2]=regYhat(x1,y1,xr=pts,regfun=regfun,...)
est=est1-est2
if(!is.matrix(est))est=matrix(est,nrow=1)
mat[,4]=mat[,2]-mat[,3]
pv1=apply(est<0,1,mean,na.rm=TRUE)
pv2=apply(est==0,1,mean,na.rm=TRUE)
pv=pv1+.5*pv2
pv1m=1-pv
pv=2*apply(cbind(pv,pv1m),1,min)
mat[,7]=pv
ihi<-nboot - ilow
ilow<-ilow+1
estsort=apply(est,1,sort)
mat[,5]=estsort[ilow,]
mat[,6]=estsort[ihi,]
if(plotit){
if(eout && xout)stop('Cannot have both eout and xout = F')
if(eout){
flag<-outfun(cbind(x1,y1),plotit=FALSE,...)$keep
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
if(SCAT)points(x1,y1,pch='o')
if(SCAT)points(x2,y2,pch='+')
}
list(output=mat)
}
Danctspb.sub<-function(data,x,y,xr,regfun,...){
x=as.matrix(x)
yhat=regYhat(x[data,],y[data],xr=xr,regfun=regfun,...)
yhat
}
DanctspbMC<-
function(x1,y1,x2,y2,pts=NULL,regfun=tshdreg,fr1=1,fr2=1,alpha=.05,SCAT=TRUE,
plotit=TRUE,xout=FALSE,outfun=outpro,BLO=FALSE,nboot=500,SEED=TRUE,xlab='X',ylab='Y
',WARN=FALSE,pr=TRUE,eout=FALSE,...){
#
# Compare the regression lines of two dependent groups at specified design points
using
# the robust regression estimator indicated by the argument
#
# Similar to Dancts, which uses a bootstrap estimate of se of Y hat
# Here, do bootstrap based on bootstrap samples from the data
# as done for example by regci
#
#
#
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(SEED)set.seed(2)
FLAG=pts
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
p1=p+1
p2=p+2
p3=p1+p
p4=p3+1
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
if(xout){
x1=X[,1:p]
y1=X[,p1]
x2=X[,p2:p3]
y2=X[,p4]
}
if(identical(regfun,tshdreg))flagF=FALSE
if(flagF){
if(pr){
pr=FALSE
}
if(pr){
}}
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
pts=x1[isub]
}
}
mat[,1]=pts
n=length(y1)
x1=as.matrix(x1)
x2=as.matrix(x2)
data<-matrix(sample(length(y1),size=n*nboot,replace=TRUE),nrow=nboot)
data=listm(t(data))
library(parallel)
est1=mclapply(data,Danctspb.sub,x1,y1,xr=pts,regfun=regfun,xout=FALSE,...)
est2=mclapply(data,Danctspb.sub,x2,y2,xr=pts,regfun=regfun,xout=FALSE,...)
est1=matl(est1)
est2=matl(est2)
est=est1-est2
if(!is.matrix(est))est=matrix(est,nrow=1)
mat[,4]=mat[,2]-mat[,3]
pv1=apply(est<0,1,mean,na.rm=TRUE)
pv2=apply(est==0,1,mean,na.rm=TRUE)
pv=pv1+.5*pv2
pv1m=1-pv
pv=2*apply(cbind(pv,pv1m),1,min)
mat[,7]=pv
ihi<-nboot - ilow
ilow<-ilow+1
estsort=apply(est,1,sort)
mat[,5]=estsort[ilow,]
mat[,6]=estsort[ihi,]
if(plotit){
if(eout && xout)stop('Cannot have both eout and xout = F')
if(eout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
if(SCAT)points(x1,y1,pch='o')
if(SCAT)points(x2,y2,pch='+')
}
list(output=mat)
}
Danctspb.sub<-function(data,x,y,xr,regfun,...){
x=as.matrix(x)
yhat=regYhat(x[data,],y[data],xr=xr,regfun=regfun,...)
yhat
}
anctspb<-
function(x1,y1,x2,y2,pts=NULL,regfun=tshdreg,fr1=1,fr2=1,alpha=.05,plotit=TRUE,xout
=FALSE,outfun=outpro,nboot=500,SEED=TRUE,xlab='X',ylab='Y',...){
#
# Compare the regression lines of two independent groups
# at specified design points using a robust regression estimator.
#
# Like ancts but uses
# a percentile bootstrap method is used.
# This might help when there are tied values among the dependent variable.
#
#
#
if(SEED)set.seed(2)
FLAG=pts
if(ncol(xy)>2)stop('Only one covariate is allowed')
x1=xy[,1]
y1=xy[,2]
if(ncol(xy)>2)stop('Only one covariate is allowed')
x2=xy[,1]
y2=xy[,2]
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
dimnames(mat)<-
pts=x1[isub]
}
mat[,1]<-pts
bvec1=matrix(NA,nrow=nboot,ncol=length(pts))
bvec2=matrix(NA,nrow=nboot,ncol=length(pts))
x1=as.matrix(x1)
x2=as.matrix(x2)
p1=ncol(x1)+1
for(ib in 1:nboot){
}
for(ib in 1:nboot){
}
dif=bvec1<bvec2
L=apply(dif,2,mean)
E=bvec1==bvec2
T=apply(E,2,mean)
pvec=L+.5*T
pop=1-pvec
pb=cbind(pvec,pop)
pv=2*apply(pb,1,min)
ihi<-nboot - ilow
ilow<-ilow+1
ciL=NA
ciU=NA
difb=bvec1-bvec2
bs=sort(difb[,i])
ciL[i]=bs[ilow]
ciU[i]=bs[ihi]
}
est1=regYhat(x1,y1,xr=pts,xout=xout,outfun=outfun,regfun=regfun,...)
est2=regYhat(x2,y2,xr=pts,xout=xout,outfun=outfun,regfun=regfun,...)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
mat[,5]=ciL
mat[,6]=ciU
mat[,7]=pv
if(!is.null(FLAG[1])){
}
est1=regYhat(x1,y1,regfun=regfun,xr=pts,xout=xout,outfun=outfun,...)
est2=regYhat(x2,y2,regfun=regfun,xr=pts,xout=xout,outfun=outfun,...)
mat[,2]=est1
mat[,3]=est2
est=est1-est2
mat[,4]=est
mat[,7]=pv
}
if(plotit){
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
}
list(output=mat)
}
idmatchv2<-function(m1,m2,id.col1,id.col2=id.col1){
#
# Same as idmatch, but also return cases not matched
#
# OUTPUT:
# m combined data for which there are matching id's
# m1.no data in m1 for which there are no matching id's in m2
# m2.no data in m2 for which there are no matching id's in m1
#
m1=m1[flag,] # eliminate any rows where ID is missing
m2=m2[flag,]
M1=NULL
idnm1=NULL
ic1=0
idnm2=NULL
ic2=0
if(sum(duplicated(m1))>0)stop('Duplicate ids detected in m1')
if(sum(duplicated(m2))>0)stop('Duplicate ids detected in m2')
if(sum(flag)==0){
ic1=ic1+1
idnm1[ic1]=i
}
if(sum(flag>0)){
}
}
}}
M2=NULL
if(sum(flag)==0){
ic2=ic2+1
idnm2[ic2]=i
}
if(sum(flag>0)){
}
}
}}
m=cbind(M1[,id.col1],M1[,-id.col1],M2[,-id.col2])
nc1=ncol(m2)-1
m1u=NULL
if(!is.null(idnm1))m1u=m1[idnm1,]
m2u=NULL
if(!is.null(idnm2))m2u=m2[idnm2,]
list(m=m,idnm1=idnm1,idnm2=idnm2,m1.no=m1u,m2.no=m2u)
}
regcits<-function(x,y,regfun=tshdreg,nboot=599,alpha=.05,SEED=TRUE,pr=TRUE,
xout=FALSE,outfun=outpro,plotit=FALSE,xlab='Predictor 1',ylab='Predictor 2',
MC=TRUE,...){
if(MC)v=regciMC(x,y,regfun=regfun,nboot=nboot,alpha=alpha,SEED=SEED,pr=pr,xout=xout
,
outfun=outfun,plotit=plotit,xlab=xlab,ylab=ylab,...)
if(!MC)v=regci(x,y,regfun=regfun,nboot=nboot,alpha=alpha,SEED=SEED,pr=pr,xout=xout,
outfun=outfun,plotit=plotit,xlab=xlab,ylab=ylab,...)
v
}
qhdsm<-function(x,y,qval=0.5,q=NULL,pr=FALSE,
xout=FALSE,outfun=outpro,plotit=TRUE,xlab='X',ylab='Y',zlab='Z',pyhat=FALSE,fr=NULL
,LP=FALSE,theta=50,phi=25,ticktype='simple',nmin=0,scale=TRUE,pr.qhd=TRUE,pch='.',.
..){
#
# Compute the quantile regression line for one or more quantiles
# using combination of hd, running interval smoother and LOESS
# That is, determine the qth (qval) quantile of Y given X using the
#
# plotit=TRUE will plot the lines. WIth p=1 predictor, multiple lines can be
plotted.
# Example: qhdsm(x,y,q=c(.25,.5,.75)) will plot the regression lines for
# predicting quartiles.
#
x<-as.matrix(x)
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
if(p>1 & length(q)>1)print('Only first quantile specified can be plotted')
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(p==1){
if(is.null(fr))fr=.8
ord=order(x)
x=sort(x)
y=y[ord]
est=matrix(NA,ncol=3,nrow=length(qval))
dimnames(est)=list(NULL,c('q','Inter','Slope'))
#x<-as.matrix(x)
qest=matrix(NA,ncol=length(qval),nrow=length(y))
rmd=NA
for(i in 1:length(x))rmd[i]<-hd(y[near(x,x[i],fr)],q=qval[j])
if(LP)rmd=lplot(x,rmd,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
qest[,j]=rmd
}
if(plotit){
for(j in 1:ncol(qest))lines(x,qest[,j])
}
if(!pyhat)qest='DONE'
}
if(p>1){
if(is.null(fr))fr=1
if(p==2){
if(pr.qhd){
if(!scale)print('scale=F is specified. If there is dependence, might want to use
scale=TRUE')
}}
qest=rplot(x,y,est=hd,q=qval[1],fr=fr,plotit=plotit,pyhat=pyhat,theta=theta,
phi=phi,scale=scale,SEED=FALSE,varfun=pbvar,xlab=xlab,ylab=ylab,zlab=zlab,
ticktype=ticktype,nmin=nmin,pr=pr)
if(!pyhat)qest='DONE'
if(pyhat)qest=qest$yhat
}
qest
}
skip.cov<-function(x,cop = 6, MM = FALSE, op = 1, mgv.op = 0, outpro.cop = 3,
STAND = FALSE){
ans=skipcov(x,cop=cop,MM=MM,op=op,mgv.op=mgv.op,outpro.cop=outpro.cop,STAND=STAND)
list(cov=ans)
}
skipSPR<-function(x,cop=6,MM=FALSE,op=1,mgv.op=0,outpro.cop=3,pr=FALSE){
v=skip(x,pr=pr,STAND=TRUE,cop=cop,op=op,mgv.op=mgv.op,outpro.cop=outpro.cop)
v
}
rmdzeroG<-function(x,est=skipSPR,grp=NA,nboot=500,SEED=TRUE,...){
#
#
# Like rmdzero, only designed for multivariate estimators such as
# computed by the R functions, skip and dmean for example.
#
#
#
#
if(!is.list(x) && !is.matrix(x))stop('Data must be stored in a matrix or in list
mode.')
if(is.list(x)){
}
if(!is.na(grp[1])){
mat<-mat[,grp]
}
FLAG=FALSE
if(ncol(mat)<3)FLAG=TRUE
#if(ncol(mat)<3)stop('This function is for three or more measures of location')
J<-ncol(mat)
jp<-0
Jall<-(J^2-J)/2
ic<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic<-ic+1
}}}
dif<-as.matrix(dif)
nrow = nboot)
if(!FLAG){
for(i in 1:nboot) {
bvec[i, ] <- est(dif[data[i,],],...)$center
center<-est(dif,...)$center
zvec<-rep(0,Jall)
bplus<-nboot+1
}
if(FLAG){
bvec=matrix(NA,ncol=ncol(mat),nrow=nboot)
for(i in 1:nboot)bvec[i, ]=est(mat[data[i,],],...)$center
pv=mean(bvec[,1]<bvec[,2])+.5*mean(bvec[,1]==bvec[,2])
sig.level=2*min(c(pv,1-pv))
center=est(mat,...)$center
}
}
rmdzeroGMC<-function(x,est=skipSPR,grp=NA,nboot=500,SEED=TRUE,...){
#
#
# Like rmdzeroG, only designed to used a multicore processor
#
#
#
#
library(parallel)
mode.')
if(is.list(x)){
}
if(!is.na(grp[1])){
mat<-mat[,grp]
}
FLAG=FALSE
if(ncol(mat)<3)FLAG=TRUE
#stop('This function is for three or more measures of location')
J<-ncol(mat)
jp<-0
Jall<-(J^2-J)/2
ic<-0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic<-ic+1
}}}
dif<-as.matrix(dif)
nrow = nboot)
data=listm(t(data))
if(!FLAG){
bvec<-mclapply(data,rmdG_sub,dif,est,mc.preschedule=TRUE,...)
bvec=t(matl(bvec))
center<-est(dif,...)$center
zvec<-rep(0,Jall)
bplus<-nboot+1
}
if(FLAG){
bvec<-mclapply(data,rmdG_sub,mat,est,mc.preschedule=TRUE,...)
bvec=t(matl(bvec))
}
}
rmdG_sub<-function(data,dif,est,...){
v=est(dif[data,],...)$center
v
}
yuendv2<-function(x, y, tr = 0.2, alpha = 0.05,null.value=0,pr=TRUE){
#
# Same as yuend, only it also returns a measure of
# effect size similar to the one used by yuenv2.
# To get a measure of effect size based on the difference scores,
# use the function trimci or trimcipb
# (est.dif - null.value)/sd
# For trimmed means, sd is a Winsorized variance
# rescaled so that it estimates the standard deviation under normality
#
if(pr)print('This version returns an effect size similar to what is used by
yuenv2')
if(pr)print('To get a measure of effect size based on the difference scores, use
trimciv2')
library(MASS)
if(tr<0)stop('tr must be between 0 and .5')
if(tr>.5)stop('tr must be between 0 and .5')
res=yuend(x=x,y=y,tr=tr,alpha=alpha)
#
#if(tr==0)term=1
#if(tr>0)term=sqrt(area(dnormvar,qnorm(tr),qnorm(1-tr))+2*(qnorm(tr)^2)*tr)
#epow=(res$dif-null.value)*term/sqrt(winvar(x-y,tr=tr,na.rm=TRUE))
epow=yuenv2(x,y,tr=tr)$Effect.Size
list(ci=res$ci,p.value=res$p.value,est1=res$est1,est2=res$est2,dif=res$dif,se=res$s
e,
teststat=res$teststat,n=res$n,df=res$df,Effect.Size=epow)
}
qhdsm2g<-
function(x1,y1,x2,y2,q=.5,qval=NULL,LP=TRUE,fr=.8,xlab='X',ylab='Y',xout=FALSE,outf
un=outpro,...){
#
# Plot of quantile smoother for two groups using qhdsm
#
#
if(!is.null(qval))q=qval
if(ncol(m1)>3)stop('One covariate only is allowed')
x1<-m1[,1]
y1<-m1[,2]
x2<-m2[,1]
y2<-m2[,2]
if(xout){
m1<-m1[flag,]
x1<-m1[,1]
y1<-m1[,2]
m2<-m2[flag,]
x2<-m2[,1]
y2<-m2[,2]
}
flag=order(x1)
x1=x1[flag]
y1=y1[flag]
flag=order(x2)
x2=x2[flag]
y2=y2[flag]
rmd1=NA
rmd2=NA
for(i in 1:length(x1))rmd1[i]<-hd(y1[near(x1,x1[i],fr)],q=q)
for(i in 1:length(x2))rmd2[i]<-hd(y2[near(x2,x2[i],fr)],q=q)
if(LP){
rmd1=lplot(x1,rmd1,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
rmd2=lplot(x2,rmd2,plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
}
points(x1,y1)
lines(x1,rmd1)
lines(x2,rmd2,lty=2)
}
ancGLOB_sub3<-
function(x1,y1,x2,y2,xout=FALSE,outfun=outpro,est=tmean,pcrit=NULL,p.crit=NULL,iter
=100,
nboot=500,SEED=TRUE,MC=FALSE,nmin=12,pts=NULL,fr1=1,fr2=1,plotit=TRUE,xlab='X',ylab
='Y',LP=TRUE,...){
#
#
if(SEED)set.seed(2)
x1<-as.matrix(x1)
p1<-ncol(x1)+1
p<-ncol(x1)
if(p>1)stop('Current version is for one independent variable only')
xy<-cbind(x1,y1)
xy<-elimna(xy)
x1<-xy[,1:p]
y1<-xy[,p1]
xy<-cbind(x2,y2)
xy<-elimna(xy)
x2<-xy[,1:p]
y2<-xy[,p1]
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
N1=length(y1)
N2=length(y2)
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
pts=x1[isub]
g1=list()
g2=list()
for (i in 1:5){
g1[[i]]<-y1[near(x1,x1[isub[i]],fr1)]
}}
if(length(pts)<2)stop('Should have at least two points (With one point, use the R
function ancova)')
g1=list()
g2=list()
g1[[i]]<-y1[near(x1,pts[i],fr1)]
}
}
n1=lapply(g1,length)
nv=(min(as.vector(matl(n1))))
res=aov2depth(g1,g2,est=est,SEED=SEED,nboot=nboot,...)
if(plotit)runmean2g(x1,y1,x2,y2,nboot=nboot,fr=fr1,est=est,xout=xout,LP=LP,...)
list(p.value=res$p.value,est1=res$est1,est2=res$est2,dif=res$dif,pts=pts,n1=res$n1,
n2=res$n2)
}
ancGLOB_sub4<-
=100,
nboot=500,SEED=TRUE,MC=FALSE,nmin=12,pts=NULL,fr1=1,fr2=1,plotit=TRUE,xlab='X',ylab
='Y',LP=TRUE,...){
#
#
if(SEED)set.seed(2)
x1<-as.matrix(x1)
p1<-ncol(x1)+1
p<-ncol(x1)
xy<-cbind(x1,y1)
xy<-elimna(xy)
x1<-xy[,1:p]
y1<-xy[,p1]
xy<-cbind(x2,y2)
xy<-elimna(xy)
x2<-xy[,1:p]
y2<-xy[,p1]
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
N1=length(y1)
N2=length(y2)
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
pts=x1[isub]
g1=list()
g2=list()
for (i in 1:5){
}}
if(length(pts)<2)stop('Should have at least two points (use the R function
ancova)')
g1=list()
g2=list()
}}
res=aov2depth(g1,g2,est=est,SEED=SEED,nboot=nboot,...)
if(plotit)runmean2g(x1,y1,x2,y2,nboot=nboot,fr=fr1,est=est,xout=xout,LP=LP,...)
list(p.value=res$p.value,est1=res$est1,est2=res$est2,dif=res$dif,pts=pts,n1=res$n1,
n2=res$n2)
}
ancGLOB_sub5<-
=100,
nboot=500,SEED=TRUE,MC=FALSE,nmin=12,pts=NULL,fr1=1,fr2=1,xlab='X',ylab='Y',LP=TRUE
,...){
#
#
if(is.null(pts))stop('pts should be specified')
if(SEED)set.seed(2)
x1<-as.matrix(x1)
p1<-ncol(x1)+1
p<-ncol(x1)
xy<-cbind(x1,y1)
xy<-elimna(xy)
x1<-xy[,1:p]
y1<-xy[,p1]
xy<-cbind(x2,y2)
xy<-elimna(xy)
x2<-xy[,1:p]
y2<-xy[,p1]
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
N1=length(y1)
N2=length(y2)
if(length(pts)<2)stop('Should have at least two points (With one point, use the R
function ancova)')
g1=list()
g2=list()
}
res=aov2depth(g1,g2,est=est,SEED=SEED,nboot=nboot,nmin=nmin,...)$p.value
res
}
ancGLOB_pv<-
function(n1,n2,est=tmean,fr1=.8,fr2=.8,nboot=500,SEED=TRUE,iter=1000,nmin=12,MC=TRU
E,alpha=.05,PRM=FALSE,pts=NULL,...){
#
# Determine critical p-value when using the function ancGLOB
# Strategy: generage data from a normal distribution, NULL true
# compute p-value, repeat
# iter times (iter=100 is default)
# (a larger choice for iter is recommended. To reduce execution time use
ancGLOB_pv_C
#
# returns:
# p.crit, the critical p-value for the specified alpha value
# if PRM=T, all p-values that were computed.
# ef.iter, the actual number of iterations, which might differ from iter
# due to sample sizes where it makes no sense to compute a p-value
# based on the generated data.
#
bvec=list()
np1=min(c(n1,n2))+1
nmax=max(c(n1,n2))
for(i in 1:iter){
bvec[[i]]=rmul(nmax,p=4)
if(n1!=n2)bvec[[i]][np1:nmax,1:2]=NA
}
if(MC){
library(parallel)
prm=mclapply(bvec,ancGLOB_sub2,fr1=fr1,fr2=fr2,est=est,SEED=SEED,nboot=nboot,pts=pt
s,...)
}
if(!
MC)prm=lapply(bvec,ancGLOB_sub2,fr1=fr1,fr2=fr2,est=est,SEED=SEED,nboot=nboot,pts=p
ts,...)
prm=elimna(as.vector(matl(prm)))
ef.iter=length(prm)
p.crit=hd(prm,alpha)
prm=sort(elimna(prm))
if(!PRM)prm=NULL
list(p.crit=p.crit,prm=prm,ef.iter=ef.iter)
}
ancGLOB_sub2<-
function(bvec,fr1=fr1,fr2=fr2,est=est,SEED=SEED,nmin=12,nboot=nboot,pts=pts,...){
p=ancGLOB_sub3(bvec[,1],bvec[,2],bvec[,3],bvec[,4],est=est,SEED=SEED,fr1=fr1,fr2=fr
2,nboot=nboot,
plotit=FALSE,nmin=12,pts=pts,...)$p.value
p
}
ancGLOB_pv_pts<-
function(x1,x2,est=tmean,fr1=1,fr2=1,nboot=500,SEED=TRUE,iter=1000,nmin=12,MC=TRUE,
alpha=.05,PRM=FALSE,pts=NULL,...){
#
# Determine critical p-value when using the function ancGLOB and pts is specified.
# Strategy: generage data from a normal distribution, NULL true
# compute p-value, repeat
#
# pts is used to indicate the covariate values where comparisons are to be made.
# Example: pts=c(1,4,6) will compare regression lines at X=1, 4 and 6
# if pts is not specified, the function terminates with an error.
#
#
# returns:
# ef.iter, the actual number of interations, which might differ from iter
#
# Like ancGLOB_pv, only pts is specified and use data in x1 and x2
#
if(is.null(pts[1]))stop('pts is null, use ancGLOB_pv')
x1=elimna(x1)
x2=elimna(x2)
n1=length(x1)
n2=length(x2)
bvec=list()
np1=min(c(n1,n2))+1
nmax=max(c(n1,n2))
for(i in 1:iter){
bvec[[i]]=rmul(nmax,p=4)
if(n1!=n2)bvec[[i]][np1:nmax,1:2]=NA
bvec[[i]][1:n1,1]=x1
bvec[[i]][1:n2,3]=x2
}
prm=NA
if(MC){
library(parallel)
prm=mclapply(bvec,ancGLOB_sub4,fr1=fr1,fr2=fr2,est=est,SEED=SEED,nboot=nboot,pts=pt
s,...)
}
#if(!
MC)prm=lapply(bvec,ancGLOB_sub4,fr1=fr1,fr2=fr2,est=est,SEED=SEED,nboot=nboot,pts=p
ts,...)
if(!MC){
for(ij in 1:length(bvec)){
bv=as.matrix(bvec[[ij]])
prm[ij]=ancGLOB_sub4(bv,fr1=fr1,fr2=fr2,est=est,SEED=SEED,nboot=nboot,pts=pts,nmin=
nmin,...)
}}
prm=elimna(as.vector(matl(prm)))
ef.iter=length(prm)
p.crit=hd(prm,alpha)
prm=sort(elimna(prm))
if(!PRM)prm=NULL
list(p.crit=p.crit,prm=prm,ef.iter=ef.iter)
}
ancGLOB_sub4<-
function(bvec,fr1=fr1,fr2=fr2,est=est,SEED=SEED,nmin=12,nboot=nboot,pts=pts,...){
p=ancGLOB_sub5(bvec[,1],bvec[,2],bvec[,3],bvec[,4],est=est,SEED=SEED,fr1=fr1,fr2=fr
2,nboot=nboot,nmin=12,pts=pts,...)
p
}
q2by2<-function(x,q = c(0.1, 0.25, 0.5, 0.75, 0.9), nboot = 2000,SEED=TRUE){

#
# For a 2 by 2 ANOVA, independent groups, test main effects
# and interaction for all quantiles indicated by argument q
#
if(SEED)set.seed(2)
if(length(x)!=4)stop('Current version is for a 2-by-2 ANOVA only. Should have four
groups.')
A=matrix(NA,nrow=length(q),6)
B=matrix(NA,nrow=length(q),6)
AB=matrix(NA,nrow=length(q),6)
dimnames(A)=list(NULL,c('q','psihat','p.value','ci.lower','ci.upper','p.hoch'))
dimnames(B)=list(NULL,c('q','psihat','p.value','ci.lower','ci.upper','p.hoch'))
dimnames(AB)=list(NULL,c('q','psihat','p.value','ci.lower','ci.upper','p.hoch'))
con=con2way(2,2)
A[i,1]=q[i]
B[i,1]=q[i]
AB[i,1]=q[i]
a=linconpb(x,nboot=nboot,est=hd,con=con$conA,SEED=FALSE,q=q[i])
b=linconpb(x,nboot=nboot,est=hd,con=con$conB,SEED=FALSE,q=q[i])
ab=linconpb(x,nboot=nboot,est=hd,con=con$conAB,SEED=FALSE,q=q[i])
A[i,2:5]=a$output[,c(2,3,5,6)]
B[i,2:5]=b$output[,c(2,3,5,6)]
AB[i,2:5]=ab$output[,c(2,3,5,6)]
}
A[,6]=p.adjust(A[,3],method='hoch')
B[,6]=p.adjust(B[,3],method='hoch')
AB[,6]=p.adjust(AB[,3],method='hoch')
list(A=A,B=B,AB=AB)
}
bd1GLOB<-function(x,est=spatcen,nboot=599,alpha=.05,SEED=TRUE,MC=FALSE,...){
#
# Test the hypothesis of equal measures of location for J
# dependent groups using a
# percentile bootstrap method.
#
# Same as bd1way, only designed for estimators that take into account the
# overall structure of the data when dealing with outliers
#
# By default, use spatial median estimator
# est=dmean.cen will use the Donoho-Gasko trimmed mean.
#
# argument est is location estimator that returns value in $center
# (So, for example, est=dmean will not run.)
#
# Data are assumed to be stored in list mode or an n by J matrix.
# misran=F means missing values do not occur at random, case wise deletion is
used.
#
#if(MC){
#if(identical(est,dmean_C))stop('Using dmean_C with MC=T can cause R to crash. Use
MC=F')
#library(parallel)
#}
# Last 3 commands cause an error unless WRScpp is available.
if(!is.list(x) && !is.matrix(x))stop('Data must be store in list mode or in an n by
J matrix.')
if(is.list(x)){
m<-matrix(0,length(x[[1]]),length(x))
for (j in 1:length(x))m[,j]<-x[[j]]
}
xcen<-m
locval=est(m,...)$center
locval=as.vector(locval)
for (j in 1:ncol(m))xcen[,j]<-m[,j]-locval[j]
data<-matrix(sample(nrow(m),size=nrow(m)*nboot,replace=TRUE),nrow=nboot)
data=listm(t(data))
if(MC)bvec<-mclapply(data,bd1GLOB1,xcen=xcen,est=est,...)
if(!MC)bvec<-lapply(data,bd1GLOB1,xcen=xcen,est=est,...)
bvec=as.vector(matl(bvec))
# A vector of nboot test statistics.
test<-(length(locval)-1)*var(locval)
pv=mean((test<bvec))
list(test=test,estimates=locval,p.value=pv)
}
bd1GLOB1<-function(isub,xcen,est,...){
#
# Compute test statistic for bd1way
#
# 1, 2, 3, ..., n
#
# xcen is an n by J matrix containing the input data
#
val<-NA
val=est(xcen[isub,],...)$center
val=as.vector(val)
test.stat<-(length(val)-1)*var(val)
test.stat
}
rmdzD<-function(x,est=skipSPR,grp=NA,nboot=500,SEED=TRUE,MC=FALSE,...){
#
# using depth of zero among bootstrap values
#
# Projection distances
# rather than Mahalanobis distances are used when computing a p-value
#
#
#
#
mode.')
if(is.list(x)){
}
if(!is.na(grp[1])){
mat<-mat[,grp]
}
nrow = nboot)
data=listm(t(data))
if(MC)bvec<-mclapply(data,rmdG_sub,mat,est,mc.preschedule=TRUE,...)
if(!MC) bvec<-lapply(data,rmdG_sub,mat,est,...)
bvec=t(matl(bvec)) # nboot by J matrix
J<-ncol(mat)
jp<-0
Jall<-(J^2-J)/2
dif<-matrix(NA,nrow=nboot,ncol=Jall)
ic<-0
cdif=NA
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic<-ic+1
dif[,ic]<-bvec[,j]-bvec[,k]
cdif[ic]=center[j]-center[k]
}}}
if(J==2){
}
if(J>2){
zvec<-rep(0,Jall)
m1<-rbind(dif,zvec)
bplus<-nboot+1
cmat=var(dif)
dv<-pdisMC(m1,center=cdif)
bplus<-nboot+1
}
}
Dancovapb<-
function(x1,y1,x2,y2,fr1=1,fr2=1,est=hd,alpha=.05,nboot=500,pr=TRUE,SEED=TRUE,
plotit=TRUE, pts=NA,sm=FALSE,xout=FALSE,outfun=out,DIF=FALSE,na.rm=TRUE,...){
#
# Compare two dependent groups using the ancova method
# (a method similar to the one used by the R function ancova).
#
# percentile bootstrap method is used.
#
# est indicates estimator to be used; Harrell-Davis median estimator is default.
#
#
# pts=NA means five points will be picked empirically.
#
#
if(SEED)set.seed(2)
if(DIF & !na.rm){
if(pr)stop('With na.rm=TRUE, must have DIF=FALSE')
}
if(length(x1)!=length(y1))stop('x1 and y1 have different lengths')
if(length(x1)!=length(x2))stop('x1 and y2 have different lengths')
if(length(y1)!=length(y2))stop('y1 and y2 have different lengths')
xy=elimna(cbind(x1,y1,x2,y2))
x1=xy[,1]
y1=xy[,2]
x2=xy[,3]
y2=xy[,4]
if(is.na(pts[1])){
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,7)
dimnames(mat)<-list(NULL,c('X','n','DIF','ci.low','ci.hi','p.value','p.crit'))
for (i in 1:5){
t1=near(x1,x1[isub[i]],fr1)
if(!
na.rm)test=rmmismcp(y1[pick],y2[pick],est=est,,nboot=nboot,alpha=alpha,pr=FALSE,
plotit=FALSE,SEED=FALSE,...)
if(na.rm){
test=rmmcppb(y1[pick],y2[pick],est=est,dif=FALSE,nboot=nboot,plotit=FALSE,alpha=alp
ha,
pr=FALSE,SEED=SEED,...)
mat[i,2]<-length(y1[pick])
mat[i,3]<-test$output[,2]
}
if(!na.rm){
test=rmmismcp(y1[pick],y2[pick],est=est,nboot=nboot,alpha=alpha,pr=FALSE,
plotit=FALSE,SEED=SEED,...)
}
}
temp2<-order(0-mat[,6])
bot=c(1:nrow(mat))
dvec=sort(alpha/bot,decreasing=TRUE)
mat[temp2,7]=dvec
}
if(!is.na(pts[1])){
n1<-1
n2<-1
vecn<-1
}
# First check sample size
#
flage=rep(TRUE,length(pts))
t1<-near(x1,pts[i],fr1)
if(sum(pick)<=5){print(paste('Warning: there are',sum(pick),' points corresponding
to the design point X=',pts[i]))
flage[i]=FALSE
}}
pts=pts[flage]
dimnames(mat)<-list(NULL,c('X','n','DIF','ci.low','ci.hi',
'p.value','p.crit'))
#print(y1[pick])
test=rmmcppb(y1[pick],y2[pick],est=est,dif=DIF,plotit=FALSE,alpha=alpha,pr=FALSE,SE
ED=FALSE,...)
mat[i,1]<-pts[i]
}
bot=c(1:nrow(mat))
mat[temp2,7]=dvec
}
if(plotit){
runmean2g(x1,y1,x2,y2,fr=fr1,est=est,sm=sm,xout=xout,outfun=outfun,,...)
}
list(output=mat)
}
ancdifplot<-
function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,alpha=.05,pr=TRUE,xout=FALSE,outfun=out,LP=T
RUE,
nmin=8,scat=TRUE,xlab='X',ylab='Y',report=FALSE,...){
#
#
#
# nmin indicates minimun number of values close to a point
#
# Similar to ancova, only compute a confidence band for the difference and plot
it.
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
if(xout){
flago<-outfun(x1,...)$keep
x1<-x1[flago]
y1<-y1[flago]
x2<-x2[flago]
y2<-y2[flago]
}
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
flag=vecn>=nmin
ptsum=sum(flag)
est=NA
low=NA
up=NA
ic=0
xp1=NA
xp2=NA
pv=NA
for (i in 1:length(x1)){
if(flag[i]){
g1<-y1[near(x1,x1[i],fr1)]
g2<-y2[near(x2,x2[i],fr2)]
ic=ic+1
xp1[ic]=x1[i]
xp2[ic]=x2[i]
est[ic]=test$dif
low[ic]=test$ci[1]
up[ic]=test$ci[2]
pv[ic]=test$p.value
}}
#print(length(pv))
#print(length(xp1))
if(LP){
xy=elimna(cbind(xp1,est,low,up,pv))
est=lplot(xy[,1],xy[,2],plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
up=lplot(xy[,1],xy[,4],plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
low=lplot(xy[,1],xy[,3],plotit=FALSE,pyhat=TRUE,pr=FALSE)$yhat
}
if(!report)output='DONE'
plot(c(x1,x2),c(y1,y2),xlab=xlab,ylab=ylab,type='n')
if(!LP){
lines(xp1,up,lty=2)
lines(xp1,low,lty=2)
lines(xp1,est)
if(scat)points(c(x1,x2),c(y1,y2))
if(report){
output=cbind(xp1,est,low,up,pv)
dimnames(output)=list(NULL,c(xlab,'est.dif','lower.ci','upper.ci','p-value'))
}}
if(LP){
lines(xy[,1],up,lty=2)
lines(xy[,1],low,lty=2)
lines(xy[,1],est)
if(scat)points(c(x1,x2),c(y1,y2))
if(report){
output=cbind(xy[,1],est,low,up,xy[,5])
dimnames(output)=list(NULL,c(xlab,'est.dif','lower.ci','upper.ci','p-value'))
}
}
output
}
ancGLOB<-
function(x1,y1,x2,y2,xout=FALSE,outfun=outpro,est=tmean,p.crit=NULL,nreps=500,
alpha=.05,pr=TRUE,nboot=500,SEED=TRUE,MC=FALSE,CR=FALSE,
nmin=12,pts=NULL,fr1=1,fr2=1,plotit=TRUE,SCAT=TRUE,pch1='+',pch2='o',
xlab='X',ylab='Y',LP=TRUE,cpp=FALSE,...){
#
# Like the function ancova, only performs a global test that the measures of
location
# are equal among all the covariate values that are chosen.
#
# pts = NULL, the function picks five covariate values.
# iter=500 means that when the critical p-value is determined, simulations with
500
# replications are used to determine the critical p-value.
#
# Reject if the p-value is less than the critical p-value.
# Works well with alpha=.05. Uncertain about alpha <.05.
#
# cpp=TRUE, a C++ function is used to determine the critical p-value
# assuming the library WRScpp has been installed. This is done as follows:
# install.packages('devtools')
# library("devtools")
# install_github( "WRScpp", "mrxiaohe")
#
# CR=TRUE: If number of points is two or three, plot 1-alpha confidence region
#
#
if(CR)plotit=FALSE # Can't plot both regression lines and confidence region
if(SEED)set.seed(2)
iter=nreps
pts.flag=is.null(pts)
if(!is.null(pts))cpp=FALSE
x1<-as.matrix(x1)
p1<-ncol(x1)+1
p<-ncol(x1)
xy<-cbind(x1,y1)
xy<-elimna(xy)
x1<-xy[,1:p]
y1<-xy[,p1]
xy<-cbind(x2,y2)
xy<-elimna(xy)
x2<-xy[,1:p]
y2<-xy[,p1]
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
N1=length(y1)
N2=length(y2)
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
pts=x1[isub]
g1=list()
g2=list()
for (i in 1:5){
}}
if(length(pts)<2)stop('Should have at least two points (use the R function
ancova)')
g1=list()
g2=list()
}
}
p.alpha=NULL
if(is.null(p.crit)){
if(pts.flag){
if(cpp){
library(WRScpp)
ve=ancGLOB_pv_C(N1,N2,est=est,iter=iter,fr1=fr1,fr2=fr2,nboot=nboot,SEED=SEED,...)
v=hd(ve,q=alpha)
}
else{
v=ancGLOB_pv(N1,N2,est=est,iter=iter,fr1=fr1,fr2=fr2,nboot=nboot,
PRM=FALSE,SEED=SEED,alpha=alpha,xlab=xlab,ylab=ylab,...)$p.crit
}
}
if(!
pts.flag)v=ancGLOB_pv_pts(x1,x2,pts=pts,nmin=nmin,iter=iter,est=est,fr1=fr1,fr2=fr2
,
nboot=nboot,SEED=SEED,alpha=alpha,MC=MC)$p.crit
}
if(!is.null(p.crit))v=p.crit
res=aov2depth(g1,g2,est=est,SEED=SEED,CR=CR,alpha=v,...)
if(pr)print('Reject if p.test is less than p.crit')
if(plotit)runmean2g(x1,y1,x2,y2,fr=fr1,est=est,xout=FALSE,LP=LP,xlab=xlab,ylab=ylab
,
SCAT=SCAT,pch1=pch1,pch2=pch2,...)
list(p.test=res$p.value,p.crit=v,est1=res$est1,est2=res$est2,dif=res$dif,pts=pts,n1
=res$n1,n2=res$n2)
}
aov2depth<-function(x1,x2,est=tmean,nboot=500,SEED=TRUE,nmin=12,CR=FALSE,
xlab=' DIF 1',ylab='DIF 2',zlab='DIF 3',alpha=.05,...){
#
# 2 by K ANOVA independent group (K levels not necessarily independent and
# not completely dependent
#
# Main effect Factor A only
#
# Strategy: Use depth of zero based on estimated
# differences for each column of the K levels of Factor B
# That is, testing no main effects for Factor A in
# a manner that takes into account the pattern of the
# measures of location rather then simply averaging
# across columns.
#
# x1 can be a matrix with K columns corrspoding to groups, ditto for x2
# Or x1 and x2 can have list mode.
# Assuming x1 and x2 contain data for indepedendent groups.
#
if(is.matrix(x1)||is.data.frame(x1))x1=listm(x1)
J=length(x1)
if(J!=length(x2))stop('x1 and x2 should have same number of groups')
if(SEED)set.seed(2)
for(j in 1:J){
x1[[j]]=na.omit(x1[[j]])
x2[[j]]=na.omit(x2[[j]])
}
n1=mapply(x1,FUN=length)
n2=mapply(x2,FUN=length)
bplus=nboot+1
bvec1=matrix(NA,nrow=nboot,ncol=J)
bvec2=matrix(NA,nrow=nboot,ncol=J)
for(j in 1:J){
data1=matrix(sample(x1[[j]],size=n1[j]*nboot,replace=TRUE),nrow=nboot)
data2=matrix(sample(x2[[j]],size=n2[j]*nboot,replace=TRUE),nrow=nboot)
bvec1[,j]=apply(data1,1,est,...)
bvec2[,j]=apply(data2,1,est,...)
}
difb=bvec1-bvec2
est1=mapply(x1,FUN=est,...)
est2=mapply(x2,FUN=est,...)
dif=est1-est2
m1=var(difb)
nullvec=rep(0,J)
difz=rbind(difb,nullvec)
dis=mahalanobis(difz,dif,m1)
sig=sum(dis[bplus]<=dis)/bplus
if(CR){
dis2<-order(dis[1:nboot])
dis<-sort(dis)
if(J==2){
plot(difb[,1],difb[,2],xlab=xlab,ylab=ylab)
points(0,0,pch=0)
xx<-difb[dis2[1:critn],]
xord<-order(xx[,1])
xx<-xx[xord,]
temp<-chull(xx)
lines(xx[temp,])
}
if(J==3){
scatterplot3d(difb[dis2[1:critn],],xlab=xlab,ylab=ylab,zlab=zlab,tick.marks=TRUE)
}
}
list(p.value=sig,est1=est1,est2=est2,dif=dif,n1=n1,n2=n2)
}
ancovaWMW<-function(x1,y1,x2,y2,fr1=1,fr2=1,alpha=.05,sm=FALSE,est=tmean,
plotit=TRUE,pts=NA,xout=FALSE,outfun=out,LP=TRUE,...){
#
# Compare two independent groups using the ancova method in conjunction
# with Cliff's improvement on the Wilcoxon-Mann-Whitney test.
#
#
# OLD version: sm=TRUE will use bootstrap bagging when plotting the regression
lines
# The plot is based on measure of location indicated by the argument
# est. Default is the Harrell-Davis estimate of the median. Not working, took
this out.
#
# LP=TRUE: use running interval smoother followed by LOESS
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
dv.sum=NULL
if(is.na(pts[1])){
npt<-5
CC=5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
mat<-matrix(NA,5,8)
dimnames(mat)<-
list(NULL,c('X','n1','n2','p.hat','ci.low','ci.hi','p.value','p.crit'))
for (i in 1:5){
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
test<-cidv2(g1,g2,alpha=alpha)
dv.sum=rbind(dv.sum,test$summary.dvals)
mat[i,4]<-test$p.hat
mat[i,5]<-test$p.ci[1]
}}
if(!is.na(pts[1])){
CC=length(pts)
n1<-1
n2<-1
vecn<-1
}
dimnames(mat)<-
list(NULL,c('X','n1','n2','p.hat','ci.low','ci.hi','p.value','p.crit'))
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
test=cidv2(g1,g2,alpha=alpha)
dv.sum=rbind(dv.sum,test$summary.dvals)
mat[i,1]<-pts[i]
if(length(g1)<=5)print(paste('Warning, there are',length(g1),' points corresponding
mat[i,4]<-test$p.hat
}}
dvec<-alpha/c(1:CC)
mat[temp2,8]=dvec
if(plotit){
runmean2g(x1,y1,x2,y2,fr=fr1,est=est,sm=sm,xout=FALSE,LP=LP,...)
}
list(output=mat,summary=dv.sum)
}
ghtrim<-function(tr=.2,g=0.2,h=0){
#
# Compute trimmed mean of a g-and-h distribution.
#
#
if(g==0)val=0
if(g>0){
low=qnorm(tr)
up=-1*low
val=integrate(ftrim,low,up,tr=tr,g=g,h=h)$value
val=val/(1-2*tr)
}
val
}
ftrim<-function(z,tr,g,h){
gz=(exp(g*z)-1)*exp(h*z^2/2)/g
res=dnorm(z)*gz
res
}
DancovaV2<-function(x1=NULL,y1=NULL,x2=NULL,y2=NULL,xy=NULL,fr1=1,fr2=1,
est=tmean,alpha=.05,plotit=TRUE,xlab='X',ylab='Y',qvals=c(.25,.5,.75),sm=FALSE,
xout=FALSE,eout=FALSE,outfun=out,DIF=FALSE,LP=TRUE,method='hochberg',
nboot=500,SEED=TRUE,nreps=2000,MC=TRUE,cpp=FALSE,
SCAT=TRUE,pch1='*',pch2='+',
nmin=12,q=.5,...){
#
#
# Like Dancova, only bootstrap samples are obtained by resampling
# from c(x1,y1,x2,y2) rather than conditioning on the x value as done by Dancova.
# This function tends to have more power than Dancova.
#
#
# method='hochberg
# By default, family wise error rate is controlled by Hochberg's methoe
# To get critical p-value, need the following commands to get access to the
software.
# library(`devtools')
# install_github( `WRScpp', `mrxiaohe')
# Assume data are in xy having four columns: x1, y1, x2 and y2.
#
# Or can have the
# data stored in four separate variables:
# x1 y1 x2 and y2
#
# x1 y1 are measures at time 1
#
# LP=T, when plotting, running interval smoother is smoothed again using lplot.
#
# q=.5 means when est=hd (Harrell-Davis estimator), median is estimated.
#
# eout=TRUE will eliminate all outliers when plotting.
#
if(SEED)set.seed(2)
iter=nreps
xy=cbind(x1,y1,x2,y2)
}
n=nrow(elimna(xy))
if(plotit){
ef=identical(est,hd)
if(!
ef)runmean2g(xy[,1],xy[,2],xy[,3],xy[,4],fr=fr1,est=est,sm=sm,xout=xout,LP=LP,eout=
eout,
xlab=xlab,ylab=ylab,SCAT=SCAT,pch1=pch1,pch2=pch2,...)
if(ef)runmean2g(xy[,1],xy[,2],xy[,3],xy[,4],fr=fr1,est=hd,sm=sm,xout=xout,LP=LP,q=q
,eout=eout,
}
#eliminate this code and use Hochberg instead

#if(is.null(p.crit)){
#if(cpp)library(WRScpp)
#p.crit=DancGLOB_pv(n,fr1=fr1,fr2=fr2,nboot=nboot,est=est,SEED=SEED,iter=iter,
#nmin=nmin,MC=MC,alpha=alpha,qvals=qvals,cpp=cpp)$p.crit
#
#}
pts=NULL
#if(is.null(pts)){
for(i in 1:length(qvals))pts=c(pts,qest(xy[,1],qvals[i]))
#}
if(SEED)set.seed(2)
n=nrow(xy)
est1=NA
est2=NA
J=length(pts)
est1=matrix(NA,nrow=nboot,ncol=J)
#
data=matrix(sample(n,size=n*nboot,replace=TRUE),ncol=nboot,nrow=n)
if(!MC){
if(!ef){
est1=apply(data,2,DancGLOB_sub,xy=xy[,1:2],pts=pts,est=est,fr=fr1,nmin=nmin,...)
}
if(ef){
est1=apply(data,2,DancGLOB_sub,xy=xy[,1:2],pts=pts,est=hd,fr=fr1,nmin=nmin,q=q,...)
est2=apply(data,2,DancGLOB_sub,xy=xy[,3:4],pts=pts,est=hd,fr=fr2,nmin=nmin,q=q,...)
}
est1=t(as.matrix(est1))
}
if(MC){
library(parallel)
data=listm(data)
if(!ef){
est1=mclapply(data,DancGLOB_sub,xy=xy[,1:2],pts=pts,est=est,fr=fr1,nmin=nmin,...)
}
if(ef){
est1=mclapply(data,DancGLOB_sub,xy=xy[,1:2],pts=pts,est=hd,fr=fr1,nmin=nmin,q=q,...
)
est2=mclapply(data,DancGLOB_sub,xy=xy[,3:4],pts=pts,est=hd,fr=fr2,nmin=nmin,q=q,...
)
}
est1=t(matl(est1))
est2=t(matl(est2))
}
pv=NA
for(j in 1:J){
pv[j]=mean(est1[,j]<est2[,j],na.rm=TRUE)+.5*mean(est1[,j]==est2[,j],na.rm=TRUE)
}
pad=p.adjust(pv,method=method)
pvm=cbind(pts,pv,pad)
dimnames(pvm)=list(NULL,c('X','p.values','p.adjusted'))
list(output=pvm,n=n)
}
DancGLOB_sub<-function(data,xy=xy,pts=pts,est=est,fr=fr,nmin=nmin,...){
x1=xy[data,1]
y1=xy[data,2]
xye=elimna(cbind(x1,y1))
est1=runhat(xye[,1],xye[,2],pts=pts,est=est,fr=fr,nmin=nmin,...)
est1
}
DancovaUB=DancovaV2
ancovaV2<-
function(x1=NULL,y1=NULL,x2=NULL,y2=NULL,fr1=1,fr2=1,p.crit=NULL,padj=TRUE,
pr=TRUE,
method='hochberg',FAST=TRUE,
est=tmean,alpha=.05,plotit=TRUE,xlab='X',ylab='Y',qpts=FALSE,qvals=c(.25,.5,.75),sm
=FALSE,
xout=FALSE,eout=FALSE,outfun=out,LP=TRUE,nboot=500,SEED=TRUE,nreps=2000,MC=FALSE,
nmin=12,q=.5,SCAT=TRUE,pch1='*',pch2='+',...){
#
# Compare two independent groups using the ancova method.
#
#
# Like ancova, only bootstrap samples are obtained by resampling
# from c(x1,y1) and c(x2,y2) rather than conditioning on the x value as done by
ancova.
# This function tends to have more power than ancova.
#
#
# padj=TRUE, p-values are adjusted using the method indicated by the argument
# method. By default, Hochberg's method is used Setting method='hommel' will use
Hommel's method.
# By default, adjusted p-values are not reported; by default the critical p-value,
p_c, is used to get better power.
#
# x1 y1 are measures for group 1
#
#
# qvals: Determines which quantiles of the covariate x1 will be used when
# qpts=TRUE
# qpts=FALSE means covariate chosen as done by the function ancova
#
# q=.5 means when est=hd (Harrell-Davis estimator), median is estimated.
#
# eout=TRUE will eliminate all outliers when plotting.
#
# nreps: indicates number of replications used to determine a critical value and
p-value.
#
if(SEED)set.seed(2)
if(pr){
if(!FAST){
if(!MC & is.null(p.crit))print('For faster execution time, set MC=TRUE, assuming a
multi-core processor is available')
}}
if(padj)p.crit=0
xy2=elimna=cbind(x2,y2)
n1=nrow(xy1)
n2=nrow(xy2)
if(plotit){
if(!
ef)runmean2g(xy1[,1],xy1[,2],xy2[,1],xy2[,2],fr=fr1,est=est,sm=sm,xout=xout,LP=LP,e
out=eout,
if(ef)runmean2g(xy1[,1],xy1[,2],xy2[,1],xy2[,2],fr=fr1,est=hd,sm=sm,xout=xout,LP=LP
,q=q,eout=eout,
}
if(FAST){
if(alpha==.05){
nm=max(c(n1,n2))
if(nm<=800){
nv=c(50,60,80,100,200,300,500,800)
if(qpts){
pv=c(.02709,.0283,.0306,.02842,.02779,.02410,.02683,.01868,.02122)
p.crit=lplot.pred(1/nv,pv,1/n1)$yhat
}
if(!qpts){
pv=c(.020831,.017812,.015796,.014773,.012589,.015664,.011803,.012479)
p.crit=lplot.pred(1/nv,pv,1/n1)$yhat
}}
}}}
p.crit=ancovaV2.pv(n1,n2,nreps=nreps,MC=MC,qpts=qpts,est=est,qvals=qvals,SEED=SEED,
alpha=alpha,nboot=nboot)$p.crit
}
pts=NULL
if(qpts)for(i in 1:length(qvals))pts=c(pts,qest(xy1[,1],qvals[i]))
if(!qpts)pts=ancova(x1,y1,x2,y2,pr=FALSE,plotit=FALSE)$output[,1]
if(SEED)set.seed(2)
est1=NA
est2=NA
J=length(pts)
#
data1=matrix(sample(n1,size=n1*nboot,replace=TRUE),ncol=nboot,nrow=n1)
data2=matrix(sample(n2,size=n2*nboot,replace=TRUE),ncol=nboot,nrow=n2)
if(!MC){
if(!ef){
est1=apply(data1,2,DancGLOB_sub,xy=xy1[,1:2],pts=pts,est=est,fr=fr1,nmin=nmin,...)
est2=apply(data2,2,DancGLOB_sub,xy=xy2[,1:2],pts=pts,est=est,fr=fr2,nmin=nmin,...)
}
if(ef){
est1=apply(data1,2,DancGLOB_sub,xy=xy1[,1:2],pts=pts,est=hd,fr=fr1,nmin=nmin,q=q,..
.)
est2=apply(data2,2,DancGLOB_sub,xy=xy2[,1:2],pts=pts,est=hd,fr=fr2,nmin=nmin,q=q,..
.)
}
}
if(MC){
library(parallel)
data1=listm(data1)
data2=listm(data2)
if(!ef){
est1=mclapply(data1,DancGLOB_sub,xy=xy1[,1:2],pts=pts,est=est,fr=fr1,nmin=nmin,...)
est2=mclapply(data2,DancGLOB_sub,xy=xy2[,1:2],pts=pts,est=est,fr=fr2,nmin=nmin,...)
}
if(ef){
est1=mclapply(data1,DancGLOB_sub,xy=xy1[,1:2],pts=pts,est=hd,fr=fr1,nmin=nmin,q=q,.
..)
est2=mclapply(data2,DancGLOB_sub,xy=xy2[,1:2],pts=pts,est=hd,fr=fr2,nmin=nmin,q=q,.
..)
}
est1=t(matl(est1))
est2=t(matl(est2))
}
pv=NULL
if(J==1){
}
for(j in 1:J){
}
pvadj=rep(NA,length(pts))
if(padj)pvadj=p.adjust(pv,method=method)
pvm=cbind(pts,pv,pvadj)
dimnames(pvm)=list(NULL,c('X','p.values','p.adjusted'))
list(output=pvm,n=c(n1,n2),p.crit=p.crit)
}
DancGLOB_sub<-function(data,xy=NULL,pts=pts,est=est,fr=fr,nmin=nmin,...){
x1=xy[data,1]
y1=xy[data,2]
xye=elimna(cbind(x1,y1))
est1=runhat(xye[,1],xye[,2],pts=pts,est=est,fr=fr,nmin=nmin,...)
est1
}
ancovaUB=ancovaV2
OGK<-function(x,niter=2,beta=.9,control){
#
# OGK estimator via the R package rrcov
#
library(rrcov)
v=CovOgk(x,niter=niter,beta=beta,control)
list(center=v@center,cov=v@cov)
}
wmean.cov<-function(x,tr=0){
#
# Compute Winsoriced mean and covariance for data in x
#
loc=apply(x,2,mean,tr=tr)
cv=wincov(x,tr=tr)
list(center=loc,cov=cv)
}
medhd2g<-function(x, y, alpha = 0.05, nboot = 2000,SEED=TRUE,pr=TRUE, ...){
#
# Compare medians via the Harrell-Davis estimator
#
res=pb2gen(x,y,alpha=alpha,nboot=2000,est=hd,SEED=SEED,pr=pr, ...)
res
}
med.effect<-
function(x,y,HD=TRUE,eq.var=FALSE,nboot=100,loc.fun=median,varfun=pbvar){
#
# Compute robust analog of Cohen's d using
# the median and the percentage bend midvariance
#
# HD=TRUE, use Harrell-Davis estimator
# HD=FALSE, use usual sample median
#
# eq.var=FALSE, use explanatory measure of effect size
# eq.var=TRUE, use analog of Cohen's d.
#
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
if(HD){
e1=hd(x)
e2=hd(y)
}
if(!HD){
e1=median(x)
e2=median(y)
}
if(eq.var){
s1sq=varfun(x)
s2sq=varfun(y)
spsq<-(n1-1)*s1sq+(n2-1)*s2sq
sp<-sqrt(spsq/(n1+n2-2))
dval=(e1-e2)/sp
}
if(!eq.var){
n1=length(x)
n2=length(x)
if(n1==n2)dval=var(c(e1,e2))/varfun(c(x,y))
if(n1!=n2){
N=min(c(n1,n2))
vals=0
for(i in
1:nboot)vals[i]=med.effect.sub(sample(x,N),sample(y,N),HD=HD,varfun=varfun)
dval=loc.fun(vals)
}
dval=sqrt(dval)
}
dval
}
med.effect.sub<-function(x,y,HD,varfun=pbvar){
if(HD){
e1=hd(x)
e2=hd(y)
}
if(!HD){
e1=median(x)
e2=median(y)
}
val=var(c(e1,e2))/varfun(c(x,y))
val
}
median.effect=med.effect
outms<-function(x,crit=2,plotit=FALSE){
x=elimna(x)
x=as.matrix(x)
if(ncol(x)==1){
z=(x-mean(x))/sd(x)
flag=abs(z)>=crit
out.id=z[flag]
n.out=sum(flag)
nums=c(1:length(x))
keep=nums[!flag]
}
if(ncol(x)>1)stop('Use function out with outfun=wmean.cov')
list(n=length(x),n.out=n.out,out.value=x[flag],out.id=nums[flag],keep=keep)
}
wmean.cov<-function(x,tr=0){
#
# Compute Winsoriced mean and covariance for data in x
#
loc=apply(x,2,mean,tr=tr)
cv=wincov(x,tr=tr)
list(center=loc,cov=cv)
}
rngh<-function(n,rho=0,p=2,g=0,h=0,ADJ=TRUE){
#
# Generate data from a multivariate distribution where the marginal distributions
# are g-and-h distributions that have common correlation rho.
# Strategy: adjust the correlation when generating data from multivariate normal
normal distribution so that
# when transforming the marginal distributions to a g-and-h distribution, the
correlation is rho.
#
#
library(MASS)
if(ADJ){
adjrho=rngh.sub(n,g,h,rho)$rho.adjusted
rho=adjrho
print(paste('Adjusted rho',rho))
}
cmat<-matrix(rho,p,p)
diag(cmat)<-1
x=mvrnorm(n=n, mu=rep(0,p), Sigma=cmat)
for(i in 1:p){
if (g>0){
x[,i]<-(exp(g*x[,i])-1)*exp(h*x[,i]^2/2)/g
}
if(g==0)x[,i]<-x[,i]*exp(h*x[,i]^2/2)
}
x
}
rngh.sub<-function(n,g,h,rho,ntest=1000000){
#
# Determine adjusted value for rho so that
# the actual correlation is some desired value
#
# rho: desired correlation
vals=seq(rho,.99,.01)
for(i in 1:length(vals)){
adj=vals[i]
cmat<-matrix(vals[i],2,2)
diag(cmat)<-1
x=mvrnorm(ntest,mu=c(0,0),Sigma=cmat)
for(i in 1:2){
if (g>0){
x[,i]<-(exp(g*x[,i])-1)*exp(h*x[,i]^2/2)/g
}
if(g==0)x[,i]<-x[,i]*exp(h*x[,i]^2/2)
}
chk=cor(x)
if(abs(chk[1,2]-rho)<.01)break
if(chk[1,2]>=rho)break
}
list(rho.adjusted=adj,rho.actual=chk[1,2])
}
rplot.res<-function(x,y,pv=1,est = tmean, scat = TRUE, fr = NA, plotit = TRUE,
pyhat = FALSE, efr = 0.5, theta = 50, phi = 25, scale = TRUE,
expand = 0.5, SEED = TRUE, varfun = pbvar, outfun = outpro,STAND=TRUE,
nmin = 0, xout = FALSE, out = FALSE, eout = FALSE, xlab='X',
ylab ='Y',zscale=FALSE,zlab=' ', pr=TRUE,duplicate='error',
ticktype='simple',LP=TRUE,...){
#
# Apply rplot excluding the independent variable indicated by the argument
# pv.
# So pv=1 means will exclude the first predictor.
# Fit a smooth using the remaing variables, compute the residuals, then plot
# the smooth using the residuals as the dependent variable and
# the variables indicated by pv as the independent variables.
#
xy=na.omit(cbind(x,y))
p=ncol(x)
p1=p+1
if(xout){
flag=outfun(xy[,1:p],plotit=FALSE,STAND=STAND,...)$keep
xy=xy[flag,]
}
x=xy[,1:p]
y=xy[,p1]
res=y-rplot(x[,1:2],y,est=est,scat=scat,varfun=varfun,expand=expand,nmin=nmin,
pyhat=TRUE,plotit=FALSE,fr=fr,xout=FALSE)$yhat
outp=rplot(x[,pv],res,fr=fr,xout=FALSE,efr=efr,theta=theta,phi=phi,
scale=scale,SEED=SEED,xlab=xlab,ylab=ylab,zlab=zlab,pr=FALSE,
ticktype=ticktype,LP=LP,...)
outp
}
trimcimul<-function(x, tr = 0.2, alpha = 0.05,null.value=0){

#
# For J dependent random variables, apply trimci to each
# FWE controlled with Rom-Hochberg method
#
# x is a matrix having J columns. (Can have list mode as well.)
if(!is.matrix(x))stop('Data must be stored in a matrix or in list mode.')
J<-ncol(x)
xbar<-vector('numeric',J)
ncon<-J
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
psihat<-matrix(0,J,6)
dimnames(psihat)<-
list(NULL,c('Variable','estimate','ci.lower','ci.upper','adj.ci.lower','adj.ci.uppe
r'))
test<-matrix(0,J,5)
dimnames(test)<-list(NULL,c('Variable','test','p.value','p.crit','se'))
temp1<-NA
nval=NULL
for (d in 1:J){
psihat[d,1]<-d
dval=na.omit(x[,d])
nval[d]=length(dval)
temp=trimci(dval,tr=tr,pr=FALSE,null.value=null.value)
test[d,1]<-d
test[d,2]<-temp$test.stat
test[d,3]=temp$p.value
test[d,5]<-temp$se
psihat[d,2]<-temp$estimate
psihat[d,3]<-temp$ci[1]
}
temp1=test[,3]
zvec<-dvec[1:ncon]
test[temp2,4]<-zvec
num.sig=sum(test[,3]<=test[,4])
# compute adjusted confidence intervals having simultaneous probability coverage 1-
alpha
for(d in 1:J){
dval=na.omit(x[,d])
psihat[d,5:6]=trimci(dval,tr=tr,alpha=test[d,4],pr=FALSE,null.value=null.value)$ci
}
list(n=nval,test=test,psihat=psihat,num.sig=num.sig)
}
g5plot<-
function(x1,x2,x3=NULL,x4=NULL,x5=NULL,fr=.8,aval=.5,xlab='X',ylab='',color=rep('bl
ack',5),main=NULL,sub=NULL){
#
# plot estimates of the density functions for up to 5 groups.
# using an adaptive kernel density estimator
#
if(is.list(x1)){
x=x1
J=length(x)
ic=0
for(j in 1:J){
ic=ic+1
if(ic==1)x1=x[[1]]
if(ic==2)x2=x[[2]]
if(ic==3)x3=x[[3]]
if(ic==4)x4=x[[4]]
if(ic==5)x5=x[[5]]
}
}
x1<-elimna(x1)
x2<-elimna(x2)
x1<-sort(x1)
x2<-sort(x2)
if(!is.null(x3))x3<-sort(x3)
z3=NULL
z4=NULL
z5=NULL
if(!is.null(x3))z3=akerd(x3,aval=aval,fr=fr,pyhat=TRUE,plotit=FALSE)
plot(c(x1,x2,x3,x4,x5),c(z1,z2,z3,z4,z5), xlab =xlab, ylab =ylab, type =
'n',main=main,sub=sub)
lines(x1,z1,col=color[1])
lines(x2,z2,lty=2,col=color[2])
if(!is.null(x3))lines(x3,z3,lty=3,col=color[3])
}
MEDanova<-function(x,op=3,nboot=600,MC=FALSE,SEED=TRUE){
#
# Test global hypothesis that J independent groups
# have equal medians.
# Performs well when there are tied values.
#
# Basically, use pbadepth in conjunction with the Harrell--Davis
# estimator.
#
output=pbadepth(x,est=hd,allp=TRUE,SEED=SEED,op=op,nboot=nboot,MC=MC)
output
}
Qmcp<-function(x,q=.5,con=0,SEED=TRUE,nboot=NA,alpha=.05,HOCH=FALSE){
#
# Multiple comparisons among independent groups
# based on the quantile indicated by the argument
# q
#
# Familywise error is controlled with the Bonferroni method.
# For n small, this is better than Hochberg or Rom methods.
# For n sufficiently large, presumably Hochberg or Rom
# gives better results, but uncertain how large n must be.
#
# The Harrell--Davis estimator is used in order to deal with tied values
#
res=pbmcp(x,est=hd,q=q,nboot=nboot,SEED=SEED,con=con)
if(!HOCH){
res$output[,4]=alpha/nrow(res$output)
res=res[1:2]
res$sum.sig=sum(res$output[,3]<=res$output[,4])
}
res
}
Qinterplot<-function(x,q=.5){
#
# Plot interactions based on quantiles estimated via the
# Harrell--Davis estimator
#
if(length(x)!=4)stop('Should have a 2 by 2 design for a total of four groups')
qv=lapply(x,hd,q=q)
qv=as.vector(matl(qv))
interplot(2,2,locvec=qv,xlab='Fac 1',ylab=paste(q,'Quantile'),trace.label='Fac 2')
}
lplot.pred<-
function(x,y,pts=NULL,xout=FALSE,outfun=outpro,span=2/3,family='gaussian',...){
#
# Using loess, compute predicted values based on the data in pts
#
x<-as.matrix(x)
d=ncol(x)
dp1=d+1
n.orig=nrow(m)
n.keep=n.orig
if(xout){
flag<-outfun(m[,1:d],plotit=FALSE,...)$keep
m<-m[flag,]
n.keep=nrow(m)
}
x<-m[,1:d]
y<-m[,dp1]
if(is.null(pts))pts=x
fit=loess(y~x,span=span,family=family)
pred=predict(fit,pts)
list(n=n.orig,n.keep=n.keep,yhat=pred)
}
regse<-function(x,y,xout=FALSE,regfun=tsreg,outfun=outpro,nboot=200,SEED=TRUE,...){
#
# Estimate the standard errors and
# covariance matrix associated with the estimates of
# the regression parameters based on the estimator indicated by the
# argument
# regfun: default is Theil--Sen.
# So the diagonal elements of the matrix returned by this function
# are the squared standard errors of the intercept estimator, etc.
#
# Function returns
# param.estimates: the estimate of the intercept and slopes
# covar: the covariance matrix associated with the estimator used
# s.e.: the standard errors.
#
if(SEED)set.seed(2)
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
nrem=length(y)
estit=regfun(x,y,xout=xout,...)$coef
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x<-as.matrix(x)
sqe=var(t(bvec))
list(param.estimates=estit,covar=sqe,s.e.=sqrt(diag(sqe)))
}
smRstr<-
function(x,y,fr=1,est=tmean,nmin=1,varfun=winvar,xout=FALSE,outfun=outpro,...){
#
# Estimate explanatory strength of an association (a generlization of
# Pearson's correlation) based on a running interval smoother
# and a leave-one-out cross-validation technique.
# Prediction error is estimated as well.
#
# Arguments:
# est: the measure of location to be used by rplot
# varfun: the measure of variation used when estimating prediction error
# Example: varfun=pbvar would compute the percentage bend measure of
# of varition between observed and predicted values of the
# dependent variable.
# fr: the span used by rplot
#
# Function returns
# str: strength of the association
# pred.error: prediction error
#
if(xout){
flag=outfun(x,plotit=FALSE)$keep
xy=xy[flag,]
}
p=ncol(xy)
pm1=p-1
x=xy[,1:pm1]
y=xy[,p]
x=as.matrix(x)
px=ncol(x)
px1=px+1
n=nrow(xy)
val=NA
for(i in 1:n){
if(px==1)val[i]=runhat(xy[-i,1:px],xy[-i,px1],x[i,1:px],fr=fr,nmin=nmin,est=est)
if(px>1)val[i]=rung3hat(xy[-i,1:px],xy[-
i,px1],pts=t(as.matrix(x[i,1:px])),fr=fr,est=est,...)$rmd
}
dif=y-val
dif=elimna(dif)
pe=varfun(dif)
nopre=locCV(y,varfun=varfun,locfun=est,...)# no predictor
rat=(nopre-pe)/nopre
str=0
if(rat>0)str=sqrt(rat)
list(str=str,pred.error=pe)
}
s2plot<-function(x1,x2,op=TRUE,xlab='X',ylab='Rel. Freq.',frame.plot=TRUE){
#
# Plot two discrete distributions
#
x1<-x1[!is.na(x1)]
temp1<-sort(unique(x1))
freq1<-NA
for(i in 1:length(temp1)){
freq1[i]<-sum(x1==temp1[i])
}
x2<-x2[!is.na(x2)]
freq2<-NA
freq2[i]<-sum(x2==temp2[i])
}
rmfreq1=freq1
nval1=sum(freq1)
freq1<-freq1/length(x1)
tfreq1<-freq1
tfreq1[1]<-0
tfreq1[2]<-max(freq1)
rmfreq2=freq2
nval2=sum(freq2)
freq2<-freq2/length(x2)
tfreq2<-freq2
tfreq2[1]<-0
tfreq2[2]<-max(freq2)
plot(c(temp1,temp2),c(tfreq1,tfreq2),xlab=xlab,ylab=ylab,type='n',frame.plot=frame.
plot)
points(temp1,freq1,pch='*')
points(temp2,freq2,pch='o')
if(op){
lines(temp1,freq1)
lines(temp2,freq2,lty=2)
list(n1=nval1,n2=nval2)
}
}
splotg2=s2plot
clnorm<-function(n,epsilon=.1,k=10){
#
# generate n observations from a contaminated lognormal
# distribution
#
# Using default values, median is approximately 1.14 and 20% trimmed mean is 1.33
if(epsilon>1)stop('epsilon must be less than or equal to 1')
if(epsilon<0)stop('epsilon must be greater than or equal to 0')
if(k<=0)stop('k must be greater than 0')
val<-rlnorm(n)
uval<-runif(n)
flag<-(uval<=1-epsilon)
val[!flag]<-k*val[!flag]
val
}
twoKlin<-function(x=NULL,x1=NULL,x2=NULL,tr=.2,alpha=.05,pr=TRUE,opt=1){
#
# A step-down MCP based on K independent tests.
# It is essential that the tests are independent.
#
# Use Fisher method based on p-values coupled with Hochberg
#
# Data are assumed to be stored in two R variables, x1 and x2 or in one
# R variable, x
#
# If stored in x1 and x2, they are assumed to be matrices with K columns
# or to have list mode, both having length K.
#
# If the data are stored in x,
# x is assumed to have 2K columns if a matrix or length 2K if it has list mode.
#
# If data are stored in x1 and x2, for each column, compute a p-value.
# That is, perform a test based on the data in column 1 of x1 and x2,
# followed by a test using the data in column 2 of x1 and x2, etc.
#
# If data are stored in x, the first test is based
# on the data in columns 1 and K+1,
# the second test is based on columns 2 and K+2, etc.
#
# opt=1 Fisher's method
# opt=2 Chen-Nadarajah method
# opt=3 Max method
#
if(is.null(x[1])){
if(is.matrix(x1))x=cbind(x1,x2)
if(is.list(x1))x=c(x1,x2)
}
crit=NA
n1=NA
n2=NA
if(is.matrix(x) || is.data.frame(x))K2=ncol(x)
if(is.list(x))K2=length(x)
K=floor(K2/2)
if(2*K!=K2)stop('Total number of groups, K2, should be an even number')
ic=0
ic2=K
pv=NULL
for(i in 1:K){
ic=ic+1
ic2=ic2+1
testit=yuen(x[[ic]],x[[ic2]],tr=tr,alpha=alpha)
n1[ic]=testit$n1
n2[ic]=testit$n2
pv[ic]=testit$p.value
}
pick=NULL
v=order(pv)
ic=0
for(i in K:1){
K2=2*K
flag=TRUE
if(opt==1){
i2=i*2
if(i==K)res=(0-2)*sum(log(pv)) # Fisher test statistic
if(i<K)res=(0-2)*sum(log(pv[-pick])) # Fisher test statistic
pvF=1-pchisq(res,i2) #Fisher p-value based on all tests.
}
if(opt==2){
if(i==K)res=sum(qnorm(pv/2)^2) # C-N test
if(i<K)res=sum(qnorm(pv[-pick]/2)^2)
pvF=1-pchisq(res,i)
}
if(opt==3){
if(i==K)res=max(pv)
if(i<K)res=max(pv[-pick])
pvF=pbeta(res,i,1)
}
if(pvF>alpha)flag=TRUE
if(pvF<=alpha/(K+1-i)){
ic=ic+1
pick=c(pick,v[ic])
flag=FALSE
if(pv[v[ic]]>alpha)flag=TRUE
}
if(flag)break
}
Decision=rep('Not Sig',length(pv))
if(!is.null(pick))Decision[pick]='Reject'
nsig=sum(length(pick))
list(n1=n1,n2=n2,p.values=pv,
Decisions=as.matrix(Decision),num.sig=nsig)
}
twobicipv<-
function(r1=sum(x),n1=length(x),r2=sum(y),n2=length(y),x=NA,y=NA,alpha=.05){
#
# Compute a p-value based on Beal's method for comparing two independent
# binomials.
#
alph=seq(.001,.999,.001)
pv=alph[i]
chk=twobici(r1=r1,n1=n1,r2=r2,n2=n2,x=x,y=y,alpha=alph[i])$ci #$
if(chk[1]>0 && chk[2]>0)break
if(chk[1]<0 && chk[2]<0)break
}
reg=twobici(r1=r1,n1=n1,r2=r2,n2=n2,x=x,y=y,alpha=alpha)
list(p.value=pv,ci=reg$ci,p1=reg$p1,p2=reg$p2)
}
ols2ci<-
function(x1,y1,x2,y2,xout=FALSE,outfun=outpro,STAND=TRUE,alpha=05,HC3=FALSE,plotit=
TRUE,xlab='X',ylab='Y',...){
#
# Compare the OLS regression parameters for two independent groups
#
p=ncol(as.matrix(x1))
if(p==1 &&
plotit)reg2plot(x1,y1,x2,y2,xlab='X',ylab='Y',xout=xout,outfun=outpro,regfun=ols,..
.)
x=list()
y=list()
x[[1]]=x1
x[[2]]=x2
y[[1]]=y1
y[[2]]=y2
ivl=c(1:ncol(as.matrix(x1)))
iv=ncol(as.matrix(x1))
iv1=iv+1
rlab=paste('slope',ivl)
rlab=c('intercept',rlab)
res=olsWmcp(x,y,xout=xout,outfun=outfun,STAND=STAND,alpha=alpha,HC3=HC3)
n=res$n
nk=res$n.keep
est1=ols(x1,y1)$coef
est2=ols(x2,y2)$coef
res=res$output[,3:5]
outp=matrix(NA,nrow=iv1,ncol=5)
outp[,1]=est1
outp[,2]=est2
outp[,3:5]=res
dimnames(outp)=list(rlab,c('Est.Group.1','Est.Group.2','ci.low','ci.up','p.value'))
list(n=n,n.keep=nk,output=outp)
}
ancovampG<-function(x1,y1,x2,y2,fr1=1,fr2=1, tr=.2,
alpha=.05, pts=NULL,SEED=TRUE,test=yuen,DH=FALSE,FRAC=.5,cov.fun=skip.cov,
pr=FALSE,q=.5,plotit=FALSE,pv=FALSE,theta=50,xlab=' ',ylab=' ',SCAT=FALSE,zlab='
',...){
#
# ANCOVA:
#
# This function generalizes the R function ancovamp
# so that any hypothesis testing method
# can be used to compare groups at specified design points.
#
# the regression surface--a running interval smoother is used.
# Assume data are in x1 y1 x2 and y2, can have more than one covariate
#
# test: argument test determines the method that will be used to compare groups.
# two choices: yuen, qcomhd qcomhdMC
# Example: test=qcomhd would compare medians using a percentile bootstrap
# q: controls the quantile used by qcomhd.
#
# pts: a matrix of design points at which groups are compared
#
# DH=T, groups compared at the deepest (1-FRAC) design points.
# if DH=T, there are two covariates and plot=TRUE, plot a smooth with dependent
variable=p.values if pv=TRUE
# or the estimated difference in the measures of location if pv=FALSE
# If SCAT=TRUE, instead create a scatterplot of the points used in pts, the
covariate values
# and mark the significant ones with *
#
# theta can be use to rotate the plot.
#
# SEED=TRUE sets the seed for the random number generator
# so that same result is always returned when
# using a bootstrap method or when using cov.mve or cov.mcd
#
# cov.fun: returns covariance matrix in $cov (e.g.
# skipcov does not return it in $cov, but skip.cov does. So cov.mve could be
used)
#
# Returns:
# designs points where comparisons were made.
# n's used, p-values
# crit.p.value: critical p-value based on Hochberg's method for controlling FWE
# sig=1 if a signficant result based on Hochberg; 0 otherwise
#
t.sel=0
if(identical(test,yuen))t.sel=1
if(identical(test,qcomhd))t.sel=2
if(identical(test,qcomhdMC))t.sel=2
if(identical(test,twobinom))t.sel=3
if(t.sel==0)stop('Argument test should be either yuen, qcomhd, qcomhd or twobinom')
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
x1=m1[,1:p]
y1=m1[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=m2[,1:p]
y2=m2[,p1]
#
#
#
x1<-as.matrix(x1)
pts<-ancdes(x1,DH=DH,FRAC=FRAC)
}
pts<-as.matrix(pts)
n1<-1
n2<-1
vecn<-1
mval1<-cov.fun(x1)
mval2<-cov.fun(x2)
}
pts<-pts[flag,]
dd=NULL
if(sum(flag)==0){
print('No comparable design points found, might increase span.')
pts=NULL
mat=NULL
dd=NULL
}
if(sum(flag)>0){
mat[,5]=0
dimnames(mat)<-list(NULL,c('n1','n2','p.value','crit.p.value','Sig','est.dif'))
output=list()
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
temp=NULL
if(identical(test,qcomhd))temp=qcomhd(g1,g2,q=q,plotit=FALSE)
if(identical(test,qcomhdMC))temp=qcomhdMC(g1,g2,q=q,plotit=FALSE)
if(identical(test,yuen))temp=yuen(g1,g2,tr=tr)
if(identical(test,twobinom))temp=twobinom(x=g1,y=g2)
if(is.null(temp$p.value))print('Argument test should be yuen, or qcomhd or
qcomhdMC')
mat[i,3]=temp$p.value
output[[i]]=temp
if(t.sel==1)mat[i,6]=mean(g1,tr=tr)-mean(g2,tr=tr)
if(t.sel==2)mat[i,6]=hd(g1,q=q)-hd(g2,q=q)
if(t.sel==3)mat[i,6]=mean(g1)-mean(g2)
to the design point X=',pts[i,]))
to the design point X=',pts[i,]))
}
npt=nrow(pts)
dvec=alpha/c(1:npt)
sigvec<-(mat[temp2,3]>=dvec)
dd=0
if(sum(sigvec)<npt)dd<-npt-sum(sigvec) #number that are sig.
mat[temp2,4]=dvec
flag=mat[,3]<=mat[,4]
if(sum(flag)>0)mat[flag,5]=1
}
if(SCAT)plotit=FALSE
if(DH){
if(ncol(x1)==2){
if(plotit){
if(pv)lplot(pts,mat[,3],xlab=xlab,ylab=ylab,ticktype='det',zlab=zlab,theta=theta)
if(!pv)lplot(pts,mat[,6],xlab=xlab,ylab=ylab,ticktype='det',zlab=zlab,theta=theta)
}
if(SCAT){
chk=mat[,5]==1
plot(pts[!chk,1],pts[!chk,2],xlab=xlab,ylab=ylab)
points(pts[chk,1],pts[chk,2],pch='*')
}
}}
list(points=pts,results=mat,num.sig=dd)
}
anclog<-function(x1,y1,x2,y2,fr1=1,fr2=1,
alpha=.05, pts=NULL,SEED=TRUE,DH=FALSE,FRAC=.5,cov.fun=skip.cov,
pr=FALSE,q=.5,plotit=FALSE,pv=FALSE,theta=50,xlab=' ',ylab=' ',SCAT=FALSE,zlab='
',...){
res=ancovampG(x1=x1,y1=y1,x2=x2,y2=y2,fr1=fr1,fr2=fr2, tr=.2,
alpha=alpha, pts=pts,SEED=SEED,test=twobinom,DH=DH,FRAC=FRAC,cov.fun=cov.fun,
pr=pr,q=q,plotit=plotit,pv=pv,theta=theta,xlab=xlab,ylab=ylab,SCAT=SCAT,zlab=zlab,.
..)
list(points=res$points,results=res$results,num.sig=res$num.sig)
}
Qregci<-function(x,y,nboot=100,alpha=.05,
qval=.5,q=NULL,SEED=TRUE,pr=TRUE,xout=FALSE,outfun=outpro,...){
#
# Test the hypothesis that the quantile regression slopes are zero.
# Can use the .5 quantile regression line only,
# the .2 and .8 quantile regression lines, or
# In the latter two cases, FWE is controlled for alpha=.1, .05, .025 and .01.
#
np<-ncol(xx)
p<-np-1
y<-xx[,np]
x<-xx[,1:p]
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
}
x<-as.matrix(x)
n<-length(y)
# determine critical value.
crit<-NA
crit.fwe<-crit
}
}
if(is.na(crit.fwe)){
print("Could not determine a critical value")
print("Only alpha=.1, .05, .025 and .01 are allowed")
}
if(p==1){
bvec<-apply(data,1,Qindbt.sub,x,y,q=qval)
estsub<-NA
estsub[i]<-Qreg(x,y,q=qval[i])$coef[2]
}
if(is.matrix(bvec))se.val<-sqrt(apply(bvec,1,FUN=var))
if(!is.matrix(bvec))se.val<-sqrt(var(bvec))
ci.mat<-matrix(nrow=length(qval),ncol=3)
dimnames(ci.mat)<-list(NULL,c("Quantile","ci.lower","ci.upper"))
ci.mat[,1]<-qval
}
if(p>1){
if(length(qval)>1){
print("With p>1 predictors,only the first qval value is used")
}
bvec<-apply(data,1,regboot,x,y,regfun=Qreg,qval=qval[1])
se.val<-sqrt(apply(bvec,1,FUN=var))
estsub<-Qreg(x,y,q=qval[1])$coef
ci.mat<-matrix(nrow=np,ncol=3)
dimnames(ci.mat)<-list(NULL,c("Predictor","ci.lower","ci.upper"))
ci.mat[,1]<-c(0:p)
}
list(n=length(y),test=test,se.val=se.val,crit.val=crit,crit.fwe=crit.fwe,est.values
=estsub,ci=ci.mat)
}
Qindbt.sub<-function(isub,x,y,qval){
#
# 1, 2, 3, ..., n
#
#
#
#
regboot<-NA
regboot[i]<-Qreg(xmat,y[isub],q=qval[i])$coef[2]
}
regboot
}
binomcipv<-function(x=sum(y),nn=length(y),y=NULL,n=NA,alpha=.05,nullval=.5){
# Compute a p-value when testing the hypothesis that the probability of
# success for a binomial distribution is equal to
# nullval, which defaults to .5
# Pratt's method is used.
#
# x = the number of successes observed among
# n=nn trials.
#
if(is.logical(y)){
y=elimna(y)
temp=rep(0,length(y))
temp[y]=1
y=temp
}
res=binomci(x=x,nn=nn,y=y,alpha=alpha)
ci=res$ci
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-binomci(x=x,nn=nn,y=y,alpha=alph[i])$ci
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
list(n=nn,phat=res$phat,ci=res$ci,p.value=p.value)
}
regplot<-function(x,y,regfun=tsreg,xlab='X',ylab='Y',zlab='Z',
xout=FALSE,outfun=out,theta=50, phi=25,ticktype='simple',...){
x=as.matrix(x)
if(ncol(x)>2)stop('One or two predictors only is allowed,')
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
if(xout){
xy=cbind(x,y)
flag=outfun(x)$keep
x=xy[flag,1:p]
y=xy[flag,p1]
}
if(p==1){
}
if(p==2){
pyhat=regYhat(x,y,regfun=regfun,...)
temp=rplot(x,pyhat,scat=FALSE,theta=theta,phi=phi,xlab=xlab,ylab=ylab,zlab=zlab,tic
ktype=ticktype,pr=FALSE)
}
}
FisherLSD<-function(x,alpha=.05){
#
# Perform Fisher's LSD method
# x is assumed to be a matrix, or data frame, or to have list mode
#
n=lapply(x,length)
J=length(x)
g=NULL
X=NULL
for(j in 1:J){
g=c(g,rep(j,n[j]))
X=c(X,x[[j]])
}
FT=anova1(x)
res=NULL
if(FT$p.value<=alpha)res=pairwise.t.test(X,g,p.adjust.method='none')
list(ANOVA_F_p.value=FT$p.value,LSD=res)
}
dat2form<-function(x,alpha=.05){
#
# Perform Fisher's LSD method
# x is assumed to be a matrix, or data frame, or to have list mode
#
n=lapply(x,length)
J=length(x)
g=NULL
X=NULL
for(j in 1:J){
g=c(g,rep(j,n[j]))
X=c(X,x[[j]])
}
g=as.factor(g)
list(x=X,g=g)
}
T.HSD<-function(x,alpha=.05,plotit=FALSE){
#
# Perform Tukey--Kramer MCP
#
z=dat2form(x)
temp=aov(z$x~as.factor(z$g))
v=TukeyHSD(temp,conf.level=1-alpha)
if(plotit)plot(v)
v
}
Scheffe<-function(x,con=0,alpha=.05,WARN=TRUE){
#
# Scheffe's MCP
#
#
#
#
#
if(WARN)print('WARNING: Suggest using lincon instead')
con<-as.matrix(con)
J<-length(x)
n=NA
xbar<-NA
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
n[j]=length(x[[j]])
xbar[j]<-mean(x[[j]])
}
N=sum(n)
df2=N-J
AOV=anova1(x)
if(sum(con^2)==0){
CC<-(J^2-J)/2
df1=J-1
dimnames(psihat)<-list(NULL,c('Group','Group','psihat','ci.lower','ci.upper',
'p.value'))
dimnames(test)<-list(NULL,c('Group','Group','test','crit','se'))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,3]<-abs(xbar[j]-xbar[k])/sqrt((J-1)*AOV$MSWG*(1/n[j]+1/n[k]))
sejk<-sqrt((CC-1)*AOV$MSWG*(1/n[j]+1/n[k]))
test[jcom,5]<-sqrt(AOV$MSWG*(1/n[j]+1/n[k]))
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
psihat[jcom,6]<-1-pf(test[jcom,3]^2,df1,df2)
crit=sqrt(qf(1-alpha,df1,df2))
test[jcom,4]<-crit
}}}}
if(sum(con^2)>0){
stop('The number of groups does not match the number of contrast coefficients.')
}
dimnames(psihat)<-list(NULL,c('con.num','psihat','ci.lower','ci.upper',
'p.value'))
dimnames(test)<-list(NULL,c('con.num','test','crit','se'))
df1<-nrow(con)-1
df2=N-nrow(con)
crit=sqrt(qf(1-alpha,df1,df2))
psihat[d,1]<-d
sejk<-sqrt(df1*AOV$MSWG*sum(con[,d]^2/n))
test[d,1]<-d
test[d,3]<-crit
test[d,4]=sqrt(AOV$MSWG*sum(con[,d]^2/n))
psihat[d,5]<-(1-pf(test[d,2]^2,df1,df2))
}
}
list(n=n,test=test,psihat=psihat)
}
sintmcp<-function(x, con=0, alpha=0.05){

#
# Dependent groups
# Multiple comparisons using medians on difference scores
#
flagcon=F
con<-as.matrix(con)
J<-ncol(x)
#xbar<-NULL
nval<-nrow(x)
ncon<-CC
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(sum(con^2)==0){
flagcon<-TRUE
dimnames(psihat)<-
list(NULL,c('Group','Group','psihat','ci.lower','ci.upper','p.value','p.crit'))
temp1<-0
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
dv<-x[,j]-x[,k]
temp=sintv2(dv,pr=FALSE)
psihat[jcom,1]<-j
psihat[jcom,2]<-k
psihat[jcom,6]<-temp$p.value
}}}
zvec<-dvec[1:ncon]
sigvec<-(psihat[temp2,6]>=zvec)
dd=0
ddd<-sum(sigvec)+1
}
psihat[temp2,7]<-zvec
}
if(sum(con^2)>0){
if(nrow(con)!=ncol(x))warning('The number of groups does not match the number
of contrast coefficients.')
ncon<-ncol(con)
dimnames(psihat)<-
list(NULL,c('con.num','psihat','ci.lower','ci.upper','p.value','p.crit'))
temp1<-NA
psihat[d,1]<-d
for(j in 1:J){
}
temp=sintv2(dval,pr=FALSE)
temp1[d]=temp$p.value
psihat[d,5]=temp$p.value
psihat[d,3]<-temp$ci.low
psihat[d,4]<-temp$ci.up
}
zvec<-dvec[1:ncon]
dd=0
ddd<-sum(sigvec)+1
}
}
list(output=psihat,con=con,num.sig=dd)
}
anc2COV.CV<-function(n1,n2,iter=1000,alpha=.05,FRAC=.5,SEED=TRUE,MC=FALSE,
TPM=FALSE,tau=.05){
#
# Determine null distribution of the test statistic
# used by ancov2COV.
#
if(SEED)set.seed(2)
n=max(c(n1,n2))
data=list()
for(i in 1:iter){
x=rmul(n,p=6)
N=n-min(c(n1,n2))
if(N>0)x[1:N,1:3]=NA
data[[i]]=x
}
if(MC){
library(parallel)
res=mclapply(data,anc2COV.sub,FRAC=FRAC,TPM=TPM,tau=tau)
}
if(!MC)res=lapply(data,anc2COV.sub,FRAC=FRAC,TPM=TPM,tau=tau)
M=as.vector(list2mat(res))
M=sort(M)
ic=round(alpha*iter)
crit=M[ic]
list(crit.val=crit,M=M)
}
anc2COV.sub<-function(data,FRAC=.5,TPM=FALSE,tau=.05){
val=ancovampG(data[,1:2],data[,3],data[,4:5],data[,6],DH=TRUE,SEED=FALSE,test=yuen,
FRAC=FRAC,cov.fun=covl)$results[,3]
val=elimna(val)
if(!TPM)val=mean(val,na.rm=TRUE)
if(TPM)val=sum(log(val[val<=tau]))
val
}
covl<-function(x){
res=cov(x)
list(cov=res)
}
twoDcorR_sub<-function(data,x,y,corfun=wincor){
#
# Used by TwoDcorR
#
rv=corfun(x[data,1],y[data])$cor
rv[2]=corfun(x[data,2],y[data])$cor
rv
}
##################################################
# R code written by: #
# #
# Jimmy A. Doi (jdoi@calpoly.edu) #
# Department of Statistics #
# Cal Poly State Univ, San Luis Obispo #
# Web: www.calpoly.edu/~jdoi #
# #
# ............................................ #
# #
# If using please cite: #
# #
# Schilling, M., Doi, J. #
# "A Coverage Probability Approach to Finding #
# an Optimal Binomial Confidence Procedure", #
# The American Statistician, 68, 133-145. #
# #
# ............................................ #
# #
# Shiny app site: jdoi.shinyapps.io/LCO-CI #
# #
# ............................................ #
# #
# Code updated on: 1AUG2014 #
##################################################
##############################################################################
# The function LCO.CI() generates the LCO confidence intervals #
# for X = 0, 1, ..., n for a specified n and confidence level. #
# #
# Example: To generate all LCO confidence intervals at n=20, #
# level=.90, and 3rd decimal place accuracy, use #
# #
# > LCO.CI(20,.90,3) #
##############################################################################
LCO.CI <- function(n,level,dp)

{
# For desired decimal place accuracy of dp, search on grid using (dp+1)
# accuracy then round final results to dp accuracy.
iter <- 10**(dp+1)
p <- seq(0,.5,1/iter)
############################################################################
# Create initial cpf with AC[l,u] endpoints by choosing coverage
# probability from highest acceptance curve with minimal span.
cpf.matrix <- matrix(NA,ncol=3,nrow=iter+1)

colnames(cpf.matrix)<-c("p","low","upp")
for (i in 1:(iter/2+1)){
p <- (i-1)/iter
bin <- dbinom(0:n,n,p)

x <- 0:n
pmf <- cbind(x,bin)
# Binomial probabilities ordered in descending sequence

pmf <- pmf[order(-pmf[,2],pmf[,1]),]
pmf <- data.frame(pmf)
# Select the endpoints (l,u) such that AC[l,u] will

# be at least equal to LEVEL. The cumulative sum of
# the ordered pmf will identify when this occurs.
m.row <- min(which((cumsum(pmf[,2])>=level)==TRUE))
low.val <-min(pmf[1:m.row,][,1])
upp.val <-max(pmf[1:m.row,][,1])
cpf.matrix[i,] <- c(p,low.val,upp.val)
# cpf flip only for p != 0.5
if (i != iter/2+1){
n.p <- 1-p
n.low <- n-upp.val
n.upp <- n-low.val
cpf.matrix[iter+2-i,] <- c(n.p,n.low,n.upp)

}
}
############################################################################
# LCO Gap Fix
# If the previous step yields any violations in monotonicity in l for
# AC[l,u], this will cause a CI gap. Apply fix as described in Step 2 of
# algorithm as described in paper.
# For p < 0.5, monotonicity violation in l can be determined by using the

# lagged difference in l. If the lagged difference is -1 a violation has
# occurred. The NEXT lagged difference of +1 identifies the (l,u) pair to
# substitute with. The range of p in violation would be from the lagged
# difference of -1 to the point just before the NEXT lagged difference of
# +1. Substitute the old (l,u) with updated (l,u) pair. Then make required
# (l,u) substitutions for corresponding p > 0.5.
# Note the initial difference is defined as 99 simply as a place holder.
diff.l <- c(99,diff(cpf.matrix[,2],differences = 1))
if (min(diff.l)==-1){
for (i in which(diff.l==-1)){
j <- min(which(diff.l==1)[which(diff.l==1)>i])
new.low <- cpf.matrix[j,2]
new.upp <- cpf.matrix[j,3]
cpf.matrix[i:(j-1),2] <- new.low
cpf.matrix[i:(j-1),3] <- new.upp
}
# cpf flip
pointer.1 <- iter - (j - 1) + 2
pointer.2 <- iter - i + 2
cpf.matrix[pointer.1:pointer.2,2]<- n - new.upp
cpf.matrix[pointer.1:pointer.2,3]<- n - new.low
}
############################################################################
# LCO CI Generation
ci.matrix <- matrix(NA,ncol=3,nrow=n+1)

rownames(ci.matrix) <- c(rep("",nrow(ci.matrix)))
colnames(ci.matrix) <- c("x","lower","upper")
# n%%2 is n mod 2: if n%%2 == 1 then n is odd

# n%/%2 is the integer part of the division: 5/2 = 2.5, so 5%/%2 = 2
if (n%%2==1) x.limit <- n%/%2

if (n%%2==0) x.limit <- n/2
for (x in 0:x.limit)
{
num.row <- nrow(cpf.matrix[(cpf.matrix[,2]<=x & x<=cpf.matrix[,3]),])
low.lim <-
round(cpf.matrix[(cpf.matrix[,2]<=x & x<=cpf.matrix[,3]),][1,1],
digits=dp)
upp.lim <-
round(cpf.matrix[(cpf.matrix[,2]<=x & x<=cpf.matrix[,3]),][num.row,1],
digits=dp)
ci.matrix[x+1,]<-c(x,low.lim,upp.lim)
# Apply equivariance
n.x <- n-x
n.low.lim <- 1 - upp.lim
n.upp.lim <- 1 - low.lim
ci.matrix[n.x+1,]<-c(n.x,n.low.lim,n.upp.lim)
}
heading <- matrix(NA,ncol=1,nrow=1)
heading[1,1] <-
paste("LCO Confidence Intervals for n = ",n," and Level = ",level,sep="")
rownames(heading) <- c("")

colnames(heading) <- c("")
# print(heading,quote=FALSE)
# print(ci.matrix)
ci.matrix
}
##############################################################################
# The function LCO.CI() generates the LCO confidence intervals #
# for X = 0, 1, ..., n for a specified n and confidence level. #
# #
# Example: To generate all LCO confidence intervals at n=20, #
# level=.90, and 3rd decimal place accuracy, use #
# #
# > LCO.CI(20,.90,3) #
##############################################################################
binomLCO<-function (x = sum(y), nn = length(y), y = NULL, n = NA, alpha = 0.05){

#
# Compute a confidence interval for the probability of success using the method is
#
# Schilling, M., Doi, J. (2014)
# A Coverage Probability Approach to Finding
# an Optimal Binomial Confidence Procedure,
# The American Statistician, 68, 133-145.
#
if(!is.null(y)){
y=elimna(y)
nn=length(y)
}
if(nn==1)stop('Something is wrong: number of observations is only 1')
cis=LCO.CI(nn,1-alpha,3)
ci=cis[x+1,2:3]
list(phat=x/nn,ci=ci,n=nn)
}
twoDcorR<-function(x,y,corfun=wincor,alpha=.05,nboot=500,SEED=TRUE,MC=FALSE){
#
# Comparing two robust dependent correlations: Overlapping case
# Winsorized correlation is used by default.
#
#
#
m1=cbind(x,y)
nval=nrow(m1)
x<-m1[,1:2]
y=m1[,3]
est<-cor2xy(x,y,corfun=corfun)$cor
r12=est[1]
r13=est[2]
#
#
data=listm(t(data))
if(MC){
library(parallel)
bvec<-mclapply(data,twoDcorR_sub,x,y,corfun)
}
if(!MC)bvec<-lapply(data,twoDcorR_sub,x,y,corfun)
mat=matrix(NA,nrow=nboot,ncol=2)
for(i in 1:nboot)mat[i,]=bvec[[i]]
corhat=cor(mat^2)[1,2]
bsort<-sort(mat[,1]-mat[,2])
ci12<-1
ci12[1]<-bsort[ilow]
ci12[2]<-bsort[ihi]
pv=mean(bsort<0)
list(est.rho1=r12,est.rho2=r13,est.dif=r12-r13,ci=ci12,p.value=pv)
}
spearci<-function(x,y,nboot=1000,alpha=.05,SEED=TRUE,MC=FALSE){
if(!MC)res=corb(x,y,corfun=spear,nboot=nboot,alpha=alpha,SEED=SEED)
if(MC)res=corbMC(x,y,corfun=spear,nboot=nboot,alpha=alpha,SEED=SEED)
res
}
tauci<-function(x,y,nboot=1000,alpha=.05,SEED=TRUE,MC=FALSE){
if(!MC)res=corb(x,y,corfun=tau,nboot=nboot,alpha=alpha,SEED=SEED)
if(MC)res=corbMC(x,y,corfun=tau,nboot=nboot,alpha=alpha,SEED=SEED)
res
}
tscor<-function(x,y,xout = FALSE, outfun = out, varfun = winvar,
WARN = TRUE, HD = FALSE, ...){
#
# Correlation coefficient (explanatory measure of association)
# based on the Theil--Sen estimator
#
# To get a p.value, use the R function corb
#
temp=tsreg(x,y,varfun=varfun,xout=xout,outfun=outfun,HD=HD)
val=sign(temp$coef[2])*temp$Strength.Assoc
list(cor=val)
}
tscorci<-function(x,y,nboot=599,alpha=.05,SEED=TRUE,MC=FALSE){
if(!MC)res=corb(x,y,corfun=tscor,nboot=nboot,alpha=alpha,SEED=SEED)
if(MC)res=corbMC(x,y,corfun=tscor,nboot=nboot,alpha=alpha,SEED=SEED)
res
}
wincorci<-function(x,y,nboot=1000,alpha=.05,SEED=TRUE,MC=FALSE,tr=0.2){
if(!MC)res=corb(x,y,corfun=wincor,nboot=nboot,alpha=alpha,SEED=SEED,tr=tr)
if(MC)res=corbMC(x,y,corfun=wincor,nboot=nboot,alpha=alpha,SEED=SEED,tr=tr)
res
}
twoDNOV<-function(x,y,corfun=wincor,alpha=.05,nboot=500,SEED=TRUE,MC=FALSE){
#
# Comparing two robust dependent correlations: Non-overlapping case
#
# Both x and y are assumed to be a matrix with 2 columns
#
# Compare correlation of x[,1] x[,2] to the correlation between
# y[,1] and y[,2]
#
if(nrow(x)!=nrow(y))stop('x and y have different sample sizes; should be equal')
m1=cbind(x,y)
if(ncol(m1)!=4)stop('Both x and y should have two columns')
nval=nrow(m1)
x<-m1[,1:2]
y=m1[,3:4]
r12=corfun(x[,1],x[,2])$cor
r13=corfun(y[,1],y[,2])$cor
#
#
data<-matrix(sample(nrow(y),size=nrow(y)*nboot,replace=TRUE),nrow=nboot)
data=listm(t(data))
if(MC){
library(parallel)
bvec1<-mclapply(data,corbsub,x[,1],x[,2],corfun)
bvec2<-mclapply(data,corbsub,y[,1],y[,2],corfun)
}
if(!MC){
bvec1<-lapply(data,corbsub,x[,1],x[,2],corfun)
bvec2<-lapply(data,corbsub,y[,1],y[,2],corfun)
}
mat1=matl(bvec1)
mat2=matl(bvec2)
bsort<-sort(mat1-mat2)
ci12<-bsort[ilow]
ci12[2]<-bsort[ihi]
ci12
pv=mean(bsort<0)
list(est.rho1=r12,est.rho2=r13,est.dif=r12-r13,ci=ci12,p.value=pv)
}
comdvar<-function(x,y,alpha=.05){
#
# Test the hypothesis that two dependent variables have equal variances.
# A heteroscedastic version of the Morgan-Pitman test is used.
# (The HC4 estimator is used to deal with heteroscedasticity)
#
est1=var(xy[,1])
est2=var(xy[,2])
pv=pcorhc4(xy[,1]-xy[,2],xy[,1]+xy[,2],alpha=alpha)
list(p.value=pv$p.value, est1=est1, est2=est2)
}
ptests<-function(pv,Fisher=TRUE){
#
# pv: p-values based on N independent tests
# Test hypothesis that all N null hypotheses are true.
# Fisher=TRUE, use Fisher's method
# Fisher=FALSE, use Chen-Nadarajah method
#
ntests=length(pv)
if(Fisher){
res=(0-2)*sum(log(pv)) # Fisher test statistic
pvF=1-pchisq(res,2*ntests) #Fisher p-value based on all tests.
}
if(!Fisher){
res=sum(qnorm(pv/2)^2) # C-N test
pvF=1-pchisq(res,ntests)
}
list(test.stat=res,p.value=pvF)
}
mcpPV<-function(pv,alpha=.05,opt=1){
#
# pv: A collection of p-values based on independent tests
#
# Perform the step-down multiple comparison method in
# Wilcox, R. R. \& Clark, F. (in press).
# Robust multiple comparisons based on combined
# probabilities from independent tests. Journal of Data Science
# based on K independent p-values
#
# opt=3 Max method
#
K=length(pv)
pick=NULL
v=order(pv)
ic=0
for(i in K:1){
flag=TRUE
if(opt==1){
i2=i*2
}
if(opt==2){
pvF=1-pchisq(res,i)
}
if(opt==3){
if(i==K)res=max(pv)
pvF=pbeta(res,i,1)
}
ic=ic+1
pick=c(pick,v[ic])
flag=FALSE
}
if(flag)break
}
list(p.values=pv,
}
rungenv2<-function(x, y, est = onestep, fr = 1, LP = TRUE, ...){
#
# Return x and predicted y values not sorted in ascending order,
# rather, keep x as originally entered and return corresponding Yhat values
#
xord=order(x)
res=rungen(x,y,est=est,fr=fr,LP=LP,pyhat=TRUE,plotit=FALSE)$output
res[order(xord)]
}
adrun<-function(x,y,est=tmean,iter=10,pyhat=FALSE,plotit=TRUE,fr=1,xlab='X',
ylab='Y',zlab='',
theta=50,phi=25,expand=.5,scale=TRUE,zscale=TRUE,xout=FALSE,eout=xout,outfun=out,ti
cktype='simple',...){
#
# additive model based on running interval smoother
# and backfitting algorithm
#
if(xout){
x=x[flag,]
y=y[flag]
}
x<-as.matrix(x)
p<-ncol(x)
if(p==1)val<-rungen(x[,1],y,est=est,pyhat=TRUE,plotit=plotit,fr=fr,
xlab=xlab,ylab=ylab,...)$output
if(p>1){
library(MASS)
library(akima)
np<-p+1
x<-m[,1:p]
y<-m[,np]
dif<-1
for(i in 1:p)
fhat.old[,i]<-rungenv2(x[,i],y,est=est,pyhat=TRUE,plotit=FALSE,fr=fr,...)
eval<-NA
for(it in 1:iter){
for(ip in 1:p){
res[,ip]<-y
for(ip2 in 1:p){
}
fhat[,ip]<-rungenv2(x[,ip],res[,ip],est=est,pyhat=TRUE,plotit=FALSE,fr=fr,...)
}
if(it > 1){
itm<-it-1
}
fhat.old<-fhat
if(dif<.01)break
}
val<-val+aval
if(plotit && p==2){
fitr<-val
nm1<-length(fitr)-1
for(i in 1:nm1){
ip1<-i+1
}
mkeep<-x[iout>=1,]
}}
if(!pyhat)val<-'Done'
val
}
ancov2COV<-
function(x1,y1,x2,y2,tr=.2,test=yuen,cr=NULL,pr=TRUE,DETAILS=FALSE,cp.value=FALSE,
plotit=FALSE,xlab='X',ylab='Y',zlab=NULL,span=.75,PV=TRUE,FRAC=.5,MC=FALSE,q=.5,
iter=1000,alpha=.05,TPM=FALSE,tau=.05,est=tmean,fr=1,...){
#
# ANCOVA two covariates, no parametric assumption about the regression surface.
# Use all design points nested deeply within the cloud of data.
# Global test statistic is the average of the p-values based on
# Yuen's test performed at each of the deepest
# points where comparisons can be made.
#
# TPM=TRUE: replace average of the p-values with the test statistic
# studied by
# Zaykin, D. V., Zhivotovsky, L. A., Westfall, P. H., & Weir, B.S. (2002).
# Truncated product method for combining p-values.
# Genetic Epidemiology 22, 170--185.
#
# x1 and x2 assumed to be a matrix or data frame with two columns
#
# if plotit=TRUE then if
# PV=TRUE create a plot of the p.values as a function of the two covariates
# using LOESS.
# if PV=FALSE, plot the difference between the dependent variable as a function
of
# the covariates
#
# By default, Yuen's test is used, but other tests can be used via the argument
# test
#
# pr=TRUE: warning messages will be printed
#
# DETAILS=TRUE: all p.values are reported for all covariate points used.
#
# span: the span used by LOESS
# fr: span used by rung3hat when estimating the difference between

# predicted Y for group 1 minus predicted Y for group 2.
#
# FRAC is the fraction of least deep covariate points that are ignored
#
# MC=TRUE: use a multicore processor to compute a critical value and global
p.value
#
# com.p.value=TRUE: compute p.value based on the global hypothesis of no
differences.
#
# iter=1000: number of iterations used to compute a critical value or global
p.value
#
# Function returns:
# test.stat: the test statistic. there are two allowed choices: yuen or qcomhd
# crit.p.val: the critical value, reject if test.stat<=crit.p.val
# min.p.val.point: the values of the covariate that had the smallest p-value
# min.p.value: the minimum p-value among all p-values that were computed.
#
com.p.value=cp.value
if(pr)print('Reject if test.stat is less than or equal to crit.value')
if(FRAC<=0 || FRAC >=1)stop('FRAC should be a value between 0 and 1.')
if(ncol(x1)!=2)stop('Should have two covariates')
x1=xy1[,1:2]
y1=xy1[,3]
x2=xy2[,1:2]
y2=xy2[,3]
n=min(c(nrow(x1),nrow(x2)))
if(n<50){
if(pr)print('Warning: sample size is less than 50; critical value unknown')
}
if(is.null(cr)){
if(n>=50 & n<=80)cr=as.vector(regYhat(c(50,75),c(.23,.264),xr=n))
if(n>80)cr=.27
}
flag0=is.null(cr)
flag1=FRAC!=.5
flag3=flag0+flag1+com.p.value+TPM
if(flag3>0){
comp.pv=anc2COV.CV(nrow(x1),nrow(x2),iter=iter,MC=MC,TPM=TPM,tau=tau)
MV=sort(comp.pv$M)
ic=round(alpha*iter)
cr=MV[ic]
}
DONE=FALSE
if(identical(test,qcomhd)){
val=ancovampG(x1,y1,x2,y2,DH=TRUE,SEED=TRUE,test=qcomhd,q=q,FRAC=FRAC)
DONE=TRUE
}
if(identical(test,qcomhdMC)){
val=ancovampG(x1,y1,x2,y2,DH=TRUE,SEED=TRUE,test=qcomhdMC,q=q,FRAC=FRAC)
DONE=TRUE
}
if(!DONE){
if(identical(test,yuen))val=ancovampG(x1,y1,x2,y2,DH=TRUE,SEED=TRUE,test=yuen,tr=tr
,FRAC=FRAC)
#if(!
identical(test,yuen))val=ancovampG(x1,y1,x2,y2,DH=TRUE,SEED=TRUE,test=test,FRAC=FRA
C,...)
}
est.dif=rung3hat(x1,y1,fr=fr,pts=val$points,est=est)$rmd-
rung3hat(x2,y2,pts=val$points,fr=fr,est=est)$rmd
pavg=mean(val$results[,3])
if(TPM){
vals=val$results[,3]
vals=elimna(vals)
pavg=sum(log(vals[vals<=tau]))
}
mpv=which(val$results[,3]==min(val$results[,3]))
points=val$points
results=val$results
rem.res=results[mpv,3]
rem.points=points[mpv,]
points=cbind(points,est.dif)
dimnames(points)=list(NULL,c('COV 1','COV 2','EST.DIF'))
if(plotit){
if(is.null(zlab)){
if(PV)zlab='P-Value'
if(!PV)zlab='Est.Dif'
}
if(PV)lplot(points[,1:2],results[,3],xlab=xlab,ylab=ylab,zlab=zlab,tick='det',span=
span)
if(!
PV)lplot(points[,1:2],est.dif,xlab=xlab,ylab=ylab,zlab=zlab,tick='det',span=span)
}
nk=nrow(points)
if(!DETAILS){
points=NULL
results=NULL
}
pval=NULL
if(com.p.value || TPM)pval=1-mean(pavg<=comp.pv$M)
list(num.points.used=nk,test.stat=pavg,crit.value=cr,GLOBAL.p.value=pval,min.p.val.
point=rem.points,min.p.value=rem.res,all.points.used=points,all.results=results[,1:
3])
}
Qanova<-function(x,q=.5,op=3,nboot=600,MC=FALSE,SEED=TRUE){
#
# Test global hypothesis that J independent groups
# have equal medians.
# Performs well when there are tied values.
#
# Basically, use pbadepth in conjunction with the Harrell--Davis
# estimator.
#
#
chkcar=NA
for(j in 1:length(x))chkcar[j]=length(unique(x[[j]]))
if(min(chkcar<20)){
print('Warning: cardinality of sample space is less than')
print('20 for one or more groups. Type I error might not be controlled')
}
output=pbadepth(x,est=hd,q=q,allp=TRUE,SEED=SEED,op=op,nboot=nboot,MC=MC,na.rm=TRUE
)
output
}
runYhat<-
function(x,y,pts=x,est=tmean,fr=1,nmin=1,xout=FALSE,outfun=outpro,XY.used=FALSE,...
){
#
# Fit a running interval smoother using the data in x and y
# Use the fit to estimate the typical value of Y
# corresponding to the covariates values in pts
#
x=as.matrix(x)
if(xout){
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
#if(is.null(pts))pts=x
#pts=as.matrix(pts)
if(ncol(x)==1){
vals=runhat(x[,1],y,pts=pts,est=est,fr=fr,nmin=nmin,...)
nvals=1
nvals[i]<-length(y[near(x,pts[i],fr=fr)])
}
}
if(ncol(x)>1){
temp=rung3hat(x,y,pts=pts,est=est,fr=fr,...)
vals=temp$rmd
nvals=temp$nval
}
XY=NULL
if(XY.used)XY=cbind(x,y)
list(Y.hat=vals,nvals=nvals,xy.used=XY)
}
rplot.pred=runYhat
wmwpb<-function(x,y=NULL,est=median,alpha=.05,nboot=2000,SEED=TRUE,pr=TRUE,
na.rm=TRUE,...){
#
# the distribution of x-y,
# x and y are possibly dependent
#
# loc2dif.ci computes a non-bootstrap confidence interval
#
if(is.null(y[1])){
if(!is.matrix(x) & !is.data.frame(x))stop('With y missing, x should be a matrix')
y=x[,2]
x=x[,1]
}
data1<-matrix(sample(length(x),size=length(x)*nboot,replace=TRUE),nrow=nboot)
bvec<-NA
for(i in 1:nboot)bvec[i]<-wmwloc(x[data1[i,]],y[data2[i,]],est=est,na.rm=na.rm,...)
bvec<-sort(bvec)
up<-nboot-low
estdiff=wmwloc(x,y,est=est,na.rm=na.rm,...)
list(estimate=estdiff,ci=c(bvec[low],bvec[up]),p.value=sig.level)
}
idealfIQR<-function(x){
#
# Compute the interquartile range using the ideal fourths.
x=elimna(x)
res=idealf(x)$qu-idealf(x)$ql
res
}
conCON<-function(J,conG=1){
#
# Create contrast coefficients for comparisons to a controll
#
# J = number of groups including the control group.
# conG = the group that is the control. By default, assume group 1 is the control
#
Jm1=J-1
A=matrix(rep(1,Jm1^2+Jm1),nrow=J)
A[-conG,]=-1*diag(Jm1)
if(conG>1)A=-1*A
list(conCON=A)
}
btsqrk<-function(alist,alpha=0.05,tr=0.2){
#computes B2_tk test statistics for k independent samples.
#alist should be a list type object
#s's are computed by trimse which can be found in all Rallfun files written by
Wilcox Rand
k<-length(alist)
# Remove any missing values in alist
for (i in 1:k){alist[[i]]<-alist[[i]][!is.na(alist[[i]])]}
zc<-qnorm(alpha/2)
e=trunc(tr*sapply(alist,length))
f<-(sapply(alist,length))-(2*e)
s=sapply(alist,trimse,tr=tr)^2
wden=sum(1/s)
w=(1/s)/wden
yplus<-sum(w*(sapply(alist,mean,trim=tr)))
tt<-((sapply(alist,mean,trim=tr))-yplus)/sqrt(s)
v<-(f-1)
z<-((4*v^2)+(5*((2*(zc^2))+3)/24))/((4*v^2)+v+(((4*(zc^2))
+9)/12))*sqrt(v)*(sqrt(log(1+(tt^2/v))))
teststat<-sum(z^2)
crit<-qchisq(1-alpha,k-1)
bt2pvalue<-1-(pchisq(teststat,k-1))
list(p.value=bt2pvalue,teststat=teststat,crit=crit,e=e,f=f,s=s,w=w,tt=tt)
}
t1waybtsqrk<-function(x,alpha=.05,nboot=599,B=nboot,tr=0.2,SEED=TRUE){
#
# One-way ANOVA for trimmed means, independent groups.
# Uses a method studied by Ozdemir et al.
#
if(SEED)set.seed(2)
x=lapply(x,elimna)
T<-btsqrk(x,alpha=alpha,tr=tr)$teststat
means<-c()
ylist<-list(0)
TT<-c()
b<-floor((1-alpha)*B)
means<-sapply(x,mean,tr)
k<-length(x)
for (i in 1:B)
{
for (j in 1:k)
{ylist[[j]]<-(sample(x[[j]],length(x[[j]]),replace=TRUE)-means[j])}
TT<-c(TT,btsqrk(ylist,alpha,tr)$teststat)
}
TT=sort(TT)
pval<-mean(T<=TT,na.rm=TRUE)
list(test.stat=T,crit.value=TT[b],p.value=pval)
}
logSMpred<-function(x,y,pts=NULL,fr=2,LP=TRUE,xout=FALSE,outfun=outpro,...){
#
# A smoother designed specifically for binary outcomes
# LP=TRUE: With two independent variables, smooth the initial smooth using LOESS
# Return predicted probability of 1 for points in
# pts
# based on the data in x and y
#
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xx[,1:p]
y<-xx[,p1]
n=nrow(xx)
yy=rep(1,n)
vals=sort(unique(y))
if(length(vals)>2)stop('y should be binary')
flag=y==vals[2]
yy[!flag]=0
y=yy
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
x=as.matrix(x)
pts=as.matrix(pts)
library(MASS)
m=covmve(x)
phat<-NA
m1=matrix(NA,nrow=nrow(pts),ncol=nrow(pts))
yhat=NULL
d<-mahalanobis(x,pts[i,],m$cov)
flag=sqrt(d)<=fr
w=flag*exp(-1*d)
yhat[i]=sum(w*y)/sum(w)
}
yhat
}
idrange<-function(x,na.rm=FALSE){
#
# Compute the interquartile range based on the ideal fourths.
#
temp=idealf(x,na.rm=na.rm)
res=temp$qu-temp$ql
res
}
prodepth<-function(x,pts=x,ndir=1000,SEED=TRUE){
#
# Determine an approximation of the projection depth of
# pts in
# x
# using the R package library(DepthProc)
#
# ndir indicates how many randomly chosen projections will be used
#
# Advantage over zoudepth, much faster execution time.
# Should be noted, however, that using the function twice on the same
# data generally results in different values for the depths.
# Setting
# SEED=TRUE
# avoids this.
#
#
if(SEED){
set.seed(45)
}
library(DepthProc)
res=as.vector(depthProjection(pts,x,ndir=ndir))
if(SEED) {
}
res
}
zoudepth<-function(x,pts=x, zloc = median, zscale = mad, SEED=TRUE){
#
# Determine projection depth using the R function zdepth
# The Nelder--Mead method for finding the maximum of a function is used
#
# SEED, included for convenience when this function is used with certain
classification techniques.
#
res=1/(1+zdepth(x,pts,zloc,zscale))
res
}
KNN<-function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,k=3,prob=TRUE,SEED=NULL){
#
# Do classification using the kNN method
#
# k: number of nearest neighbors
#
# train is the training set
# test is the test data
# g contains labels for the data in the training set,
# If data for the two groups are stored in
# x1
# and
# x2,
# the function creates labels for you.
#
# This function removes the need to call library class.
# For more information, use the command ?knn
#
# SEED=NULL, used for convenience when called by other functions that expect SEED
#
library(class)
if(!is.null(train)){
if(is.null(g))stop('Argument g, group ids, must be specified')
if(is.matrix(g)){
if(dim(g)>1)stop('Argument g should be a vector')
}}
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
g=c(rep(0,n1),rep(1,n2))
train=rbind(x1,x2)
}}
res=knn(train,test,cl=as.factor(g),k=k,prob=prob)
res
}
KNNv2<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,k=3,prob=TRUE,SEED=NULL){
#
# Do classification using the kNN method
#
#
#
#
#
library(class)
if(is.matrix(g)){
}}
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
}}
res=knn(train,test,cl=as.factor(g),k=k,prob=prob)
res=as.numeric(as.vector(res))+1
res
}
estBetaParams <- function(mu, var) {

#
# Estimate parameters of the beta distribution, r and s, given the mean and
variance.
alpha <- ((1 - mu) / var - 1 / mu) * mu ^ 2
beta <- alpha * (1 / mu - 1)
list(r=alpha,s=beta)
}
KNNdist<-
function(train=NULL,test=NULL,g,k=3,x1=NULL,x2=NULL,prob=FALSE,plotit=FALSE,SEED=NU
LL,
xlab='Group 1',ylab='Group 2',depthfun=prodepth,...){
#
# Do classification using depths and the kNN method.
# Points are transformed to their depth in each group and knn is applied
# using the resulting depth values.
# See Li et al., 2012, DD-classifier: nonparametric classification
# procedure based on DD-plot. Journal of the American Statistical Association,
# 107, 737--753
#
# depthfun indicates how the depth of a point is computed.
# By default, projection distances are used.
#
# g: labels for the data in the training set.
#
# depthfun must be a function having the form depthfun(x,pts).
# That is, compute depth for the points in pts relative to points in x.
#
# SEED: not used here, included for convenience when this function is called by
other functions
#
library(class)
if(is.matrix(g)){
}}
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
}}
g=as.numeric(as.vector(g))
train=elimna(train)
if(is.null(test))stop('Argument test is null, no data')
test=elimna(test)
train=as.matrix(train)
test=as.matrix(test)
if(ncol(train)!=ncol(test))stop('The first two arguments, train and test, should
have the same number of coluimns')
P=ncol(train)
P1=P+1
xall=as.data.frame(matrix(NA,nrow=nrow(train),ncol=P1))
xall[,1:P]=train
xall[,P1]=g
xall=elimna(xall)
x1=xall[,1:P]
xall=as.matrix(xall)
x1=as.matrix(x1)
g=as.vector(xall[,P1])
ids=unique(g)
x2=elimna(test)
x1=as.matrix(x1)
x2=as.matrix(x2)
n=nrow(x1)
n2=nrow(x2)
p=length(ids)
d=matrix(NA,nrow=n,ncol=p)
D=matrix(NA,nrow=n2,ncol=p)
for(i in 1:length(ids)){
flag=g==ids[i]
d[,i]=depthfun(as.matrix(x1[flag,]),pts=x1,...)
D[,i]=depthfun(as.matrix(x1[flag,]),pts=x2,...)
}
res=NULL
res=knn(d,D,cl=as.factor(g),k=k,prob=prob)
if(plotit){
if(p==2){
plot(d[,1],d[,2],xlab=xlab,ylab=ylab,type='n')
flag=g==ids[1]
points(d[flag,1],d[flag,2])
points(d[!flag,1],d[!flag,2],pch='*')
}}
res=as.numeric(res)
res
}
olshomci<-function(x,y,alpha=.05){
#
# Computes confidence interval for the slope of the
# least squares regression line assuming homoscedasticity and that there is
# only one independent variable.
#
# Not recommended in practice; use a method that allows heteroscedasticity
#
if(length(x)!=length(y))stop('x and y have different lengths')
temp=ols(x,y)
df=temp$n-2 #degrees of freedom
df
temp$summary
ci=temp$summar[2,1]-qt(1-alpha/2,df)*temp$summary[2,2]
ci[2]=temp$summar[2,1]+qt(1-alpha/2,df)*temp$summary[2,2]
list(ci=ci)
}
qcor<-function(x,y,q=.5,qfun=qest,xout=FALSE,outfun=outpro){
#
# Compute quantile correlation as in Li, Li and Tsai, JASA 2015
#
if(xout){
flag<-outfun(x,plotit=plotit)$keep
x<-x[flag]
y<-y[flag]
}
dif=y-qfun(x,q)
flag=dif<0
psi=q-flag
qcov=mean(psi*(x-mean(x)))
qc=qcov/sqrt((q-q^2)*var(x))
list(cor=qc,cov=qcov)
}
stepmcp<-function(x,tr=.2,alpha=.05){
#
# Step-down MCP method based on trimmed means
#
# x is assumed to have list mode, or a matrix or data with J columns
# J=number of groups.
#
J=length(x)
if(J<3)stop('For two groups only, use yuen')
if(J>5)stop('Currently limited to at most five groups')
com=modgen(J)
jp1=J+1
mout=matrix(NA,nrow=length(com),ncol=3,
dimnames=list(NULL,c('Groups','p-value','p.crit')))
mout[,3]=alpha
jm2=J-2
com=com[jp1:length(com)]
mout=mout[jp1:nrow(mout),]
for(i in 1:length(com)){
nmod=length(com[[i]])-1
temp=c(nmod:0)
mout[i,1]=sum(com[[i]]*10^temp)
temp=t1way(x[com[[i]]],tr=tr)$p.value
pnum=length(com[[i]])
pe=1-(1-alpha)^(pnum/J)
if(length(com[[i]])<=jm2)mout[i,3]=pe
mout[i,2]=t1way(x[com[[i]]],tr=tr)$p.value
}
mout
}
rfit.est<-function(x,y,xout=FALSE,outfun=outpro,...){
#
# Fit regression line using rank-based method based
# Jaeckel's dispersion function
# via the R package Rfit
#
library(Rfit)
if(xout){
m<-cbind(x,y)
p1=ncol(m)
p=p1-1
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
fit=rfitv2(y~x)
fit=fit$coef
list(coef=fit)
}
rfitv2 <- function (formula, data, subset, yhat0 = NULL,
scores = Rfit::wscores, symmetric = FALSE, TAU = 'F0', ...) {
# Below is taken from quantreg (under GPL) #

call<-match.call()
mf<-match.call(expand.dots=FALSE)
m<-match(c('formula','data','subset'),names(mf),0)
mf<-mf[c(1,m)]
mf[[1]]<-as.name("model.frame")
mf<-eval.parent(mf)
#
x <- model.matrix(attr(mf, "terms"), data = mf)

if( abs(max(x) - min(x)) < .Machine$double.eps ^ 0.5 ) stop("x cannot only
contain an intercept")
x1 <- as.matrix(x[,colnames(x)!='(Intercept)'])
x1 <- as.matrix(cbind(rep(1,nrow(x1)),x1))
y <- model.response(mf)
qrx <- qr(x1)
Q<-as.matrix(qr.Q(qrx))
q1<-Q[,1]
xq<-as.matrix(Q[,2:qrx$rank])
if( is.null(yhat0) ) {
fit0<-suppressWarnings(rq(y~xq-1))
} else {
fit0 <- lsfit(xq, yhat0, intercept = FALSE)
}
# ord<-order(fit0$resid)
## 20141211: set initial fit to null model if it has lower dispersion

betahat0 <- fit0$coef
if( disp(betahat0, xq, y, scores) > disp(rep(0,length(betahat0)), xq, y,
scores) ) {
betahat0 <- rep(0, length(betahat0) )
}
ord <- order(y - xq%*%betahat0)
##
fit <- jaeckel(as.matrix(xq[ord,]), y[ord], betahat0, scores=scores, ...)

if( fit$convergence != 0 ) {
fit2 <- jaeckel(as.matrix(xq[ord,]), y[ord], jitter(fit$par),
scores=scores, ...)
if( fit$convergence != 0 ) {
warning("rfit: Convergence status not zero in jaeckel")
if( fit2$value < fit$value ) fit <- fit2
} else {
fit <- fit2
}
rm(fit2)
}
rm(ord)
betahat <- fit$par
yhat <- xq %*% betahat

ehat <- y - yhat
alphahat <- ifelse(symmetric, signedrank(ehat), median(ehat))
ehat <- ehat - alphahat
yhat <- yhat+alphahat
bhat <- lsfit(x,yhat,intercept=FALSE)$coef
r.gettau <- switch(TAU,

F0 = gettauF0,
R = gettau,
N = function(...) NA
)
tauhat <- r.gettau(ehat, ncol(xq), scores, ...)

if (symmetric) {
taushat <- tauhat
} else {
taushat <- taustar(ehat, qrx$rank)
}
res <- list( coefficients = bhat, residuals = ehat, fitted.values = yhat,

scores = scores, x = x, y = y, tauhat = tauhat, qrx1=qrx,
taushat = taushat, symmetric = symmetric, betahat = bhat,disp=fit$value)
res$call <- call
class(res) <- list("rfit")
res
}
loc2plot<-function(x,y,plotfun=akerd,xlab='X',ylab='',...){
#
# Plot an estimate of the distribution of X-Y
# By default,
# plotfun=akerd, meaning that a kernel adaptive estimator is used.
# Other options are:
# skerd
# kdplot
# rdplot
#
# See Wilcox Introduction to Robust Estimation and Hypothesis Testing
# section 3.2 for details.
#
x=m[,1]
y=m[,2]
temp=temp=as.vector(outer(x,y,FUN='-'))
plotfun(temp,xlab=xlab,ylab=ylab,...)
}
q2gci<-
function(x,y,q=c(.1,.25,.5,.75,.9),nboot=2000,plotit=TRUE,SEED=TRUE,xlab='Group
1',ylab='Est.1-Est.2',alpha=.05){
#
error
#
x=elimna(x)
y=elimna(y)
if(sum(duplicated(x)>0))stop('Duplicate values were detected; use qcomhd or
medpb2')
if(sum(duplicated(y)>0))stop('Duplicate values were detected; use qcomhd or
medpb2')
if(SEED)set.seed(2)
pv=NULL
dimnames(output)<-
list(NULL,c('q','n1','n2','est.1','est.2','est.1_minus_est.2','ci.low','ci.up','p_c
rit','p-value'))
output[i,1]=q[i]
output[i,4]=qest(x,q=q[i])
output[i,5]=qest(y,q=q[i])
temp=pb2gen(x,y,nboot=nboot,est=qest,q=q[i],SEED=FALSE,alpha=alpha,pr=FALSE)
}
output[temp,9]=zvec
#print(output)
output$signif=rep('YES',nrow(output))
if(output[temp[i],10]>output[temp[i],9])output$signif[temp[i]]='NO'
}
if(plotit){
plot(xax,yax,xlab=xlab,ylab=ylab,type='n')
points(output[,4],output[,6],pch='*')
points(output[,4],output[,7],pch='+')
points(output[,4],output[,8],pch='+')
}
output
}
cov2cor<-function(x){
#
# Convert a covariance matrix to a correlation matrix
#
p=ncol(x)
m=x
for(i in 1:p){
for(j in 1:p){
m[i,j]=m[i,j]/sqrt(x[i,i]*x[j,j])
}}
m
}
linconpb<-function(x,alpha=.05,nboot=NA,grp=NA,est=tmean,con=0,bhop=FALSE,
SEED=TRUE,...){
#
# Multiple comparisons for J independent groups.
#
# to groups.
#
# est is the measure of location and defaults to a 20% trimmed mean
#
#
#
# If bhop=FALSE
# Probability of one or more Type I errors controlled using Hochberg's method.
# If bhop=TRUE, the Benjamini--Hochberg method is used.
#
# When using a onestep M-estimator or mom, pbmcp is a good choice, which uses
method SR
# in section 7.6.2 of Wilcox, 2012, Introduction to Robust Estimation and
Hypothesis Testing
#
con<-as.matrix(con)
if(!is.list(x))stop('Data must be stored in list mode or in matrix mode.')
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
nmax=max(tempn)
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
if(nrow(con)!=J){
stop('Something is wrong with con; the number of rows does not match the number of
groups.')
}
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(!bhop)dvec=alpha/c(1:ncon)
est.vec=NA
for(j in 1:J){
est.vec[j]=est(x[[j]],...)
}
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
test[d]<-(sum(bcon[d,]>0)+.5*sum(bcon[d,]==0))/nboot
}
test<-2*test
dimnames(output)<-list(NULL,c('con.num','psihat','p.value','p.crit',
'ci.lower','ci.upper'))
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
output[ic,1]<-ic
}
list(output=output,con=con,est.loc=est.vec,num.sig=num.sig)
}
linpairpb<-function(x,alpha=.05,nboot=NA,est=tmean,bhop=FALSE,SEED=TRUE,...){
#
# Report results for all pairwise comparsisons
# in a format convenient when using other fucnctions that use this function
#
a=linconpb(x,alpha=alpha,nboot=nboot,est=est,bhop=bhop,SEED=SEED,...)
r=nrow(a$output)
cc=ncol(a$output)
cp1=cc+3
mat=matrix(NA,nrow=r,ncol=cp1)
for(i in 1:r){
g=which(a$con[,i]!=0)
mat[i,]=c(g,a$output[i,2:cc],a$est.loc[g])
}
num.sig<-sum(mat[,4]<=mat[,5])
dimnames(mat)=list(NULL,c('Group','Group','psihat','p.value','p.crit','ci.lower','c
i.upper','Est .1','Est. 2'))
list(output=mat,num.sig=num.sig)
}
func.plot<-function(fit, x = NULL, method ='MBD', depth = NULL, plotit = TRUE,

prob = 0.5, color = 6, outliercol = 2, barcol = 4, fullout = FALSE,
factor = 1.5, xlim = c(1, nrow(fit)), ylim = c(min(fit) -
0.5 * diff(range(fit)), max(fit) + 0.5 *
diff(range(fit))),xlab='Time',ylab='Y',
...){
#
# functional boxplot for functional data using
# method in Sun and Genton.
#
#
# fit is assumed to be an n-by-p matrix
# n= number of subjects
# p= number points where the function has been evaluated.
#
# rows with missing values are automatically removed.
#
library(fda)
elimna(fit)
fit=t(fit)
res=fbplot(fit, x = NULL, method = method, depth = depth, plot = plotit,
prob =prob, color =color, outliercol =outliercol, barcol = barcol,
fullout = fullout, factor = factor, xlim =xlim, ylim = ylim,
xlab=xlab,ylab=ylab,...)
res
}
func.out<-function(x,xlab='Time',ylab=' '){
#
# A spaghetti plot for functional data that indicates outliers with a dashed line
# x is a matrix with n rows and p columns
#
# It is assumed that the function is measured at times 1, 2, ..., p
#
x=elimna(t(x)) # colums with missing data are automatically removed
x=t(x)
p=ncol(x)
n=nrow(x)
plot(c(1:p),seq(min(x),max(x),length.out=p),type='n',xlab=xlab,ylab=ylab)
flag=func.plot(x,plotit=FALSE)$outpoint
chk=c(1:n)
flag2=chk
nsub=length(flag)
if(nsub>0)flag2=chk[-flag]
for(j in 1:length(flag2))lines(c(1:p),x[flag2[j],])
if(nsub>0)for(j in 1:nsub)lines(c(1:p),x[flag[j],],lty=2)
}
spag.plot<-function(x, regfun=tsreg,type = c('l',

'p', 'b', 'o', 'c'), legend = FALSE, trace.label =
deparse(substitute(trace.factor)),
fixed = FALSE, xlab = 'Time', ylab ='',
xtick = FALSE, xaxt = par('xaxt'), axes = TRUE, fit.lin=FALSE,...){
#
# Create a spaghetti plot for data stored in a matrix with
# n rows and p columns. The p columns
# contain measures taken at p times for each subject.
# This function converts x into a form that can be used by interaction.plot
#
# fit.line=TRUE means that a linear fit is plotted.
#
# regfun: The linear fit is based on the regression estimator indicated by
# regfun. The default is Theil--Sen estimator
#
#
# type: the type of plot (see plot.default): lines or points or both.
#
x=as.matrix(x)
n=nrow(x)
p=ncol(x)
np=n*p
m=matrix(NA,nrow=np,3)
pvec=c(1:p)
ic=1-p
iu=0
for(i in 1:n){
ic=ic+p
iu=iu+p
m[ic:iu,1]=i # create Subject id.
m[ic:iu,2]=pvec
m[ic:iu,3]=x[i,]
}
if(!fit.lin)interaction.plot(m[,2],m[,1],m[,3],xlab=xlab,ylab=ylab,legend=legend,
xtick=xtick,xaxt=xaxt,axes=axes)
if(fit.lin){
fit=by(m[,2:3],m[,1],regYval,regfun=regfun)
fit1 <- unlist(fit)
names(fit1) <- NULL
#plotting the linear fit by id
interaction.plot(m[,2],m[,1], fit1,
xlab=xlab, ylab=ylab, legend=legend)
}
}
regYval<-function(m,regfun=tsreg){
val=as.vector(regYhat(m[,1],m[,2],regfun=regfun))
val
}
FBplot=func.plot
mcpKadjp <- function (p, k=1, proc = c('Holm'), rawp=p) {

#
# MCP method based on results in
#
# Keselman, H. J., Miller, C. E., & Holland, B. (2011).
# Many tests of significance: New methods for controlling Type I errors.
# Psychological Methods, 16, 420-431.
#
# Also see
# Keselman, H. J., & Miller, C. E. (2012).
# Correction to many tests of significance:
# New methods for controlling Type I errors. Psychological Methods, 17(4), 679.
#
# p: The p-values to be adjusted.
# k: The value for k-FWER
# proc: indicates the method to be used. Choices are:
#' Holm'
# 'Hochberg',
#' 'RS', Romano-Shaikh procedure
# 'Sarkar',
# 'BH' , Benjamini--Hochberg
#
## Generalized Hochberg is valid under MTP2 condition of the joint null
## distribution of the p-values
## Sarkar procedure is only valid for independent test statistics
#
D1 <- function(k=1, s=1000) {
#To calculate D1 values for Romano-Shaikh procedure
alpha <- NULL
for (i in 1:s) {
if (i <= k) alpha[i]=k/s
else alpha[i]=k/(s+k-i)
}
S <- NULL
S[1:k] <- 0
for (I in (k+1):s) {
tmp <- NULL
tmp[1:(k-1)] <- 0
tmp[k]=I*alpha[s-I+k]/k
for (j in (k+1):I) tmp[j]=I*(alpha[s-I+j]-alpha[s-I+j-1])/j
S[I] <- sum(tmp)
if (S[I] < S[I-1]) break
maxI <- I
maxS <- round(S[I],4)
}
return(list(S=S, maxI=maxI, maxS=maxS))
}
#modified the function mt.rawp2adjp from MTP package to k-FWER procedures
m <- length(rawp)
n <- length(proc)
index <- order(rawp)
spval <- rawp[index]
adjp <- matrix(0, m, n + 1)
dimnames(adjp) <- list(NULL, c('rawp', proc))
adjp[, 1] <- spval
#################### Calculate adjusted p-values ######################
#generalized Holm procedure based on Lehmann and Romano (2005)

if (is.element('Holm', proc)) {
crit <- sapply(c(rep(k,k-1),k:m), function(i)
k/(m-i+k))
tmp <- 1/crit*spval
tmp[tmp>1] <- 1
for (i in 2:m) tmp[i] <- max(tmp[i-1], tmp[i])
adjp[, 'Holm'] <- tmp
}
#generalized Hochberg procedure (Step-up version of Lehmann and Romano)
if (is.element('Hochberg', proc)) {
k/(m-i+k))
tmp <- 1/crit*spval
tmp[tmp>1] <- 1
for (i in (m-1):1) tmp[i] <- min(tmp[i+1], tmp[i])
adjp[, 'Hochberg'] <- tmp
}
#generalized Hochberg procedure based on Romano and Shaikh(2006)
if (is.element('RS', proc)) {
d <- D1(k,m)$maxS
k/(m-i+k)/d)
tmp <- 1/crit*spval
tmp[tmp>1] <- 1
adjp[, 'RS'] <- tmp
}
#generalized Hochberg procedure based on Sarkar(2008)
### Only for independent case ###
if (is.element('Sarkar', proc)) {
(prod((1:k)/(m-i+(1:k)))))
tmp <- 1/crit*(spval^k)
tmp[tmp>1] <- 1
# Next line used to protect against possibility of adjp<rawp
tmp <- pmax(tmp, spval)
adjp[, 'Sarkar'] <- tmp
}
#Benjamini and Hochberg (1995) procedure
if (is.element('BH', proc)) {
crit <- sapply(c(1:m), function(i)
i/m)
tmp <- 1/crit*spval
tmp[tmp>1] <- 1
adjp[, 'BH'] <- tmp
}
### The following line returns original order of p-values
adjp <- adjp[order(index),]
return(adjp)
}
discANOVA<-function(x,nboot=500,SEED=TRUE){
#
# Test the global hypothesis that for two or more independent groups,
# the corresponding discrete distributions are identical.
# That is, test the hypothesis that independent groups have identical
# multinomial distributions. A generalization of the Storer--Kim method is used.
#
# Could also use a chi-squared test via the function: disc2.chi.sq
#
# The method is designed for situations where the cardinality of the
# sample space is relatively small. The method can be sensitive to
# differences that are missed using a measure of location.
#
# Control over the Type I error probability is excellent, even when n=10
#
# x is a matrix with n rows and J columns
#
library(mc2d)
if(SEED)set.seed(2)
vals=lapply(x,unique)
vals=sort(elimna(list2vec(vals)))
K=length(unique(vals))
n=lapply(x,length)
n=list2vec(n)
J=length(x)
step1=discANOVA.sub(x)
test=step1$test
C1=step1$C1
HT=NULL
for(i in 1:K)HT[i]=mean(C1[i,])
tv=NULL
TB=NA
VP=NA
B1hat=NA
xx=list()
for(ib in 1:nboot){
xx=list()
for(j in 1:J){
temp=rmultinomial(n[j],1,HT)
xx[[j]]=which(temp[1,]==1)
for(i in 2:n[j])xx[[j]][i]=which(temp[i,]==1)
}
TB[ib]=discANOVA.sub(xx)$test
}
pv=1-mean(test>TB)-.5*mean(test==TB)
list(test=test,p.value=pv)
}
discANOVA.sub<-function(x){
#
#
x=lapply(x,elimna)
vals=sort(elimna(unique(list2vec(vals))))
n=lapply(x,length)
n=list2vec(n)
K=length(vals)
J=length(x)
C1=matrix(0,nrow=K,ncol=J)
for(j in 1:J){
for(i in 1:K){
C1[i,j]=C1[i,j]+sum(x[[j]]==vals[i])
}
C1[,j]=C1[,j]/n[j]
}
test=0
for(i in 1:K)test=test+var(C1[i,])
list(test=test,C1=C1)
}
discmcp<-function(x,alpha=.05,nboot=500,SEED=TRUE,...){
#
# having discrete distributions.
# The method is based on a chi-squared test for each pair of groups to be
compared
#
# to groups.
#
#
#
J<-length(x)
ncon=(J^2-J)/2
Jm<-J-1
#
output<-matrix(NA,nrow=ncon,ncol=4)
dimnames(output)<-list(NULL,c('Group','Group','p.value','p.crit'))
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
output[ic,1]=j
output[ic,2]=k
output[ic,3]=disc2com(x[[j]],x[[k]],B=nboot)$p.value
}}}
zvec<-dvec[1:ncon]
}
discstep<-function(x,nboot=500,alpha=.05,SEED=TRUE){
#
# Step-down multiple comparison procedure for comparing
# J independent discrete random variables.
# The method is based on a generalization of the Storer--Kim method
# comparing independent binomials; it can be sensitive to differences
# not detected by measures of location.
#
# x is a matrix with n rows and J columns
# or it can have list mode
#
library(mc2d)
if(SEED)set.seed(2)
vals=sort(elimna(list2vec(vals)))
K=length(unique(vals))
n=lapply(x,length)
n=list2vec(n)
J=length(x)
if(J==2)stop('For 2 groups use disc2com')
if(J>5)stop('Designed for 5 groups or less')
com=modgen(J)
ntest=length(com)
jp1=J+1
com=com[jp1:length(com)]
ntest=length(com)
mout=matrix(NA,nrow=ntest,ncol=3)
dimnames(mout)=list(NULL,c('Groups','p-value','p.crit'))
test=NULL
for(i in 1:ntest){
test[i]=discANOVA.sub(x[com[[i]]])$test #$
nmod=length(com[[i]])-1
temp=c(nmod:0)
mout[i,1]=sum(com[[i]]*10^temp)
}
mout[,3]=alpha
xx=list()
pv=NA
jm2=J-2
mout[,3]=alpha
TB=matrix(NA,nrow=nboot,ncol=ntest)
step1=discANOVA.sub(x)
C1=step1$C1
HT=NULL
for(i in 1:K)HT[i]=mean(C1[i,])
for(ib in 1:nboot){
xx=list()
for(j in 1:J){
temp=rmultinomial(n[j],1,HT)
xx[[j]]=which(temp[1,]==1)
for(i in 2:n[j])xx[[j]][i]=which(temp[i,]==1)
}
for(k in 1:ntest)TB[ib,k]=discANOVA.sub(xx[com[[k]]])$test #$
}
for(k in 1:ntest){
mout[k,2]=1-mean(test[k]>TB[,k])-.5*mean(test[k]==TB[,k])
pnum=length(com[[k]])
pe=1-(1-alpha)^(pnum/J)
if(length(com[[k]])<=jm2)mout[k,3]=pe
}
list(results=mout[nrow(mout):1,])
}
medcurve<-function(x){
#
# returns the median curve for functional data
#
chk=FBplot(x,plot=FALSE)$depth
id=which(chk==max(chk))
if(length(id)==1)est=x[id,]
if(length(id)>1)est=apply(x[id,],2,mean)
est
}
cumrelf<-function(x,y=NA,xlab='X',ylab='CUM REL FREQ',pr.freq=FALSE){
#
# plot the cumulative relative frequencies for 1 or more groups
#
# x can be a matrix, columns corresponding to groups, or x
# x can have list mode.
# y=NA, if data are stored in y, it is assumes there two groups
# with data for the second group stored in y
#
xu=NULL
cf=NULL
if(!is.na(y[1])){
xx=list()
xx[[1]]=x
xx[[2]]=y
x=xx
}
if(length(x)==1)stop('This function is designed for two or more groups')
x=elimna(x)
z=splot(x[[j]],plotit=FALSE)
xu=c(xu,sort(unique(x[[j]])))
cf=c(cf,cumsum(z$frequencies)/length(x[[j]]))
}
plot(xu,cf,,type='n',xlab=xlab,ylab=ylab)
z=splot(x[[j]],plotit=FALSE)
if(pr.freq)print(z)
lines(sort(unique(x[[j]])),cumsum(z$frequencies)/length(x[[j]]),lty=j)
}
}
regGmcp<-function(x,y,regfun=tsreg,SEED=TRUE,nboot=100,xout=FALSE,AD=FALSE,
outfun=outpro,STAND=TRUE,alpha=0.05,pr=TRUE,MC=FALSE,ISO=TRUE,...)
{
#
# If ISO = FALSE:
# All pairwise comparisons of regression parameters are performed among J
independent groups
# That is, for groups j and k, all j<k, test H_0: all corresponding
# parameters are equal.
#
# ISO=TRUE: compares all slopes, the intercept is ignored. So for a single
covariate the
# goal is to test whether the regression lines are parallel.
#
# For individual parameters, use reg1mcp
# Perform all pairwise comparisons, where each comparison is based

# on the global hypothesis that all parameters are equal
#
# Control FWE via Hochberg's methods for each set of
# (J^2-J)/2 parameters. That is, control FWE for the intercepts
# Do the same for the first slope, etc.
#
groups
#
#
#
# OUTPUT:
#
pchk=lapply(x,ncol)
temp=matl(pchk)
nv=NULL
p=ncol(x[[1]])
p1=p+1
for(j in 1:J){
x[[j]]=xy[,1:p]
y[[j]]=xy[,p1]
}
nv.keep=nv
critrad=NULL
if(!xout){
if(pr)print('Might want to consider removing any leverage points')
}
if(xout){
for(j in 1:J){
}}
tot=(J^2-J)/2
outl=list()
nr=tot*p1
outp=matrix(NA,ncol=5,nrow=tot)
xx=list()
yy=list()
iall=0
ivp=c(1,tot)-tot
i=0
for(j in 1:J){
for(k in 1:J){
if(j < k){
i=i+1
xx[[1]]=x[[j]]
xx[[2]]=x[[k]]
yy[[1]]=y[[j]]
yy[[2]]=y[[k]]
if(!ISO){
if(!MC)all=reg1way(xx,yy,regfun=regfun,nboot=nboot,SEED=SEED,AD=TRUE,alpha=alpha,
pr=FALSE,...)
if(MC)all=reg1wayMC(xx,yy,regfun=regfun,nboot=nboot,SEED=SEED,AD=TRUE,alpha=alpha,
pr=FALSE,...)
}
if(ISO){
if(!
MC)all=reg1wayISO(xx,yy,regfun=regfun,nboot=nboot,SEED=SEED,AD=TRUE,alpha=alpha,
pr=FALSE,...)
if(MC)all=reg1wayISOMC(xx,yy,regfun=regfun,nboot=nboot,SEED=SEED,AD=TRUE,alpha=alph
a,
pr=FALSE,...)
}
if(AD)temp=all$adjusted.p.value
if(!AD)temp=all$p.value
if(is.null(temp))temp=all$p.value
outp[i,1]=j
outp[i,2]=k
outp[i,3]=temp
}}
temp2<-order(0-outp[,3])
icc=c(1:tot)
icc[temp2]=dvec
outp[,4]=icc
}
outp[,5]=rep(0,tot)
outp[flag,5]=1
dimnames(outp)=list(NULL,c('Group','Group','p.value','p.crit','sig'))
}
tlist<-function(x){
#
# x is assumed to have list mode
# check for tied values
#
# if(!list(x))stop('x should have list mode')
chk=0
for(j in 1:length(x))chk=chk+length(x[[j]])-length(unique(x[[j]]))
chk
}
disc2.chi.sq<-function(x,y,simulate.p.value=FALSE,B=2000){
#
# Test the hypothesis of identical discrete distributions
# using a chi-squared test and a simulated p.value
#
n1 = length(x)
n2 = length(y)
g = c(rep(1,n1), rep(2,n2))
d = c(x,y)
df = data.frame(d, g)
res=chisq.test(df$d, df$g, simulate.p.value=simulate.p.value, B=B)
list(X.squared=res[1]$statistic,p.value=res[3]$p.value)
}
disc2com=disc2.chi.sq
DancGLOB_pv<-function(n,est=tmean,fr1=1,fr2=1,nboot=500,
SEED=TRUE,iter=1000,nmin=12,MC=TRUE,alpha=.05,PRM=FALSE,qvals=c(.25,.5,.75),
cpp=FALSE,...){
#
# Determine critical p-value when using the function DancovaV2 (formerly
DancGLOB).
# Strategy: generate data from a normal distribution, NULL true
# compute minimun p-value, repeat
#
# qvals indicates the quantiles associated with the first group that will be used
# as the covariate values where the regression lines are to be compared
#
# returns:
# ef.iter, the actual number of iterations, which might differ from iter
#
if(!cpp){
bvec=list()
for(i in 1:iter)bvec[[i]]=rmul(n,p=4)
prm=NA
pv=lapply(bvec,DancGLOBv2,est=est,fr1=fr1,fr2=fr2,nboot=nboot,SEED=FALSE,nmin=nmin,
MC=MC,qvals=qvals,plotit=FALSE,...)
pv=as.vector(matl(pv))
p=hd(pv,q=alpha)
}
if(cpp){
library(WRScpp)
p=DancGLOB_pv_C(n=n,est=est,fr1=fr1,fr2=fr2,SEED=SEED,nboot=nboot,qvals=qvals,
nmin=nmin,alpha=alpha,PRM=PRM,...)$p.crit
}
list(p.crit=p)
}
DancGLOBv2<-function(xy=NULL,x1=NULL,y1=NULL,x2=NULL,y2=NULL,fr1=1,fr2=1,
est=tmean,alpha=.05,plotit=TRUE,pts=NULL,qvals=c(.25,.5,.75),sm=FALSE,
xout=FALSE,outfun=out,DIF=FALSE,LP=TRUE,nboot=500,SEED=TRUE,
nmin=12,MC=FALSE,...){
#
#
#
# Assume data are in xy having four columns: x1, y1, x2 and y2. Or can have the
# data stored in four separate variables:
# x1 y1 x2 and y2
# either matrices or in list mode.
#
#
#
# DIF=FALSE: marginal trimmed means are compared
# DIF=TRUE: Trimmed means of difference scores are used.
#
}
if(is.null(pts)){
for(i in 1:length(qvals))pts=c(pts,qest(xy[,1],qvals[i]))
}
if(SEED)set.seed(2)
n=nrow(xy)
est1=NA
est2=NA
J=length(pts)
data=matrix(sample(n,size=n*nboot,replace=TRUE),ncol=nboot,nrow=n)
if(!MC){
}
if(MC){
library(parallel)
data=listm(data)
est1=t(matl(est1))
est2=t(matl(est2))
}
e1=runhat(xy[,1],xy[,2],pts=pts,est=est,fr=fr1,...)
e2=runhat(xy[,3],xy[,4],pts=pts,est=est,fr=fr2,...)
dif=e1-e2
pv=NA
for(j in 1:J){
}
if(plotit){
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
runmean2g(xy[,1],xy[,2],xy[,3],xy[,4],fr=fr1,est=tmean,sm=sm,xout=FALSE,...)
}
pv=min(pv)
pv
}
bwimcp<-function(J,K,x,tr=.2,JK=J*K,grp=c(1:JK),alpha=.05){
#
#
# FWE is controlled via Hochberg's method
# To adjusted p-values, use the function p.adjust
#
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
if(JK!=length(x))stop('Something is wrong. Expected ',JK,' groups but x contains ',
length(x), 'groups instead.')
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
JMK<-J*MK
MJMK<-MJ*MK
Jm<-J-1
data<-list()
}
x<-data
dimnames(output)<-list(NULL,c('A','A','B','B','psihat','p.value','p.crit'))
jp<-1-K
kv<-0
kv2<-0
test<-NA
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
x1<-x[[m[j,k]]]-x[[m[j,kk]]]
temp<-yuen(x1,x2)
output[ic,5]<-mean(x1,tr)-mean(x2,tr)
}}}}}}
ncon<-length(test)
#if(alpha==.05){
#dvec<-c(.025,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
#if(ncon > 10){
#avec<-.05/c(11:ncon)
#dvec<-c(dvec,avec)
#}}
#if(alpha==.01){
#dvec<-c(.005,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
#if(ncon > 10){
#avec<-.01/c(11:ncon)
#dvec<-c(dvec,avec)
#}}
#if(alpha != .05 && alpha != .01){
#dvec[1]<-alpha/2
#}
zvec<-dvec[1:ncon]
output[,7]<-output[,7]
output
}
bwimcpES<-function(J,K,x,tr=.2,JK=J*K,grp=c(1:JK),alpha=.05,SEED=TRUE){
#
# Same as bwimcp only two measures of effect size reported as well.
# First is xi, the measure of effect size returned by yuenv2, which is a robust
generalization of
# Pearson's correlation. The second is a P(difference scores at level A 1 is less
than difference scores at level A 2)
#
#
#
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
JMK<-J*MK
MJMK<-MJ*MK
Jm<-J-1
data<-list()
}
x<-data
dimnames(output)<-
list(NULL,c('A','A','B','B','psihat','p.value','p.crit','EF.xi','EF.WMW'))
jp<-1-K
kv<-0
kv2<-0
test<-NA
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
x1<-x[[m[j,k]]]-x[[m[j,kk]]]
temp<-yuenv2(x1,x2,SEED=SEED)
output[ic,8]<-temp$Effect.Size
output[ic,9]=cid(x1,x2)$summary.dvals[1]
}}}}}}
ncon<-length(test)
zvec<-dvec[1:ncon]
output
}
bwiJ2plot<-function(J,K,x,fr=.8,aval=.5,xlab = 'X', ylab = '',

color = rep('black', 5),BOX=FALSE){
#
# This function is for a J by 2 between by within design
#
# Plot distribution of the difference scores for
# each of the J independpent groups
#
# x: can be a matrix, organized as expected by bwimcp
#
if(K!=2)stop('Should have only two dependent variables')
if(J>5)stop('Can only have five levels for the independent factor')
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
dif=list()
for(j in 1:5)dif[[j]]=NULL
JK=J*K
ic<-c(-1,0)
for(j in 1:J){
ic<-ic+2
dif[[j]]=x[[ic[1]]]-x[[ic[2]]]
}
if(!BOX)g5plot(dif[[1]],dif[[2]],dif[[3]],dif[[4]],dif[[5]],fr = fr,
aval = aval, xlab = xlab, ylab = ylab, color = color)
if(BOX)boxplot(dif)
}
Dancova<-
function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,alpha=.05,plotit=TRUE,pts=NA,sm=FALSE,xout=F
ALSE,outfun=out,DIF=FALSE,
LP=TRUE,xlab='X',ylab='Y',pch1='*',pch2='+',...){
#
# Compare two dependent groups using a method similar to the one used by the R
function ancova
#
#
#
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,3]
y2=xy[,4]
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
if(!is.na(pts[1]))mat=Dancovapts(x1,y1,x2,y2,fr1=fr1,fr2=fr2,tr=tr,alpha=alpha,
plotit=FALSE,pts=pts,sm=sm,xout=xout,outfun=outfun,DIF=DIF,...)
if(is.na(pts[1])){
npt<-5
test<-c(1:5)
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
n=length(y1)
ivals=c(1:n)
mat<-matrix(NA,5,9)
dimnames(mat)<-
list(NULL,c('X','n','DIF','TEST','se','ci.low','ci.hi','p.value','p.crit'))
for (i in 1:5){
iv1=ivals[t1]
iv2=ivals[t2]
pick=unique(c(iv1,iv2))
if(!DIF)test<-yuend(y1[pick],y2[pick],tr=tr,alpha=alpha)
if(DIF)test<-trimci(y1[pick]-y2[pick],tr=tr,pr=FALSE,alpha=alpha)
if(!DIF){
mat[i,3]<-test$dif
}
if(DIF){
mat[i,3]<-test$estimate
}
mat[i,5]<-test$se
}
bot=c(1:nrow(mat))
mat[temp2,9]=dvec
}
if(plotit){
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
runmean2g(x1,y1,x2,y2,fr=fr1,est=tmean,sm=sm,xout=FALSE,LP=LP,
xlab=xlab,ylab=ylab,pch1=pch1,pch2=pch2,...)
}
list(output=mat)
}
Dancovapts<-
function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,alpha=.05,plotit=TRUE,pts=NA,sm=FALSE,xout=F
ALSE,outfun=out,DIF=FALSE,LP=TRUE,...){
#
# Compare two dependent groups using a method similar to the one used by the R
function ancova
#
#
#
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,3]
y2=xy[,4]
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n=length(y1)
npts=length(pts)
mat<-matrix(NA,nrow=npts,nco=9)
dimnames(mat)<-list(NULL,c('X','n','DIF','TEST','se','ci.low','ci.hi',
'p.value','p.crit'))
for (i in 1:npts){
t1=near(x1,pts[i],fr1)
t2=near(x2,pts[i],fr2)
ivals=c(1:n)
iv1=ivals[t1]
iv2=ivals[t2]
pick=unique(c(iv1,iv2))
if(!DIF)test<-yuend(y1[pick],y2[pick],tr=tr,alpha=alpha)
if(DIF)test<-trimci(y1[pick]-y2[pick],tr=tr,pr=FALSE,alpha=alpha)
mat[i,1]<-pts[i]
if(!DIF){
mat[i,3]<-test$dif
}
if(DIF){
mat[i,3]<-test$estimate
}
mat[i,5]<-test$se
}
bot=c(1:nrow(mat))
mat[temp2,9]=dvec
mat
}
qrchk<-
function(x,y,qval=.5,q=NULL,nboot=1000,com.pval=FALSE,SEED=TRUE,alpha=.05,pr=TRUE,
xout=FALSE,outfun=out,chk.table=FALSE,MC=FALSE,...){
#
# Test of a linear fit based on quantile regression
# The method stems from He and Zhu 2003, JASA, 98, 1013-1022.
# com.pval=F
#
# nboot is number of simulations used to determine p-value.
# Execution time can be quite high
#
# This function quickly determines .1, .05, .025 and .01
# critical values for n<=400 and p<=6 (p= number of predictors)
# and when dealing with the .5 quantile.
# Otherwise, critical values are determined via simulations, which
# can have high execution time.
#
if(pr){
if(!com.pval)print('To get a p-value, set com.pval=T and use MC=T if a multicore
processor is available')
print('Reject if test statistic is >= critical value')
}
x<-as.matrix(x)
p<-ncol(x)
pp1<-p+1
y<-yx[,1]
x<-yx[,2:pp1]
store.it=F
x<-as.matrix(x)
p.val<-NULL
crit.val<-NULL
x<-as.matrix(x)
if(xout){
x<-x[flag,]
y<-y[flag]
}
# shift the marginal x values so that the test statistic is
# invariant under changes in location
n<-length(y)
x=standm(x)
if(p<=6){
if(qval==.5){
aval<-c(.1,.05,.025,.01)
aokay<-sum(aokay)
if(aokay>0){
crit10<-matrix(c(.0254773,.008372,.00463254,.0023586,.000959315,.00042248,
.00020069,
.039728,.012163,.0069332,.0036521,.001571,.0006882, .0003621,
.055215,.0173357,.009427,.004581,.0021378,.00093787,.00045287,
.075832,.0228556,.0118571,.005924,.00252957,.0011593,.00056706,
.103135,.0298896,.0151193,.0073057,.00305456,.0014430,.000690435,
.12977,.03891,.018989,.009053,.0036326,.001617,.000781457),ncol=6,nrow=7)
crit05<-matrix(c(.031494,.010257,.00626,.00303523,.0012993,.000562247,
.00025972,
.046296,.015066,.00885556,.0045485,.0110904,.00086946,.000452978,
.063368,.0207096546,.010699,.005341,.0025426,.0011305,.000539873,
.085461,.027256,.014067,.0071169,.002954,.0013671,.000660338,
.11055,.03523,.017511,.0084263,.0036533,.0016338,.00081289,
.13692,.043843,.0222425,.0102265,.004283,.0019,.000907241),ncol=6,nrow=7)
crit025<-matrix(c(.0361936,.012518,.007296,.0036084,.00172436,.000725365,
.000327776,
.05315,.017593,.0102389,.0055043,.00227459,.0010062,.000523526,
.07214,.023944,.013689,.0060686,.0028378,.00136379,.000635645,
.093578,.0293223,.0156754,.0086059,.0035195,.001694,.00074467,
.118414,.03885,.0201468,.0094298,.0040263,.00182437,.000916557,
.14271,.047745,.0253974,.011385,.004725,.00207588,.0010191),ncol=6,nrow=7)
crit01<-matrix(c(.0414762,.0146553,.0098428,.0045274,.00219345,.00096244,
.000443827,
.058666,.020007,.01129658,.0063092,.002796,.0011364,.000628054,
.079446,.0267958,.015428,.0071267,.0034163,.0015876,.000734865,
.102736,.0357572,.017786,.0093682,.0042367,.0019717,.000868506,
.125356,.041411,.0234916,.0106895,.0047028,.0020759,.00101052,
.14837,.053246,.027759,.012723,.00528,.002437,.00116065),ncol=6,nrow=7)
if(alpha==.1)critit<-crit10
nvec<-c(10,20,30,50,100,200,400)
nval<-nval[2:7]
if(sum(nval)>0)crit.val<-critit[nval,p]
if(is.null(crit.val)){
if(n<=400){
yy<-c(critit[loc[1]-1,p],critit[loc[1],p])
}
icoef<-lsfit(xx,yy)$coef
}}}}
if(is.null(crit.val)){
# no critical value found
if(!com.pval){
print('Critical values not available, will set com.pval=T')
print('and compute a p-value')
com.pval<-T
}}
gdot<-ortho(gdot)
x<-gdot[,2:pp1]
x<-as.matrix(x)
temp<-rqfit(x,y,qval=qval,res=TRUE)
coef<-temp$coef
psi<-NA
psi<-ifelse(temp$residuals>0,qval,qval-1)
for(j in 1:n){
}
temp<-temp/n
if(com.pval){
if(SEED)set.seed(2)
xy=list()
p1=p+1
for(i in 1:nboot)xy[[i]]=rmul(n,p=p1)
if(MC)temp3=mclapply(xy,qrchkv2.sub2,qval=qval,mc.preschedule=TRUE)
if(!MC)temp3=lapply(xy,qrchkv2.sub2,qval=qval)
rem=matl(temp3)
p.val=sum(test>=rem)
rem<-sort(rem)
p.val<-1-p.val/nboot
crit.val<-rem[ic]
}
de='Fail to reject'
if( test>=crit.val)de='Reject'
list(test.stat=test,crit.value=crit.val,p.value=p.val,Decision=de)
}
qrchkv2.sub2<-function(xy,qval){
p1=ncol(xy)
p=p1-1
val=qrchkv2(xy[,1:p],xy[,p1],qval=qval)
val
}
regYciCV<-
function(n,alpha=.05,nboot=1000,regfun=tsreg,SEED=TRUE,MC=FALSE,null.value=0,xout=F
ALSE,...){
#
# Determine a critical value for regYci
#
if(SEED)set.seed(2)
mv=NA
chk=0
xy=list()
for (i in 1:nboot)xy[[i]]=rmul(n)
if(!MC)est=lapply(xy,regciCV.sub,regfun=regfun,null.value=null.value,...)
if(MC)est=mclapply(xy,regciCV.sub,regfun=regfun,null.value=null.value,...)
est=as.vector(matl(est))
est=sort(est)
ic=round(alpha*nboot)
crit=est[ic]
crit
}
regciCV.sub<-function(xy,regfun,null.value=0,xout=FALSE,...){
pv=regYci(xy[,1],xy[,2],SEED=FALSE,regfun=regfun,null.value=null.value,xout=xout,..
.)[,5]
min(pv)
}
regYci.sum<-
function(x,y,regfun=tsreg,pts=x,nboot=100,xout=FALSE,outfun=out,SEED=TRUE,alpha=.05
,crit=NULL,null.value=0,plotPV=FALSE,ADJ=FALSE,MC=FALSE,
scale=FALSE,span=.75,xlab='X',xlab1='X1',xlab2='X2',ylab='p-
values',theta=50,phi=25,pch='*',...){
#
# Summarize results from regYci so that results are easier to read.
# single independent variable is assumed.
#
x<-as.matrix(x)
p=ncol(x)
if(p>1)stop('This function is designed for one independent variable only')
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
x<-as.matrix(x)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
x=as.matrix(x)
}
res=regYci(x,y,regfun=regfun,nboot=nboot,null.value=null.value,alpha=alpha,crit=cri
t,
ADJ=ADJ,MC=MC,plotPV=plotPV,...)
xord=order(pts)
outp=cbind(pts[xord],res[xord,])
dimnames(outp)=list(NULL,c('X','Pred. Y','Lower.ci','Upper.ci','p.value'))
outp
}
trq.fit<-
function(x, y, a1 = 0.1, a2, z, int = T, method = "primal", tol = 0.0001)
{
#compute trimmed regression quantiles
#z is the rq strcture
if(missing(a2)) a2 <- a1
if(a1 < 0 | a2 < 0)
stop("trimming proportion negative.")
if(a1 + a2 - 1 > tol)
stop("trimming proportion greater than 1.")
if(method!="primal" & method!="dual")
stop("invalid method: should be 'primal' or 'dual'.")
x <- as.matrix(x)
if(missing(z)){
# z <- rq.fit.br(x, y, tau = -1) #This function is not working properly.
ny=length(y)
xx=cbind(rep(1,ny),x)
z <- rq.fit.br(xx, y, tau = -1)
print(z)
}
p <- z$sol[1, ]
q <- matrix(z$sol[ - c(1:3), ], nrow(z$sol) - 3, ncol(z$sol))
n <- nrow(z$dsol)
s <- NULL
if(length(dimnames(x)[[2]]) == 0)
dimnames(x) <- list(NULL, paste("X", 1:(nrow(q) - 1), sep = "")
)
if(int) {
x <- cbind(1, x)
dimnames(x)[[2]][1] <- 'Intercept'
}
xbar <- apply(x, 2, "mean")
xxinv <- solve(t(x) %*% x)
if(abs(a1 + a2 - 1) <= tol) {
#single quantile case

i <- sum(p < a1)
s$coef <- q[, i]
names(s$coef) <- dimnames(x)[[2]]
s$resid <- y - x %*% s$coef
PI <- 3.14159
x0 <- qnorm(a1)
d0 <- (1/sqrt(2 * PI)) * exp( - (x0^2/2))
d0 <- ((4.5 * d0^4)/(2 * x0^2 + 1)^2)^0.2
d <- d0 * (length(s$resid) - length(s$coef))^(-0.2)
if(d > min(a1, 1 - a1))
d <- min(a1, 1 - a1)
s$d <- d
i <- sum(p < a1 + d)
j <- sum(p < a1 - d)
shat <- as.numeric(xbar %*% t(q[, i] - q[, j]))/(2 * d)
s$int <- int
s$v <- a1 * (1 - a1) * shat^2
s$cov <- s$v * xxinv
}
else {
#real trimming
p1 <- p[-1]
f <- 1/(1 - a1 - a2)
d <- pmax((pmin(p1, 1 - a2) - c(a1, pmax(p1[ - length(p1)],
a1))), 0)
if(method == "primal") {
s$coef <- q[, 1:length(p1)] %*% d * f
s$resid <- y - x %*% s$coef
s$int <- int
}
else {
#Jureckova-Gutenbrunner trimmed least squares
i <- max(1, sum(p < a1))
g <- (z$dsol[, i + 1] - z$dsol[, i])/(p[i + 1] - p[
i])
wa <- z$dsol[, i] + (a1 - p[i]) * g
j <- sum(p < 1 - a2)
g <- (z$dsol[, j + 1] - z$dsol[, j])/(p[j + 1] - p[
j])
wb <- z$dsol[, j] + (1 - a2 - p[j]) * g
wt <- wa - wb
if(min(wt) < 0)
warning("some weights negative!")
s <- lsfit(x, y, abs(wt), int = F)
}
#now compute covariance matrix estimate
mu <- xbar %*% s$coef
v <- d %*% (z$sol[2, 1:length(d)] - mu)^2
k <- qrq(z, c(a1, a2)) - mu
v <- v + a1 * k[1]^2 + a2 * k[2]^2 + (a1 * k[1] + a2 * k[2])^2
names(s$coef) <- dimnames(x)[[2]]
s$v <- as.vector(f^2 * v)
s$cov <- s$v * xxinv
}
class(s) <- "trq"
s
}
"print.trq"<-
function(object, digits = 4)
{
n <- length(object$resid)
p <- length(object$coef)
options(warn = -1)
if(object$int) {
df.num <- p - 1
fstat <- c(t(object$coef[-1]) %*% solve(object$cov[-1, -1]) %*%
(object$coef[-1]))/df.num
}
else {
df.num <- p
fstat <- t(object$coef) %*% solve(object$cov) %*% (object$coef
)/df.num
}
pvalue <- 1 - pf(fstat, df.num, (n - p))
regstat <- c(sqrt(object$v), n, fstat, df.num, (n - p), pvalue)
names(regstat) <- c("rse", "n", "F.stat", "df.num", "df.den", "p.value"
)
err <- sqrt(diag(object$cov))
tstat <- c(object$coef/err)
tabcoef <- cbind(object$coef, err, tstat, 2 * (1 - pt(abs(tstat),
n - p)))
dimnames(tabcoef) <- list(names(object$coef), c("coef", "std.err",
"t.stat", "p.value"))
options(warn = 0)
print(round(tabcoef, digits))
cat(paste("Winsorized Standard Error of Regression= ", format(round(
sqrt(object$v), digits)), "\n", "N = ", format(n),
", F-statistic = ", format(round(fstat, digits)), " on ",
format(df.num), " and ", format((n - p)), " df, ", "p-value = ",
format(round(pvalue, digits)), "\n\n", sep = ""))
invisible(list(summary = regstat, coef.table = tabcoef))
}
"qrq"<-
function(s, a)
{
#computes linearized quantiles from rq data structure
#v is the rq structure e.g. rq(x,y)
#a is a vector of quantiles required
if(min(a) < 0 | max(a) > 1) stop("alphas out of range [0,1]")
r <- s$sol[1, ]
q <- s$sol[2, ]
q <- c(q[1], q)
J <- length(r)
r <- c(0, (r[1:J - 1] + r[2:J])/2, 1)
u <- rep(0, length(a))
for(k in 1:length(a)) {
i <- sum(r < a[k])
w <- (a[k] - r[i])/(r[i + 1] - r[i])
u[k] <- w * q[i + 1] + (1 - w) * q[i]
}
u
}
trqreg<-function(x,y,a1=.1,a2,xout=FALSE,outfun=outpro){
library(quantreg)
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
n=length(y)
xx=cbind(rep(1,n),x)
z <- rq.fit.br(xx, y, tau = -1)
res=trq.fit(x,y,z=z,a1=a1,a2)
coef=res$coef[1:p1]
list(coef=coef)
}
cor2xy<-function(x,y,corfun=spear){
est1=corfun(x[,1],y)$cor
est2=corfun(x[,2],y)$cor
list(cor=c(est1,est2))
}
TWOpovPV<-function(x,y,alpha=.05,CN=FALSE){
#
# Comparing two dependent correlations: Overlapping case
#
#
#
# returns a confidence stored in
# ci
#
# This function is exactly like TWOpov, only it returns a p-value as well.
#
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-TWOpov(x,y,alpha=alph[i],CN=CN)$ci
if(sign(chkit[1]*chkit[2])==1)break
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
}}}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
res=TWOpov(x,y,alpha=alpha,CN=CN)
list(p.value=p.value,est.rho1=res$est.rho1,est.rho2=res$est.rho2,ci=res$ci)
}
TWOpNOVPV<-function(x,y,HC4=TRUE,alpha=.05){
#
# Comparing two dependent correlations: Non-overlapping case
#
# Compute a .95 confidence interval
# for the difference between two dependent Pearson correlations,
# non-overlapping case.
#
# Both x and y are assumed to be matrices with two columns.
# The function compares the correlation between x[,1] and x[,2]
# to the correlation between y[,1] and y[,2].
#
# For simulation results, see Wilcox (2009).
# COMPARING PEARSON CORRELATIONS: DEALING WITH
# HETEROSCEDASTICITY AND NON-NORMALITY, Communications in Statistics--Simulations
# and Computations, 38, 2220-2234.
#
# This function is exactly like TWOpNOV, only it returns a p-value as well.
#
# Note: To get a p-value, HC4=TRUE must be used.
#
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-TWOpNOV(x,y,alpha=alph[i],HC4=TRUE)
chkit=c(chkit$ci.lower,chkit$ci.upper)
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
}}}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
res=TWOpNOV(x,y,alpha=alpha,HC4=TRUE)
ci=c(res$ci.lower,res$ci.upper)
list(p.value=p.value,est.1=res$est.1,est.2=res$est.2,ci=ci)
#ci.lower=res$ci.lower,ci.upper=res$ci.upper)
}
regYci<-
function(x,y,regfun=tsreg,pts=unique(x),nboot=100,ADJ=FALSE,xout=FALSE,outfun=out,S
EED=TRUE,alpha=.05,crit=NULL,null.value=0,plotPV=FALSE,scale=TRUE,span=.75,
xlab='X',xlab1='X1',xlab2='X2',ylab='p-values',zlab='p-values',
theta=50,phi=25,MC=FALSE,nreps=1000,SM=FALSE,pch='*',...){
#
# Compute confidence interval for the typical value of Y, given X, based on some
regression estimator
# By default,
# regfun=tsreg meaning that the Theil--Sen estimator is used.
#
# ADJ=TRUE, the critical value is adjusted so that the simultaneous probability
coverage is 1-alpha.
# The adjustment has been studied with one independent variable. It is unknown how
well it works with
# more than one independent variable.
#
# If there is a single independent variable,
# regfun=tsreg, ols or qreg, and alpha=.05, an adjustment can be made quickly.
Otherwise an
# adjustment must be computed, which can require relatively high execution time.
# To reduce execution time, set
# MC=TRUE, assuming a multi-core processor is available.
#
# nreps: Number of replications used to compute a critical value. Execution time
can be high
# MC=TRUE can reduce execution time considerably if a multi-core processor is
available.
#
x<-as.matrix(x)
p=ncol(x)
p1=p+1
vals=NA
x<-xy[,1:p]
y<-xy[,p1]
x<-as.matrix(x)
n=nrow(x)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
n=nrow(m)
x<-m[,1:p]
y<-m[,p1]
x=as.matrix(x)
}
if(ADJ){
if(n<10)stop('Should have a sample size of at least 10')
if(alpha==.05){
alpha=.01 # assuming tsreg,tsreg_C, tshdreg or qreg are being used.
#if(identical(regfun,tsreg))alpha=.01
#if(identical(regfun,tsreg_C))alpha=.01 #causes an error if WRScpp is not installed
if(identical(regfun,ols)){
nv=c(10,20,50,100,400)
pval=c(.001,.004, .008, .008, .01)
ipos=sum(nv<=n)
alpha=pval[ipos]
}
if(identical(regfun,tshdreg))alpha=.009
#if(identical(regfun,tshdreg_C))alpha=.009
if(identical(regfun,qreg))alpha=.009
crit=qnorm(1-alpha/2)
}
}
if(SEED)set.seed(2)
if(is.null(crit)){
if(!ADJ)crit=qnorm(1-alpha/2)
if(ADJ){
padj=regYciCV(n,nboot=nreps,regfun=regfun,MC=MC,SEED=FALSE,
null.value=0,...)
crit=qnorm(1-padj/2)
}}
sqsd=regYvar(x,y,regfun=regfun,pts=pts,nboot=nboot,SEED=SEED)
sd=sqrt(sqsd)
est=regYhat(x,y,regfun=regfun,xr=pts,...)
pv=2*(1-pnorm(abs(est-null.value)/sd))
if(length(pts)==1)est=matrix(c(est,est-crit*sd,est+crit*sd,pv),nrow=1)
if(length(pts)>1)est=cbind(est,est-crit*sd,est+crit*sd,pv)
dimnames(est)=list(NULL,c('Pred. Y','Lower.ci','Upper.ci','p.value'))
if(plotPV){
if(ncol(x)>2)stop('Can plot only with one or two independent variables')
if(ncol(x)==1)plot(pts,pv,xlab=xlab,ylab=ylab,pch=pch)
if(ncol(x)==2){
if(SM)lplot(pts,pv,xlab=xlab1,ylab=xlab2,zlab=zlab,span=span,ticktype='detail',scal
e=scale,theta=theta,phi=phi)
if(!SM)scatterplot3d(pts[,1],pts[,2],pv,xlab=xlab1,ylab=xlab2,zlab=zlab)
}}
if(p==1){
xord=order(pts)
if(length(pts)==1)outp=matrix(c(pts[xord],est[xord,]),nrow=1)
if(length(pts)>1)outp=cbind(pts[xord],est[xord,])
dimnames(outp)=list(NULL,c('X','Pred. Y','Lower.ci','Upper.ci','p.value'))
est=outp
}
est
}
anclin<-
function(x1,y1,x2,y2,regfun=tsreg,pts=NULL,ALL=FALSE,npts=25,plotit=TRUE,SCAT=TRUE,
pch1='*',pch2='+',
nboot=100,ADJ=TRUE,xout=FALSE,outfun=outpro,SEED=TRUE,p.crit=.015,
alpha=.05,crit=NULL,null.value=0,plotPV=FALSE,scale=TRUE,span=.75,xlab='X',xlab1='X
1',xlab2='X2',ylab='p-
values',ylab2='Y',theta=50,phi=25,MC=FALSE,nreps=1000,pch='*',...){
#
# ANCOVA:
# For two independent groups, compute confidence intervals for difference between
# the typical value of Y, given X,
# based on some regression estimator
# By default,
#
# The functions anclin and regYci2g are identical.
#
# In contrast to the function ancJN, this function can deal with a larger number
of
# covariate values and it controls the probability of one or more Type I errors
using
# a method that is better, in terms of power, than using Hochberg or Hommel.
#
# ADJ=TRUE, the critical value is adjusted so that the simultaneous
# If there is a single covariate,
# regfun=tsreg or tshdreg, and alpha=.05, an adjustment can be made quickly.
Otherwise an
# If n1<20 and n2<100, assuming that n1<n2,
# an adjusted critical value must be computed even when using the
# Theil--Sen estimator.
# If the R package WRScpp has been installed, execution time can be reduced
further
# using when using Theil--Sen by setting regfun=tsreg_C or tshdreg_C
#
# nboot: the number of bootstrap samples used to estimate standard errors.
#
# nreps: Number of replications used to compute a critical value.
#
# pts: values for the independent variable where confidence intervals are computed
# pts=NULL means that 100 points evenly spaced between min(x1,x2) and max(x1,x2)
are used.
# If pts is specified,the function and ADJ=TRUE, the function will compute an
# adjusted critical value, which again can result in high execution time.
#
x1<-as.matrix(x1)
p=ncol(x1)
if(p>1)stop('Current version allows one covariate only')
p1=p+1
vals=NA
x1<-xy[,1:p]
y1<-xy[,p1]
x1<-as.matrix(x1)
x2<-as.matrix(x2)
p=ncol(x2)
p1=p+1
vals=NA
x2<-xy[,1:p]
y2<-xy[,p1]
x2<-as.matrix(x2)
n1=length(y1)
n2=length(y2)
n=min(c(n1,n2))
#print(c(n1,n2,n))
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
n1=nrow(m)
x1<-m[,1:p]
y1<-m[,p1]
x1=as.matrix(x1)
m<-cbind(x2,y2)
m<-m[flag,]
n2=nrow(m)
n=min(c(n1,n2))
x2<-m[,1:p]
y2<-m[,p1]
x2=as.matrix(x2)
}
if(is.null(pts)){
if(ALL)pts=xall
if(!ALL)pts=seq(min(xall),max(xall),length.out=npts)
}
if(ADJ){
if(alpha==.05){
#if(identical(regfun,tsreg) || identical(regfun,tsreg_C))alpha=p.crit causes an
error if WRScpp not installed
#if(identical(regfun,tsreg))alpha=p.crit
alpha=p.crit
}
if(!ADJ)p.crit=alpha
if(n<20 & max(c(n1,n2))<100) crit=NULL
if(p>1)crit=NULL
}
if(is.null(crit) & !ADJ)crit=qnorm(1-alpha/2)
if(is.null(crit) & ADJ){
if(SEED)set.seed(2)
padj=regYciCV2G(n1,n2,nboot=nreps,regfun=regfun,MC=MC,SEED=FALSE,ALL=ALL,
null.value=null.value,pts=pts,alpha=alpha,...)$crit.est
p.crit=padj
}
sqsd1=regYvar(x1,y1,regfun=regfun,pts=pts,nboot=nboot,SEED=SEED)
est1=regYhat(x1,y1,regfun=regfun,xr=pts,...)
pv=2*(1-pnorm(abs(est1-est2-null.value)/sd))
est=cbind(pts,est1-est2,est1-est2-crit*sd,est1-est2+crit*sd,pv)
dimnames(est)=list(NULL,c('X','Est.Dif','Lower.ci','Upper.ci','p.value'))
if(plotit){
plotPV=FALSE
plot(c(x1,x2),c(y1,y2),type="n",xlab=xlab,ylab=ylab2)
if(SCAT){
}
abline(reg1)
abline(reg2,lty=2)
}
if(plotPV){
if(ncol(x1)>2)stop('Can plot only with one or two independent variables')
if(ncol(x1)==1)plot(pts,pv,xlab=xlab,ylab=ylab,pch=pch)
if(ncol(x2)==2)lplot(pts,pv,xlab=xlab1,ylab=xlab2,zlab=ylab,span=span,ticktype='det
ail',scale=scale,theta=theta,phi=phi)
}
list(output=est,p.crit=p.crit,crit.value=crit,num.sig=sum(est[,5]<=p.crit))
}
regYciCV2G<-function(n1,n2,crit=NULL,g=0,h=0,nboot=1000,regfun=tsreg,ALL=TRUE,
alpha=.05,SEED=TRUE,MC=FALSE,null.value=0,pts=NULL,npts=100,nmiss=0,...){
n=max(n1,n2)
if(nmiss>n)stop('Number of missing values is greater than max(n1,n2)')
if(SEED)set.seed(2)
mv=NA
chk=0
if(n1!=n2)nmiss=max(c(n1,n2))-min(c(n1,n2))
xy=list()
for (i in 1:nboot){
x1=ghdist(n,g=g,h=h)
x2=ghdist(n,g=g,h=h)
if(nmiss>0)x2[1:nmiss]=NA
xx=c(x1,x2)
xx=elimna(xx)
if(is.null(pts)){
if(!ALL)pts=seq(min(xx),max(xx),length.out = npts)
if(ALL)pts=unique(xx)
}
y1=ghdist(n,g=g,h=h)
y2=ghdist(n,g=g,h=h)
xy[[i]]=cbind(x1,y1,x2,y2)
}
if(!
MC)est=lapply(xy,regciCV2G.sub,regfun=regfun,null.value=null.value,npts=npts,...)
if(MC)est=mclapply(xy,regciCV2G.sub,regfun=regfun,null.value=null.value,pts=pts,npt
s=npts,...)
type1=NULL
if(!is.null(crit))type1=mean(est<=crit)
list(global.p.value=type1,crit.est=hd(est,alpha))
}
regYci2G=anclin
regY2G.sub<-function(xy,regfun,null.value=0,...){
pv=regYci2Gv2(xy[,1],xy[,2],xy[,3],xy[,4],SEED=FALSE,regfun=regfun,null.value=null.
value,...)[,4]
min(pv)
}
regciCV2G.sub<-function(xy,regfun,null.value=0,pts=NULL,npts=100,...){
pv=regYci2Gv2(xy[,1],xy[,2],xy[,3],xy[,4],SEED=FALSE,regfun=regfun,null.value=null.
value,plotit=FALSE,
npts=npts,pts=pts,...)$output[,5]
min(pv)
}
# To avoid nested calls, need:
regYci2Gv2<-
function(x1,y1,x2,y2,regfun=tsreg,pts=NULL,ALL=FALSE,npts=25,plotit=TRUE,SCAT=TRUE,
pch1='*',pch2='+',
nboot=100,ADJ=FALSE,xout=FALSE,outfun=outpro,SEED=TRUE,p.crit=.015,
alpha=.05,crit=NULL,null.value=0,plotPV=FALSE,scale=TRUE,span=.75,xlab='X',xlab1='X
1',xlab2='X2',ylab='p-
values',ylab2='Y',theta=50,phi=25,MC=FALSE,nreps=1000,pch='*',...){
#
# ANCOVA:
# For two independent groups, compute confidence intervals for difference between
# the typical value of Y, given X,
# based on some regression estimator
# By default,
#
# The functions anclin and regYci2g are identical.
#
# In contrast to the function ancJN, this function can deal with a larger number
of
# covariate values and it controls the probability of one or more Type I errors
using
# a method that is better, in terms of power, than using Hochberg or Hommel.
#
# ADJ=TRUE, the critical value is adjusted so that the simultaneous
# If there is a single covariate,
# regfun=tsreg or tshdreg, and alpha=.05, an adjustment can be made quickly.
Otherwise an
# If n1<20 and n2<100, assuming that n1<n2,
# an adjusted critical value must be computed even when using the
# Theil--Sen estimator.
# If the R package WRScpp has been installed, execution time can be reduced
further
# using when using Theil--Sen by setting regfun=tsreg_C or tshdreg_C
#
# nboot: the number of bootstrap samples used to estimate standard errors.
#
# nreps: Number of replications used to compute a critical value.
#
# pts: values for the independent variable where confidence intervals are computed
# pts=NULL means that 100 points evenly spaced between min(x1,x2) and max(x1,x2)
are used.
# If pts is specified,the function and ADJ=TRUE, the function will compute an
# adjusted critical value, which again can result in high execution time.
#
x1<-as.matrix(x1)
p=ncol(x1)
if(p>1)stop('Current version allows one covariate only')
p1=p+1
vals=NA
x1<-xy[,1:p]
y1<-xy[,p1]
x1<-as.matrix(x1)
x2<-as.matrix(x2)
p=ncol(x2)
p1=p+1
vals=NA
x2<-xy[,1:p]
y2<-xy[,p1]
x2<-as.matrix(x2)
n1=length(y1)
n2=length(y2)
n=min(c(n1,n2))
#print(c(n1,n2,n))
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
n1=nrow(m)
x1<-m[,1:p]
y1<-m[,p1]
x1=as.matrix(x1)
m<-cbind(x2,y2)
m<-m[flag,]
n2=nrow(m)
n=min(c(n1,n2))
x2<-m[,1:p]
y2<-m[,p1]
x2=as.matrix(x2)
}
if(is.null(pts)){
if(ALL)pts=xall
if(!ALL)pts=seq(min(xall),max(xall),length.out=npts)
}
if(ADJ){
if(alpha==.05){
#if(identical(regfun,tsreg) || identical(regfun,tsreg_C))alpha=p.crit causes an
error if WRScpp not installed
#if(identical(regfun,tsreg))alpha=p.crit
alpha=p.crit
}
if(!ADJ)p.crit=alpha
if(n<20 & max(c(n1,n2))<100) crit=NULL
if(p>1)crit=NULL
}
if(is.null(crit) & !ADJ)crit=qnorm(1-alpha/2)
if(is.null(crit) & ADJ){
if(SEED)set.seed(2)
print(c(n1,n2))
padj=regYciCV2G(n1,n2,nboot=nreps,regfun=regfun,MC=MC,SEED=FALSE,ALL=ALL,
null.value=null.value,pts=pts,alpha=alpha,...)$crit.est
p.crit=padj
}
pv=2*(1-pnorm(abs(est1-est2-null.value)/sd))
est=cbind(pts,est1-est2,est1-est2-crit*sd,est1-est2+crit*sd,pv)
dimnames(est)=list(NULL,c('X','Est.Dif','Lower.ci','Upper.ci','p.value'))
if(plotit){
plotPV=FALSE
plot(c(x1,x2),c(y1,y2),type="n",xlab=xlab,ylab=ylab2)
if(SCAT){
}
abline(reg1)
abline(reg2,lty=2)
}
if(plotPV){
if(ncol(x1)>2)stop('Can plot only with one or two independent variables')
if(ncol(x1)==1)plot(pts,pv,xlab=xlab,ylab=ylab,pch=pch)
if(ncol(x2)==2)lplot(pts,pv,xlab=xlab1,ylab=xlab2,zlab=ylab,span=span,ticktype='det
ail',scale=scale,theta=theta,phi=phi)
}
list(output=est,p.crit=p.crit,crit.value=crit,num.sig=sum(est[,5]<=p.crit))
}
ancdet<-function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,
alpha=.05,method="EP",plotit=TRUE,plot.dif=FALSE,pts=NA,sm=FALSE,
pr=TRUE,xout=FALSE,outfun=out,MC=FALSE,
npts=25,p.crit=NULL,nreps=5000,SEED=TRUE,EST=FALSE,
SCAT=TRUE,xlab='X',ylab='Y',pch1='*',pch2='+',...){
#
# Like the function ancova, but a more detailed analysis
# plot.dif=TRUE: plot difference in the estimates plus a
# confidence band having simultaneous probability coverate 1-alpha
#
# npts = number of covariate values to be used
#
# Argument method indicates which measure of effect size will be used
# EP: explanatory measure of effect size
# QS: quantile shift measure of effect size
# WMW: P(X<Y)
#
if(is.null(p.crit))set.seed(2)
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
res1=ancova(x1,y1,x2,y2,pr=FALSE,plotit=FALSE,method=method)$output
pts=seq(res1[1,1],res1[5,1],length.out=npts)
if(alpha!=.05)EST=TRUE
if(!EST){
nv=c(30, 50, 60, 70, 80, 100,
150, 200, 300, 400, 500, 600, 800)
pv=c(0.00824497,0.00581, 0.005435089, 0.004763079,
0.00416832, 0.004406774, 0.00388228,0.003812836,0.003812836,0.003453055,
0.003625061,
.003372966, 0.003350022)
n1= length(y1)
n2=length(y2)
p.crit=(lplot.pred(1/nv,pv,1/n1)$yhat+lplot.pred(1/nv,pv,1/n2)$yhat)/2
}
if(EST)p.crit=ancdet.pv(length(y1),length(y2),nreps=nreps,tr=tr,npts=npts,MC=MC)
}
if(plot.dif)plotit=FALSE
critv=qnorm(1-p.crit/2)
res=ancova(x1,y1,x2,y2,fr1=fr1,fr2=fr2,tr=tr,alpha=alpha,pr=FALSE,plotit=plotit,pts
=pts,SCAT=SCAT)$output
res[,7]=res[,4]-critv*res[,6] # adjust confidence interval based on adjusted p-
value
res[,8]=res[,4]+critv*res[,6] # adjust confidence interval based on adjusted p-
value
if(plot.dif){
yhat=plot(c(res[,1],res[,1],res[,1]),c(res[,4],res[,7],res[,8]),type='n',xlab=xlab,
ylab=ylab)
z1=lplot(res[,1],res[,4],plotit=FALSE,pyhat=TRUE)$yhat
lines(res[,1],z1)
lines(res[,1],z2,lty=2)
}
sig=rep(0,nrow(res))
sig[res[,9]<=p.crit]=1
sig=as.matrix(sig,ncol=1)
dimnames(sig)=list(NULL,'Sig.Dif')
res=cbind(res,sig)
list(p.crit=p.crit,output=res[,-10],num.sig=sum(sig),p.crit=p.crit)
}
ancdet.sub<-function(xy,tr=.2,
alpha=.05,plotit=FALSE,plot.dif=FALSE,pts=NA,sm=FALSE,
pr=TRUE,xout=FALSE,outfun=out,LP=TRUE,
npts=25,p.crit=NULL,nreps=2000,
#
# Like ancova, but a more detailed analysis based on using
# npts covariate values
#
xy1=elimna(xy[,1:2])
x1=xy1[,1]
y1=xy1[,2]
x2=xy2[,1]
y2=xy2[,2]
res1=ancova(x1,y1,x2,y2,pr=FALSE,plotit=FALSE)$output
res=ancova(x1,y1,x2,y2,tr=tr,alpha=alpha,plotit=FALSE,
pr=FALSE,pts=pts,skip.crit=TRUE)$output
res.out=min(res[,9])
res.out
}
ancdet.pv<-function(n1,n2,nreps=2000,alpha=.05,npts=25,tr=.2,MC=FALSE,SEED=TRUE){
if(SEED)set.seed(2)
pvals=NA
xy=list()
n=max(c(n1,n2))
nmiss=n-min(c(n1,n2))
for (i in 1:nreps){
xy[[i]]=rmul(n,p=4)
xy[[i]][1:nmiss,1:2]=NA
}
if(!MC)pvals=lapply(xy,ancdet.sub,npts=npts,tr=tr)
if(MC){
library(parallel)
pvals=mclapply(xy,ancdet.sub,npts=npts,tr=tr)
}
pvals=matl(pvals)
pv=hd(pvals,alpha)
pv
}
ancdet2C<-function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,test=yuen,q=.5,
alpha=.05,plotit=TRUE,op=FALSE,pts=NA,sm=FALSE,FRAC=.5,
pr=TRUE,xout=FALSE,outfun=outpro,MC=FALSE,
p.crit=NULL,nreps=2000,SEED=TRUE,FAST=TRUE,ticktype='detail',
xlab='X1',ylab='X2',zlab='Y',pch1='*',pch2='+',...){
#
# method MC3 in Wilcox (2017, Intro to Robust Estimation and Hypothesis Testing,
4th ed.)
# Multiple comparisons using an improvement on Hochberg to control FWE
#
# Like ancdet, only two covariate values can be used.
# Like method MC2,
# use the deepest half of the covariate values.
#
# politit=TRUE. Plot covariate points. Significant points are indicated by
# pch='+'
#
# test can have one of three values: yuen (default), qcomhd or qcomhdMC
#
if(ncol(as.matrix(x1))!=2)stop('Two covariates only can be used')
x1=xy[,1:2]
y1=xy[,3]
x2=xy[,1:2]
y2=xy[,3]
if(min(length(y1),length(y2))<50)stop('The minimum sample size must be greater than
or equal to 50')
if(xout){
x1<-x1[flag,]
y1<-y1[flag]
x2<-x2[flag,]
y2<-y2[flag]
}
if(FAST){
if(FRAC==.5){
if(alpha==.05){
nv=c(50, 55, 60, 70, 80, 100, 200, 300, 400, 500, 600,800)
pv=c(0.004585405, 0.003199894, 0.002820089, 0.002594342, 0.002481210, 0.001861313,
0.001419821, 0.001423000, 0.001313700, 0.001351900, 0.001075, 0.00095859)
n1= length(y1)
n2=length(y2)
# Using K=n1 points, i.e., K=n1 tests are performed
if(max(n1,n2)>max(nv)){
p.crit=min(pv)
print('Warning: p.crit has not been computed exactly for sample sizes greater than
800')
if(n1>800)p.crit1=regYhat(1/pv[8:12,1],pv[8:12,2],1/n1)
if(n1<=800)p.crit1=lplot.pred(1/nv,pv,1/n1)$yhat
if(n2>800)p.crit1=regYhat(1/pv[8:12,1],pv[8:12,2],1/n2)
if(n2<=800)p.crit1=lplot.pred(1/nv,pv,1/n2)$yhat
p.crit=(p.crit1+p.crit2)/2
}
}}}}
res1=ancov2COV(x1,y1,x2,y2,DETAILS=TRUE,pr=FALSE,FRAC=FRAC,tr=tr,test=test,q=q,MC=M
C)
if(is.null(p.crit))p.crit=ancdet2C.pv(length(y1),length(y2),MC=MC,nreps=nreps,
SEED=SEED)
LL=length(ncol(res1$all.results))
if(LL==1)num.sig=sum(res1$all.results[,3]<=p.crit)
if(LL==0)num.sig=NA
sig.points=NA
if(LL==1){
flag=res1$all.results[,3]<=p.crit
sig.points=res1$all.points.used[flag,1:2]
}
if(plotit){
if(!op){
if(pr)print('To plot the estimated differences for the covariate points used, set
op=TRUE')
if(LL==0)plot(res1$all.points.used[,1],res1$all.points.used[,2],xlab=xlab,ylab=ylab
)
if(LL==1){
plot(res1$all.points.used[,1],res1$all.points.used[,2],type='n',xlab=xlab,ylab=ylab
)
points(res1$all.points.used[!flag,1],res1$all.points.used[!flag,2],pch=pch1)
points(res1$all.points.used[flag,1],res1$all.points.used[flag,2],pch=pch2)
}}
if(op)
lplot(res1$all.points.used[,1:2],res1$all.points.used[,3],xlab=xlab,ylab=ylab,zlab=
zlab,ticktype=ticktype)
}
list(num.sig=num.sig,p.crit=p.crit,points.used=cbind(res1$all.points.used[,1:3],res
1$all.results),sig.points=sig.points)
}
ancdet2C.pv<-function(n1,n2,nreps=2000,alpha=.05,FRAC=.5,tr=.2,MC=FALSE,SEED=TRUE){
pvals=NA
xy=list()
n=max(c(n1,n2))
for (i in 1:nreps){
xy[[i]]=rmul(n,p=6)
xy[[i]][1:nmiss,1:3]=NA
}
if(!MC)pvals=lapply(xy,ancdet2C.sub,tr=tr,FRAC=FRAC)
if(MC){
library(parallel)
pvals=mclapply(xy,ancdet2C.sub,tr=tr,FRAC=FRAC)
}
pvals=matl(pvals)
pv=hd(pvals,alpha)
pv
}
ancdet2C.sub<-function(xy,tr=.2,FRAC=.5){
#
x1=xy1[,1:2]
y1=xy1[,3]
x2=xy2[,1:2]
y2=xy2[,3]
res1=ancov2COV(x1,y1,x2,y2,pr=F,FRAC=FRAC)$min.p.value
res1
}
Dancdet<-function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,DIF=TRUE,
alpha=.05,plotit=TRUE,plot.dif=FALSE,pts=NA,sm=FALSE,
npts=25,p.crit=NULL,nreps=2000,SEED=TRUE,
#
# ANCOVA for dependent groups.
#
# Like Dancova, but a more detailed analysis
# plot.dif=TRUE: plot difference in the estimates plus a
# confidence band having simultaneous probability coverate 1-alpha
#
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,3]
y2=xy[,4]
res1=ancova(x1,y1,x2,y2,pr=FALSE,plotit=FALSE)$output # Get lowest and covariate
# values where comparisons can be made.
if(is.null(p.crit))p.crit=ancdet.pv(length(y1),length(y2),nreps=nreps,tr=tr,npts=np
ts,MC=MC)
if(plot.dif)plotit=FALSE
res=Dancova(x1,y1,x2,y2,fr1=fr1,fr2=fr2,tr=tr,alpha=p.crit,
DIF=DIF,plotit=plotit,pts=pts,SCAT=SCAT)$output
if(plot.dif){
yhat=plot(c(res[,1],res[,1],res[,1]),c(res[,3],res[,6],res[,7]),type='n',xlab=xlab,
ylab=ylab)
lines(res[,1],z1)
}
sig=as.matrix(sig)
res=cbind(res,sig)
list(p.crit=p.crit,output=res,num.sig=sum(sig),p.crit=p.crit)
}
dmedian<-function(x,depfun=pdepth,...){
#
# Compute the median based on the deepest point for the multivariate
# data in x
#
# For continuous variables, this function returns a unique median
#
# Projection distances are used by default.
# Another option is depfun=zdepth
#
if(is.null(dim(x)) || dim(x)==1)stop('x should be a matrix with two or more
columns')
val=depfun(x,...)
id=which(val==max(val))
list(center=x[id,])
}
ancJNmp<-function(x1,y1,x2,y2,regfun=qreg,p.crit=NULL,DEEP=FALSE,WARN=FALSE,
plotit=TRUE,xlab='X1',ylab='X2',null.value=0,FRAC=.5,cov1=FALSE,SMM=TRUE,ALL=FALSE,
pr=TRUE,
alpha=.05,nreps=1000, MC=FALSE,
pts=NULL,SEED=TRUE,nboot=100,xout=FALSE,outfun=outpro,...){
#
#
# DEEP=FALSE: If pts=NULL, design points are chosen to be deepest point in
# x1 plus points on the .5 depth contour.
#
# DEEP=TRUE, choose deepest half of c(x1,x2) and use critical p-value indicated by
# p.crit, the critical p-value,which defaults to .015 when alpha=.05.
# If alpha!=.05, p.crit must be computed, which can require high execution time.
# MC=TRUE will reduce execution time considerably.
#
# cov1=TRUE: the covariates that are used are taken to be the points in x1. If
#
# plotit=TRUE: if p=2 covariates, plot covariate points with non-significant
points indicated by * and
# significant points by +
# (This function replaces anctsmp, which does not have an option for using the
deepest half of covariate points.)
#
x1=as.matrix(x1)
x2=as.matrix(x2)
if(ncol(x1)!=ncol(x2))stop('x1 and x2 have a different number of columns')
p=ncol(x1)
p1=p+1
x1=m1[,1:p]
y1=m1[,p1]
x2=m2[,1:p]
y2=m2[,p1]
#
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
n1=length(y1)
n2=length(y2)
nv=c(n1,n2)
if(cov1){
pts=unique(x1)
if(alpha==.05)p.crit=0.00676
}
if(DEEP)pts=NULL
p.crit=NULL
DEEP=FALSE
}
if(!DEEP){
x1<-as.matrix(x1)
pts<-ancdes(unique(rbind(x1,x2)))
p.crit=NULL
}
if(DEEP){
pts=ancov2COV(x1,y1,x2,y2,DETAILS=TRUE,cr=.27,pr=FALSE,FRAC=FRAC)
$all.points.used[,1:2]
}}
pts<-as.matrix(pts)
ntests=nrow(pts)
dimnames(mat)<-list(NULL,c('Est 1', 'Est
2','DIF','TEST','se','ci.low','ci.hi','p.value'))
outfun,...)
outfun,...)
# xout=F because leverage points have already been removed.
mat[,1]=est1
mat[,2]=est2
est=est1-est2
mat[,3]=est
mat[,5]=sd
mat[,4]=tests
mat[,8]=pv
crit=NULL
if(!cov1){
if(!DEEP){
if(length(pts)>1){
if(ntests<=28){
}
if(ntests>28 || is.null(crit))crit=smmvalv2(dfvec=rep(Inf,nrow(pts)),alpha=alpha)
}}}
if(cov1){
if(!DEEP){
if(alpha==.05)p.crit=0.00676
if(alpha!
=.05)p.crit=ancJNmpcp(n1,n2,alpha=alpha,regfun=regfun,nreps=nreps,MC=MC,cov1=cov1,
DEEP=FALSE)$pc.est
crit=qnorm(1-p.crit/2)
}}
if(DEEP){
if(p==2){
p.crit=.012
if(alpha!
=.05)p.crit=ancJNmpcp(n1,n2,alpha=alpha,regfun=regfun,nreps=nreps,MC=MC,cov1=cov1,
DEEP=TRUE)$pc.est
}
if(p>2){
if(length(pts)>1){
if(SMM){
if(ntests<=28){
}
}
if(!SMM){
p.crit=ancJNmpcp(n1,n2,alpha=alpha,regfun=regfun,nreps=nreps,MC=MC,cov1=FALSE)
}}}}
mat[,6]=est-crit*sd
mat[,7]=est+crit*sd
flag=rep(FALSE,nrow(mat))
flag.chk1=as.logical(mat[,6]>null.value)
flag.chk2=(mat[,7]<null.value)
flag.chk=(flag.chk1+flag.chk2>0)
num.sig=sum(flag.chk)
if(p==2){
if(plotit){
plot(pts[,1],pts[,2],xlab=xlab,ylab=ylab,type='n')
flag[flag.chk]=TRUE
points(pts[!flag,1],pts[!flag,2],pch='*')
points(pts[flag,1],pts[flag,2],pch='+')
}}
output.sig=NULL
if(p==2){
if(num.sig>0){
output.sig=matrix(NA,nrow=num.sig,ncol=8)
output.sig[,1]=pts[flag,1]
output.sig[,2]=pts[flag,2]
output.sig[,3]=mat[flag,1]
dimnames(output.sig)<-list(NULL,c('COV 1','COV 2','Est 1', 'Est
2','DIF','ci.low','ci.hi','p.value'))
if(!ALL){
mat=NULL
pts=NULL
}
if(pr)print('To get the results for all covariate points, set ALL=TRUE')
}}
list(n=nv,num.sig=num.sig,p.crit=p.crit,points=pts,output.sig=output.sig,output=mat
)
}
ancJNmpcp<-function(n1,n2,regfun=qreg,nreps=1000,alpha=.05,MC=FALSE,
SEED=TRUE,cov1=TRUE,DEEP=TRUE){
if(SEED)set.seed(2)
x=list()
n=max(c(n1,n2))
for(i in 1:nreps){
x[[i]]=rmul(n,p=6)
if(n1<n2){
if(nmiss>0)x[[i]][1:nmiss,1:3]=NA
}
if(n1>n2){
if(nmiss>0)x[[i]][1:nmiss,4:6]=NA
}
}
if(!MC)vals=lapply(x,ancJNmpcp.sub,regfun=regfun,cov1=cov1,DEEP=DEEP)
if(MC)vals=mclapply(x,ancJNmpcp.sub,regfun=regfun,cov1=cov1,DEEP=DEEP)
vals=as.vector(matl(vals))
pc.est=hd(vals,alpha)
list(pc.est=pc.est)
}
ancJNmpcp.sub<-function(x,regfun=qreg,cov1=FALSE,DEEP=TRUE){
pts=NULL
z=elimna(x[,1:3])
z2=elimna(x[,4:6])
res1=ancJNmp(z[,1:2],z[,3],z2[,1:2],z2[,3],SEED=TRUE,plotit=FALSE,DEEP=DEEP,
regfun=regfun,cov1=cov1)$output
v=min(res1[,8])
v
}
ancovaV2.pv<-function(n1,n2,nreps=2000,MC=FALSE,qpts=FALSE,qvals = c(0.25, 0.5,

0.75),
nboot=500,SEED=TRUE,est=tmean,alpha=.05){
iter=nreps
xy=list()
for(i in 1:iter){
xy[[i]]=list()
xy[[i]][[1]]=rnorm(n1)
}
if(!
MC)pv=lapply(xy,ancovaV2pv.sub,qpts=qpts,qvals=qvals,nboot=nboot,MC=FALSE,est=est)
if(MC){
library(parallel)
pv=mclapply(xy,ancovaV2pv.sub,qpts=qpts,qvals=qvals,nboot=nboot,MC=FALSE,est=est)
}
pv=as.vector(matl(pv))
p=hd(pv,q=alpha)
list(p.crit=p)
}
ancovaV2pv.sub<-function(xy,qpts=FALSE,qvals = c(0.25, 0.5,

0.75),nboot=500,MC=TRUE,
est=tmean){
res=ancovaV2(xy[[1]],xy[[2]],xy[[3]],xy[[4]],est=est,plotit=F,p.crit=.03,SEED=TRUE,
qpts=qpts,
nboot=nboot,MC=MC)
rm=min(res$output[,2])
rm
}
ancovaUB.pv=ancovaV2.pv
list.dif<-function(x1,x2){
#
# Form all differences
#
if(!is.list(x1))stop('Argument x1 should have list mode')
if(!is.list(x2))stop('Argument x2 should have list mode')
if(length(x1)!=length(x2))stop('x1 and x2 have different lengths')
dif=list()
for(j in 1:length(x1))dif[[j]]=x1[[j]]-x2[[j]]
dif
}
kerSORT<-function(x,xlab='',ylab='',pts=NA){
#
# kernel density estimator using Silverman's rule of thumb
#
#
A=min(c(sd(x),idealfIQR(x)/1.34))
bw=.9*A/n^.2
init=density(x,bw=bw,kernel='ep')
plot(init$x,init$y,xlab=xlab,ylab=ylab,type='n')
lines(init$x,init$y)
}
twohc4cor<-function(x1,y1,x2,y2,alpha=.05){
#
# Compare two independent Pearson correlations using the HC4 method
#
#
x1<-X[,1]
y1<-X[,2]
x2<-X[,1]
y2<-X[,2]
temp1=olshc4(x1,y1)
temp2=olshc4(x2,y2)
test=(temp1$ci[2,2]-temp2$ci[2,2])/sqrt(temp1$ci[2,6]^2+temp2$ci[2,6]^2)
df=length(x1)+length(x2)-4
pv=2*(1-pt(abs(test),df))
pv
}
#BD2
BD2=function(matrizDatos){
n=dim(matrizDatos)[1]
p=dim(matrizDatos)[2]
cont=rep(0,n)
for (i in 1:(n-1)){
for (j in (i+1):n){
cont=cont+estaEntre(c(i,j),matrizDatos)
}
}
contg=(cont/combinat(n,2))
}
#indicator function
estaEntre=function(v,matrizDatos){
Z=matrizDatos
inf=t(apply(Z[v,],2,min))
sup=t(apply(Z[v,],2,max))
resultados=colSums((t(Z)<=t(sup)%*%rep(1,n))* (t(Z)>=t(inf)%*%rep(1,n)))==p
}
#combination
combinat=function(n,p){
if (n<p){combinat=0}
else {combinat=exp(lfactorial(n)-(lfactorial(p)+lfactorial(n-p)))}
}
#BD3
BD3=function(matrizDatos){
cont=rep(0,n)
for (i in 1:(n-2)){
for (j in (i+1):(n-1)){
for (k in (j+1):n){
cont=cont+estaEntre(c(i,j,k),matrizDatos)
}
}
}
}
#MBD
MBD=function(matrizDatos){
cont=rep(0,n)
for (i in 1:(n-1)){
for (j in (i+1):n){
cont=cont+aprops(c(i,j),matrizDatos)
}
}
}
#proportion function
aprops=function(v,matrizDatos){
Z=matrizDatos
inf=t(apply(Z[v,],2,min))
sup=t(apply(Z[v,],2,max))
resul=colSums((t(Z)<=t(sup)%*%rep(1,n))* (t(Z)>=t(inf)%*%rep(1,n)))
resultado=(resul/p)
}
#function boxplot
#fit: p by n functional data matrix, n is the number of curves
#method: BD2, BD3, MBD
fbplot<-
function(fit,x=NULL,method='MBD',depth=NULL,plot=TRUE,prob=0.5,color=6,outliercol=2
,barcol=4,fullout=FALSE, factor=1.5,xlab='Time',ylab='Y',...){
if(is.fdSmooth(fit) | is.fdPar(fit)){ fit = fit$fd }

if(is.fd(fit)){
if(length(x)==0){
x = seq(fit$basis$rangeval[1],fit$basis$rangeval[2],len=101)
}
fit = eval.fd(x,fit)
}
tp=dim(fit)[1]
n=dim(fit)[2]
if (length(x)==0) {x=1:tp}
#compute band depth
if (length(depth)==0){
if (method=='BD2') {depth=BD2(t(fit))}
else if (method=='BD3') {depth=BD3(t(fit))}
else if (method=='MBD') {depth=MBD(t(fit))}
else if (method=='Both') {depth=round(BD2(t(fit)),4)*10000+MBD(t(fit))}
}
dp_s=sort(depth,decreasing=TRUE)
index=order(depth,decreasing=TRUE)
if (plot) {
plot(x,fit[,index[1]],lty=1,lwd=2,col=1,type='l',xlab=xlab,ylab=ylab,...)
}
for (pp in 1:length(prob)){
m=ceiling(n*prob[pp])#at least 50%
center=fit[,index[1:m]]
out=fit[,index[(m+1):n]]
inf=apply(center,1,min)
sup=apply(center,1,max)
if (prob[pp]==0.5){ #check outliers

dist=factor*(sup-inf)
upper=sup+dist
lower=inf-dist
outly=(fit<=lower)+(fit>=upper)
outcol=colSums(outly)
remove=(outcol>0)
#outlier column
colum=1:n
outpoint=colum[remove==1]
out=fit[,remove]
woout=fit
good=woout[,(remove==0),drop=FALSE]
maxcurve=apply(good,1,max)
mincurve=apply(good,1,min)
if (sum(outly)>0){
if (plot) {
matlines(x,out,lty=2,col=outliercol,type='l',...)
}
}
barval=(x[1]+x[tp])/2
bar=which(sort(c(x,barval))==barval)[1]
if (plot) {
lines(c(x[bar],x[bar]),c(maxcurve[bar],sup[bar]),col=barcol,lwd=2)
lines(c(x[bar],x[bar]),c(mincurve[bar],inf[bar]),col=barcol,lwd=2)
}
}
xx=c(x,x[order(x,decreasing=TRUE)])
supinv=sup[order(x,decreasing=TRUE)]
yy=c(inf,supinv)
if (plot) {
if (prob[pp]==0.5) {polygon(xx,yy,col=color[pp],border=barcol,lwd=2)}
else {polygon(xx,yy,col=color[pp],border=NA)}
}
}
if (plot) {
lines(x,fit[,index[1]],lty=1,lwd=2,col=1,type='l')
lines(x,maxcurve,col=barcol,lwd=2)
lines(x,mincurve,col=barcol,lwd=2)
if (fullout) {
if (sum(outly)>0){
if (plot) {
matlines(x,out,lty=2,col=outliercol,type='l',...)
}
}
}
}
return(list(depth=depth,outpoint=outpoint))
}
funyuenpb<-function(x1,x2,tr=.2,pts=NULL,npts=25,plotit=TRUE,alpha=.05,
SEED=TRUE,
nboot=2000,xlab='T',ylab='Est.dif',FBP=TRUE,method='hochberg',COLOR=TRUE){
#
# x1 and x2 are n-by-p matrices,
# Designed for functional data.
# For example, p measures taken over time where p is typically large
#
# Goal: at speficied times, compare the two groups.
# pts: Can specify time points where comparisons are to be made
# if pts=NULL, pick
# npts points evenly space between min and max time points
#
p=ncol(x1)
pm1=p-1
if(p!=ncol(x2))stop('ncol(x1) is not equal to ncol(x2)')
n1=nrow(x1)
n2=nrow(x2)
if(SEED)set.seed(2)
if(is.null(pts)){
np=round(p/npts)
if(np==0)np=1
pts=seq(2,pm1,np)
notpts=-1*length(pts)
pts=pts[c(-1,notpts)]
}
npts=length(pts)
xsub1=x1[,pts]
xsub2=x2[,pts]
res=NA
dif=NA
bvals=matrix(nrow=nboot,ncol=npts)
for(j in 1:nboot){
data1=sample(n1,size=n1,replace=TRUE)
bvals[j,]=apply(xsub1[data1,],2,tmean,tr=tr)-apply(xsub2[data2,],2,tmean,tr=tr)
}
bsort=apply(bvals,2,sort)
crit<-alpha/2
icu<-nboot-icl
op=matrix(NA,nrow=length(pts),ncol=7)
dimnames(op)=list(NULL,c('est 1','est 2','dif','p.value',
'adjust.p.value','ci.low','ci.hi'))
op[,1]=apply(xsub1,2,tmean,tr=tr)
op[,2]=apply(xsub2,2,tmean,tr=tr)
op[,3]=op[,1]-op[,2]
bsort=apply(bvals,2,sort)
bs=bvals<0
pv=apply(bs,2,mean)
pv2=rbind(pv,1-pv)
pv2=apply(pv2,2,min)
op[,4]=2*pv2
#flag0=op[,4]==0
#op[flag0,4]=.004
op[,5]=p.adjust(op[,4],method=method)
op[,6]=bsort[icl,]
op[,7]=bsort[icu,]
if(plotit){
if(!FBP){
xlow=c(1:nrow(op))
xax=rep(c(1:nrow(op)),3)
rplot(xlow,op[,3],xlab=xlab,ylab=ylab,scat=FALSE)
plot(xax,as.vector(op[,c(3,6,7)]),type='n',xlab=xlab,ylab=ylab)
lines(xlow,op[,3])
lines(xlow,op[,6],lty=2)
}
if(FBP){
par(mfrow=c(1,2))
if(COLOR)FBplot(x1)
if(!COLOR)func.out(x1)
lines(medcurve(x2))
if(COLOR)FBplot(x2)
if(!COLOR)func.out(x2)
lines(medcurve(x1))
par(mfrow=c(1,1))
}}
op=cbind(pts,op)
op
}
anova.nestA<-function(x,tr=.2){
#
# J-by-K nested ANOVA
# x is assumed to have list mode with length J.
# x[[j]] is assumed to be a matrix with n_j rows and K columns
# j=1, ..., J
#
# Strategy: For fixed level of factor A compute trimmed mean for each
# level of factor B and use these trimmed means as the unit of analysis
# That is, perform an ANOVA using these trimmed means
#
if(!is.list(x))stop('x should have list mode')
y=list()
J=length(x)
for(j in 1:J)y[[j]]=apply(x[[j]],2,tmean,tr=tr)
res=t1way(y,tr=tr)
res
}
anova.nestAP<-function(x,tr=.2){
#
# J-by-K nested ANOVA
# x is assumed to have list mode with length J.
# x[[j]] is assumed to be a matrix with n_j rows and K columns
# j=1, ..., J
#
# pool data for each level of A and do anova
#
if(!is.list(x))stop('x should have list mode')
y=list()
J=length(x)
for(j in 1:J)y[[j]]=as.vector(x[[j]])
res=t1way(y,tr=tr)
res
}
r.gauss.pro<-function(n,C,M,t){
#
# generate data from a Gaussian Process
#
# n is the sample size
# C is the covariance function
# for example:
# C <- function(x, y) 0.01 * exp(-10000 * (x - y)^2) # covariance function
# M is the mean function. For example
#M <- function(x) sin(x) # mean function
# t is the interval over which the mean is computed
#t <- seq(0, 1, by = 0.01) # will sample the GP at these points
#
library(MASS)
k <- length(t)
m <- M(t)
S <- matrix(nrow = k, ncol = k)
for (i in 1:k) for (j in 1:k) S[i, j] = C(t[i], t[j])
z=matrix(NA,nrow=n,ncol=k)
#for(i in 1:n)
#z[i,] <- mvrnorm(1, m, S)
z=mvrnorm(n, m, S)
z
}
Flplot<-function(x,est=mean,xlab='Time',ylab='Y',plotit=TRUE){
#
# average n curves and plot results
#
es=apply(x,2,est)
if(plotit){
plot(es,xlab=xlab,ylab=ylab,type='n')
lines(es)
}
es
}
FQplot<-function(x,xlab='Time',ylab='Y',plotit=TRUE){
#
# Compute the median and quartiles of n curves and plot results
#
es=apply(x,2,hd)
es1=apply(x,2,hd,q=.25)
es2=apply(x,2,hd,q=.75)
if(plotit){
plot(rep(c(1:ncol(x)),3),c(es,es1,es2),xlab=xlab,ylab=ylab,type='n')
lines(es)
lines(es1,lty=2)
lines(es2,lty=2)
}
es
}
Flplot2g<-function(x1,x2,est=mean,xlab='Time',ylab='Y',plotit=TRUE){
#
# average n curves and plot results
#
x1=elimna(x1)
x2=elimna(x2)
if(ncol(x1)!=ncol(x2))stop('x1 and x2 should have the same number of columns')
x1=elimna(x1)
x2=elimna(x2)
es1=apply(x1,2,est)
es2=apply(x2,2,est)
if(plotit){
plot(rep(1:ncol(x1),2),c(es1,es2),xlab=xlab,ylab=ylab,type='n')
lines(es1)
lines(es2,lty=2)
}
list(est.1=es1,est.2=es2)
}
funloc<-function(x,tr=.2,pts=NULL,npts=25,plotit=TRUE,alpha=.05,nv=rep(0,ncol(x)),
xlab='T',ylab='Est.',FBP=TRUE,method='hochberg',COLOR=TRUE){
#
#
# nv is the null value when testing some hypothesis
#
# Goal: at speficied times, compute measures of location and confidence intervals.
# if pts=NULL, pick
#
# FBP=T: creates a functional boxplot
# FBP=F: plot an estimate of the typical value plus 1-alpha confidence intervals.
#
p=ncol(x)
pm1=p-1
if(is.null(pts)){
np=round(p/npts)
if(np==0)np=1
pts=seq(2,pm1,np)
}
res=NA
dif=NA
dimnames(op)=list(NULL,c('est.','s.e.','p.value',
z=trimci(x[,i],tr=tr,null.value=nv[i],pr=FALSE)
op[i,1]=z$estimate
op[i,2]=z$se
op[i,3]=z$p.value
op[i,5]=z$ci[1]
op[i,6]=z$ci[2]
}
if(plotit){
if(!FBP){
xlow=c(1:nrow(op))
lines(xlow,op[,1])
}
if(FBP){
if(COLOR)FBplot(x)
if(!COLOR)func.out(x)
}}
op=cbind(pts,op)
op
funlocpb<-function(x,est=tmean,nboot=2000,SEED=TRUE,
pts=NULL,npts=25,plotit=TRUE,alpha=.05,nv=rep(0,ncol(x)),
xlab='T',ylab='Est.',FBP=TRUE,method='hochberg',COLOR=TRUE,...){
#
#
# nv is the null value when testing some hypothesis
#
# Goal: at speficied times, compute measures of location and confidence intervals.
# if pts=NULL, pick
#
# FBP=T: creates a functional boxplot
# FBP=F: plot an estimate of the typical value plus 1-alpha confidence intervals.
#
p=ncol(x)
pm1=p-1
if(is.null(pts)){
np=round(p/npts)
if(np==0)np=1
pts=seq(2,pm1,np)
}
res=NA
dif=NA
dimnames(op)=list(NULL,c('est.','p.value',
x=elimna(x)
n=nrow(x)
z=onesampb(x[,i],est=est,nboot=nboot,alpha=alpha,SEED=SEED,nv=nv,...)
op[i,1]=z$estimate
op[i,2]=z$p.value
op[i,4]=z$ci[1]
op[i,5]=z$ci[2]
}
if(plotit){
if(!FBP){
xlow=c(1:nrow(op))
lines(xlow,op[,1])
}
if(FBP){
if(COLOR)FBplot(x)
if(!COLOR)func.out(x)
}}
op=cbind(pts,op)
op
MULMreg<-function(x,y,regfun=MMreg,
xout=FALSE,outfun=outpro,...){
#
# Multivariate regression: simply estimate parameters for
# for each column of Y values based on some multivariate regression
# estimator.
#
# Use MMreg by default
#
# x and y are assumed to be matrices with two or more columns
#
#
x<-as.matrix(x)
y<-as.matrix(y)
n.keep=nrow(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag,]
x<-as.matrix(x)
y<-as.matrix(y)
n.keep=nrow(x)
}
p1=ncol(x)+1
q=ncol(y)
est=matrix(NA,nrow=p1,ncol=q)
dimnames(est)=list(c('Inter',rep('Slope',ncol(x))),NULL)
for(i in 1:q)est[,i]=regfun(x,y[,i],...)$coef
list(coef=est)
}
MULR.yhat<-function(x,y,pts=x,regfun=MULMreg,
#
# Compute predicted Y values based on some multivariate regression
# estimator.
#
# Use MULMreg by default
#
#
x<-as.matrix(x)
y<-as.matrix(y)
n.keep=nrow(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag,]
x<-as.matrix(x)
n.keep=nrow(x)
}
q=ncol(y)
p1=ncol(x)+1
yhat=matrix(NA,nrow=nrow(pts),ncol=q)
coef=regfun(x,y)$coef
slope=as.matrix(coef[2:p1,])
for(j in 1:q){
yhat[i,j]=coef[1,j]+sum(slope[,j]*x[i,])
}}
list(yhat=yhat)
}
corCOMmcp_sub<-function(data,x,y,corfun=wincor){
#
#
rv=NA
for(j in 1:ncol(x))rv[j]=corfun(x[data,j],y[data])$cor
rv
}
corCOMmcp<-
function(x,y,corfun=wincor,alpha=.05,nboot=500,SEED=TRUE,MC=FALSE,xout=FALSE,outfun
=outpro,method='hommel',...){
#
# Comparing robust dependent correlations: Overlapping case
# That is, have two or more independent variables, compare
# cor(y,x_j) to cor(y,x_k) for each j<k
# Hommel's method is used to control FWE.
#
#
#
if(nrow(x)!=length(y))stop('x and y have different sample sizes; should be equal')
p=ncol(x)
p1=p+1
m1=cbind(x,y)
nval=nrow(m1)
x<-m1[,1:p]
y=m1[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
est=NA
for(j in 1:p)est[j]=corfun(x[,j],y)$cor
#
#
data=listm(t(data))
if(MC){
library(parallel)
bvec<-mclapply(data,corCOMmcp_sub,x,y,corfun)
}
if(!MC)bvec<-lapply(data,corCOMmcp_sub,x,y,corfun)
K=(p^2-p)/2
output=matrix(NA,nrow=K,ncol=8)
dimnames(output)=list(NULL,c('IV','IV','Est.1','Est.2','ci.low','ci.hi','p.value','
adj.p.value'))
mat=matrix(NA,nrow=nboot,ncol=p)
for(i in 1:nboot)mat[i,]=bvec[[i]]
ic=0
for(j in 1:p){
for(k in 1:p){
if(j<k){
ic=ic+1
output[ic,1]=j
output[ic,2]=k
output[ic,3]=est[j]
output[ic,4]=est[k]
bsort<-sort(mat[,j]-mat[,k])
output[ic,5]=bsort[ilow]
output[ic,6]=bsort[ihi]
pv=mean(bsort<0)+.5*mean(bsort==0)
output[ic,7]=2*min(c(pv,1-pv))
}}}
list(results=output)
}
regIVcom<-
function(x,y,IV1=1,IV2=2,regfun=tsreg,nboot=200,xout=FALSE,outfun=outpro,SEED=TRUE,
MC=FALSE,tr=.2,...){
#
# Compare strength of the association for two subsets of independent variables.
# IV1 and IV2 indicate the two sets of independent variables to be compared
# Example: IV1=c(1,2), IV2=3 would compare the first two independent variables to
the third.
# Explanatory power is used based on a Winsorized variance.
# tr indicates the amount of Winsorizing
#
# regfun=Qreg reduces execution time but possibly at the expense of less power.
#
if(sum(duplicated(c(IV1,IV2)))>0)stop('IV1 and IV2 have duplicate values making
this method invalid')
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
#if(length(IV1)+length(IV2) != p)stop('ncol(x) should equal the number of variables
indicated by IV1 and IV2')
if(length(IV1)+length(IV2) > p)stop('IV!+IV2 should be less than or equal ncol(x)')
if(max(c(IV1,IV2))>p)stop('IV1 or IV2 has a value that exceeds the number of col.
in x')
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
nrem=length(y)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
nkeep=length(y)
#estit=regfun(x,y,xout=xout,...)$coef[2:p1]
nv=length(y)
x<-as.matrix(x)
for(k in 1:2){
if(!MC){
if(k==1)bvec1=bvec
if(k==2)bvec2=bvec
}
if(MC){
library(parallel)
data=listm(t(data))
if(k==1)bvec1=matl(bvec)
if(k==2)bvec2=matl(bvec)
data=t(matl(data))
}}
bvec1=bvec1[2:p1,] # don't need the intercept
bvec2=bvec2[2:p1,] # don't need the intercept
v1=NA
v2=NA
for(i in 1:nboot){
v1[i]=regIVcom_sub(bvec1[IV1,i],x[data[i,],IV1],tr=tr)
v2[i]=regIVcom_sub(bvec2[IV2,i],x[data[i,],IV2],tr=tr)
}
pv=bmp(v1,v2)$phat
est=regfun(x,y)$coef[2:p1]
e1=regIVcom_sub(est[IV1],x[,IV1],tr=tr)
e2=regIVcom_sub(est[IV2],x[,IV2],tr=tr)
rat=NA
if(e2>0)rat=e1/e2
ep1=e1/winvar(y,tr=tr)
ep2=e2/winvar(y,tr=tr)
list(n=nrem,n.keep=nkeep,est.1=e1,est.2=e2,e.pow1=ep1,e.pow2=ep2,strength.assoc.1=s
qrt(ep1),
strength.assoc.2=sqrt(ep2),
ratio=rat,strength.ratio=sqrt(rat),p.value=pv)
}
regIVcom_sub<-function(slope,x,tr){
yhat=apply(t(slope*t(x)),1,sum)
str=winvar(yhat,tr=tr)
str
}
regIVstr<-function(x,y,regfun=tsreg,xout=FALSE,outfun=outpro,tr=.2,...){
#
# Estimate strength of each independent variable
# when all of them are entered into the model.
#
xy=cbind(x,y)
xy=elimna(xy)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
p=ncol(x)
p1=p+1
est=regfun(x,y,...)$coef[2:p1]
top=NA
for(j in 1:p)top[j]=regIVcom_sub(est[j],x[,j],tr=tr)
bot=winvar(y,tr=tr)
str=top/bot
list(explanatory.power=str,explanatory.strength=sqrt(str))
}
Q2anova<-function(J,K,x,alpha=.05,nboot=600,MC=FALSE){
#
# Two-way ANOVA for medians, tied values allowed.
#
if(J*K != length(x))stop('Total number of groups is not equal to JK')
chkcar=NA
if(min(chkcar)<20){
print('20 for one more groups. Type I error might not be controlled')
}
con=con2way(J,K)
A=pbadepth(x,est=hd,con=con$conA,alpha=alpha,nboot=nboot,MC=MC)
B=pbadepth(x,est=hd,con=con$conB,alpha=alpha,nboot=nboot,MC=MC)
AB=pbadepth(x,est=hd,con=con$conAB,alpha=alpha,nboot=nboot,MC=MC)
list(Fac.A=A,Fac.B=B,Fac.AB=AB)
}
Q3anova<-function(J,K,L,x,alpha=.05,nboot=600,MC=FALSE){
#
# Three-way ANOVA for medians, tied values allowed.
#
if(J*K*L != length(x))stop('Total number of groups is not equal to JKL')
chkcar=NA
if(min(chkcar)<20){
print('20 for one more groups. Type I error might not be controlled')
}
con=con3way(J,K,L)
A=pbadepth(x,est=hd,con=con$conA,alpha=alpha,nboot=nboot,MC=MC)
B=pbadepth(x,est=hd,con=con$conB,alpha=alpha,nboot=nboot,MC=MC)
C=pbadepth(x,est=hd,con=con$conC,alpha=alpha,nboot=nboot,MC=MC)
AB=pbadepth(x,est=hd,con=con$conAB,alpha=alpha,nboot=nboot,MC=MC)
AC=pbadepth(x,est=hd,con=con$conAC,alpha=alpha,nboot=nboot,MC=MC)
BC=pbadepth(x,est=hd,con=con$conBC,alpha=alpha,nboot=nboot,MC=MC)
ABC=pbadepth(x,est=hd,con=con$conABC,alpha=alpha,nboot=nboot,MC=MC)
}
scat3d2g<-function(x1,x2,pch1='+',pch2='*',tick.marks=TRUE,
xlab='X1', ylab='X1', zlab='X3'){
#
# plot data in x1 and x2
# marking points in x1 with symbol indicated by pch1
# marking points in x2 with symbol indicated by pch2
#
if(ncol(x1)!=3)stop('x1 should be a matrix with 3 columns')
temp=scatterplot3d(x=c(x1[,1],x2[,1]),y=c(x1[,2],x2[,2]),
z=c(x1[,3],x2[,3]),type='n',tick.marks=tick.marks,
xlab=xlab, ylab=ylab, zlab=zlab)
temp$points(x1,pch=pch1)
temp$points(x2,pch=pch2)
}
scat2d2g<-function(x1,x2,xlab='X1',ylab='X2',ticktype='detailed',pch1='+',
pch2='*'){
#
# Create a scatterplot marking data from the first group with the symbol
# indicated by pch1 and the symbol indicated by pch2 for group 2.
#
plot(rbind(x1,x2),type='n',xlab=xlab,ylab=ylab)
points(x1,pch=pch1)
points(x2,pch=pch2)
}
qhdsm.pred<-function(x,y,pts=x,q=.5,fr=1,nmin=1,xout=FALSE,outfun=outpro,...){
#
# Predict the qth quantile of Y based on the values in pts, using the
# the data in x and y.
#
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
x=as.matrix(x)
if(xout){
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(ncol(x)==1){
vals=runhat(x[,1],y,pts=pts,est=hd,q=q,fr=fr,nmin=nmin,...)
nvals=1
nvals[i]<-length(y[near(x,pts[i],fr=fr)])
}
}
if(ncol(x)>1){
temp=rung3hat(x,y,pts=pts,est=hd,q=q,fr=fr,...)
vals=temp$rmd
nvals=temp$nval
}
list(Y.hat=vals,nvals=nvals)
}
skmcp<-function(x,alpha=.05){
#
# and binary data.
# The method is based on the Storer--Kim
# method for comparing independent binomials.
#
# to groups.
#
#
#
#
J<-length(x)
ncon=(J^2-J)/2
Jm<-J-1
#
output<-matrix(NA,nrow=ncon,ncol=4)
dimnames(output)<-list(NULL,c('Group','Group','p.value','p.crit'))
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
output[ic,1]=j
output[ic,2]=k
output[ic,3]=twobinom(x=x[[j]],y=x[[k]])$p.value
}}}
zvec<-dvec[1:ncon]
}
smmvalv3<-function(ntests,df,iter=20000,alpha=.05,SEED=TRUE){
#
# ntests=number of tests to be performed
#
if(SEED)set.seed(1)
vals<-NA
tvals<-NA
dfvec=rep(df,ntests)
z=matrix(nrow=iter,ncol=ntests)
for(j in 1: ntests)z[,j]=rt(iter,dfvec[j])
vals=apply(abs(z),1,max)
vals<-sort(vals)
qval<-vals[ival]
qval
}
binmat<-function(m,col,lower, upper,INC=TRUE){
#
# pull out the rows of the matrix m based on the values in the column
# col
# that are between lower and upper, inclusive. Note: the built-in function
findInterval could be used instead
#
# Example: binmat(m,3,10,15) will return all rows such that the
# values in column 3 are between 10 and 15, inclusive.
#
if(is.vector(m)){
m=as.matrix(m)
col=1
}
if(INC){
flag1=m[,col]<=upper
flag2=m[,col]>=lower
}
if(!INC){
flag1=m[,col]<upper
flag2=m[,col]>lower
}
flag=as.logical(flag1*flag2)
m[flag,]
}
binmat2v<-function(m,col=c(1,2),int1=c(.5,.5),int2=c(.5,.5),INC=TRUE){
#
# pull out the rows of the matrix m based on the values in the column
# int1 indicates intervals for first variable
# int2 indicates intervals for seocnd variable
# By default, split at the median for both variables.
# col indicates the columns of m by which the splits are made.
#
# Example: binmat(m,3,10,15) will return all rows such that the
# values in column 3 are between 10 and 15, inclusive.
#
if(is.vector(m)){
m=as.matrix(m)
col=1
}
if(INC){
flag1=m[,col[1]]<=upper
flag2=m[,col[1]]>=lower
}
if(!INC){
flag1=m[,col[1]]<upper
flag2=m[,col[1]]>lower
}
m[flag,]
}
boxdif<-function(x,names){
#
# For J dependent groups, compute all pairwise differences and then
# create boxplots for all pairs of groups.
#
if(is.null(dim(x)))stop('x should be a matrix or data frame')
ic=0
J=ncol(x)
n=nrow(x)
N=(J^2-J)/2
ic=0
dif=matrix(NA,nrow=n,ncol=N)
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
dif[,ic]=x[,j]-x[,k]
}}}
boxplot(dif,names=names)
}
comdepthsvm<-function(x1,x2,alpha=.05,depthfun=prodepth,
plotit=FALSE,kernel='radial',MISS=FALSE,TABLE=FALSE,...){
#
# compare two independent multivariate distributions based
# on a basic support vector machines method.
#
# MISS=TRUE: returns the vectors misclassified.
#
# Leave-one-out cross validation is used, but see
# Shao (1993). Linear Model Selection by Cross-Validation, JASA, 88, 486--494
#
library(e1071)
x1=elimna(x1)
x2=elimna(x2)
x1=as.matrix(x1)
x2=as.matrix(x2)
n1=nrow(x1)
n2=nrow(x2)
g1=rep(1,n1)
g2=rep(2,n2)
PCD=NULL
xall=rbind(x1,x2)
n=nrow(xall)
nm1=n-1
rem=NA
for(i in 1:nm1){
svm_model=svm(xall[-i,],as.factor(g[-i]),kernel=kernel)
temp=predict(svm_model,t(as.matrix(xall[i,])))
rem[i]=temp
pick=as.numeric(as.vector(temp[1]))
PCD[i]=pick[1]==g[i]
}
svm_model=svm(xall[-n,],as.factor(g[-n]),kernel=kernel)
temp=predict(svm_model,t(as.matrix(xall[n,])))
rem[n]=temp
pick=as.numeric(as.vector(temp[1]))
pick=as.numeric(as.vector(pick))
PCD[n]=pick[1]==g[n]
MI=NULL
if(MISS){
MI=cbind(xall[!PCD,],g[!PCD])
ir=c(1:n)
idrow=ir[!PCD]
MI=cbind(idrow,MI)
}
tab=NULL
if(TABLE){
tab=table(rem,as.factor(g))
dimnames(tab)=list(c('Pred 1','Pred 2'),c('GRP 1','GRP 2'))
}
list(est.prob=mean(PCD),miss.class.vectors=MI,TABLE=tab)
}
comsvm.best<-function(x1,x2,MISS=FALSE,TABLE=FALSE,cost=1){
#
# try all possible kernels and report the best
#
# Example: k(x,y) = exp( -||x-y||^2) is the Radial kernel
# k(x,y) = tanh(ax_i^Tx_i+r) is sigmoid kernel, a and r are parameters
# k(x,y) = (ax_i^Tx_i+r)^d polynomial
#
x1=as.matrix(x1)
x2=as.matrix(x2)
kvals=c('radial','linear','polynomial','sigmoid')
pcd.est=NA
for(j in 1:4)pcd.est[j]=comdepthsvm(x1,x2,kernel=kvals[j],cost=cost)$est.prob
id=which(pcd.est==max(pcd.est))
fin=comdepthsvm(x1,x2,MISS=MISS,kernel=kvals[id],cost=cost,TABLE=TABLE)
list(best.kernel=kvals[id],est.prob=fin$est.prob,
miss.class.vectors=fin$miss.class.vectors,TABLE=fin$TABLE)
}
comsvm.bestv2<-function(x1,x2,MISS=FALSE,TABLE=FALSE,cost=1){
#
# try all possible kernels and report the best
#
# Example: k(x,y) = exp( -||x-y||^2) is the Radial kernel
# k(x,y) = tanh(ax_i^Tx_i+r) is sigmoid kernel, a and r are parameters
# k(x,y) = (ax_i^Tx_i+r)^d polynomial
#
# if(length(cost)==1)stop('Use comsvm.best when there is only one value for cost')
x1=as.matrix(x1)
x2=as.matrix(x2)
kvals=c('radial','linear','polynomial','sigmoid')
idcost=1
idk=1
flag=TRUE
best=comdepthsvm(x1,x2,kernel=kvals[1],cost=cost[1])$est.prob
for(k in 1:length(cost)){
for(j in 1:4){
new=comdepthsvm(x1,x2,kernel=kvals[j],cost=cost[k])$est.prob
if(new>best){
best=new
idk=j
idcost=k
}}}
# Now check to see whether cost matters for the kernel that is being used
temp=NA
for(k in 1:length(cost))temp[k]=comdepthsvm(x1,x2,kernel=kvals[idk],cost=cost[k])
$est.prob
if(var(temp)==0)flag=FALSE
fin=comdepthsvm(x1,x2,MISS=MISS,best.kernel=kvals[idk],best.cost=cost[idc],TABLE=TA
BLE)
list(best.kernel=kvals[idk],best.cost=cost[idcost],est.prob=fin$est.prob,cost.matte
rs=flag,
miss.class.vectors=fin$miss.class.vectors,TABLE=fin$TABLE)
}
cumrelfT<-function(x,y,pts=NULL,q=c(.1,.25,.5,.75,.9),xlab='X',ylab='CUM REL
FREQ',plotit=TRUE,
op=1){
#
# Compare the cumulative relative frequencies for 2 independent groups
# based on the values in pts.
#
# x and y are vectors.
#
# op=1 use twobinom
# op=2 usd bi2KMS
x=elimna(x)
y=elimna(y)
if(is.null(pts)){
for(i in 1:length(q))pts[i]=qest(x,q[i])
}
output=matrix(NA,nrow=length(pts),ncol=5)
flag1=x<=pts[j]
flag2=y<=pts[j]
temp=NULL
if(op==1)temp=twobinom(x=flag1,y=flag2)
if(op==2)temp=bi2KMSv2(x=flag1,y=flag2)
if(is.null(temp))stop('op should be equal to 1 or 2')
output[j,2]=temp$p1
output[j,3]=temp$p2
output[j,4]=temp$est.dif
output[j,5]=temp$p.value
}
output[,1]=pts
if(plotit){
m=list()
m[[1]]=x
m[[2]]=y
cumrelf(m,xlab=xlab,ylab=ylab)
}
#output[,6]=p.adjust(output[,5],method='hoch') # can beat this adjusted p-value
#dimnames(output)=list(NULL,c('pts','est.p1','est.p2','est.dif','p.value','p.adjust
ed'))
dimnames(output)=list(NULL,c('pts','est.p1','est.p2','est.dif','p.value'))
output
}
rplotCITAP.pv<-
function(n,nreps=2000,alpha=.05,npts=25,tr=.2,fr=5,MC=FALSE,nmin=12,SEED=TRUE,LP=FA
LSE){
if(SEED)set.seed(2)
pvals=NA
xy=list()
for (i in 1:nreps){
xy[[i]]=rmul(n)
}
if(!MC)pvals=lapply(xy,rplotCITAP.sub,npts=npts,tr=tr,fr=fr,alpha=alpha,nmin=nmin)
if(MC){
library(parallel)
pvals=mclapply(xy,rplotCITAP.sub,npts=npts,tr=tr,fr=fr,alpha=alpha,nmin=nmin)
}
pvals=matl(pvals)
pv=hd(pvals,alpha)
pv
}
rplotCITAP.sub<-function(xy,tr=.2,fr=NA,SEED=TRUE,nmin=12,
pts=NA,npts=25,LP=FALSE,alpha=.05,xout=FALSE,...){
#
# prediction interval running interval smoother based on a trimmed mean.
# Unlike rplot, includes a confidence band.
#
x=xy[,1]
y=xy[,2]
xord=order(x)
x=x[xord]
y=y[xord]
infit=rplot(x,y,tr=tr,xout=xout,plotit=FALSE,LP=LP,fr=fr,pr=FALSE,pyhat=TRUE,nmin=n
min)
res1=ancova(x,y,x,y,pr=FALSE,plotit=FALSE,fr1=fr,fr2=fr)$output
rmd=infit$pyhat
res1=ancova(x,y,x,y,pr=FALSE,plotit=FALSE,fr1=fr,fr2=fr,nmin=nmin)$output
y.hat=NA
pv=NA
civ=matrix(NA,nrow=npts,ncol=2)
doit=trimci(y[near(x,pts[i],fr)],tr=tr,alpha=alpha,pr=FALSE)
pv[i]=doit$p.value
}
min(pv)
}
rplotCI.pv<-rplotCITAP.pv
rplotCIv2.pv<-function(n,nreps=4000,alpha=.05,tr=.2,fr=.5,
MC=TRUE,nmin=12,SEED=TRUE){
if(SEED)set.seed(2)
pvals=NA
xy=list()
for (i in 1:nreps){
xy[[i]]=rmul(n)
}
if(!MC)pvals=lapply(xy,rplotCIv2.sub,tr=tr,fr=fr,nmin=nmin)
if(MC){
library(parallel)
pvals=mclapply(xy,rplotCIv2.sub,tr=tr,fr=fr,nmin=nmin)
}
pvals=matl(pvals)
pv=hd(pvals,alpha)
pv
}
rplotCIv2.sub<-function(xy,nmin,tr,fr){
x=xy[,1]
y=xy[,2]
n=length(y)
nv=NA
for(j in 1:n)nv[j]=sum(near(x,x[j],fr=fr))
pts=x[nv>=nmin]
n.keep=length(pts)
for(j in 1:n.keep)nv[j]=sum(near(x,x[j],fr=fr))
pts=x[nv>=nmin]
rmd=NA
for(i in 1:length(pts))rmd[i]<-trimci(y[near(x,pts[i],fr)],tr=tr,pr=FALSE)$p.value
pv=min(rmd)
pv
}
bdmP<-function(x){
#
# Test the null hypothesis in Bruner et al. (2016)
# for a one-way design
#
J=length(x)
library(rankFD)
nv=lapply(x,length)
nv=as.vector(matl(nv))
z=x[[1]]
g=rep(1,nv[1])
for(j in 2:J){
z=c(z,x[[j]])
g=c(g,rep(j,nv[j]))
}
xg=cbind(z,g)
xg=as.data.frame(xg)
res=rankFD(z~g,data=xg,hypothesis = 'H0p')
w=as.vector(res$ANOVA.Type.Statistic)
list(test.stat=w[1],df1=w[2],df2=w[3],p.value=w[4],q.hat=bdm(x)$q.hat)
}
rplotCIM<-function(x,y,est=hd,fr=.5,p.crit=NA,plotit=TRUE,scat=TRUE,
pyhat=FALSE, pts=NA,npts=25,xout=FALSE,
xlab='X',ylab='Y',low.span=2/3,nmin=16,
outfun=out,LP=TRUE,LPCI=FALSE,MID=TRUE,alpha=.05,pch='.',...){
#
# Confidence interval for running interval smoother based on a median
# Unlike rplot, includes a confidence band having simultaneous probability
# coverage equal to 1-alpha.
#
#
# fr controls amount of smoothing. If the association is relatively strong, might
want to use fr=.2
#
chk=FALSE
if(identical(est,hd))chk=TRUE
if(!chk)stop('Current version, argument est must be hd')
n=length(y)
if(n<50)stop('Need at least n=50')
xord=order(x)
x=x[xord]
y=y[xord]
infit=rplot(x,y,est=est,xout=xout,plotit=plotit,LP=LP,fr=fr,pr=FALSE,pyhat=TRUE,xla
b=xlab,ylab=ylab)
rmd=infit$yhat
m<-cbind(x,y)
if(ncol(m)>2)stop('One covariate only is allowed with this function')
m<-elimna(m)
nv=nrow(m)
if(xout){
m<-m[flag,]
}
x=m[,1]
y=m[,2]
n.keep=length(y)
flag=duplicated(pts)
npts=length(pts)
xx=y[near(x,pt=pts[i],fr)]
civ[i,]=sint(xx,alpha=alpha/npts)
}
up=civ[!flag,2]
low=civ[!flag,1]
if(plotit){
if(LPCI){
up=lplot(pts,up,plotit=FALSE,pyhat=TRUE,pr=FALSE,low.span=low.span)$yhat
low=lplot(pts,low,plotit=FALSE,pyhat=TRUE,pr=FALSE,low.span=low.span)$yhat
}
pts=pts[!flag]
lines(pts,up,lty=2)
lines(pts,low,lty=2)
}
if(pyhat){output<-cbind(pts,rmd[!flag],low,up)
dimnames(output)=list(NULL,c('pts','y.hat','ci.low','ci.up'))
}
list(output=output,str=infit$Strength.Assoc,n=nv,n.keep=n.keep)
}
lplotCI<-
function(x,y,plotit=TRUE,xlab='X',ylab='Y',p.crit=NULL,alpha=.05,span=NULL,
CIV=FALSE,xout=FALSE,outfun=outpro,
pch='.',SEED=TRUE,nboot=100,pts=NULL,npts=25,nreps=2000,...){
#
# Confidence band using LOESS
#
# Method allows heteroscedasticity and adjust the confidence intervals
# so that the simultaneous probabillty coverage is approximately 1-alpha
#
# If CIV=FALSE and plotit=TRUE, creates a plot with the confidence intervals.
# CIV=TRUE, returns the confidence intervals for the points in pts
# pts =NULL, the function picks
# npts points, extending between M-1.5*mad(x) and M+1.5*mad(x)
#
#
# For alpha=0.05, n <=2000 execution time is low. Otherwise
# the adjusted critical value must be computed.
#
# p.crit=NULL: If alpha=.05, determined quickly, otherwise it is computed.
#
if(ncol(xy)>2)stop('Current version limited to a single predictor variable')
if(xout){
flag<-outfun(xy[,1],plotit=FALSE,...)$keep
xy<-xy[flag,]
}
n=nrow(xy)
if(is.null(span)){
span=2/3
if(n >=300)span=.5
if(n >=800)span=.3
}
x=xy[,1]
y=xy[,2]
xord=order(x)
y=y[xord]
x=x[xord]
M=median(x)
low=M-1.5*mad(x)
up=M+1.5*mad(x)
if(is.null(pts))pts=seq(low,up,length.out=npts)
if(npts<=5)p.crit=alpha/npts
if(alpha==.05){
if(n<30)stop('Should have n>=30')
nv=c(30,50,70,100,150, 200,300, 500, 1000, 2000)
pv=c(0.003599898, 0.002661925, 0.002399994, 0.002877103, 0.003000428, 0.003538190,
0.003872710, 0.004396500, 0.004075000, 0.0045161)
if(n<=2000){
if(npts==25)p.crit=lplot.pred(1/nv,pv,pts=1/n)$yhat
}}}
print('p.crit is being computed, this might take some time.')
pts.stand=NULL
if(!is.null(pts))pts.stand=(median(x)-pts)/mad(x)
p.crit=lplotbsepvv3(n,nreps=nreps,npts=npts,pts=pts.stand,alpha=alpha)
}
plx<-predict(loess(y ~ x,span=span), se=TRUE)
se=lplotse(x,y,nboot=nboot,SEED=SEED,pts=pts,span=span)
lfit=lplot.pred(x,y,pts=pts,span=2/3)$yhat
if(plotit){
lines(x,plx$fit)
if(is.null(p.crit))p.crit=alpha
lines(pts,lfit - qt(1-p.crit/2,plx$df)*se, lty=2)
lines(pts,lfit + qt(1-p.crit/2,plx$df)*se, lty=2)
}
ci.low=lfit - qt(1-p.crit/2,plx$df)*se
ci.up=lfit + qt(1-p.crit/2,plx$df)*se
if(!CIV)ci=NULL
if(CIV){
ci=cbind(pts,lfit,ci.low,ci.up)
dimnames(ci)=list(NULL,c('X','Y.hat','ci.low','ci.up'))
}
list(p.crit=p.crit,Conf.Intervals=ci)
}
lplotbsepvv3<-function(n,nreps=2000,alpha=0.05,pts=NULL,npts=25){
#
# Determine critical p-value for lplotCI.
#
set.seed(2)
pv=NA
for(i in 1:nreps){
x=rnorm(n)
y=ghdist(n,g=g)
xord=order(x)
y=y[xord]
x=x[xord]
M=median(x)
low=M-1.5*mad(x)
up=M+1.5*mad(x)
if(is.null(pts))pts=seq(low,up,length.out=npts)
plx<-predict(loess(y ~ x), se=TRUE)
est=lplot.pred(x,y,pts=pts)$yhat
se=lplotse(x,y,SEED=FALSE,pts=pts)
test=abs(est/se)
pall=2*(1-pt(abs(test),plx$df))
pv[i]=min(elimna(pall))
}
hd(pv,alpha)
}
lplotse<-function(x,y,pts=x,nboot=100,SEED=TRUE,span=2/3){
#
# compute estimae of SE
# return the values corresponding to the order x values
#
xord=order(x)
y=y[xord]
x=x[xord]
if(SEED)set.seed(2)
n=length(y)
ev=matrix(NA,nrow=nboot,ncol=length(pts))
for(i in 1:nboot){
ev[i,]=lplot.pred(x[data[i,]],y[data[i,]],pts=pts,span=span)$yhat
}
se=apply(ev,2,sd)
se
}
BFBANOVA<-function(x,nboot=1000,SEED=TRUE){
#
# One-way ANOVA bootstrap version of Brown-Forsyhte
#
if(SEED)set.seed(2)
J=length(x)
TV=BFANOVA(x)$test.statistic
ylist<-list()
dat=list()
TT<-NA
#means<-sapply(x,mean)
for (j in 1:J)ylist[[j]]<-x[[j]]-mean(x[[j]])
for (i in 1:nboot){
for(j in 1:J)dat[[j]]=sample(ylist[[j]],length(ylist[[j]]),replace=TRUE)
TT[i]<-BFANOVA(dat)$test.statistic
}
#print(sort(TT))
pval<-mean(TV<=TT,na.rm=TRUE)
list(test.stat=TV,p.value=pval)
}
BFANOVA<-function(x){
#
# Brown-Forsyhte ANOVA, generalized to trimmed means
#
# (Not known whether a generalization to trimmed means performs relatively well.)
#
J=length(x)
xall=elimna(as.vector(matl(x)))
YB=mean(xall)
ybar=lapply(x,mean)
v=lapply(x,var)
n=lapply(x,length)
ybar=matl(ybar)
n=as.vector(matl(n))
v=as.vector(matl(v))
ybar=as.vector(matl(ybar))
w=n/v
N=sum(n)
top=sum(n*(ybar-YB)^2)
bot=sum((1-n/N)*v)
FS=top/bot
df1=J-1
fv=NA
for(j in 1:J)fv[j]=(1-n[j]/N)*v[j]
df2=1/sum(fv^2/(n-1))
pv=1-pf(FS,df1,df2)
list(test.statistic=FS,df1=df1,df2=df2,p.value=pv)
}
olshc4.band<-function(x,y,alpha=.05,xout=FALSE,outfun=outpro,plotit=TRUE,pr=TRUE,
xlab='X',ylab='Y',nreps=5000,pch='.',CI=FALSE,ADJ=TRUE,SEED=TRUE){
#
# Heterocedastic confidence band with simultaneous
# probability coverate 1-alpha
#
# CI=TRUE, confidence intervals are returned.
# CI=FALSE, only a plot is created.
#
#
if(!CI){
if(pr)print('This function returns the confidence intervals when CI=TRUE')
}
if(ncol(xy)!=2)stop('Only one independent variable allowed')
x=xy[,1]
y=xy[,2]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1]
y<-m[,2]
}
flagdup=duplicated(x)
xu=x[!flagdup]
yu=y[!flagdup]
xs=order(xu)
xu=xu[xs]
yu=yu[xs]
n=length(yu)
df=n-2
nv=c(20,30,40,50,75,100,200,300,500,1000,2000)
cr=c(0.009649481,0.01115032,0.0125336,0.01196315,0.01350826,
0.01346237,0.01326992,0.01291531,0.01465537,0.01488745, 0.01595954)
ysqse=trimse(y,tr=0)^2
temp=olshc4(x,y)
b1sqse=temp$cov[2,2]
yhat=temp$ci[1,2]+temp$ci[2,2]*xu
se=sqrt(ysqse+b1sqse*(xu-mean(xu))^2)
ci=matrix(NA,ncol=4,nrow=length(xu))
ci[,1]=xu
ci[,2]=yhat
if(!ADJ)crit=qt(1-alpha/2,df)
if(ADJ){
adj=NA
if(alpha==.05){
if(n>=20 && n<=2000)adj=lplot.pred(1/nv,cr,1/n)$yhat
if(is.na(adj))adj=olshc4.bandCV(n=n,nreps=nreps,alpha=alpha,SEED=SEED)
}
crit=qnorm(1-adj/2) # Don't need Student's T, adjustment deals with n.
}
ci[,3]=yhat-crit*se
ci[,4]=yhat+crit*se
dimnames(ci)=list(NULL,c('X','Yhat','ci.low','ci.up'))
if(plotit){
plot(x,y,pch=pch,xlab=xlab,ylab=ylab)
abline(temp$ci[1,2],temp$ci[2,2])
lines(xu,ci[,3],lty=2)
lines(xu,ci[,4],lty=2)
}
if(!CI)ci=NA
list(conf.intervals=ci)
}
olshc4.bandCV<-function(n,nreps=5000,alpha=.05,SEED=TRUE){
#
# Heterocedastic confidence band with simultaneous
# probability coverage 1-alpha
#
if(SEED)set.seed(2)
pv=NA
for(i in 1:nreps){
x=rnorm(n)
y=rnorm(n)
temp=olshc4(x,y)
b1sqse=temp$cov[2,2]
yhat=temp$ci[1,2]+temp$ci[2,2]*x
se=sqrt(ysqse+b1sqse*(x-mean(x))^2)
pv[i]=min(2*(1-pnorm(abs(yhat)/se)))
}
hd(pv,q=alpha)
}
olshc4band=olshc4.band
lplotcom2<-
function(x,y,xout=FALSE,pts1=NULL,pts2=NULL,outfun=outpro,span=2/3,npts=10,tr=.2,..
.){
#
# For two independent variables, estimate their relative importance when using
LOESS
#
library(stats)
x<-as.matrix(x)
n.orig=nrow(m)
n.keep=n.orig
d<-ncol(x)
if(d!=2)stop('Current version is for two independent variables only')
if(xout){
flag<-outfun(m[,1:2],plotit=FALSE,...)$keep
m<-m[flag,]
}
n.keep=nrow(m)
M=apply(m,2,median)
SD=apply(m,2,mad)
low=M-1.5*SD
up=M+1.5*SD
if(is.null(pts1))pts1=seq(low[1],up[1],length.out=npts)
e1=NA #
e2=NA
for(j in 1:length(pts1)){ # Determine strength of x2 given a value stored in
pts1.
v2=cbind(rep(pts1[j],n.keep),m[,2])
vals=lplot.pred(m[,1:2],m[,3],v2,span=span)$yhat
vals=elimna(vals)
nv=length(vals)
e2[j]=NA
if(nv>=10)e2[j]=winsd(vals,tr=tr,na.rm=TRUE)/winsd(m[,3],tr=tr,na.rm=TRUE)
}
pts2.
v1=cbind(m[,1],rep(pts2[j],n.keep))
vals=elimna(vals)
nv=length(vals)
e1[j]=NA
if(nv>=10)e1[j]=winsd(vals,tr=tr,na.rm=TRUE)/winsd(m[,3],tr=tr,na.rm=TRUE)
}
p=mean(outer(e1,e2,FUN='-')<0,na.rm=TRUE)
list(str1=e1,str2=e2,p=p,mean.str1=mean(e1),mean.str2=mean(e2))
}
lplotCIMC<-function(data,x,y,pts1,pts2,npts,tr,span){
temp=lplotcom2(x[data,],y[data],pts1=pts1,pts2=pts2,npts=npts,tr=tr,span=span)
v=c(temp$mean.str1,temp$mean.str2)
}
linWMW<-function(x,con,locfun=median,nreps=100,SEED=TRUE){
#
# Determine distribution of Y_i=sum_j c_jX_j
# Then estimate P(Y<0) and measure of location
# based on
# locfun, which defaults to the median.
#
con=as.vector(con)
if(sum(con)!=0)stop('Contrast coefficients must sum to zero')
if(SEED)set.seed(2)
J<-length(x)
if(length(con)!=J)stop('Length of con should equal number of groups')
x=elimna(x)
nv=as.vector(matl(lapply(x,FUN='length')))
nmin=min(nv)
est=NA
p=NA
B=list()
M=matrix(NA,nrow=nmin,ncol=J)
for(i in 1:nreps){
for(j in 1:J)M[,j]=sample(x[[j]],nmin)
B[[i]]=M
}
L=lapply(B,linWMWMC.sub,con=con)
est=lapply(L,locfun)
p=lapply(L,linWMWMC.sub2)
p=as.vector(matl(p))
list(p=mean(p),center=mean(est))
}
linWMWMC.sub<-function(M,con){
L=apply(t(con*t(M)),1,sum)
L
}
linWMWMC.sub2<-function(L){
phat=mean(L<0)+.5*mean(L==0)
phat
}
linEP<-function(x,con,locfun=tmean,tr=.2,nreps=200,SEED=TRUE){
#
# Estimate exlanatory power for a linear contrast aimed at main effects
#
# con = contrast coefficients
# x is a matrix or has list mode.
#
# When dealing with main effects. Could pool the data and use yuenv2.
# Or could estimate distribution of the linear contrast, which is the
# strategy here. Note: for interactions, this latter strategy is needed.
#
# (Uses the function linWMWMC.sub)
#
if(SEED)set.seed(2)
J<-length(x)
if(length(con)!=J)stop('Length of con should be equal to the number of groups')
x=elimna(x)
nmin=min(nv)
B=list()
for(i in 1:nreps){
B[[i]]=M
}
if(length(con)==2)ef.size=yuenv2(x[[1]],x[[2]],tr=tr)$Effect.Size
else{
flag=con==1
con1=con
con1[!flag]=0
con2=abs(con)
con2[flag]=0
L1=lapply(B,linWMWMC.sub,con=con1)
L2=lapply(B,linWMWMC.sub,con=con2)
ef.size=NA
for(j in 1:length(L1))ef.size[j]=yuenv2(L1[[j]],L2[[j]],SEED=FALSE)$Effect.Size
}
list(Effect.Size=mean(ef.size))
}
linconEP<-
function(x,con=0,tr=.2,alpha=.05,pr=TRUE,crit=NA,SEED=TRUE,INT=FALSE,nreps=200,POOL
=FALSE){
#
#
# This function is used when estimating effect size via
# a variation of explanatory power.
#
# It is restricted to the usual main effects and interactions in a two-way design.
# This function is used by bbmcpEP.
#
# con: used to indicate main effects and is passed to this function via bbmcpEP
#
# POOL=TRUE: For the usual main effects in a two-way where
# for a fixed level of Factor A, say, one can simply pool the data over the
# levels of Factor A. POOL=TRUE means that data with contrast coefficients
# = 1 are pooled, the same is for data with contrast coefficients
# = -1 and the resulting two groups are compared.
#
#
#
#
#
#
flag<-TRUE
J<-length(x)
sam=NA
h<-vector('numeric',J)
w<-vector('numeric',J)
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
'p.value','Effect.Size'))
dimnames(test)<-list(NULL,c('Group','Group','test','crit','se','df'))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
df<-(w[j]+w[k])^2/(w[j]^2/(h[j]-1)+w[k]^2/(h[k]-1))
test[jcom,6]<-df
psihat[jcom,7]=yuenv2(x[[j]],x[[k]])$Effect.Size
if(CC>28)flag=FALSE
if(flag){
}
test[jcom,4]<-crit
}}}}
if(sum(con^2)>0){
}
'p.value','Effect.Size'))
dimnames(test)<-list(NULL,c('con.num','test','crit','se','df'))
df<-0
if(POOL){
id1=which(con[,d]==1)
id2=which(con[,d]==-1)
y1=pool.a.list(x[id1])
y2=pool.a.list(x[id2])
xx=list(y1,y2)
conP=matrix(c(1,-1))
}
psihat[d,1]<-d
test[d,1]<-d
if(flag){
}
test[d,3]<-crit
test[d,4]<-sejk
test[d,5]<-df
if(!POOL)temp=linEP(x,con[,d],tr=tr,nreps=nreps,SEED=SEED)
if(POOL)temp=linEP(xx,conP,tr=tr,nreps=nreps,SEED=SEED)
if(!INT){
psihat[d,6]=linEP(x,con[,d],tr=tr,nreps=nreps,SEED=SEED)$Effect.Size
}
if(INT){
id=con[,d]!=0
psihat[d,6]=Inter.EP(x[id],tr=tr,nreps=nreps,SEED=SEED)$Effect.Size
}
}
}
}
bbmcpEP<-
function(J,K,x,tr=.2,alpha=.05,grp=NA,op=FALSE,nreps=200,SEED=TRUE,pr=TRUE,POOL=TRU
E){
#
# By default,
#
# This function is the same as bbmpc, only it also reports a measures of effect
size
# based on explanatory power.
#
#
#
#
JK <- J * K
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
stop('Data must be stored in list mode or a matrix.')
for(j in 1:JK) {
xx <- x[[j]]
}
#
if(JK != length(x))
warning('The number of groups does not match the number of contrast
coefficients.')
for(j in 1:JK){
temp<-x[[j]]
x[[j]]<-temp
}
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
if(!op){
Factor.A<-linconEP(x,con=conA,tr=tr,nreps=nreps,INT=FALSE,pr=FALSE,POOL=POOL)
Factor.B<-linconEP(x,con=conB,tr=tr,nreps=nreps,INT=FALSE,pr=FALSE,POOL=POOL)
Factor.AB<-linconEP(x,con=conAB,tr=tr,nreps=nreps,INT=TRUE,pr=FALSE,POOL=FALSE)
}
All.Tests<-NA
if(op){
Factor.A<-NA
Factor.B<-NA
Factor.AB<-NA
All.Tests<-lincon(x,con=con,tr=tr,alpha=alpha)
}
}
rmmcpES<-function(x, con = 0, tr = 0.2, alpha = 0.05,dif=TRUE,hoch=TRUE,pr=TRUE){

#
# Like rmmcp,only a robust version of Cohen's d is included.
# Designed only for all pairwise comparisons.
#
if(con!=0)stop('This function is for all pairwise comparisons only')
a=rmmcp(x,con=con,tr=tr,alpha=alpha,dif=dif,hoch=hoch)
test=a$test
J=ncol(x)
CC=(J^2-J)/2
dimnames(psihat)<-
list(NULL,c('Group','Group','psihat','ci.lower','ci.upper','Effect.Size'))
psihat[,1:5]=a$psihat
ic=0
for (j in 1:J){
for (k in 1:J){
if (j < k){
ic=ic+1
if(dif)psihat[ic,6]=D.akp.effect(x[,j],x[,k],tr=tr)
if(!dif){
psihat[ic,6]=yuendv2(x[,j],x[,k],tr=tr)$Effect.Size
if(pr)print('Note: With dif=FALSE, explanatory measure of effect size is used')
}
}}}
}
interWMWpb<-function(x,nreps=100,SEED=TRUE,nboot=500,alpha=.05,nmax=10^8,MC=TRUE){
#
#
#
if(SEED)set.seed(2)
x=elimna(x)
J<-length(x)
if(J!=4)stop('Number of groups should be four')
nv=lapply(x,length)
y=list()
pv=NA
N=max(pool.a.list(nv))
mat=matrix(NA,nrow=N,ncol=4)
for(i in 1:nboot){
for(j in 1:4)mat[1:nv[[j]],j]=sample(x[[j]],nv[[j]],replace=TRUE)
y[[i]]=mat
}
if(!MC)pv=lapply(y,interWMWpb.lsub)
if(MC)pv=mclapply(y,interWMWpb.lsub)
pv=pool.a.list(pv)
est=interWMW(x,nreps=nreps,SEED=SEED,nmax=nmax)
pv=sort(pv)
ihi<-nboot - ilow
ilow<-ilow+1
ci=pv[ilow]
ci[2]=pv[ihi]
pval=mean(pv<.5)+.5*mean(pv==.5)
pval=2*min(c(pval,1-pval))
list(p.est=est$p.est,ci=ci,p.value=pval,row.results=est$results.4.rows)
}
interWMWpb.lsub<-function(x,nreps=nreps){
v=interWMW(x,nreps=nreps,SEED=FALSE)$p.est
v
}
linWMWpb<-function(x,con,nreps=100,SEED=TRUE,nboot=500,alpha=.05,MC=FALSE){
#
# Compute a confidence interval for the probability that a linear contrast
# is less than zero.
#
con=as.vector(con)
if(SEED)set.seed(2)
x=elimna(x)
J<-length(x)
if(J!=length(con))stop('Number of groups should be equal to the number of rows in
con')
nv=lapply(x,length)
N=max(pool.a.list(nv))
mat=matrix(NA,nrow=N,ncol=J)
y=list()
pv=NA
est=linWMW(x,con=con,nreps=nreps,SEED=SEED)$p
for(i in 1:nboot){
#for(j in 1:J)y[[j]]=sample(x[[j]],nv[[j]],replace=TRUE)
for(j in 1:J)mat[1:nv[[j]],j]=sample(x[[j]],nv[[j]],replace=TRUE)
y[[i]]=mat
}
if(!MC)pv=lapply(y,linWMWpb.lsub,con=con,nreps=nreps,SEED=SEED)
if(MC){
library(parallel)
pv=mclapply(y,linWMWpb.lsub,con=con,nreps=nreps,SEED=SEED)
}
pv=pool.a.list(pv)
pv=sort(pv)
ihi<-nboot - ilow
ilow<-ilow+1
ci=pv[ilow]
ci[2]=pv[ihi]
pval=mean(pv<.5)+.5*mean(pv==.5)
pval=2*min(c(pval,1-pval))
list(p.est=est,ci=ci,p.value=pval)
}
linWMWpb.lsub<-function(x,nreps=nreps,con=con,SEED=SEED){
v=linWMW(x,nreps=nreps,con=con,SEED=SEED)$p
v
}
permg.t<-function(x,y,alpha=.05,tr=0,nboot=1000,SEED=TRUE){
#
# Do a two-sample permutation test based on trimmed means using the
# Chung--Romano version of a permuation test.

#
if(SEED)set.seed(2)
x<-x[!is.na(x)]
y<-y[!is.na(y)]
xx<-c(x,y)
tval<-yuen(x,y,tr=tr)$teststat
v1<-length(x)+1
difb<-NA
tv<-NA
for(i in 1:nboot){
data <- sample(xx, size = length(xx), replace = FALSE)
temp1<-data[c(1:length(x))]
temp2<-data[c(v1:length(xx))]
tv[i]<-yuen(temp1,temp2,tr=tr)$teststat
}
tv<-sort(tv)
reject<-'no'
list(teststat=tval,lower.crit=tv[icl],upper.crit=tv[icu],reject=reject)
}
loc2dif.ci<-function(x,y,est=median,alpha=.05,nboot=2000,SEED=TRUE){
#
# Confidence interval for the median of D=X-Y,
# where X and Y are independent
#
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
es=loc2dif(x,y)
FLAG=FALSE
cliff=cid(x,y,alpha=alpha)$ci.p
del1=WMW2med(x,y,cliff[1])
del2=WMW2med(x,y,cliff[2])
ci=loc2dif(x+del1,y,est=est)
ci[2]=loc2dif(x+del2,y,est=est)
if(var(cliff)==0)FLAG=TRUE
if(es<cliff[1])FLAG=TRUE
if(es>cliff[2])FLAG=TRUE
if(FLAG)ci=wmwpb(x,y,est=est,alpha=alpha,nboot=nboot,SEED=SEED,pr=FALSE)$ci
list(n1=n1,n2=n2,est=es,conf.int=ci)
}
WMW2med<-function(x,y,q){
#
# If P(X<Y)=q, determine the value delta such that
# P(X-delta-Y<=0.0)=q
# So an estimate of delta yields an estimate of the qth quantile
# of the sampling distribution of the estimator p used by Cliff's (and the WMW)
method.
#
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
n=max(n1,n2)
X=matrix(NA,nrow=n+1,ncol=2)
X[1:n1,1]=x
X[1:n2,2]=y
X[n+1,]=q
v=nelder(X,1,FN=WMW2med.sub,START=0)
v
}
WMW2med.sub<-function(X,delta){
n=nrow(X)
n1m=n-1
pv=cid(X[1:n1m,1]-delta,X[1:n1m,2])$phat
dif=abs(pv-X[n,1])
dif
}
twoKgen<-function(x=NULL,x1=NULL,x2=NULL,func=cidv2,alpha=.05,pr=TRUE,opt=1){
#
# A step-down MCP based on K independent tests.
# It is essential that the tests are independent.
#
# Use Fisher method based on p-values coupled with Hochberg
#
# Data are assumed to be stored in two R variables, x1 and x2 or in one
# R variable, x
#
# If stored in x1 and x2, they are assumed to be matrices with K columns
# or to have list mode, both having length K.
#
# If the data are stored in x,
# x is assumed to have 2K columns if a matrix or length 2K if it has list mode.
#
# If data are stored in x1 and x2, for each column, compute a p-value.
# That is, perform a test based on the data in column 1 of x1 and x2,
# followed by a test using the data in column 2 of x1 and x2, etc.
#
# If data are stored in x, the first test is based
# on the data in columns 1 and K+1,
# the second test is based on columns 2 and K+2, etc.
#
# opt=3 Max method
#
if(is.null(x[1])){
if(is.matrix(x1))x=cbind(x1,x2)
if(is.list(x1))x=c(x1,x2)
}
crit=NA
n1=NA
n2=NA
if(is.matrix(x) || is.data.frame(x))K2=ncol(x)
if(is.list(x))K2=length(x)
K=floor(K2/2)
if(2*K!=K2)stop('Total number of groups, K2, should be an even number')
ic=0
ic2=K
pv=NULL
for(i in 1:K){
ic=ic+1
ic2=ic2+1
testit=func(x[[ic]],x[[ic2]],alpha=alpha)
n1[ic]=testit$n1
n2[ic]=testit$n2
pv[ic]=testit$p.value
}
pick=NULL
v=order(pv)
ic=0
for(i in K:1){
K2=2*K
flag=TRUE
if(opt==1){
i2=i*2
}
if(opt==2){
pvF=1-pchisq(res,i)
}
if(opt==3){
if(i==K)res=max(pv)
pvF=pbeta(res,i,1)
}
ic=ic+1
pick=c(pick,v[ic])
flag=FALSE
}
if(flag)break
}
list(n1=n1,n2=n2,p.values=pv,
}
shiftPBci<-function(x,y,locfun=median,alpha=.05,nboot=500,SEED=TRUE,...){
#
# confidence interval for the quantile shift measure of effect size.
# (Same as shiftQSci)
#
if(SEED)set.seed(2)
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
v=NA
ef=shiftes(x,y,locfun=locfun)$Q.Effect
for(i in 1:nboot){
v[i]=shiftes(X,Y,locfun=locfun)$Q.Effect
}
v=sort(v)
ihi<-nboot - ilow
ilow<-ilow+1
ci=v[ilow]
ci[2]=v[ihi]
list(n1=n1,n2=n2,Q.Effect=ef,ci=ci)
}
shiftes<-function(x,y,locfun=median,iter=100,SEED=TRUE,...){
#
# Probabilistic measure of effect size: shift of the median.
#
ef.size=NA
ef.sizeND=NA
Q.size=NA
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
if(n1>=10 & n2>=10){
#nt=n1*n2
nt=max(n1,n2)
if(nt<10^3)L=outer(x,y,FUN='-')
if(nt>=10^3){
if(SEED)set.seed(2)
L=NULL
nmin=min(c(n1,n2,50))
for(i in 1:iter){
id1=sample(n1,nmin)
id2=sample(n2,nmin)
L=c(L,outer(x[id1],y[id2],FUN='-'))
}}
est=locfun(L,...)
if(est>=0)ef.sizeND=mean(L-est<=est)
ef.size=mean(L-est<=est)
if(est<0)ef.sizeND=mean(L-est>=est)
Q.size=(ef.size-.5)/.5
}
list(Q.Effect=ef.size,Non.D.Effect=ef.sizeND,Scaled.effect=Q.size)
}
shiftQS=shiftes
shiftci<-function(x,y,locfun=median,alpha=.05,pr=TRUE,...){
#
#
#
x=elimna(x)
y=elimna(y)
if(pr){
if(sum(duplicated(x)>0))print('Duplicate values detected; suggest using shiftPBci')
if(sum(duplicated(y)>0))print('Duplicate values detected; suggest using shiftPBci')
}
n1=length(x)
n2=length(y)
if(pr){
if(min(c(n1,n2)<40))print('Minimum sample size is less than 40; suggest using
shiftPBci')
}
L=outer(x,y,FUN='-')
L=as.vector(L)
est=locfun(L,...)
ef=shiftes(x,y,locfun=locfun)$Q.Effect
ci=cidv2(x-2*est,y,alpha=alpha)$p.ci
list(n1=n1,n2=n2,effect.size=ef,conf.int=ci)
}
medpb.es<-function(x,alpha=.05,nboot=NA,grp=NA,est=median,con=0,bhop=FALSE,
SEED=TRUE,INT=FALSE,...){
#
# Multiple comparisons for J independent groups using medians.
#
#
# to groups.
#
#
#
#
# con can be used to specify linear contrasts; see the function lincon
#
#
# A shift-type measure of effect size,Q, is reported. No effect, Q=.5
# For two groups, let D=X-Y, let M be the population median of D.
# Let F be the distribution D-M. Then
# Q=F(M). If the median of D is M, there is no effect.
# Q represents a shift in location to some relatively high or low quantile
associated with $F_0$
#
con<-as.matrix(con)
xx<-list()
x<-xx
}
J<-length(x)
tempn<-0
mvec<-NA
for(j in 1:J){
temp<-x[[j]]
x[[j]]<-temp
}
Jm<-J-1
#
#
if(sum(con^2)==0){
ncon<-(J^2-J)/2
id<-0
for (j in 1:Jm){
jp<-j+1
for (k in jp:J){
id<-id+1
con[j,id]<-1
con[k,id]<-0-1
}}}
ncon<-ncol(con)
if(nrow(con)!=J)stop('Something is wrong with con; the number of rows does not
match the number of groups.')
if(is.na(nboot)){
nboot<-5000
if(J <= 8)nboot<-4000
if(J <= 3)nboot<-2000
}
if(!bhop){
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha != .05 && alpha != .01){
}
}
for(j in 1:J){
#print(paste('Working on group ',j))
}
test<-NA
tvec<-t(con)%*%mvec
for (d in 1:ncon){
}
test<-2*test
dimnames(output)<-
list(NULL,c('con.num','psihat','p.value','p.crit','ci.lower','ci.upper','Q.effect')
)
zvec<-dvec[1:ncon]
icu<-nboot-icl-1
output[,2]=tvec
output[ic,1]<-ic
see=lin.ES(x,con=con[,ic],locfun=median)
if(!INT)output[ic,7]=lin.ES(x,con=con[,ic],locfun=median)$Effect.Size
if(!INT)output[ic,7]=lin.ES(x,con=con[,ic],locfun=median)$Effect.Size
if(INT){
id=which(con[,ic]!=0)
output[ic,7]=interQS(x[id],locfun=median,SEED=SEED)$Q.Effect
}
}
}
medpbQS=medpb.es
rplotCI<-function(x,y,tr=.2,fr=.5,p.crit=NA,plotit=TRUE,scat=TRUE,
SEED=TRUE,pyhat=FALSE,npts=25,xout=FALSE,
xlab='X',ylab='Y',low.span=2/3,nmin=12,
outfun=outpro,LP=FALSE,LPCI=FALSE,MID=TRUE,alpha=.05,pch='.',...){
#
# Confidence interval for running interval smoother based on a trimmed mean.
# Unlike rplot, includes a confidence band having simultaneous probability
# coverage equal to 1-alpha.
#
#
#
# To specify the points where confidence intervals are computed,
# use rplotCIsmm
#
m<-cbind(x,y)
m<-elimna(m)
x=m[,1]
y=m[,2]
if(xout){
xy=cbind(x,y)
flag=outfun(xy,plotit=FALSE)$keep
x=xy[,1]
y=xy[,2]
}
n.used=NA
n=length(y)
if(n<50)stop('Need at least n=50')
nv=c(50, 60, 70, 80, 100,
150, 200, 300, 400, 500, 600, 800, 1000)
if(npts==25) pv=c(0.004846408,
0.004553274,
0.004236101,
0.004099674,
0.00353898, #n=100
0.003366984,
0.003038767,
0.003061386,
0.002793521,
0.002479689,
0.002606313,
0.0026630370,
0.002836043)
if(npts==10) pv=c(
0.007612451,
0.008383655,
0.006992874,
0.0068073,
0.005733889,
0.005767139,
0.006130155,
0.005447419,
0.005555951,
0.005228471,
0.005642503,
0.005402162,
0.005569217)
FLAG=FALSE
if(npts==25 || npts==10)FLAG=TRUE
if(alpha!=.05 || !FLAG){
if(is.na(p.crit)){
print('p.crit must be estimated, execution time might be high')
print('Or use the R function rplotCIsmm')
}
p.crit=rplotCITAP.pv(n,tr=tr,fr=fr,alpha=alpha,nmin=nmin,npts=npts,nreps=nreps)
}
rem.n=n
if(n>1000)n=1000
if(is.na(p.crit))p.crit=lplot.pred(1/nv,pv,1/n)$yhat
n=rem.n
xord=order(x)
x=x[xord]
y=y[xord]
infit=rplot(x,y,tr=tr,xout=FALSE,plotit=plotit,LP=LP,fr=fr,pr=FALSE,pyhat=TRUE,xlab
=xlab,
ylab=ylab)
rmd=infit$pyhat
m<-cbind(x,y)
if(ncol(m)>2)stop('One covariate only is allowed with this function')
m<-elimna(m)
nv=nrow(m)
if(xout){
m<-m[flag,]
}
x=m[,1]
y=m[,2]
n.keep=length(y)
y.hat=NA
xx=y[near(x,pt=pts[i],fr)]
doit=trimci(xx,tr=tr,alpha=p.crit,pr=FALSE)
civ[i,]=doit$ci
y.hat[i]=doit$estimate
n.used[i]=doit$n
}
up=civ[,2]
low=civ[,1]
if(plotit){
if(LPCI){
up=lplot(pts,up,plotit=FALSE,pyhat=TRUE,pr=FALSE,low.span=low.span)$yhat
low=lplot(pts,low,plotit=FALSE,pyhat=TRUE,pr=FALSE,low.span=low.span)$yhat
}
lines(pts,up,lty=2)
lines(pts,low,lty=2)
}
if(pyhat){output<-cbind(pts,y.hat,low,up,n.used)
dimnames(output)=list(NULL,c('pts','y.hat','ci.low','ci.up','n.used'))
}
list(output=output,str=infit$Strength.Assoc,n=nv,n.keep=n.keep)
}
signmcp<-function(x,y = NULL, alpha = 0.05, AC = TRUE, SD =

FALSE,Method="hochberg"){
#
# Dependent groups
# Perform sign test for all pairwise differences
#
J<-ncol(x)
nval<-nrow(x)
ncon<-(J^2-J)/2
psihat<-matrix(NA,ncon,9)
dimnames(psihat)<-
list(NULL,c("Group","Group","n","N","Prob_x_less_than_y","ci.lower","ci.upper",
"p.value","p.adjusted"))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
temp=signt(x[,j],x[,k],alpha=alpha,AC=AC,SD=SD)
psihat[jcom,1]<-j
psihat[jcom,2]<-k
psihat[jcom,3]<-temp$n
psihat[jcom,4]<-temp$N
psihat[jcom,5]<-temp$Prob_x_less_than_y
psihat[jcom,6:7]=temp$ci
if(!SD)psihat[jcom,8]=temp$p.value
}}}
if(!SD)psihat[,9]=p.adjust(psihat[,8],method=Method)
ids=NA
num.sig=nrow(psihat)
ior=order(psihat[,8],decreasing=TRUE)
for(j in 1:nrow(psihat)){
if(psihat[ior[j],8] <= alpha/j)break
}
list(output=psihat,num.sig=num.sig)
}
loc2difpb<-function(x,y,est=median,alpha=.05,nboot=2000,SEED=TRUE){
#
# A percentile bootstrap
# confidence interval for the median of D=X-Y
#
if(SEED)set.seed(2)
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
v=NA
for(i in 1:nboot){
v[i]=loc2dif(X,Y)
}
pv=mean(v<0)+.5*mean(v==0)
vs=sort(v)
crit<-alpha/2
icu<-nboot-icl
ci=vs[icl]
ci[2]=vs[icu]
list(ci=ci,p.value=pv)
}
Dcbmhd<-function(x=NULL,y=NULL,d=NULL,alpha=.05,q=.25,plotit=FALSE,pop=0,
fr=.8,rval=15,xlab='',ylab='',nboot=600,SEED=TRUE){
#
#
# of the distribution of D=X-Y, where X and Y are two
# dependent random variables.
#
# pop=3 boxplot
# pop=5 histogram
#
if(SEED)set.seed(2)
if(q>=.5)stop('q should be less than .5')
if(q<=0)stop('q should be greater than 0')
if(is.null(d))d=x-y
if(is.null(d))stop('Apparently x or y contain no data')
d=elimna(d)
n=length(d)
q2=1-q
est1=hd(d,q)
est2=hd(d,q2)
bvec=NA
for(i in 1:nboot){
bvec[i]=hd(d[data[i,]],q)+hd(d[data[i,]],q2)
}
p=2*min(c(p,1-p))
sbv=sort(bvec)
ihi<-nboot - ilow
ilow<-ilow+1
ci=sbv[ilow]
ci[2]=sbv[ihi]
if(plotit){
if(pop==1 || pop==0){
print('Product of sample sizes exceeds 2500.')
print('Execution time might be high when using pop=0 or 1')
print('If this is case, might consider changing the argument pop')
print('pop=2 might be better')
}}
MM=d
if(pop==4)stem(MM)
if(pop==6)skerd(MM)
}
list(q=q,n=n,Est1=est1,Est2=est2,sum=est1+est2,ci=ci,p.value=p)
}
Dqcihd<-function(x,y,alpha=.05,q=c(1:9/10),
plotit=FALSE,pop=0,fr=.8,rval=15,xlab="",ylab="",nboot=600,SEED=TRUE){
#
# Compute a confidence interval for the quantiles for D=X-Y, X and Y independent.
#
#
# pop=3 boxplot
# pop=5 histogram
#
if(SEED)set.seed(2)
x<-x[!is.na(x)]
y<-y[!is.na(y)]
n1=length(x)
n2=length(y)
est=NA
for(i in 1:length(q))est[i]=hd(m,q=q[i])
bvec=matrix(NA,nrow=nboot,ncol=length(q))
for(i in 1:nboot){
mb=outer(x[data1[i,]],y[data2[i,]],"-")
for(j in 1:length(q))
bvec[i,j]=hd(mb,q=q[j])
}
p=NA
ci=matrix(NA,nrow=length(q),ncol=2)
for(j in 1:length(q)){
p[j]=mean(bvec[,j]>0)+.5*mean(bvec[,j]==0)
p[j]=2*min(c(p[j],1-p[j]))
sbv=sort(bvec[,j])
ihi<-nboot - ilow
ilow<-ilow+1
ci[j,1]=sbv[ilow]
ci[j,2]=sbv[ihi]
}
if(plotit){
if(pop==1 || pop==0){
}}
MM=as.vector(m)
if(pop==4)stem(MM)
if(pop==6)skerd(MM)
}
output=cbind(as.matrix(q),as.matrix(est),ci,as.matrix(p))
dimnames(output)=list(NULL,c("Quantile","Estimates","ci.low","ci.up","p-value"))
output
}
lplotcom2v2<-
function(x,y,xout=FALSE,pts1=NULL,pts2=NULL,outfun=outpro,span=2/3,npts=10,tr=.2,..
.){
#
LOESS
#
library(stats)
x<-as.matrix(x)
n.orig=nrow(m)
n.keep=n.orig
d<-ncol(x)
if(d!=2)stop('Current version is for two independent variables only')
if(xout){
m<-m[flag,]
} #$
n.keep=nrow(m)
M=apply(m,2,median)
SD=apply(m,2,mad)
low=M-1.5*SD
up=M+1.5*SD
e1=NA
e2=NA
pts1.
v2=cbind(rep(pts1[j],n.keep),m[,2])
vals=elimna(vals)
nv=length(vals)
e2[j]=NA
if(nv>=10)e2[j]=winsd(vals,tr=tr,na.rm=TRUE)
}
pts2.
v1=cbind(m[,1],rep(pts2[j],n.keep))
vals=elimna(vals)
nv=length(vals)
e1[j]=NA
if(nv>=10)e1[j]=winsd(vals,tr=tr,na.rm=TRUE)
}
p=mean(outer(e1,e2,FUN='-')<0,na.rm=TRUE)
list(str1=e1,str2=e2,p=p,mean.str1=mean(e1),mean.str2=mean(e2))
}
lplotcomBCI<-function(x,y,xout=FALSE,pts1=NULL,pts2=NULL,p.crit=NULL,
outfun=outpro,span=2/3,npts=10,tr=.2,nboot=500,
SEED=TRUE,SEQ=FALSE,MAD.OP=FALSE,plotit=TRUE,ticktype='simple',
xlab='X1',ylab='X2',zlab='Y',reverse.x1=FALSE,reverse.x2=FALSE,
MEDIAN=FALSE,Q1=FALSE,Q2=FALSE,alpha=.05,MC=FALSE,...){
#
LOESS
# p.crit is the critical p-value. If not specified, the function returns the
approximate 0.05 critical p-value
#
# By default, use the average of the strength of the associations, so essentially a
global test based on the quartiles
# MEDIAN=TRUE, use the median of the independent variables only.
# Q1=TRUE, use the lower quartile of the independent variables only.
# Q2=TRUE, use the upper quartile of the independent variables only.
#
# ADJ.CI=TRUE: Confidence intervals are based on the critical p-value
# otherwise use alpha
#
if(SEED)set.seed(2)
library(stats)
x<-as.matrix(x)
n=nrow(m)
x=m[,1:2]
y=m[,3]
if(xout){
x=x[flag,]
y=y[flag]
n=nrow(x)
}
if(n<50)stop('The sample size must be greater than or equal to 50')
if(MEDIAN){
pts1=median(x[,1])
pts2=median(x[,2])
if(n<=200)p.crit=regYhat(c(1/50,1/100,1/200),c(.114,.080,.065),1/n)
if(n>200)p.crit=.062
}
}
if(Q1){
pts1=qest(x[,1],.25)
}
}
if(Q2){
}
}
if(is.null(pts1)){
pts1=qest(x[,1],c(.25,.5,.75))
if(n>200)p.crit=.06
}
if(reverse.x1)pts1=sort(pts1,TRUE)
if(is.null(pts2))pts2=qest(x[,2],c(.25,.5,.75))
if(reverse.x2)pts2=sort(pts2,TRUE)
}
if(SEQ){
if(MAD.OP){
M=apply(m,2,median)
SD=apply(m,2,mad)
low=M-1.5*SD
up=M+1.5*SD
}
else{
low=apply(m,2,qest,.25)
hi=apply(m,2,qest,.75)
}
pts1=seq(low[1],up[1],length.out=npts)
pts2=seq(low[2],up[2],length.out=npts)
}
v1=NA
v2=NA
if(!MC){
for(i in 1:nboot){
ib=data[i,]
temp=lplotcom2v2(x[ib,],y[ib],pts1=pts1,pts2=pts2,npts=npts,tr=tr,span=span)
v1[i]=temp$mean.str1
v2[i]=temp$mean.str2
}}
if(MC){
library(parallel)
data=listm(t(data))
bvec<-mclapply(data,lplotCIMCv2,x,y,pts1=pts1,pts2=pts2,npts=npts,tr=tr,span=span)
bvec=matl(bvec) # a 2-by-nboot matrix.
dif=sort(bvec[1,]-bvec[2,])
}
if(!MC)dif=sort(v1-v2)
nbl=length(dif)
#ilow<-round((alpha/2) * nbl)
ilow<-round((p.crit/2) * nbl)
ihi<-nbl - ilow
ilow<-ilow+1
ci.low=dif[ilow]
ci.hi=dif[ihi]
pv=mean(dif<0,na.rm=TRUE)
pv=2*min(pv,1-pv)
est=lplotcom2(x,y,xout=FALSE,pts1=pts1,pts2=pts2,outfun=outfun,span=span,
npts=npts,tr=tr)
if(plotit)lplot(x,y,ticktype=ticktype,xlab=xlab,ylab=ylab,zlab=zlab)
list(p.crit=p.crit,p.value=pv,str.x1.given.x2=est$str1,str.x2.given.x1=est$str2,mea
n.str1=est$mean.str1,
mean.str2=est$mean.str2,
ci.low=ci.low,ci.hi=ci.hi,pts.x1=pts1,pts.x2=pts2)
}
lplotcomBCI9<-function(x,y,xout=FALSE,pr=TRUE,
outfun=outpro,span=2/3,npts=10,tr=.2,nboot=500,
SEED=TRUE,plotit=TRUE,ticktype='simple',ADJ.CI=TRUE,
xlab='X1',ylab='X2',zlab='Y',alpha=.05,MC=FALSE,...){
#
LOESS
# Focus on the quartiles: none tests based on all possible combinations.
#
p.crit=NA
if(pr){
if(alpha!=.05){
if(pr)print('Critical p-value is taken to be the value of alpha. Unknown how to
adjust when alpha is not .05')
p.crit=alpha
}
if(ADJ.CI)print('Confidence intervals are based on the critical p-value')
}
if(SEED)set.seed(2)
library(stats)
x<-as.matrix(x)
n=nrow(m)
n.orig=n
x=m[,1:2]
y=m[,3]
if(xout){
x=x[flag,]
y=y[flag]
n=nrow(x)
}
if(is.na(p.crit)){
if(n<=100)p.crit=regYhat(c(1/50,1/100),c(.042,.025),1/n)
else p.crit=.025
}
output<-matrix(NA,nrow=9,ncol=7)
dimnames(output)=list(NULL,c('pts1','pts2','p-
value','str.x1.given.x2','str.x2.given.x1','ci.low','ci.hi'))
pts1=qest(x[,1],c(.25,.5,.75))
pts2=qest(x[,2],c(.25,.5,.75))
v1=matrix(NA,nrow=nboot,ncol=3)
v2=matrix(NA,nrow=nboot,ncol=3)
if(!MC){
for(i in 1:nboot){
ib=data[i,]
for(j in 1:3){
temp=lplotcom2v2(x[ib,],y[ib],pts1=pts1[j],pts2=pts2[j],npts=npts,tr=tr,span=span)
v1[i,j]=temp$mean.str1
v2[i,j]=temp$mean.str2
}}}
if(MC){
library(parallel)
data=listm(t(data))
for(j in 1:3){
bvec<-
mclapply(data,lplotCIMCv2,x,y,pts1=pts1[j],pts2=pts2[j],npts=npts,tr=tr,span=span)
bvec=matl(bvec) # a 2-by-nboot matrix.
v1[,j]=bvec[1,]
v2[,j]=bvec[2,]
}
}
pc=matrix(NA,3,3) #rows are for pts1, columns for pts2
ic=0
for(j in 1:3){
for(k in 1:3){
est=lplotcom2(x,y,xout=FALSE,pts1=pts1[j],pts2=pts2[k],outfun=outfun,span=span,
npts=npts,tr=tr)
ic=ic+1
output[ic,1]=pts1[j]
output[ic,2]=pts2[k]
dif=sort(v1[,j]-v2[,k])
nbl=length(dif)
if(ADJ.CI)ilow<-round((p.crit/2) * nbl)
else ilow<-round((alpha/2) * nbl)
ihi<-nbl - ilow
ilow<-ilow+1
ci.low=dif[ilow]
ci.hi=dif[ihi]
pv=mean(dif<0,na.rm=TRUE)
pc[j,k]=2*min(pv,1-pv)
output[ic,3]=pc[j,k]
output[ic,6]=ci.low
output[ic,7]=ci.hi
output[ic,4]=est$mean.str1
output[ic,5]=est$mean.str2
}}
if(plotit)lplot(x,y,ticktype=ticktype,xlab=xlab,ylab=ylab,zlab=zlab)
list(n=n.orig,n.keep=n,p.crit=p.crit,output=output)
}
lplotCIMCv2<-function(data,x,y,pts1,pts2,npts,tr,span){
temp=lplotcom2v2(x[data,],y[data],pts1=pts1,pts2=pts2,npts=npts,tr=tr,span=span)
v=c(temp$mean.str1,temp$mean.str2)
}
linconES<-function(x,con=0,tr=.2,alpha=.05,pr=TRUE,crit=NA,SEED=TRUE,INT=FALSE,
locfun=tmean){
#
# Like the function lincon, only
# this function estimates effect size via
# quantile shift perspective.
#
#
#
#
#
#
flag<-TRUE
con<-as.matrix(con)
J<-length(x)
sam=NA
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
'p.value','Q.effect','Rel.Q'))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
df<-(w[j]+w[k])^2/(w[j]^2/(h[j]-1)+w[k]^2/(h[k]-1))
test[jcom,6]<-df
psihat[jcom,7]=lin.ES(x[c(j,k)],con=c(1,-1))$Effect.Size
psihat[jcom,8]=(psihat[jcom,7]-.5)/.5
if(CC>28)flag=FALSE
if(flag){
}
test[jcom,4]<-crit
}}}}
if(sum(con^2)>0){
}
'p.value','Q.effect'))
df<-0
psihat[d,1]<-d
test[d,1]<-d
if(flag){
}
test[d,3]<-crit
test[d,4]<-sejk
test[d,5]<-df
if(!INT)psihat[d,6]=lin.ES(x,con[,d],tr=tr,nreps=nreps,SEED=SEED)$Effect.Size
if(INT){
id=con[,d]!=0
psihat[d,6]=interQS(x[id],nreps=nreps,locfun=locfun,SEED=SEED)$Q.Effect
}
}
}
if(pr){
print('Note: confidence intervals are adjusted to control FWE')
print('But p-values are not adjusted to control FWE')
print('Adjusted p-values can be computed with the R function p.adjusted')
print('Under normality and homoscedasticity, Cohen d= .2, .5, .8')
print('corresponds approximately to Rel.Q = 0.55, 0.65 and 0.70, respectively')
}
}
STRIPchart<-function(x,method ='overplot', jitter = 0.1, offset = 1/3,

vertical = FALSE, group.names, add = FALSE,
at = NULL, xlim = NULL, ylim = NULL,
ylab = NULL, xlab = NULL, dlab ='', glab ='',
log = '', pch = 0, col = par('fg'), cex = par('cex'),
axes = TRUE, frame.plot = axes, ...){
#
# Same as stripchart, only it accepts a matrix, unlike stripchart,
which
# allows x to be a data frame or list mode, but not a matrix.
#
stripchart(x,method=method,jitter=jitter,offset = offset,
vertical = vertical, group.names=group.names, add = add,
at =at, xlim = xlim, ylim = ylim,
ylab = ylab, xlab = xlab, dlab = dlab, glab = glab,
log = log, pch = pch, col = col, cex = cex,
axes = axes, frame.plot = frame.plot, ...)
}
interWMW<-function(x,locfun=median,nreps=200,SEED=TRUE,nmax=10^8){
#
# Goal: estimate P(X_1-X_2 < X_3-X_4).
#
# That is, dealing with an interaction in a 2-by-2 ANOVA design based on
# a Wilcoxon--Mann--Whitney approach but allow heteroscedasticity.
#
# Strategy: estimate the distribution of X_1-X_2, non-parametrically do the same
# for X_3-X_4, then estimate P(X_1-X_2< X_3-X_4)
#
# x should be a matrix with four columns or have list mode with length=4
#
if(SEED)set.seed(2)
x=elimna(x)
J<-length(x)
#nx=pool.a.list(lapply(x,FUN='length'))
LL=list()
LL[[1]]=outer(x[[1]],x[[2]],FUN='-')
LL[[2]]=outer(x[[3]],x[[4]],FUN='-')
nv=c(length(LL[[1]]),length(LL[[2]]))
ntot=nv[1]*nv[2]
if(ntot<=nmax)p=bmp(LL[[1]],LL[[2]])$phat
else{
nmin=min(nv)
est=NA
p=NA
pest=NA
B=list()
M=matrix(NA,nrow=nmin,ncol=2)
for(i in 1:nreps){
for(j in 1:2)M[,j]=sample(LL[[j]],nmin)
B[[i]]=M
pest[i]=mean(M[,1]<M[,2])
}
L=lapply(B,linWMWMC.sub,con=c(1,-1))
p=lapply(L,linWMWMC.sub2)
}
#
# NOTE:
# When computing a confidence interval
#L1=outer(x[[1]],x[[2]],FUN='-')
#L2=outer(x[[3]],x[[4]],FUN='-')
#bm=bmp(L1,L2)
# does not work due to the dependence among the values in L1 as well as L2
#
row=matrix(NA,nrow=2,ncol=6)
dimnames(row)=list(c('Row 1','Row 2'),c('n1','n2','p-
value','p.hat','ci.low','ci.up'))
p1=cidv2(x[[1]],x[[2]])
p2=cidv2(x[[3]],x[[4]])
temp=matl(p1)
row[1,]=c(temp[1,c(1,2,5,6,7)],temp[2,7])
temp=matl(p2)
row[2,]=c(temp[1,c(1,2,5,6,7)],temp[2,7])
list(p.est=mean(p),results.4.rows=row)
}
WMWinter.est<-function(x,iter=10,SEED=TRUE){
#
# For a 2-by-2 design,
# Estimate P(Z<Z*)
# Z = X_1-X_2
# Z* =X_3-X_4
#
# Compute a WMW type measure of effect size.
#
ef=NA
nt=prod(nv)
if(nt>10^3){
if(SEED)set.seed(2)
Nmin1=min(c(nv[1],nv[2],100))
for(i in 1:iter){
id1=sample(nv[1],Nmin1)
L1=outer(x[[1]][id1],x[[2]][id2],FUN='-')
ef[i]=pxly(L1,L2,iter=iter,SEED=SEED)
}}
if(nt<=10^3){
L1=outer(x[[1]],x[[2]],FUN='-')
L2=outer(x[[3]],x[[4]],FUN='-')
ef=pxly(L1,L2,iter=iter,SEED=SEED)
}
ef=mean(ef)
ef
}
interWMWAP<-function(x,nreps=100,SEED=TRUE,nboot=500,alpha=.05,nmax=10^8,MC=TRUE){
#
# Interaction in a 2-by-2 design using P(X_1-X_2<X_3-X_4)
# Compared to WMWinterci, this method is better at dealing with
# small unequal sample sizes when there is heteroscedasticity.
#
#
if(SEED)set.seed(2)
x=elimna(x)
J<-length(x)
TV=linWMWpb(x,con=c(1,-1,-1,1),nreps=nreps,SEED=SEED,nboot=nboot,
alpha = alpha, MC = MC)
TV
}
WMWinterci<-function(x,alpha=0.05){
#
#
# Jan De Neve & Olivier Thas (2016): A Mann--Whitney type effect measure
# of interaction for factorial designs, Communications in Statistics - Theory and
Methods, DOI:
#10.1080/03610926.2016.1263739
#
# For a 2-by-2 design,
# Estimate P(Z<Z^*)
# Z = X_1-X-2
# Z^* =X_3-X_4
#
x=elimna(x)
J<-length(x)
bhat=WMWinter.est(x)
gb=qnorm(bhat)
nx=pool.a.list(lapply(x,FUN='length'))
N=prod(nx)
I1=0
I2=0
I3=0
I4=0
for(i in 1:length(x[[1]]))I1=I1+Ifun(x[[1]][1],x[[2]],x[[3]],x[[4]],bhat)^2
for(i in 1:length(x[[2]]))I2=I2+Ifun(x[[1]],x[[2]][i],x[[3]],x[[4]],bhat)^2
for(i in 1:length(x[[3]]))I3=I3+Ifun(x[[1]],x[[2]],x[[3]][i],x[[4]],bhat)^2
for(i in 1:length(x[[4]]))I4=I4+Ifun(x[[1]],x[[2]],x[[3]],x[[4]][i],bhat)^2
deriv=1/dnorm(qnorm(bhat))
sighat=(deriv/N)^2*(I1+I2+I3+I4)
ci=gb-crit*sqrt(sighat)
ci[2]=gb+crit*sqrt(sighat)
ci=pnorm(ci)
test=(gb-0.)/sqrt(sighat)
pv=2*(1-pnorm(abs(test)))
list(n=nx,p.hat=bhat,p.value=pv,ci=ci)
}
Ifun<-function(x1,x2,x3,x4,bhat){
x=outer(x1,x2,FUN='-')
y=outer(x3,x4,FUN='-')
NV=length(x1)*length(x2)*length(x3)*length(x4)
v=(bmp(x,y)$phat-bhat)*NV
v
}
QS1way<-function(x,locfun=median,alpha=0.05,SEED=TRUE,nboot=500,CI=TRUE){
#
# Estimate quantile shift function when comparing all
# pairs of groups in a one-way (independent) groups design
#
# CI=TRUE: confidence intervals for the measure of effect size are computed.
#
J=length(x)
Jall=(J^2-J)/2
con1=con1way(J)
output=matrix(NA,nrow=Jall,ncol=5)
dimnames(output)=list(NULL,c('Group','Group','Q.Effect','low.ci','up.ci'))
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
output[ic,1]=j
output[ic,2]=k
if(!CI)output[ic,3]=shiftes(x[[j]],x[[k]])$Q.Effect
if(CI){
ci=shiftPBci(x[[j]],x[[k]],alpha=alpha,locfun=locfun,SEED=SEED)
output[ic,3]=ci$Q.effect
output[ic,4]=ci$ci[1]
output[ic,5]=ci$ci[2]
}}}}
output
}
QS2by2<-function(x,nreps=200,locfun=median,SEED=TRUE,FACTOR.A=TRUE){
#
# Quantile shift-type measure of effect size for main effect in a 2-by-2 design
# Comparing level 1 of Factor A to level 2 of Factor A.
#
g=c(1:4)
if(!FACTOR.A){ # So doing factor B
g=c(1,3,2,4)
}
nmin=min(nv)
ef=NA
nt=prod(n)
if(nt>10^3){
if(SEED)set.seed(2)
for(i in 1:nreps){
for(j in 1:4)M[,j]=sample(x[[j]],nmin)
L1=outer(M[,g[1]],M[,g[2]],FUN='+')
L2=outer(M[,g[3]],M[,g[4]],FUN='+')
ef[i]=shiftes(L1,L2,locfun=locfun)$Q.Effect
}}
else{
L1=outer(x[[g[1]]],x[[g[2]]],FUN='+')
L2=outer(x[[g[3]]],x[[g[4]]],FUN='+')
ef=shiftes(L1,L2,locfun=locfun)$Q.Effect
}
es=mean(ef)
list(Q.Effect=es)
}
bcmpQSci=QS1way
interQS<-function(x,nreps=200,locfun=median,SEED=TRUE,...){
#
# Quantile shift-type measure of effect size for an interaction in a 2-by-2 design
#
nmin=min(nv)
ef=NA
nt=prod(nv)
nmin=min(c(nmin,50))
if(nt>10^3){
if(SEED)set.seed(2)
for(i in 1:nreps){
for(j in 1:4)M[,j]=sample(x[[j]],nmin)
L1=outer(M[,1],M[,2],FUN='-')
L2=outer(M[,3],M[,4],FUN='-')
ef[i]=shiftes(L1,L2,locfun=locfun)$Q.Effect
}}
else{
L1=outer(x[[1]],x[[2]],FUN='-')
L2=outer(x[[3]],x[[4]],FUN='-')
ef=shiftes(L1,L2,locfun=locfun,...)$Q.effect
}
es=mean(ef)
list(Q.Effect=es)
}
linconQS<-function(x,con=0,tr=.2,alpha=.05,pr=TRUE,crit=NA,SEED=TRUE,INT=FALSE,
locfun=tmean){
#
#
# This function is used when estimating effect size via
# quantile shift perspective.
#
#
# The data are assumed to be stored in x in list mode, a matrix
#
#
#
#
flag<-TRUE
con<-as.matrix(con)
J<-length(x)
sam=NA
for(j in 1:J){
xx<-!is.na(x[[j]])
val<-x[[j]]
}
if(sum(con^2)==0){
CC<-(J^2-J)/2
'p.value','Q.effect','Rel.Q'))
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
test[jcom,5]<-sejk
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
df<-(w[j]+w[k])^2/(w[j]^2/(h[j]-1)+w[k]^2/(h[k]-1))
test[jcom,6]<-df
psihat[jcom,7]=lin.ES(x[c(j,k)],con=c(1,-1))$Effect.Size
psihat[jcom,8]=(psihat[jcom,7]-.5)/.5
if(CC>28)flag=FALSE
if(flag){
}
test[jcom,4]<-crit
}}}}
if(sum(con^2)>0){
}
'p.value','Q.effect'))
df<-0
psihat[d,1]<-d
test[d,1]<-d
if(flag){
}
test[d,3]<-crit
test[d,4]<-sejk
test[d,5]<-df
if(!INT)psihat[d,6]=lin.ES(x,con[,d],tr=tr,nreps=nreps,SEED=SEED)$Effect.Size
if(INT){
id=con[,d]!=0
psihat[d,6]=interQS(x[id],nreps=nreps,locfun=locfun,SEED=SEED)$Q.Effect
}
}
}
if(pr){
print('Under normality and homoscedasticity, Cohen d= 0, .2, .5, .8')
print('correspond approximately to Q.effect = 0.5, 0.55, 0.65 and 0.70,
respectively')
}
}
bbmcpQS<-function(J,K,x,locfun,nreps=100,SEED=TRUE,POOL=TRUE,pr=TRUE){
#
# For independent groups,
# compute quantile shift measure of effect size for all main effects and
interactions.
#
# To get an explanatory measure of effect size, use bbmcpEP
#
#
#
JK <- J * K
if(is.matrix(x) || is.data.frame(x))
x <- listm(x)
if(!is.list(x))
if(JK != length(x))
print('Warning: JK does not match the number of groups.')
x=elimna(x) # Remove missing values.
DONE=FALSE
if(J==2 & K==2){
Factor.A=list()
Factor.A[[1]]=linconQS(x[1:2],pr=FALSE)
Factor.A[[2]]=linconQS(x[3:4],pr=FALSE)
Factor.B=list()
Factor.B[[1]]=linconQS(x[c(1,3)],pr=FALSE)
Factor.B[[2]]=linconQS(x[c(2,4)],pr=FALSE)
Factor.AB=linconQS(x,con=c(1,-1,-1,1),INT=TRUE,pr=FALSE)
DONE=TRUE
}
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
if(!DONE){
if(!POOL){ # For each level of Factor A, compute effect size
# for all pairwise comparisons among the levels of B
ID=matrix(c(1:JK),nrow=J,ncol=K,byrow=TRUE)
Factor.A=list()
for(j in 1:J){
id=as.vector(ID[j,])
Factor.A[[j]]=linconQS(x[id],pr=FALSE)
}
Factor.B=list()
ID=t(ID)
for(k in 1:K){
id=as.vector(ID[k,])
Factor.B[[k]]=linconQS(x[id],pr=FALSE)
}
}}
# Do interactions
Factor.AB=list()
for(l in 1:ncol(conAB)){
#id=which(conAB[,l]!=0)
Factor.AB[[l]]=linconQS(x,con=conAB[,l],INT=TRUE,pr=FALSE)
}
#
if(POOL){
LEV.A=list()
for(j in 1:J){
id=as.vector(ID[j,])
LEV.A[[j]]=pool.a.list(x[id])
}
Factor.A=linconQS(LEV.A,pr=FALSE)
ID=t(ID)
LEV.B=list()
for(k in 1:K){
id=as.vector(ID[k,])
LEV.B[[k]]=pool.a.list(x[id])
}
Factor.B=linconQS(LEV.B,pr=FALSE)
}
if(pr){
print('The columns of conAB contain the contrast coefficients for the
interactions.')
print('For example, the output in FactorAB[[1]] are the results based')
print('on the contrast coefficients in column 1')
print('which is the interaction for the first two rows and the first two columns')
print(' ')
print('Note: Under normality and homoscedasticity, Cohen d= 0, .2, .5, .8')
respectively')
}
if(!POOL){
print('Factor.A: for each row of 1st factor, perform all pairwise')
print(' among the levels of Factor B and store the results in Factor.A')
print('Do the same for the second factor and store the results in Factor.B')
}
if(POOL){
print('Factor.A: for each row of 1st factor, pool the data over the levels')
print('of Factor B. Then do all pairwise comparisons and store the results in
Factor.A')
print('Do the same for the second factor and store the results in Factor.B')
}
list(Factor.A=Factor.A,Factor.B=Factor.B,Factor.AB=Factor.AB,conAB=conAB)
}
bwiPATEL<-function(J,K,x,JK=J*K,grp=c(1:JK),alpha=.05,SEED=TRUE){
#
# Same as bwimcp only use a Patel type approach
#
#
#
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
JMK<-J*MK
MJMK<-MJ*MK
Jm<-J-1
data<-list()
}
x<-data
dimnames(output)<-
list(NULL,c('A','A','B','B','p.hat','p.value','ci.low','ci.up','p.adjust'))
jp<-1-K
kv<-0
kv2<-0
test<-NA
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
x1<-x[[m[j,k]]]-x[[m[j,kk]]]
temp<-cidv2(x1,x2)
output[ic,5]<-temp$p.hat
output[ic,7:8]<-temp$p.ci
}}}}}}
output[,9]=p.adjust(output[,6],method='hoch')
output
}
bwmcpORD<-function(J,K,x,pr=TRUE){
#
# Compute sign test for within and Cliff's generalization for between factors
# in a between-by-within design
#
if(pr){
print('A[[1]] contains the estimated effect size for level 1 of Factor A;')
print(' all pairwise comparisons over Factor B')
print('A[[2]] contains results for level 2, etc.')
}
JK=j*K
A=list()
for (j in 1:J)A[[j]]=signmcp(x[ID[j,]])
B=list()
for(k in 1:K)B[[k]]=cidmulv2(x[ID[,k]])
AB=bwiPATEL(J,K,x)
list(Factor.A=A,Factor.B=B,interactions=AB)
}
wmcpAKP<-function(x,tr=.2){
#
# Compute Algina et al measure of effect size for pairs of J dependent groups
#
J=length(x)
C=(J^2-J)/2
A=matrix(NA,nrow=C,ncol=3)
dimnames(A)=list(NULL,c('Group','Group','Effect.Size'))
ic=0
for (j in 1:J){
for (k in 1:J){
if(j<k){
ic=ic+1
A[ic,1]=j
A[ic,2]=k
A[ic,3]=D.akp.effect(x[[j]],x[[k]],tr=tr)
}}}
A
}
bmcpAKP<-function(x,tr=.2){
#
# Compute quantile shift measure of effect size for pairs of J dependent groups
#
J=length(x)
C=(J^2-J)/2
ic=0
for (j in 1:J){
for (k in 1:J){
if(j<k){
ic=ic+1
A[ic,1]=j
A[ic,2]=k
A[ic,3]=akp.effect(x[[j]],x[[k]],tr=tr)
}}}
A
}
wmcpQS<-function(x,locfun=median){
#
# Compute quantile shift measure of effect size for pairs of J dependent groups
#
J=length(x)
C=(J^2-J)/2
dimnames(A)=list(NULL,c('Group','Group','Q.Effect'))
ic=0
for (j in 1:J){
for (k in 1:J){
if(j<k){
ic=ic+1
A[ic,1]=j
A[ic,2]=k
A[ic,3]=depQS(x[[j]],x[[k]],locfun=locfun)$Q.effect
}}}
A
}
bwmcpQS<-function(J,K,x,locfun=median,pr=TRUE){
#
# Compute quantile shift measure of effect size for all pairwise comparisons
#
if(pr){
print('A[[1]] contains results for level 1 of Factor A;')
print(' ')
respectively')
}
JK=J*K
A=list()
for (j in 1:J)A[[j]]=wmcpQS(x[ID[j,]],locfun=locfun)
B=list()
for(k in 1:K)B[[k]]=bmcpQS(x[ID[,k]],locfun=locfun)
AB=bwiQS(J,K,x)[,5]
}
bwimcpAKP<-function(J,K,x,tr=.2,JK=J*K,grp=c(1:JK),alpha=.05,SEED=TRUE){
#
# Same as bwimcp only include Algina et al. measures of effect size.
#
#
#
#
#
#
#
# using grp
#
if(is.matrix(x)) {
y <- list()
for(j in 1:ncol(x))
y[[j]] <- x[, j]
x <- y
}
JK<-J*K
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
JMK<-J*MK
MJMK<-MJ*MK
Jm<-J-1
data<-list()
}
x<-data
dimnames(output)<-
list(NULL,c('A','A','B','B','psihat','p.value','p.crit','Effect.Size'))
jp<-1-K
kv<-0
kv2<-0
test<-NA
for(j in 1:J){
jp<-jp+K
for(k in 1:K){
kv<-kv+1
xmat[,k]<-x[[kv]]
}
xmat<-elimna(xmat)
for(k in 1:K){
kv2<-kv2+1
x[[kv2]]<-xmat[,k]
}}
ic<-0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
x1<-x[[m[j,k]]]-x[[m[j,kk]]]
temp<-yuenv2(x1,x2,SEED=SEED)
output[ic,8]<-akp.effect(x1,x2)
}}}}}}
ncon<-length(test)
zvec<-dvec[1:ncon]
output
}
bwmcpAKP<-function(J,K,x,tr=.2,pr=TRUE){
#
# Compute Algina et al measure of effect size for all pairwise comparisons
#
if(pr){
print('A[[1]] contains the estimated effect size for level 1 of Factor A;')
}
JK=j*K
A=list()
for (j in 1:J)A[[j]]=wmcpAKP(x[ID[j,]])
B=list()
for(k in 1:K)B[[k]]=bmcpAKP(x[ID[,k]],tr=tr)
AB=bwimcpAKP(J,K,x)[,c(1:4,8)]
}
bmcpQS<-function(x,locfun=median,...){
#
# Compute quantile shift measure of effect size for pairs of J independent groups
#
J=length(x)
C=(J^2-J)/2
ic=0
for (j in 1:J){
for (k in 1:J){
if(j<k){
ic=ic+1
A[ic,1]=j
A[ic,2]=k
A[ic,3]=shiftes(x[[j]],x[[k]],locfun=locfun,...)$Q.Effect
}}}
A
}
bbtrimQS<-function(J,K,x, con = 0, tr = 0.2,

alpha = 0.05, pr = TRUE, crit = NA, SEED = TRUE, INT = FALSE, locfun = tmean){
if(pr){
print('Under normality and homoscedasticity, Cohen d= 0, .2, .5, .8')
respectively')
}
CON=con2way(J,K)
A=linconQS(x,con=CON$conA,tr=tr,alpha=alpha,pr=FALSE,crit=crit,SEED=SEED,INT=FALSE,
locfun=locfun)
B=linconQS(x,con=CON$conB,tr=tr,alpha=alpha,pr=FALSE,crit=crit,SEED=SEED,INT=FALSE,
locfun=locfun)
AB=linconQS(x,con=CON$conAB,tr=tr,alpha=alpha,pr=FALSE,crit=crit,SEED=SEED,INT=TRUE
,locfun=locfun)
list(A=A,B=B,AB=AB)
}
depQS<-function(x,y=NULL,locfun=median,...){
#
# Probabilistic measure of effect size: shift of the median
# based on difference scores for two dependent groups.
# Note Cohen d: .2 .5 and .8 correspond to
# depQS= .6, .7 and .8 approximately.
# Cohen d: -.2 -.5 and -.8 correspond to
# .4, .3 and .2
#
if(!is.null(y))L=x-y
else L=x
L=elimna(L)
est=locfun(L,...)
if(est>=0)ef.sizeND=mean(L-est<=est)
ef.size=mean(L-est<=est)
#if(est<0)ef.sizeND=mean(L-est>=est)
#Q.size=(ef.size-.5)/.5
list(Q.effect=ef.size)
}
linQS<-function(x,con,locfun=median,nreps=200,SEED=TRUE){
#
# Then estimate quantile shift in location measure of effect size
# locfun, which defaults to the median.
#
if(SEED)set.seed(2)
J<-length(x)
x=elimna(x)
nmin=min(nv)
est=NA
p=NA
B=list()
for(i in 1:nreps){
B[[i]]=M
}
p=lapply(L,linQS.sub2,locfun=locfun)
list(Q.effect=mean(p),center=mean(est))
}
linQS.sub2<-function(L,locfun=median){
phat=mean(L-locfun(L)<locfun(L))
phat
}
bblinQS<-function(J,K,x,locfun,nreps=100,SEED=TRUE,POOL=TRUE,pr=TRUE){
#
# Compute quantile shift measure of effect size for all main effects and
interactions.
#
# To get an explanatory measure of effect size, use bbmcpEP
#
#
#
JK <- J * K
x <- listm(x)
if(!is.list(x))
if(JK != length(x))
print('Warning: JK does not match the number of groups.')
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
Factor.A=list()
Factor.A[[j]]=linQS(x,con=conA[,j])
}
Factor.B=list()
for(k in 1:ncol(conB)){
Factor.B[[k]]=linQS(x,con=conB[,k])
}
# Do interactions
Factor.AB=list()
Factor.AB[[l]]=linQS(x,con=conAB[,l])
}
if(pr){
print('The columns of conAB contain the contrast coefficients for the
interactions.')
print('For example, the output in FactorAB[[1]] are the results based')
print('on the contrast coefficients in column 1')
print('which is the interaction for the first two rows and the first two columns')
print(' ')
respectively')
}
list(Factor.A=Factor.A,Factor.B=Factor.B,Factor.AB=Factor.AB,conAB=conAB)
}
bbblinQS<-function(J,K,L,x,locfun,nreps=100,SEED=TRUE,POOL=TRUE,pr=TRUE){
#
# Compute quantile shift measure of effect size for all main effects and
interactions.
#
#
#
#
JKL <- J * K*L
x <- listm(x)
if(!is.list(x))
print('Warning: JKL does not match the number of groups.')
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC<-temp$conABC
Factor.A=list()
Factor.A[[j]]=linQS(x,con=conA[,j])
}
Factor.B=list()
for(k in 1:ncol(conB)){
Factor.B[[k]]=linQS(x,con=conB[,k])
}
Factor.C=list()
for(k in 1:ncol(conC)){
Factor.C[[k]]=linQS(x,con=conB[,k])
}
# Do interactions
Factor.AB=list()
Factor.AB[[l]]=linQS(x,con=conAB[,l])
}
Factor.AC=list()
for(l in 1:ncol(conAC)){
Factor.AC[[l]]=linQS(x,con=conAC[,l])
}
Factor.BC=list()
for(l in 1:ncol(conBC)){
Factor.BC[[l]]=linQS(x,con=conBC[,l])
}
Factor.ABC=list()
for(l in 1:ncol(conABC)){
Factor.ABC[[l]]=linQS(x,con=conABC[,l])
}
if(pr){
respectively')
}
list(Factor.A=Factor.A,Factor.B=Factor.C,Factor.C=Factor.C,Factor.AB=Factor.AB,
Factor.AC=Factor.AC,Factor.BC=Factor.BC,Factor.AB=Factor.ABC,contrast.coef=temp)
}
ancdetM4<-function(x1,y1,x2,y2,fr1=1,fr2=1,tr=.2,
alpha=.05,plotit=FALSE,pts=NA,sm=FALSE,
pr=TRUE,xout=FALSE,outfun=outpro,MC=FALSE,p.crit=.05,BOTH=FALSE,
xlab='X1',ylab='X2',pch1='*',pch2='+',...){
#
# Like ancdet2C, only more than two covariate values can be used.
#
p=ncol(x1)
p1=p+1
if(ncol(x2)!=p)stop('x1 and x2 do not have the same number of columns')
x1=xy[,1:p]
y1=xy[,p1]
x2=xy[,1:p]
y2=xy[,p1]
if(min(length(y1),length(y2))<50)stop('The minimum sample size must be greater than
or equal to 50')
if(xout){
x1<-x1[flag,]
y1<-y1[flag]
x2<-x2[flag,]
y2<-y2[flag]
}
x1=as.matrix(x1)
x2=as.matrix(x2)
m1<-covmcd(x1)
m2<-covmcd(x2)
flag=NA
if(!BOTH)pts=unique(x1)
if(BOTH)pts=unique(rbind(x1,x2))
output=matrix(NA,nrow=nrow(pts),ncol=8)
dimnames(output)=list(NULL,c('n1','n2','est.1','est.2','ci.low','ci.up','p.value','
dif'))
ic=0
set.pts=NULL
nval1<-length(y1[near3d(x1,pts[i,],fr1,m1)])
nval2<-length(y2[near3d(x2,pts[i,],fr2,m2)])
flag.chk=as.logical((nval1>11)*(nval2>11))
flag[i]=flag.chk
if(flag.chk){
Y1=y1[near3d(x1,pts[i,],fr=fr1,m=m1)]
Y2=y2[near3d(x2,pts[i,],fr=fr2,m=m2)]
temp=yuen(Y1,Y2,tr=tr)
temp=pool.a.list(temp[1:7])
ic=ic+1
output[ic,]=temp
}}
sel.pts=NULL
sig.points=NULL
if(ic>0){
n.sel=sum(flag)
output=output[1:n.sel,]
sel.pts=pts[flag,]
}
if(sum(flag)==0){
print('Could not find any point with 12 or more nearest neighbors')
output=matrix(NA,nrow=1,ncol=8)
n.sel=0
num.sig=0
}
id.sig=NULL
padj=NULL
p.crit=NULL
if(n.sel>0){
sel.id=c(1:n.sel)
if(n.sel<=25){
if(n.sel==1)padj=output[7]
else
padj=p.adjust(output[,7])
flag=padj<=alpha
if(sum(flag)==1)sig.points=sel.pts[flag]
if(sum(flag)>1)sig.points=sel.pts[flag,]
num.sig=sum(flag)
id.sig=sel.id[flag]
}
if(n.sel>25){
if(n.sel<=100)p.crit=0.0806452604/n.sel-0.0002461736
if(n.sel>100)p.crit=6.586286e-02/n.sel+4.137143e-05
#if(n.sel>100)p.crit=.0007
#if(n.sel>=300)p.crit=.0003
#if(n.sel>=400)p.crit=.0002
#if(n.sel>=600)p.crit=.00015
#if(n.sel>=800)p.crit=.0001249
flag=output[,7]<=p.crit
if(sum(flag)>0)sig.points=sel.pts[flag,]
}
num.sig=sum(flag)
id.sig=sel.id[flag]
}
list(selected.points=sel.pts,output=output,significant.points=sig.points,num.sig=nu
m.sig,id.sig=id.sig)
}
reg.vs.rplot<-
function(x,y,xout=FALSE,outfun=outpro,fr=1,est=median,regfun=tsreg,xlab='Reg.Est',y
lab='Rplot.Est',pch='.',nmin=1,...){
#
# If the linear model is correct, the plot returned here should be
# tightly clustered around a line having slope=1 and intercept=0, indicated
# by a dashed line.
#
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
e1=regYhat(x,y,regfun=regfun)
e2=rplot.pred(x,y,est=est,fr=fr,nmin=nmin)$Y.hat
lplot(e1,e2,xlab=xlab,ylab=ylab,pc=pch)
abline(0,1,lty=2)
}
reg.vs.lplot<-function(x,y,xout=FALSE,pch='.',
outfun=outpro,fr=1,est=tmean,regfun=tsreg,xlab='Reg.est',ylab='Lplot.est',span=.75,
...){
#
#
#
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
e1=regYhat(x,y,regfun=regfun)
e2=lplot.pred(x,y,,est=est,span=span)$yhat
lplot(e1,e2,xlab=xlab,ylab=ylab,pc=pch)
abline(0,1,lty=2)
}
bbdetmcp<-function(J,K,x,tr=0.2){
#
# For each level of Factor A, do all pairiwise comparisons
# among levels of B and store results in A in list mode.
#
# For each level of Factor B, do all pairiwise comparisons
# among levels of A and store results in B in list mode.
#
A=list()
B=list()
JK=J*K
for(j in 1:J)A[[j]]=lincon(x[mat[j,]],tr=tr,pr=FALSE)
for(k in 1:K)B[[k]]=lincon(x[mat[,k]],tr=tr,pr=FALSE)
list(Levels.of.A=A,Level.of.B=B)
}
bbdetmcpQS<-function(J,K,x,tr=0.2){
#
# For each level of Factor A, do all pairiwise comparisons
# among levels of B and store results in A in list mode.
#
# For each level of Factor B, do all pairiwise comparisons
# amonglevels of A andstore results in B in list mode.
#
A=list()
B=list()
JK=J*K
for(j in 1:J)A[[j]]=linconQS(x[mat[j,]],tr=tr,pr=FALSE)
for(k in 1:K)B[[k]]=linconQS(x[mat[,k]],tr=tr,pr=FALSE)
list(Levels.of.A=A,Level.of.B=B)
}
ancJNPVAL<-function(x1,y1,x2,y2,regfun=MMreg,p.crit=NULL,DEEP=TRUE,PVALS=FALSE,
plotit=TRUE,xlab='X1',ylab='X2',null.value=0,WARNS=FALSE,
alpha=.05, pts=NULL,SEED=TRUE,nboot=100,xout=FALSE,outfun=outpro,...){
#
#
# Design points can be specified via the argument
# pts: a matrix with p=ncol(x1) columns.
#
# DEEP=FALSE: If pts=NULL, design points are chosen to be deepest point in
# rbind(x1,x2) plus points on the .5 depth contour.
#
# DEEP=TRUE, choose deepest half of rbind(x1,x2) and use critical p-value indicated
by
# p.crit.
#
# alpha=.05, refers to the desired probability of one or more Type I errors. If
# p.crit=NULL,
# when alpha=.05 or .01 and number of covariates is <=6, p.crit is
# determined quickly by this function. That is, the familywise error will be
approximately alpha.
# Other choices for alpha can be accomodated if
# the file ancJNpvals_dat has been read into the R variable ancJNPVAL.dat
# This file can be downloaded from http://dornsife.usc.edu/labs/rwilcox/datasets/
#
# If PVALS=TRUE, an approximate
# p-value is returned when
# DEEP=TRUE, meaning smallest familywise error rate for which one or more tests
are significant.
#
# THIS ASSUMES THE DATA IN THE FILE ancJNpvals_dat has been read into the R
variable ancJNPVAL.dat
#
# If number of covariates is > 6, unknown how to adjust p.crit to control
familywise error.
#
# plotit=TRUE: if p=2 covariates, plot covariate points with
# non-significant points indicated by * and significant points by +
# (This function replaces anctsmp, which does not have an option for
# using the deepest half of the covariate points.)
#
if(SEED)set.seed(2)
if(!is.null(pts[1]))DEEP=FALSE
x1=as.matrix(x1)
x2=as.matrix(x2)
if(ncol(x1)!=ncol(x2))stop('x1 and x2 have a different number of columns')
p=ncol(x1)
if(p==1)stop('Should have at least two covariates')
if(p>6)stop('Current version is limited to six covariates or less')
p1=p+1
x1=m1[,1:p]
y1=m1[,p1]
x2=m2[,1:p]
y2=m2[,p1]
#
if(xout){
m<-cbind(x1,y1)
m<-m[flag,]
x1<-m[,1:p]
y1<-m[,p1]
m<-cbind(x2,y2)
m<-m[flag,]
x2<-m[,1:p]
y2<-m[,p1]
}
n1=length(y1)
n2=length(y2)
nv=c(n1,n2)
nmin=min(nv)
if(p>=3){
if(nmin<100){
print('NOTE: the minimum n is less than 100')
print('The estimate of the standard error might be highly biased resulting in low
power')
print('That is, the actual standard error might be substantially smaller than the
estimate')
if(nboot<300)print('Using nboot=300 might help reduce this concern')
}}
if(p==2){
if(nmin<50){
print('NOTE: the minimum n is less than 50')
print('The estimate of the standard error might be highly biased resulting in low
power')
print('That is, the actual standard error might be substantially smaller than the
estimate')
if(nboot<300)print('Using nboot=300 might help reduce this concern')
}}
if(!DEEP){
x1<-as.matrix(x1)
pts<-ancdes(unique(rbind(x1,x2)))
p.crit=NULL
}
if(DEEP){
if(PVALS){
if(!exists('ancJNPVAL.dat')){
print('Use command ancJNPVAL.dat=read.table(file.choose())')
print('to read the file ancJNpvals_dat.txt into the R variable ancJNPVAL.dat')
print ('The file is located at http://dornsife.usc.edu/labs/rwilcox/datasets/')
}}
xall=unique(rbind(x1,x2))
pd=pdepth(xall)
id.keep=which(pd>median(pd))
pts=xall[id.keep,]
pts=unique(pts)
}}
pts<-as.matrix(pts)
ntests=nrow(pts)
dimnames(mat)<-list(NULL,c('Est 1', 'Est
2','DIF','TEST','se','ci.low','ci.hi','p.value'))
if(!WARNS)options(warn=-1)
outfun,...)
outfun,...)
# xout=F because leverage points have already been removed.
if(!WARNS)options(warn=0) #turn warnings back on
mat[,1]=est1
mat[,2]=est2
est=est1-est2
mat[,3]=est
mat[,5]=sd
mat[,4]=tests
mat[,8]=pv
crit=NULL
if(!DEEP){
if(nrow(pts)>1){
if(ntests<=28){
}
}
}
if(DEEP){
pvals.05=c(NA,.00615847,0.002856423,.00196,0.001960793,0.001120947)
pvals.01=c(NA,0.001006744,0.000237099,0.0003169569,0.0002031497,9.442465e-05)
if(alpha==.05){
crit=qnorm(1-pvals.05[p]/2)
p.crit=pvals.05[p]
}
if(alpha==.01){
crit=qnorm(1-pvals.01[p]/2)
p.crit=pvals.01[p]
}
pvalue=NA
if(PVALS){
pm1=p-1
p.crit=hd(ancJNPVAL.dat[,pm1],q=alpha) # change p.crit based on simulated estimate
pmin=min(mat[,8])
pvalue=mean(ancJNPVAL.dat[,pm1]<=pmin)
}
if(ntests<50)print('NOTE: DEEP=FALSE might provide higher power')
}
mat[,6]=est-crit*sd
mat[,7]=est+crit*sd
flag=rep(FALSE,nrow(mat))
flag.chk1=as.logical(mat[,6]>null.value)
flag.chk2=(mat[,7]<null.value)
flag.chk=(flag.chk1+flag.chk2>0)
if(!is.null(p.crit))num.sig=sum(mat[,8]<=p.crit)
else num.sig=sum(flag.chk)
if(p==2){
if(plotit){
plot(pts[,1],pts[,2],xlab=xlab,ylab=ylab,type='n')
flag[flag.chk]=TRUE
points(pts[!flag,1],pts[!flag,2],pch='*')
points(pts[flag,1],pts[flag,2],pch='+')
}}
sig.points=NULL
if(!is.null(p.crit)){
if(num.sig>0){
pick=which(mat[,8]<=p.crit)
sig.points=pts[pick,]
}}
list(n=nv,p.value=pvalue,num.sig=num.sig,p.crit=p.crit,points=pts,output=mat,
significant.points=sig.points)
}
qhatDEP<-function(x1,x2,depthfun=prodepth,...){
#
# Compute apparent probability of correct classification
#
x1<-x1[!is.na(x1)]
x2<-x2[!is.na(x2)]
x1=as.matrix(x1)
x2=as.matrix(x2)
tv=c(rep(1,nrow(x1)),rep(2,nrow(x2)))
see=discdepth(x1,x2,z=rbind(x1,x2))
qhat=mean(tv==see)
qhat
}
qhatdepPB<-function(x1,x2,nboot=500,alpha=.05,depthfun=prodepth,
SEED=TRUE,...){
#
#
if(SEED)set.seed(2)
bvec=NA
x1=as.matrix(x1)
x2=as.matrix(x2)
n1=nrow(x1)
n2=nrow(x2)
for(i in 1:nboot){
dat1=sample(n1,n1,replace=TRUE)
dat2=sample(n2,n2,replace=TRUE)
bvec[i]=qhatDEP(x1[dat1,],x2[dat2,],depthfun=depthfun)
}
est=qhatDEP(x1,x2)
bvec=sort(bvec)
crit<-alpha/2
icu<-nboot-icl
ci<-bvec[icl]
ci[2]<-bvec[icu]
list(estimate=est,ci=ci)
}
discdepth<-function(train=NULL,test=NULL,g,x1=NULL,x2=NULL,depthfun=prodepth,...){
#
# x1 and x2 contain the data for the two groups
# Goal, classify the values in test using depths associated with the training data
#
if(is.matrix(g)){
}
Train=cbind(train,g)
Train=elimna(Train)
p=ncol(train)
p1=p+1
train=Train[,1:p]
g=Train[,p1]
flag=g==min(g)
x1=Train[flag,1:p]
x2=Train[!flag,1:p]
}
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
if(is.null(test))stop('No test data, argument test is NULL')
test=elimna(test)
z=as.matrix(test)
x1=as.matrix(x1)
x2=as.matrix(x2)
z=as.matrix(z)
d1=depthfun(x1,pts=z,...)
d2=depthfun(x2,pts=z,...)
flag=d1>d2
N=nrow(z)
id=rep(2,N)
id[flag]=1
id
}
dis.depth.bag<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,depthfun=prodepth,nboot=100,SE
ED=TRUE,...){
#
#
# g=class id
# if there are two classes and the training data are stored in separate
variables, can enter
# the data for each class via the arguments
# x1 and x2.
# The function will then create appropriate labels and store them in g.
#
# Uses data depths.
# KNNdist uses data depths, for the n1!=n2 it can be a bit biased, meaning that
# when there is no association, the probability of a correct classification will be
less than .5
#
#
if(is.null(test))stop('test =NULL, no test data provided')
if(SEED)set.seed(2)
if(is.null(g))stop('Argument g, group labels, must be specified')
if(is.matrix(g)){
traing=elimna(cbind(train,g))
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
if(length(unique(g))>2)stop('Only two groups allowed, g has more than two unique
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
n.test=nrow(test)
if(ncol(test)!=ncol(x2))stop('test and x2 have different number of columns')
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
dvec=matrix(NA,nrow=nboot,ncol=n.test)
for(i in 1:nboot){
id1=sample(n1,n,replace=TRUE)
dvec[i,]=discdepth(x1=x1[id1,],x2=x2[id2,],test=test,depthfun=depthfun,...)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
chk1=apply(test1,2,sum)
idec=chk2>chk1
dec[idec]=2
dec
}
pdepth<-function(m,pts=m,MM=FALSE,cop=3,dop=1,center=NA, SEED=TRUE){
#
# projection depth
#
#
v=pdis(m,pts=pts,MM=MM,cop=cop,dop=dop,center=center)
v=1/(1+v)
v
}
pdis<-function(m,pts=m,MM=FALSE,cop=3,dop=1,center=NA,na.rm=TRUE){
#
# Compute projection distances for points in pts relative to points in m
# That is, the projection distance from the center of m
#
#
# MM=F Projected distance scaled
# using interquatile range.
# MM=T Scale projected distances using MAD.
#
# There are five options for computing the center of the
# cop=5 uses skipped mean
#
pts=elimna(pts)
m<-as.matrix(m)
nm=nrow(m)
pts<-as.matrix(pts)
if(ncol(m)>1){
if(ncol(pts)==1)pts=t(pts)
}
npts=nrow(pts)
mp=rbind(m,pts)
np1=nrow(m)+1
if(ncol(m)==1){
m=as.vector(m)
pts=as.vector(pts)
if(is.na(center[1]))center<-median(m)
dis<-abs(pts-center)
disall=abs(m-center)
temp=idealf(disall)
if(!MM){
pdis<-dis/(temp$qu-temp$ql)
}
if(MM)pdis<-dis/mad(disall)
}
#if(ncol(m)>1){
else{
if(cop==1)center<-dmean(m,tr=.5,dop=dop)
if(cop==2)center<-cov.mcd(m)$center
if(cop==3)center<-apply(m,2,median)
if(cop==4)center<-cov.mve(m)$center
if(cop==5)center<-smean(m)
}
dmat<-matrix(NA,ncol=nrow(mp),nrow=nrow(mp))
for (i in 1:nrow(mp)){
B<-mp[i,]-center
dis<-NA
BB<-B^2
bot<-sum(BB)
if(bot!=0){
for (j in 1:nrow(mp)){
A<-mp[j,]-center
dis[j]<-sqrt(sum(temp^2))
}
dis.m=dis[1:nm]
if(!MM){
#temp<-idealf(dis)
temp<-idealf(dis.m)
dmat[,i]<-dis/(temp$qu-temp$ql)
}
#if(MM)dmat[,i]<-dis/mad(dis)
if(MM)dmat[,i]<-dis/mad(dis.m)
}}
pdis<-apply(dmat,1,max,na.rm=na.rm)
pdis=pdis[np1:nrow(mp)]
}
pdis
}
yuenQS<-function(x,y=NULL,tr=.2,alpha=.05, plotit=FALSE,op=TRUE,
cor.op=FALSE,loc.fun=median,pr=TRUE,xlab='X',ylab=' ' ){
#
#
# The significance level is returned in yuen$p.value
#
# Unlike the function yuen, a robust quantile shift measure
# of effect size is returned.
#
if(pr){
print('correspond approximately to Q.Effect = 0.5, 0.55, 0.65 and 0.70,
respectively')
}
if(tr==.5)stop('Use medpb to compare medians.')
if(tr>.5)stop('cannot have tr>.5')
if(is.null(y)){
y=x[,2]
x=x[,1]
}
if(is.list(x)){
y=x[[2]]
x=x[[1]]
}
}
library(MASS)
n1=length(x)
n2=length(y)
df<-(q1+q2)^2/((q1^2/(h1-1))+(q2^2/(h2-1)))
m1=mean(x,tr)
m2=mean(y,tr)
mbar=(m1+m2)/2
dif=m1-m2
e.pow=shiftQS(x,y,tmean,tr=tr)$Q.Effect
if(plotit){
g2plot(x,y,xlab=xlab,ylab=ylab)
}
list(ci=c(low,up),n1=n1,n2=n2,
p.value=yuen,dif=dif,se=sqrt(q1+q2),teststat=test,
crit=crit,df=df,Q.Effect=e.pow)
}
regbtci<-
function(x,y,regfun=qreg,alpha=.05,nboot=300,xout=FALSE,outfun=outpro,SEED=TRUE,...
){
#
# Bootstrap-t confidence intervals for regression parameters
#
if(SEED)set.seed(2)
np<-ncol(xx)
p<-np-1
y<-xx[,np]
x<-xx[,1:p]
x<-as.matrix(x)
n.orig=length(y)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
}
vlabs='Intercept'
for(j in 2:np)vlabs[j]=paste('Slope',j-1)
regout<-matrix(0,np,5)
dimnames(regout)<-list(vlabs,c('ci.low','ci.up','Estimate','S.E.','p-value'))
val=regse(x,y,regfun=regfun,nboot=nboot,SEED=SEED,...)
tests=val$param.estimates/val$s.e.
est=regfun(x,y,...)
regout[,3]=est$coef
regout[,1]=est$coef-qnorm(1-alpha/2)*val$s.e.
regout[,2]=est$coef+qnorm(1-alpha/2)*val$s.e.
regout[,4]=val$s.e.
regout[,5]=pv
list(output=regout,n=n.orig,n.keep=length(y))
}
dtrimQS<-function(x,y=NULL,tr=.2,pr=TRUE){
#
# Trimmed mean based on difference scores
# Also returns quantile shift measure of location
#
#
if(pr){
respectively')
}
if(!is.null(y))L=x-y
else L=x
L=elimna(L)
output=trimci(L,tr=tr,pr=FALSE)
ef=depQS(L,locfun=mean,tr=tr)
list(ci=output$ci,estimate=output$estimate,test=output$test.stat,
se=output$se,p.value=output$p.value,n=output$n,Q.effect=ef$Q.effect)
}
lindQS<-function(x,con,locfun=median,...){
#
# For dependent variables X_1...X_J
# compute quantile shift measure of effect size for
# Y_i=sum_j c_jX_j
#
x=elimna(x)
J<-ncol(x)
L=linWMWMC.sub(x,con=con)
est=locfun(L)
p=linQS.sub2(L,locfun=locfun)
list(Q.effect=p,center=est)
}
bwiQS<-function(J,K,x,locfun=median,...){
#
# Quantile shift measure of effect size for interactions in a
# between-by-within design
#
#
#
JK<-J*K
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
MJMK<-MJ*MK
length(x), ' groups instead.')
m=matrix(c(1:JK),nrow=J,byrow=TRUE)
output=matrix(NA,ncol=5,nrow=MJMK)
dimnames(output)<-list(NULL,c('A','A','B','B','Q.Effect'))
ic=0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
x1<-x[[m[j,k]]]-x[[m[j,kk]]]
output[ic,5]<-shiftes(x1,x2,locfun=locfun,...)$Q.Effect
}}}}}}
output
}
wwiQS<-function(J,K,x,locfun=median,...){
#
# within-by-within design
#
#
#
x=elimna(x)
JK<-J*K
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
MJMK<-MJ*MK
dimnames(output)<-list(NULL,c('A','A','B','B','Q.Effect'))
ic=0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
x1<-x[[m[j,k]]]-x[[m[j,kk]]]-x[[m[jj,k]]]+x[[m[jj,kk]]]
output[ic,5]<-depQS(x1,locfun=locfun,...)$Q.effect
}}}}}}
output
}
bwQS<-function(J,K,x,locfun=median,pr=TRUE){
#
# in a between-by-within design plus interactions.
#
if(pr){
print('output: A[[1]] contains results for level 1 of Factor A;')
print(' ')
respectively')
}
A=list()
B=list()
AB=list()
JK=J*K
A=list()
B=list()
AB=bwiQS(J,K,x)
}
bbiQS<-function(J,K,x,locfun=median,...){
#
# between-by-between design
#
#
#
JK<-J*K
MJ<-(J^2-J)/2
MK<-(K^2-K)/2
MJMK<-MJ*MK
dimnames(output)<-list(NULL,c('A','A','B','B','Effect.Size'))
ic=0
for(j in 1:J){
for(jj in 1:J){
if(j<jj){
for(k in 1:K){
for(kk in 1:K){
if(k<kk){
ic<-ic+1
output[ic,1]<-j
output[ic,2]<-jj
output[ic,3]<-k
output[ic,4]<-kk
ID=c(m[j,k],m[j,kk],m[jj,k],m[jj,kk])
print(ID)
output[ic,5]<-interQS(x[ID],locfun=locfun,...)$Q.Effect
}}}}}}
output
}
bbQS<-function(J,K,x,locfun=median,pr=TRUE){
#
# in a between-by-between design plus interactions.
#
if(pr){
print(' ')
respectively')
}
A=list()
B=list()
AB=list()
JK=J*K
A=list()
for (j in 1:J)A[[j]]=bmcpQS(x[ID[j,]],locfun=locfun)
B=list()
AB=bbiQS(J,K,x)
}
wwQS<-function(J,K,x,locfun=median,pr=TRUE){
#
# in a within-by-within design plus interactions.
#
if(pr){
print(' ')
respectively')
}
A=list()
B=list()
AB=list()
JK=J*K
A=list()
B=list()
for(k in 1:K)B[[k]]=wmcpQS(x[ID[,k]],locfun=locfun)
AB=wwiQS(J,K,x)
}
shiftQSci<-function(x,y,locfun=median,alpha=.05,nboot=500,SEED=TRUE,...){
#
#
if(SEED)set.seed(2)
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
v=NA
es=shiftQS(x,y)$Q.Effect
for(i in 1:nboot){
v[i]=shiftes(X,Y,locfun=locfun)$Q.Effect
}
v=sort(v)
ihi<-nboot - ilow
ilow<-ilow+1
ci=v[ilow]
ci[2]=v[ihi]
list(Q.Effect=es,confidence.interval=ci)
}
ancdetwmw<-function(x1,y1,x2,y2,fr1=1,fr2=1,nmin=8,Ycrit=FALSE,
alpha=.05,plotit=TRUE,pts=NA,span=2/3,sm=TRUE,BOTH=TRUE,
npts=25,p.crit=NULL,EST=FALSE,
SCAT=TRUE,xlab='X',ylab='P.hat',pc='.',...){
#
# Like the function ancdet, only use analog of Wilcoxon--Mann--Whitney
# plot=TRUE: plot estimates P.hat plus a
# confidence band having simultaneous probability coverage 1-alpha
#
# Method S: choose covariate points based on nmin.
# In contrast method Q, performed by ancdetwmwQ, picks points between the q and 1-
q quantiles.
#
#
# span = the span when using loess to plot the regression line.
#
#
# sm=TRUE will smooth the plot using lowess
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
xor1=order(x1)
xor2=order(x2)
x1=x1[xor1]
x2=x2[xor2]
y1=y1[xor1]
y2=y2[xor2]
n1<-1
n2<-1
vecn<-1
bot<-min(sub[vecn>=nmin])
itop<-max(sub[vecn>=nmin])
xbot=x1[bot]
xup=x1[itop]
if(BOTH){
vecn=1
n1=1
n2=1
bot<-max(sub[vecn>=nmin])
itop<-min(sub[vecn>=nmin])
xbot[2]=x2[itop] #CORRECT, need to switch
xup[2]=x2[bot]
}
xbot=max(xbot)
xup=min(xup)
pts=seq(xbot,xup,length.out=npts)
if(alpha!=.05)EST=TRUE
nv=c(30, 50, 60, 70, 80, 100, 150, 200,
300, 400, 500, 600, 800)
if(Ycrit)pv=c(0.00824497,0.00581, 0.005435089, 0.004763079,
0.00416832, 0.004406774, 0.00388228,0.003812836,0.003812836,0.003453055,
0.003625061,
.003372966, 0.003350022)
if(!Ycrit)
pv=c(0.008566, # 30
0.0083847, # 50
0.006758, # 60
0.006871, # 70
0.006157, # 80
0.006629, #100
0.006629, # 150
0.004681, # 200
0.004537, # 300
0.004952, # 400
0.004294, # 500
0.004288, # 600
0.004148)
n1= length(y1)
n2=length(y2)
p.crit=(alpha/.05)*p.crit # Crude approximation when alpha != .05, tends to be
conservative.
}
temp=ancovaWMW(x1,y1,x2,y2,pts=pts,fr1=fr1,fr2=fr2,alpha=p.crit,plotit=plotit)
res=temp$output[,1:7]
if(plotit){
x=res[,1]
y=res[,4]
minx=min(x)
maxx=max(x)
plot(c(minx,maxx,x),c(0,1,y),xlab=xlab,ylab=ylab,type='n')
points(x,y,pch=pc)
if(!sm){lines(res[,1],res[,5],lty=2)
lines(res[,1],res[,6],lty=2)
lines(res[,1],res[,4])
}
if(sm){
plin=lplot.pred(res[,1],res[,4],span=span)$yhat
lines(res[,1],plin)
low.line=lplot.pred(res[,1],res[,5],span=span)$yhat
lines(res[,1],low.line,lty=2)
up.line=lplot.pred(res[,1],res[,6],span=span)$yhat
lines(res[,1],up.line,lty=2)
}
}
res=cbind(res,sig)
list(p.crit=p.crit,output=res,summary=temp$summary,num.sig=sum(sig))
}
ancdetwmwQ<-function(x1,y1,x2,y2,fr1=1,fr2=1,nmin=8,q=.05,
alpha=.05,plotit=TRUE,pts=NA,span=2/3,sm=TRUE, xout=FALSE,outfun=out,MC=FALSE,
npts=25,p.crit=NULL,
SCAT=TRUE,xlab='X',ylab='P.hat',pc='.',...){
#
# Like the function ancdet, only use analog of Wilcoxon--Mann--Whitney
# plot=TRUE: plot estimates P.hat plus a
# confidence band having simultaneous probability coverage 1-alpha
#
# span = the span when using loess to plot the regression line.
#
#
# sm=TRUE will smooth the plot using lowess
#
# Covariate points are chosen that lie between the q and 1-q quantiles
#
x1=xy[,1]
y1=xy[,2]
x2=xy[,1]
y2=xy[,2]
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
xor1=order(x1)
xor2=order(x2)
x1=x1[xor1]
x2=x2[xor2]
y1=y1[xor1]
y2=y2[xor2]
n1<-1
n2<-1
vecn<-1
xbot=max(qest(x1,q),qest(x2,q))
xup=min(qest(x1,1-q),qest(x2,1-q))
pts=seq(xbot,xup,length.out=npts)
nchk1=0
for(i in 1:length(pts))nchk1[i]=length(y1[near(x1,pts[i],fr1)])
nchk2=0
for(i in 1:length(pts))nchk2[i]=length(y2[near(x2,pts[i],fr2)])
flag1=nchk1>=nmin
flag2=nchk2>=nmin
pts=pts[flag]
nv=c(30, 50, 60, 70, 80, 100, 150, 200,
300, 400, 500, 600, 800)
pv=c(0.00824497,0.00581, 0.005435089, 0.004763079,
0.00416832, 0.004406774, 0.00388228,0.003812836,0.003812836,0.003453055,
0.003625061,
.003372966, 0.003350022)
n1= length(y1)
n2=length(y2)
p.crit=(alpha/.05)*p.crit # Crude approximation when alpha != .05, tends to be
conservative.
}
temp=ancovaWMW(x1,y1,x2,y2,pts=pts,fr1=fr1,fr2=fr2,alpha=p.crit,plotit=plotit)
res=temp$output
if(plotit){
x=res[,1]
y=res[,4]
minx=min(x)
maxx=max(x)
plot(c(minx,maxx,x),c(0,1,y),xlab=xlab,ylab=ylab,type='n')
points(x,y,pch=pc)
if(!sm){lines(res[,1],res[,5],lty=2)
lines(res[,1],res[,6],lty=2)
lines(res[,1],res[,4])
}
if(sm){
plin=lplot.pred(res[,1],res[,4],span=span)$yhat
lines(res[,1],plin)
low.line=lplot.pred(res[,1],res[,5],span=span)$yhat
lines(res[,1],low.line,lty=2)
up.line=lplot.pred(res[,1],res[,6],span=span)$yhat
lines(res[,1],up.line,lty=2)
}
}
res=cbind(res,sig)
list(p.crit=p.crit,output=res,summary=temp$summary,num.sig=sum(sig),p.crit=p.crit)
}
regIVcommcp<-function(x,y,regfun = tsreg, nboot = 200,

xout = FALSE, outfun = outpro, SEED = TRUE, MC = FALSE, tr = 0.2,
...){
#
# For each pair of the independent variables in x, compare strength
# when both are included in the model.
#
x<-as.matrix(x)
J=ncol(x)
A=(J^2-J)/2
output=matrix(NA,nrow=A,ncol=6)
ic=0
for(i in 1:J){
for(k in 1:J){
if(i<k){
ic=ic+1
res=regIVcom(x[,c(i,k)],y,regfun=regfun,nboot=nboot,xout=xout,
outfun=outfun,SEED=SEED,MC=MC,tr=tr,...)
output[ic,1:2]=c(i,k)
output[ic,3:6]=c(res$strength.assoc.1,res$strength.assoc.2,res$strength.ratio,
res$p.value)
}}}
dimnames(output)=list(NULL,c('IV 1','IV 2','strength.assoc.1','strength.assoc.2',
'strength.ratio','p.value'))
output
}
regcor<-function(x,y,regfun=winreg,corfun=wincor,xout=FALSE,outfun=outpro,
plotit=FALSE,xlab='Y',ylab='Y.hat',...){
#
# Estimate strength of association based on some robust regression
# estimator
#
yhat=regYhat(x,y,regfun=regfun,xout=xout,outfun=outfun,,...)
est=corfun(yhat,y)
if(plotit)plot(y,yhat,xlab=xlab,ylab=ylab)
list(cor=est$cor,cor.sq=est$cor^2)
}
regstr<-function(x,y,varfun=winvar,regfun=tsreg,xout=FALSE,outfun=outpro,...){
#
# Exlanatory strength of association; similar to R^2.
#
yhat=regYhat(x,y,regfun=regfun,xout=xout,outfun=outpro,...)
str=varfun(yhat)/varfun(y)
str
}
outblp<-function(x,y,SEED=TRUE,plotit=FALSE){
#
# indicates which points, if any, are bad leverage points
#
# (plotit=FALSE avoids problems when this function is called by other functions.)
#
library(MASS)
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
x<-as.matrix(x)
res<-lmsreg(x,y)$resid
sighat<-sqrt(median(res^2))
stanres<-res/sighat
if(ncol(x)>=2)mve<-cov.mve(x)
if(ncol(x)==1){
mve<-vector('list')
mve$cov<-mad(x)^2
}
dis<-sqrt(dis)
chkreg<-ifelse(abs(stanres)>2.5,1,0)
blp=chk*chkreg
vec<-c(1:nrow(x))
n=length(vec)
n.out=0
keep=vec
out.id=NULL
if(sum(blp)>0){
out.id=vec[blp==1]
keep=vec[-out.id]
n.out=sum(blp)
}
list(n=n,n.out=n.out,out.id=out.id,keep=keep)
}
QS2ci<-function(x,y,locfun=median,alpha=.05,SEED=TRUE,...){
#
#
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
L=as.vector(L)
est=locfun(L,...)
CI=loc2dif.ci(x,y,alpha=alpha,SEED=SEED)$conf.int
ci=mean(L-est<=CI[1])
ci[2]=mean(L-est<=CI[2])
est=shiftes(x,y)$Q.Effect
list(n1=n1,n2=n2,Q.effect=est,ci=ci)
}
mscorpb<-
function(x,corfun=pcor,nboot=500,alpha=0.05,SEED=TRUE,outfun=outpro,pr=TRUE){
#
# For p-variate data, test the hypothesis that the
# skipped correlation is zero for all pairs of variables.
# The probability of one or more Type I errors is indicated by the
# argument
# alpha
#
if(pr)print('Here, the p-value is the smallest alpha value for which one or more
hypotheses are rejected')
if(SEED)set.seed(2)
x=elimna(x)
n=nrow(x)
tval=NA
for(i in 1:nboot){
y=apply(x,2,sample,replace=TRUE)
v=mscor(y,corfun=corfun,outfun=outfun)
tval[i]=max(abs(elimna(as.vector(v$test.stat))))
}
crit=hd(tval,q=1-alpha)
test=mscor(x,outfun=outfun)
res=test$test.stat
flag=upper.tri(res)
num.sig=sum(abs(res[flag])>=crit)
mtest=max(abs(res[flag]))
hdPV=optimize(hdpv,interval=c(.001,.999),dat=tval,obs=mtest)
if(is.na(num.sig))num.sig=0
list(n=n,cor=test$cor,test.stats=res,crit.val=crit,
num.sig=num.sig,p.value=1-hdPV$minimum)
}
hdpv=function(val,dat,obs){z=abs(hd(dat,val)-obs)
z
}
mscorpbMC<-function(x,corfun=pcor,nboot=500,alpha=0.05,SEED=TRUE,WARN=FALSE,
outfun=outpro,pr=TRUE){
#
# For p-variate data, test the hypothesis that the
# skipped correlation is zero for all pairs of variables.
# The probability of one or more Type I errors is indicated by the
# argument
# alpha
#
if(pr)print('Here, the p-value is the smallest alpha value for which one or more
hypotheses are rejected')
library(parallel)
if(SEED)set.seed(2)
x=elimna(x)
n=nrow(x)
tval=NA
y=list()
for(i in 1:nboot)y[[i]]=apply(x,2,sample,replace=TRUE)
v=mclapply(y,mscor,corfun=corfun,outfun=outpro)
for(i in 1:nboot)tval[i]=max(abs(elimna(as.vector(v[[i]]$test.stat))))
crit=hd(tval,q=1-alpha)
test=mscor(x)
res=test$test.stat
flag=upper.tri(res)
num.sig=sum(abs(res[flag])>=crit)
mtest=max(abs(res[flag]))
hdPV=optimize(hdpv,interval=c(.001,.999),dat=tval,obs=mtest)
if(is.na(num.sig))num.sig=0
list(n=n,cor=test$cor,test.stats=res,crit.val=crit,
num.sig=num.sig,p.value=1-hdPV$minimum)
}
mscorci.cr<-
function(n,p,iter=500,corfun=pcor,alpha=c(.05,.025,.01),TV=FALSE,SEED=TRUE){
#
# Determine critical p-values for the function mscorci
# Returns the estimate of the distribution of the null minimum p-value
# plus the critical p-values corresponding to the levels indicated by
# alpha.
#
x=list()
library(parallel)
for(i in 1:iter)x[[i]]=rmul(n,p=p)
tval=mclapply(x,mscorci.cr.sub,corfun=corfun,nboot=iter)
tval=list2vec(tval)
crit.p=NA
for(j in 1:length(alpha))crit.p[j]=hd(tval,alpha[j])
if(!TV)tval=NULL
list(crit.p.values=crit.p,tval=tval)
}
mscorci.cr.sub<-function(x,corfun,nboot=500){
v=mscorci(x,SEED=FALSE,corfun=corfun,nboot=nboot,crit.pv=1)$p.values
mp=min(as.vector(v),na.rm=T)
mp
}
scorv2<-function(x,y=NULL,corfun=pcor,gval=NA,plotit=FALSE,op=TRUE,cop=3,xlab="VAR
1",
ylab="VAR 2",STAND=TRUE,pr=TRUE,SEED=TRUE,MC=FALSE){
#
# Compute a skipped correlation coefficient.
#
#
# For information about the argument cop, see the function
# outpro.
#
# Eliminate any outliers and compute correlation using
# remaining data.
#
# Nearly the same as scor, but does not reset the SEED, which corrects problems
with other functions
#
# MC=TRUE, the multicore version of outpro is used
#
# corfun=pcor means Pearson's correlation is used.
# corfun=spear means Spearman's correlation is used.
# corfun=tau means Kendall tau is used.
if(SEED){
set.seed(12) # So when using MVE or MCD, get consistent results
}
m<-elimna(m)
if(!MC)temp<-outpro(m,gval=gval,plotit=plotit,op=op,cop=cop,
if(MC)temp<-outproMC(m,gval=gval,plotit=plotit,op=op,cop=cop,
tcor<-corfun(m[temp,])$cor
if(!is.null(dim((m))))tcor<-tcor[1,2]
test<-abs(tcor*sqrt((nrow(m)-2)/(1-tcor**2)))
if(ncol(m)!=2)diag(test)<-NA
crit<-6.947/nrow(m)+2.3197
list(cor.value=tcor,test.stat=test,crit.05=crit)
}
scorreg<-function(x,y,corfun=pcor,cop=3,MM=FALSE,gval=NA,
outfun=outpro,alpha=.05,MC=NULL,SEED=TRUE,ALL=TRUE){
#
#
# Compute a skipped correlation matrix between y and each variable in x.
#
# corfun=pcor uses Pearson's correlation
#
# ALL=TRUE: eliminate all outliers among cbind(x,y)
# ALL=FALSE: skipped correlation is computed for each x[,j] and y. So outliers are
eliminated only
# for these two variables and this done for j=1,...p, p=number of predictors.
#
# This function returns the p by p matrix of correlations
#
# Method: Eliminate outliers using a projection technique.
# That is, compute a robust measure of location, for each point
# consider the line between it and the measure of location,
#
# cop determines how center of the scatterplot is
# estimated; see the function outpro.
# cop=l Donoho-Gasko halfspace median
# cop=2 MCD measure of location
# cop=3 marginal medians
# cop=4 MVE measure of location
#
# gval is critical value for determining whether a point
# is an outlier. It is determined automatically if not specified,
# assuming that Spearman's correlation is used. Critical
# values when using some other correlation have not been
# determined.
#
m=as.matrix(m)
p1<-ncol(m)
p=p1-1
n<-nrow(m)
e=NA
if(!ALL){
if(is.null(MC)){
if(n>=200)MC=TRUE
else MC=FALSE
}
e=NA
for(j in 1:p)e[j]=scorv2(m[,j],m[,p1],MC=MC,corfun=corfun,SEED=SEED)$cor.value
}
if(ALL){
flag=outpro(m,cop=cop,plotit=FALSE)$keep
xy=m[flag,]
for(j in 1:p)e[j]=corfun(xy[,j],xy[,p1])$cor
}
list(cor=e)
}
mscorci<-function(x,y=NULL,nboot=500,alpha=c(.05,.025,.01),SEED=TRUE,
STAND=TRUE,corfun=pcor,outfun=outpro, crit.pv=NULL,
pvals=NULL,hoch=TRUE,iter=500,pval.SEED=TRUE,pr=TRUE){
#
# For p-variate data, test the hypothesis of a zero skipped correlation for each
pair of variables in a manner
# that controls the probability of one or more Type I errors.
#
# The function also returns confidence intervals for each of the skipped
correlations when hoch=FALSE.
the R function indicated by
# outfun, which defaults to a projection-type method.
correlation.
#
# alpha=c(.05,.025,.01) is the default, meaning that when determining critical p-
values, this be done for
# for alpha .05, 0.25 and .01. So can use
different alpha values if desired.
# For other purposes the family wise error (FWE) rate is taken to be
# alpha[1]=.05 by default. So setting the argument alpha=.01, FWE is taken to
be .01 and a critical p-value is
# computed for the.01 level only.
#
# The default number of bootstrap samples is
# nboot=500
#
# hoch=TRUE is the default in order to reduce execution time.
# If n>=60, this might suffice when testing at the 0.05 level. But power might
be increased by using
# hoch=FALSE at the expense of higher execution time.
#
# If alpha is less than .05, say .025 or .01, hoch=FALSE is recommended.
#
# Note: confidence intervals are reported only when hoch=FALSE.
#
# pvals can be used to supply a vector of p-values estimating the distribution of
the minimum p-value among the tests that are
# are performed when all hypotheses are true.
#
# iter=500: number of replications used to estimate the distribution of the
minimum p-value.
# Or use the argument crit.pv as indicated below.
# Note: in the journal article dealing with this method, iter=1000 was used.
# By default
# pvals=NULL, the functions computes these values if the p-values suggest that
there might be
# significant results and hoch=FALSE; this can result in high execution time.
# The pvals are computed via the R function
# mscorci.cr(n,p,iter=500,corfun=pcor,alpha=alpha,SEED=TRUE).
#
# Critical p-values are a function of n and p. Once known, can supply them via the
argument
# crit.pv as follows:
#
# pv=mscorci.cr(n,p)$crit.p.values
# mscorci(x,crit.pv=pv)
#
#
#
if(pr){
if(!hoch){print('To reduce execution time, critical p-values are not computed when
the observed p.values are too large to')
print('reject at the 0.05 level. To compute them any way, use the R function
mscorci.cr')
}
if(hoch){
print('Hochberg adjusted p-values are used.')
print('This is reasonable when n>=60 and alpha=.05. Otherwise suggest using
hoch=FALSE')
print('With hoch=TRUE, unadjusted 1-alphaj[1] confidence intervals are reported')
}}
if(SEED)set.seed(2)
x<-elimna(x) # Eliminate rows with missing values
nval=nrow(x)
p=ncol(x)
J=(p^2-p)/2
est<-mscor(x,STAND=STAND,corfun=corfun,outfun=outfun)$cor
flag=upper.tri(est)
est=est[flag]
data<-matrix(sample(nval,size=nval*nboot,replace=TRUE),nrow=nboot)
data=listm(t(data))
bvec<-lapply(data,scorci.sub,x,STAND=STAND,corfun=corfun,outfun=outfun)
bvec=matl(bvec) # A J by nboot matrix.
phat=0
sig=0
for(j in 1:J){
phat[j]=sum(bvec[j,] < 0)/nboot
sig[j] <- 2 * min(phat[j], 1 - phat[j])
}
#
# Compute critical p-values if any of the p-values are sufficiently small.
#
FLAG=FALSE
if(p==2 && sig[1]<=.15){
FLAG=TRUE
if(hoch){
if(pr)print('If the p.value is <=.15, suggest using hoch=FALSE')
}}
if(p>2){
if(min(sig)<=alpha[1])FLAG=TRUE
}
if(FLAG){
if(is.null(crit.pv)){
if(!hoch){
if(pr)print('Computing critical p-values. Execution time might require several
minutes')
temp=mscorci.cr(nval,p,iter=iter,corfun=corfun,alpha=alpha,SEED=pval.SEED,TV=TRUE)
#returns tval in case want to adjust p-values.
# Need to add code to do this. (See mscorpbMC for how
this might be done.)
crit.pv=temp$crit.p.values
}}}
ci.mat=matrix(NA,nrow=J,ncol=4)
dimnames(ci.mat)=list(NULL,c('Var i','Var j','ci.low','ci.up'))
for(j in 1:J)bvec[j,]<-sort(bvec[j,])
if(J==1)bvec=as.matrix(bvec)
ic=0
if(is.null(crit.pv))crit.pv=alpha[1]
for(j in 1:p){
for(k in 1:p){
if(j<k){
ic=ic+1
ci.mat[ic,1]=j
ci.mat[ic,2]=k
ihi<-floor((1-crit.pv[1]/2)*nboot+.5)
ilow<-floor((crit.pv[1]/2)*nboot+.5)
ci.mat[ic,3]=bvec[ic,ilow]
ci.mat[ic,4]=bvec[ic,ihi]
}}}
p.mat=matrix(NA,nrow=p,ncol=p)
p.mat[flag]=sig
adj.p=NULL
if(hoch)adj.p=p.adjust(sig,method='hochberg')
list(p.values=p.mat,cor.est=est,confidence.int=ci.mat,critical.p.values=crit.pv,hoc
h.adjusted.p.values=adj.p)
}
scorci.sub<-function(data,x,STAND=STAND,corfun=corfun,outfun=outfun){
est<-mscor(x[data,],STAND=STAND,corfun=corfun)$cor
flag=upper.tri(est)
est=est[flag]
est
}
scorregciH<-function(x,y,nboot=500,alpha=.05,SEED=TRUE,
corfun=pcor,outfun=outpro, crit.pv=NULL,ALL=TRUE,MC=TRUE,
pvals=NULL,iter=500,pval.SEED=TRUE,pr=TRUE){
#
# Regression: test the hypothesis of a zero skipped correlation between y and
each
# explanatory variable in a manner
#
# Use Hochberg adjusted critical p-values based on adjusted p-values when when
there is p=1 predictor.
# This controls, approximately, the probability of one or more Type I errors.
Performs well for p<=8. For
# p=9 or 10, continues to perform well when testing at the 0.05 level, but the .
025 or lower level.
#
correlation.
#
# alpha=.05 is the default, meaning that for each correlation, .95 confidence
intervals are computed.
# That is, the simultaneous probability is not .05.
#
# nboot=500
#
#
if(pr){
print('Hochberg adjusted p-values are used that are designed so that FWE is
approximately alpha.')
print('Each confidence interval has, approximately, 1-alpha probability coverage')
print('So it is possible that Hochberg fails to rejects when confidence intervals
do not')
}
if(SEED)set.seed(2)
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
x=as.matrix(x)
n=nrow(x)
est<-scorreg(x,y,corfun=corfun,outfun=outfun,SEED=FALSE,ALL=ALL)$cor
data=listm(t(data))
if(!MC)bvec<-lapply(data,scorreg.sub,xy,corfun=corfun,outfun=outfun,ALL=ALL)
if(MC){
library(parallel)
bvec<-mclapply(data,scorreg.sub,xy,corfun=corfun,outfun=outfun,ALL=ALL)
}
bvec=matl(bvec) # A p by nboot matrix.
phat=0
sig=0
sigadj=0
for(j in 1:p){
sig[j]=2 * min(phat[j], 1 - phat[j])
if(n<=40){vv=p.crit.n30(alpha[1],sig[j])
# Next, adjust the p-values
crit.p=vv$crit.p.value
sigadj[j]=vv$adj.p.value
}
if(n>40){
if(n<=70){
vv=p.crit.n60(alpha[1],sig[j])
}}
if(n>70){
if(n<=100){
}
}
if(n>100){
if(n<=120)
{
}}
if(n>120){ # no adjustment
sigad[j]=sig[j] #i.e., no adjustment
crit.p=alpha[1]
}}
hadj=p.adjust(sig,method='hoch')
ci.mat=matrix(NA,nrow=p,ncol=3)
dimnames(ci.mat)=list(NULL,c('Var','ci.low','ci.up'))
for(j in 1:p)bvec[j,]<-sort(bvec[j,])
if(p==1)bvec=as.matrix(bvec)
ic=0
for(j in 1:p){
ic=ic+1
ci.mat[ic,1]=j
ihi<-floor((1-crit.p[1]/2)*nboot+.5)
ilow<-floor((crit.p[1]/2)*nboot+.5)
}
p.mat=matrix(NA,nrow=p,ncol=4)
p.mat[,1]=est
p.mat[,2]=sig
p.mat[,3]=sigadj
adj.p=p.adjust(sigadj,method='hochberg')
p.mat[,4]=adj.p
dimnames(p.mat)=list(NULL,c('Est.','p-value','adjusted
p.value','Hoch.adjusted.p.value'))
list(Estimates=p.mat,confidence.int=ci.mat,critical.p.value=crit.p)
}
scorreg.sub<-function(data,xy,corfun=corfun,outfun=outfun,ALL=ALL){
p1=ncol(xy)
p=p1-1
est<-scorreg(xy[data,1:p],xy[data,p1],corfun=corfun,SEED=FALSE,ALL=ALL)$cor
est
}
p.crit.n30<-function(alpha=.05,p.obs=NULL){
p.table=c(
0.696 ,0.828 ,0.208 ,0.328 ,0.152
,0.632 ,0.184 ,0.452 ,0.86 ,0.988
,0.772 ,0.832 ,0.288 ,0.288 ,0.944
,0.672 ,0.868 ,0.476 ,0.148 ,0.292
,0.792 ,0.852 ,0.236 ,0.9, 1
,0.484 ,0.932 ,0.704 ,0.4 ,0.904
,0.656 ,0.32 ,0.104 ,0.676 ,0.572
,0.936 ,0.14 ,0.148 ,0.86 ,0.508
,0.748 ,0.328 ,0.816 ,0.268 ,0.364
,0.152 ,0.816 ,0.5 ,0.972 ,0.684
,0.156 ,0.676 ,0.244 ,0.948 ,0.612
,0.28 ,0.092 ,0.712 ,0.152 ,0.704
,0.192 ,0.904 ,0.372 ,0.908 ,0.992
,0.692 ,0.956 ,0.704 ,0.964 ,0.484
,0.496 ,0.768 ,0.172 ,0.336 ,0.108
,0.052 ,0.62 ,0.192 ,0.664 ,0.716
,0.148 ,0.6 ,0.384 ,0.52 ,0.536
,0.992 ,0.272 ,0.68 ,0.232 ,0.368
,0.788 ,0.572 ,0.516 ,0.476 ,0.832
,0.988 ,0.72 ,0.432 ,0.756 ,0.564
,0.792 ,0.44 ,0.996 ,0.388 ,0.456
,0.848 ,0.364, 1 ,0.584 ,0.104
,0.68 ,0.848 ,0.268 ,0.424 ,0.836
,0.316 ,0.828 ,0.12 ,0.392 ,0.588
,0.38 ,0.544 ,0.108 ,0.248 ,0.972
,0.94 ,0.184 ,0.156 ,0.444 ,0.28
,0.612 ,0.22 ,0.544 ,0.888 ,0.808
,0.436 ,0.736 ,0.424 ,0.792 ,0.324
,0.672 ,0.012 ,0.36 ,0.656 ,0.54
,0.872 ,0.596 ,0.788 ,0.896 ,0.532
,0.34 ,0.664 ,0.28 ,0.484 ,0.888
,0.66 ,0.824 ,0.032 ,0.524 ,0.496
,0.84 ,0.564 ,0.432 ,0.668 ,0.664
,0.332 ,0.576 ,0.568 ,0.388 ,0.876
,0.06 ,0.948 ,0.664 ,0.764 ,0.12
,0.416 ,0.956 ,0.936 ,0.848 ,0.904
,0.596 ,0.792 ,0.232 ,0.68 ,0.404
,0.556 ,0.356 ,0.44 ,0.936 ,0.748
,0.968 ,0.528 ,0.8 ,0.152 ,0.68
,0.792 ,0.664 ,0.872 ,0.856 ,0.176
,0.908 ,0.124 ,0.744 ,0.708 ,0.632
,0.68 ,0.972 ,0.244 ,0.984 ,0.76
,0.828 ,0.256 ,0.888 ,0.688 ,0.312
,0.828 ,0.124 ,0.296 ,0.396 ,0.8
,0.756 ,0.104 ,0.228 ,0.884 ,0.948
,0.96 ,0.52 ,0.724 ,0.824 ,0.436
,0.672 ,0.868 ,0.772 ,0.612 ,0.48
,0.036 ,0.868 ,0.52 ,0.268 ,0.232
,0.608 ,0.676 ,0.476 ,0.588 ,0.904
,0.508 ,0.236 ,0.952 ,0.848 ,0.628
,0.924 ,0.132 ,0.812 ,0.696 ,0.3
,0.948 ,0.904 ,0.868 ,0.392 ,0.072
,0.38 ,0.624 ,0.608 ,0.756 ,0.332
,0.088 ,0.42 ,0.764 ,0.648 ,0.084
,0.428 ,0.04 ,0.408 ,0.548 ,0.216
,0.636 ,0.784 ,0.24 ,0.9 ,0.512
,0.476 ,0.504 ,0.288 ,0.812 ,0.6
,0.696 ,0.492 ,0.42 ,0.068 ,0.236
,0.604 ,0.564 ,0.888 ,0.816 ,0.52
,0.092 ,0.096 ,0.372 ,0.54 ,0.328
,0.96 ,0.276 ,0.38 ,0.1 ,0.412
,0.732 ,0.184 ,0.044 ,0.772 ,0.892
,0.244 ,0.344 ,0.976 ,0.04 ,0.088
,0.032 ,0.796 ,0.24 ,0.524 ,0.808
,0.472 ,0.472 ,0.152 ,0.696 ,0.728
,0.756 ,0.784 ,0.452 ,0.764 ,0.764
,0.144 ,0.988 ,0.552 ,0.788 ,0.5
,0.46 ,0.42 ,0.468 ,0.516 ,0.832
,0.528 ,0.724 ,0.148 ,0.648 ,0.456
,0.28 ,0.804 ,0.496 ,0.464 ,0.52
,0.864 ,0.228 ,0.544 ,0.708 ,0.912
,0.528 ,0.18 ,0.188 ,0.092 ,0.44
,0.452 ,0.596 ,0.424 ,0.32 ,0.808
,0.036 ,0.508 ,0.836 ,0.064 ,0.924
,0.4 ,0.324 ,0.464 ,0.888 ,0.948
,0.688 ,0.856 ,0.76 ,0.16 ,0.44
,0.372 ,0.328 ,0.088 ,0.984 ,0.496
,0.428 ,0.892 ,0.636 ,0.236 ,0.704
,0.704 ,0.416 ,0.9 ,0.716 ,0.976
,0.908 ,0.524 ,0.604 ,0.436 ,0.332
,0.996 ,0.428, 1 ,0.244 ,0.712
,0.456 ,0.808 ,0.984 ,0.804 ,0.62
,0.552 ,0.732 ,0.264 ,0.488 ,0.604
,0.424 ,0.936 ,0.808 ,0.356 ,0.164
,0.152 ,0.34 ,0.34 ,0.644 ,0.4
,0.784 ,0.308 ,0.296 ,0.672 ,0.664
,0.64 ,0.76 ,0.24 ,0.464 ,0.656
,0.84 ,0.76 ,0.176 ,0.148 ,0.184
,0.296 ,0.516 ,0.62 ,0.396 ,0.384
,0.84 ,0.984 ,0.964 ,0.46 ,0.224
,0.968 ,0.292 ,0.78 ,0.696 ,0.128
,0.384 ,0.98 ,0.852 ,0.408 ,0.644
,0.744 ,0.876 ,0.688 ,0.924 ,0.06
,0.36 ,0.4 ,0.528 ,0.084 ,0.216
,0.4 ,0.984 ,0.488 ,0.152 ,0.608
,0.332 ,0.5 ,0.884 ,0.78 ,0.912
,0.236 ,0.368 ,0.276 ,0.74 ,0.96
,0.912 ,0.36 ,0.608 ,0.804 ,0.9
,0.688 ,0.348 ,0.748 ,0.544 ,0.956
,0.384 ,0.892 ,0.728 ,0.164 ,0.392
,0.876 ,0.836 ,0.54 ,0.604 ,0.456
,0.144 ,0.3 ,0.848 ,0.272 ,0.668
,0.908 ,0.004 ,0.812 ,0.408 ,0.676
,0.928 ,0.224 ,0.052 ,0.756 ,0.928
,0.428 ,0.096 ,0.996 ,0.996 ,0.828
,0.504 ,0.616 ,0.788 ,0.644 ,0.26
,0.764 ,0.616 ,0.248 ,0.556 ,0.972
,0.912 ,0.66 ,0.72 ,0.792 ,0.204
,0.904 ,0.32 ,0.228 ,0.628 ,0.912
,0.804 ,0.072 ,0.656 ,0.456 ,0.992
,0.3 ,0.808 ,0.692 ,0.84 ,0.544
,0.072 ,0.652 ,0.524 ,0.884 ,0.168
,0.208 ,0.216 ,0.948 ,0.896 ,0.92
,0.964 ,0.784 ,0.812 ,0.708 ,0.936
,0.508 ,0.488 ,0.156 ,0.94 ,0.088
,0.508 ,0.72 ,0.636 ,0.552 ,0.016
,0.464 ,0.348 ,0.576 ,0.904 ,0.248
,0.324 ,0.516 ,0.988 ,0.616 ,0.716
,0.664 ,0.576 ,0.336 ,0.792 ,0.824
,0.896 ,0.804 ,0.524 ,0.332 ,0.804
,0.94 ,0.424 ,0.964 ,0.644 ,0.604
,0.4 ,0.984 ,0.38 ,0.696 ,0.248
,0.244 ,0.772 ,0.836 ,0.048 ,0.696
,0.724 ,0.576 ,0.6 ,0.348 ,0.88
,0.776 ,0.376 ,0.644 ,0.648 ,0.08
,0.424 ,0.912 ,0.964 ,0.224 ,0.984
,0.476 ,0.928 ,0.64 ,0.944 ,0.512
,0.644 ,0.596 ,0.388 ,0.28 ,0.124
,0.212 ,0.388 ,0.416 ,0.884 ,0.964
,0.996 ,0.428 ,0.832 ,0.464 ,0.88
,0.984 ,0.256 ,0.664 ,0.344 ,0.496
,0.192 ,0.124 ,0.392 ,0.268 ,0.4
,0.944 ,0.816 ,0.648 ,0.252 ,0.16
,0.24 ,0.716 ,0.272 ,0.136 ,0.832
,0.212 ,0.548 ,0.776 ,0.328 ,0.492
,0.952 ,0.62 ,0.688 ,0.26 ,0.084
,0.264 ,0.856 ,0.912 ,0.796 ,0.78
,0.276 ,0.692 ,0.628 ,0.26 ,0.592
,0.66 ,0.66 ,0.912 ,0.84 ,0.244
,0.66 ,0.892 ,0.332 ,0.092 ,0.584
,0.804 ,0.408 ,0.036 ,0.22 ,0.02
,0.648 ,0.52 ,0.212 ,0.34 ,0.4
,0.38 ,0.156 ,0.464 ,0.32 ,0.944
,0.84 ,0.98 ,0.676 ,0.396 ,0.86
,0.884 ,0.272 ,0.712 ,0.444 ,0.24
,0.296 ,0.956 ,0.436 ,0.096 ,0.448
,0.796 ,0.084 ,0.872 ,0.368 ,0.828
,0.656 ,0.192 ,0.984 ,0.668 ,0.452
,0.992 ,0.904 ,0.572 ,0.768 ,0.42
,0.444 ,0.42, 0 ,0.456 ,0.464
,0.908 ,0.884 ,0.704 ,0.164 ,0.604
,0.924 ,0.748 ,0.688 ,0.648 ,0.968
,0.332 ,0.636 ,0.472 ,0.956 ,0.924
,0.6 ,0.788 ,0.488 ,0.156 ,0.904
,0.892 ,0.372 ,0.948 ,0.868 ,0.06
,0.58 ,0.604 ,0.9 ,0.212 ,0.824
,0.632 ,0.416 ,0.5 ,0.576 ,0.932
,0.472 ,0.932 ,0.936 ,0.96 ,0.26
,0.556 ,0.372 ,0.748 ,0.368 ,0.256
,0.076 ,0.676 ,0.292 ,0.504 ,0.6
,0.216 ,0.796 ,0.488 ,0.132 ,0.076
,0.02 ,0.48 ,0.848 ,0.772 ,0.524
,0.22 ,0.908 ,0.432 ,0.952 ,0.556
,0.12 ,0.868 ,0.756 ,0.732 ,0.56
,0.084 ,0.7 ,0.34 ,0.2 ,0.704
,0.336 ,0.092 ,0.22 ,0.944 ,0.044
,0.844 ,0.356 ,0.72 ,0.276 ,0.664
,0.828 ,0.492 ,0.392 ,0.368 ,0.32
,0.304 ,0.804 ,0.856 ,0.528 ,0.6
,0.056 ,0.908 ,0.124 ,0.448 ,0.632
,0.232 ,0.008 ,0.2 ,0.552 ,0.884
,0.82 ,0.92 ,0.744 ,0.26 ,0.492
,0.94 ,0.96 ,0.572 ,0.536 ,0.196
,0.992 ,0.524 ,0.356 ,0.116 ,0.072
,0.084 ,0.46 ,0.604 ,0.884 ,0.752
,0.812 ,0.36 ,0.492 ,0.508 ,0.42
,0.54 ,0.132 ,0.084 ,0.328 ,0.984
,0.104 ,0.592 ,0.172 ,0.992 ,0.688
,0.572 ,0.312 ,0.304 ,0.596 ,0.796
,0.488 ,0.388 ,0.188 ,0.456 ,0.716
,0.168 ,0.292 ,0.36 ,0.848 ,0.02
,0.756 ,0.6 ,0.956 ,0.676 ,0.864
,0.96 ,0.304 ,0.276 ,0.576 ,0.32
,0.324 ,0.776 ,0.66 ,0.652 ,0.832
,0.052 ,0.24 ,0.08 ,0.844 ,0.668
,0.44 ,0.844 ,0.476 ,0.224 ,0.604
,0.876 ,0.436 ,0.8 ,0.228 ,0.364
,0.792 ,0.052 ,0.94 ,0.444 ,0.796
,0.436 ,0.276 ,0.908 ,0.092 ,0.74
,0.128 ,0.76 ,0.256 ,0.56 ,0.376
,0.604 ,0.82 ,0.864 ,0.328 ,0.24
,0.244 ,0.28 ,0.648 ,0.452 ,0.56
,0.712 ,0.14 ,0.908 ,0.256 ,0.544
,0.176 ,0.36 ,0.924 ,0.584 ,0.216
,0.68 ,0.82 ,0.628 ,0.828 ,0.316
,0.52 ,0.34 ,0.172 ,0.916 ,0.54
,0.88 ,0.636 ,0.796 ,0.696 ,0.976
,0.68 ,0.368 ,0.456 ,0.764 ,0.736
,0.356 ,0.188 ,0.992 ,0.94 ,0.572
,0.112 ,0.736 ,0.476 ,0.58 ,0.772
,0.944 ,0.348 ,0.248 ,0.292 ,0.992
,0.916 ,0.128 ,0.904 ,0.804 ,0.66
,0.972 ,0.044 ,0.228 ,0.82 ,0.296
,0.92 ,0.368 ,0.924 ,0.96 ,0.928
,0.38 ,0.184 ,0.86 ,0.8 ,0.136
,0.304 ,0.512 ,0.684 ,0.612 ,0.624
,0.868 ,0.908 ,0.548 ,0.396 ,0.436
,0.668 ,0.92 ,0.196 ,0.156 ,0.176
,0.088 ,0.888 ,0.524 ,0.196 ,0.736
,0.736 ,0.884 ,0.072 ,0.824 ,0.456
,0.404 ,0.212 ,0.664 ,0.404 ,0.608
,0.532 ,0.62 ,0.816 ,0.496 ,0.836
,0.328 ,0.868 ,0.48 ,0.636 ,0.836
,0.668 ,0.424 ,0.364 ,0.276 ,0.376
,0.744 ,0.228 ,0.604 ,0.656 ,0.936
,0.344 ,0.54 ,0.868 ,0.876 ,0.184
,0.204 ,0.976 ,0.752 ,0.796 ,0.324
,0.88 ,0.108 ,0.552 ,0.92 ,0.132
,0.44 ,0.312 ,0.184 ,0.936 ,0.44
,0.62 ,0.492 ,0.976 ,0.764 ,0.94
,0.48 ,0.908 ,0.888 ,0.332 ,0.74
,0.532 ,0.64 ,0.976 ,0.668 ,0.992
,0.988 ,0.892 ,0.516 ,0.496 ,0.56
,0.016 ,0.616 ,0.224 ,0.3 ,0.684
,0.616 ,0.452 ,0.976 ,0.248 ,0.132
,0.256 ,0.136 ,0.956 ,0.144 ,0.96
,0.664 ,0.26 ,0.772 ,0.108 ,0.868
,0.516 ,0.268 ,0.376 ,0.532 ,0.68
,0.56 ,0.428 ,0.64 ,0.272 ,0.808
,0.22 ,0.156 ,0.184 ,0.436 ,0.452
,0.128 ,0.924 ,0.488 ,0.268 ,0.584
,0.596 ,0.892 ,0.284 ,0.916 ,0.424
,0.576 ,0.844 ,0.212 ,0.696 ,0.2
,0.88 ,0.548 ,0.728 ,0.88 ,0.72
,0.468 ,0.208 ,0.524 ,0.896 ,0.06
,0.516 ,0.736 ,0.508 ,0.524 ,0.9
,0.408 ,0.82 ,0.68 ,0.16 ,0.776
,0.84 ,0.756 ,0.236 ,0.8 ,0.84
,0.548 ,0.628 ,0.54 ,0.768 ,0.328
,0.476 ,0.604 ,0.22 ,0.844 ,0.396
,0.704 ,0.556 ,0.128 ,0.068 ,0.08
,0.424 ,0.544 ,0.556 ,0.464 ,0.74
,0.716 ,0.752 ,0.068 ,0.804 ,0.024
,0.632 ,0.68 ,0.868 ,0.328 ,0.448
,0.14 ,0.364 ,0.596 ,0.916 ,0.148
,0.504 ,0.62 ,0.3 ,0.536 ,0.024
,0.892 ,0.932 ,0.056 ,0.532 ,0.084
,0.248 ,0.268 ,0.944 ,0.212 ,0.92
,0.5 ,0.1 ,0.736 ,0.648 ,0.648
,0.236 ,0.604 ,0.588 ,0.416 ,0.88
,0.92 ,0.956 ,0.6 ,0.988 ,0.848
,0.54 ,0.384 ,0.868 ,0.748 ,0.256
,0.18 ,0.196 ,0.988 ,0.588 ,0.94
,0.856 ,0.856 ,0.512 ,0.008 ,0.748
,0.46 ,0.672 ,0.848 ,0.932 ,0.14
,0.708 ,0.812 ,0.608 ,0.692 ,0.756
,0.424 ,0.84 ,0.16 ,0.744 ,0.92
,0.892 ,0.676 ,0.68 ,0.164 ,0.796
,0.656 ,0.496 ,0.576 ,0.44 ,0.088
,0.232 ,0.592 ,0.04 ,0.808 ,0.632
,0.86 ,0.112 ,0.392 ,0.196 ,0.696
,0.912 ,0.872 ,0.72 ,0.484 ,0.348
,0.424 ,0.556 ,0.408 ,0.612 ,0.592
,0.636 ,0.584 ,0.088 ,0.28 ,0.444
,0.332 ,0.444 ,0.952 ,0.172 ,0.664
,0.008 ,0.468 ,0.624 ,0.7 ,0.3
,0.356 ,0.516 ,0.308 ,0.964 ,0.38
,0.984 ,0.956 ,0.96 ,0.604 ,0.044
,0.436 ,0.956 ,0.192 ,0.24 ,0.164
,0.888 ,0.904 ,0.98 ,0.924 ,0.584
,0.22 ,0.988 ,0.644 ,0.644 ,0.652
,0.712 ,0.676 ,0.136 ,0.144 ,0.656
,0.548 ,0.836 ,0.804 ,0.856 ,0.492
,0.86 ,0.744 ,0.808 ,0.404 ,0.62
,0.772 ,0.852 ,0.712 ,0.44 ,0.5
,0.768 ,0.728 ,0.276 ,0.776 ,0.316
,0.396 ,0.656 ,0.676 ,0.764 ,0.4
,0.988 ,0.276 ,0.952 ,0.32 ,0.552
,0.976 ,0.244 ,0.676 ,0.916 ,0.204
,0.152 ,0.548 ,0.708 ,0.764 ,0.524
,0.564 ,0.244 ,0.656 ,0.928 ,0.068
,0.984 ,0.524 ,0.9 ,0.792 ,0.636
,0.488 ,0.56 ,0.352 ,0.452 ,0.328
,0.504 ,0.348 ,0.804 ,0.272 ,0.348
,0.6 ,0.972 ,0.816 ,0.208 ,0.28
,0.652 ,0.944 ,0.468 ,0.1 ,0.676
,0.7 ,0.664 ,0.948 ,0.688 ,0.112
,0.816 ,0.088 ,0.572 ,0.236 ,0.912
,0.408 ,0.752 ,0.532 ,0.84 ,0.464
,0.292 ,0.052 ,0.088 ,0.784 ,0.396
,0.592 ,0.652 ,0.3 ,0.24 ,0.588
,0.936 ,0.084 ,0.696 ,0.74 ,0.516
,0.952 ,0.684 ,0.564 ,0.636 ,0.968
,0.184 ,0.3 ,0.256 ,0.804 ,0.64
,0.256 ,0.844 ,0.8 ,0.992 ,0.66
,0.492 ,0.428 ,0.94 ,0.064 ,0.748
,0.424 ,0.212 ,0.092 ,0.076 ,0.144
,0.776 ,0.228 ,0.48 ,0.596 ,0.324
,0.348 ,0.804 ,0.812 ,0.944 ,0.976
,0.864 ,0.956 ,0.996 ,0.54 ,0.736
,0.408 ,0.172 ,0.732 ,0.876 ,0.564
,0.028 ,0.2 ,0.444 ,0.612 ,0.252
,0.584 ,0.208 ,0.992 ,0.32 ,0.684
,0.144 ,0.38 ,0.852 ,0.084 ,0.292
,0.576 ,0.504 ,0.532 ,0.788 ,0.768
,0.664 ,0.86 ,0.728 ,0.556 ,0.664
,0.28 ,0.588 ,0.48 ,0.616 ,0.576
,0.796 ,0.412 ,0.596 ,0.216 ,0.972
,0.952 ,0.572 ,0.836 ,0.772 ,0.672
,0.176 ,0.96 ,0.892 ,0.04 ,0.416
,0.808 ,0.78 ,0.68 ,0.896 ,0.424
,0.404 ,0.556 ,0.824 ,0.004 ,0.816
,0.632 ,0.06 ,0.708 ,0.352 ,0.136
,0.416 ,0.78 ,0.94 ,0.872 ,0.128
,0.072 ,0.74 ,0.96 ,0.308 ,0.472
,0.252 ,0.112 ,0.376 ,0.816 ,0.408
,0.332 ,0.964 ,0.364 ,0.624 ,0.728
,0.764 ,0.088 ,0.024 ,0.052 ,0.032
,0.348 ,0.388 ,0.672 ,0.816 ,0.188
,0.064 ,0.62 ,0.744 ,0.408 ,0.572
,0.672 ,0.06 ,0.38 ,0.92 ,0.676
,0.848 ,0.756 ,0.504 ,0.92 ,0.092
,0.532 ,0.928 ,0.076 ,0.552 ,0.572
,0.28 ,0.916 ,0.788 ,0.312 ,0.868
,0.536 ,0.448 ,0.724 ,0.032 ,0.38
,0.828 ,0.836 ,0.328 ,0.18 ,0.544
,0.228 ,0.352 ,0.572 ,0.4 ,0.872
,0.5 ,0.36 ,0.48 ,0.324 ,0.656
,0.96 ,0.484 ,0.152 ,0.744 ,0.804
,0.908 ,0.844 ,0.216 ,0.968 ,0.784
,0.476 ,0.84 ,0.384 ,0.26 ,0.576
,0.444 ,0.472 ,0.636 ,0.272 ,0.8
,0.476 ,0.512 ,0.54 ,0.512 ,0.96
,0.272 ,0.764 ,0.324 ,0.952 ,0.604
,0.568 ,0.764 ,0.912 ,0.652 ,0.988
,0.192 ,0.408 ,0.684 ,0.208 ,0.164
,0.16 ,0.36 ,0.22 ,0.512 ,0.636
,0.372 ,0.376 ,0.548 ,0.636 ,0.824
,0.132 ,0.308 ,0.72 ,0.916 ,0.688
,0.556 ,0.556 ,0.608 ,0.708 ,0.22
,0.308 ,0.272 ,0.612 ,0.936 ,0.5
,0.608 ,0.956 ,0.76 ,0.832 ,0.668
,0.776 ,0.852 ,0.728 ,0.812 ,0.892
,0.408 ,0.96 ,0.708 ,0.744 ,0.408
,0.832 ,0.556 ,0.764 ,0.116 ,0.896
,0.052 ,0.452 ,0.9 ,0.232 ,0.484
,0.776 ,0.672 ,0.536 ,0.252 ,0.504
,0.044 ,0.584 ,0.908 ,0.96 ,0.932
,0.24 ,0.824 ,0.84 ,0.672 ,0.856
,0.116 ,0.104 ,0.912 ,0.648 ,0.852
,0.644 ,0.612 ,0.82 ,0.408 ,0.86
,0.724 ,0.684 ,0.68 ,0.516 ,0.78
,0.632 ,0.432 ,0.98 ,0.956 ,0.216
,0.228 ,0.576 ,0.304 ,0.4 ,0.448
,0.616 ,0.292 ,0.412 ,0.572 ,0.136
,0.568 ,0.488 ,0.228 ,0.46 ,0.5
,0.452 ,0.804 ,0.596 ,0.076 ,0.22
,0.92 ,0.868 ,0.492 ,0.428 ,0.524
,0.424 ,0.212 ,0.512 ,0.592 ,0.604
,0.784 ,0.688 ,0.48 ,0.588 ,0.564
,0.052 ,0.484 ,0.176 ,0.932 ,0.196
,0.968 ,0.744 ,0.9 ,0.648 ,0.832
,0.836 ,0.22 ,0.632 ,0.804 ,0.436
,0.184 ,0.588 ,0.864 ,0.884 ,0.82
,0.696 ,0.58 ,0.768 ,0.584 ,0.148
,0.66 ,0.696 ,0.268 ,0.04 ,0.716
,0.116 ,0.536 ,0.988 ,0.704 ,0.612
,0.872 ,0.052 ,0.352 ,0.624 ,0.624
,0.332 ,0.044 ,0.8 ,0.476 ,0.992
,0.788 ,0.872 ,0.276 ,0.208 ,0.632
,0.804 ,0.644 ,0.4 ,0.868 ,0.708
,0.636 ,0.088 ,0.036 ,0.936 ,0.04
,0.804 ,0.532 ,0.396 ,0.284 ,0.652
,0.928 ,0.768 ,0.82 ,0.668 ,0.408
,0.944 ,0.972 ,0.84 ,0.608 ,0.652
,0.304 ,0.316 ,0.728 ,0.968 ,0.804
,0.284 ,0.644 ,0.244 ,0.532 ,0.076
,0.748 ,0.048 ,0.384 ,0.424 ,0.752
,0.748 ,0.984 ,0.148 ,0.58 ,0.58
,0.28 ,0.248 ,0.7 ,0.572 ,0.648
,0.632 ,0.276 ,0.888 ,0.932 ,0.572
,0.308 ,0.072 ,0.5 ,0.392 ,0.068
,0.468 ,0.856 ,0.232 ,0.268,1
,0.164 ,0.484 ,0.032 ,0.852 ,0.86
,0.912 ,0.272 ,0.724 ,0.536 ,0.304
,0.456 ,0.752 ,0.344 ,0.18 ,0.968
,0.676 ,0.204 ,0.664 ,0.948 ,0.504
,0.696 ,0.468 ,0.508 ,0.324 ,0.292
,0.364 ,0.476 ,0.152 ,0.272 ,0.948
,0.684 ,0.352 ,0.26 ,0.836 ,0.084
,0.912 ,0.876 ,0.944 ,0.164 ,0.504
,0.704 ,0.604 ,0.216 ,0.248 ,0.536
,0.112 ,0.48 ,0.976 ,0.94 ,0.648
,0.764 ,0.664 ,0.54 ,0.012 ,0.424
,0.02 ,0.48 ,0.512 ,0.02 ,0.436
,0.42 ,0.072 ,0.54 ,0.76 ,0.576
,0.192 ,0.096 ,0.436 ,0.58 ,0.86
,0.196 ,0.368 ,0.984 ,0.552 ,0.632
,0.72 ,0.644 ,0.952 ,0.228 ,0.056
,0.376 ,0.368 ,0.04 ,0.316 ,0.464)
cp=hd(p.table,alpha)
pv=NULL
if(!is.null(p.obs))w=optimize(hdpv,interval=c(.001,.999),dat=p.table,obs=p.obs)
$minimum
list(crit.p.value=cp,adj.p.value=w)
}
p.crit.n60<-function(alpha, p.obs = NULL){
p.table=c(0.24 ,0.656 ,0.648 ,0.364 ,0.856
,0.052 ,0.476 ,0.304 ,0.216 ,0.72
,0.476 ,0.908 ,0.912 ,0.216 ,0.212
,0.476 ,0.488 ,0.868 ,0.072 ,0.088
,0.504 ,0.26 ,0.192 ,0.244 ,0.512
,0.432 ,0.32 ,0.236, 1 ,0.396
,0.504 ,0.4 ,0.756 ,0.996 ,0.08
,0.14 ,0.224 ,0.964 ,0.492 ,0.94
,0.528 ,0.652 ,0.884 ,0.84 ,0.648
,0.592 ,0.844 ,0.572 ,0.104 ,0.712
,0.948 ,0.612 ,0.88 ,0.684 ,0.552
,0.716 ,0.156 ,0.996 ,0.296 ,0.62
,0.02 ,0.164 ,0.532 ,0.372 ,0.104
,0.78 ,0.996 ,0.84 ,0.552 ,0.588
,0.668 ,0.088 ,0.78 ,0.76 ,0.708
,0.208 ,0.976 ,0.336 ,0.052 ,0.904
,0.648 ,0.588 ,0.668 ,0.108 ,0.996
,0.808 ,0.824 ,0.312 ,0.808 ,0.936
,0.616 ,0.212 ,0.496 ,0.628 ,0.736
,0.152 ,0.24 ,0.504 ,0.964 ,0.808
,0.528 ,0.232 ,0.2 ,0.356 ,0.26
,0.984 ,0.832 ,0.424 ,0.584 ,0.2
,0.356 ,0.432 ,0.568 ,0.348 ,0.784
,0.364 ,0.368 ,0.92 ,0.124 ,0.556
,0.096 ,0.828 ,0.676 ,0.752 ,0.724
,0.724 ,0.168 ,0.524 ,0.064 ,0.876
,0.112 ,0.408 ,0.544 ,0.56 ,0.104
,0.288 ,0.808 ,0.116 ,0.54 ,0.008
,0.988 ,0.46 ,0.616 ,0.644 ,0.64
,0.996 ,0.36 ,0.472 ,0.544 ,0.316
,0.848 ,0.868 ,0.872 ,0.46 ,0.816
,0.16 ,0.444 ,0.688 ,0.008 ,0.96
,0.296 ,0.132 ,0.868 ,0.452 ,0.352
,0.996 ,0.696 ,0.816 ,0.668 ,0.748
,0.024 ,0.968 ,0.692 ,0.8 ,0.2
,0.548 ,0.632 ,0.824 ,0.668 ,0.216
,0.228 ,0.336 ,0.388 ,0.824 ,0.824
,0.376 ,0.728 ,0.72 ,0.932 ,0.1
,0.136 ,0.1 ,0.96 ,0.988 ,0.516
,0.86 ,0.576 ,0.952 ,0.78 ,0.84
,0.948 ,0.94 ,0.536 ,0.704 ,0.816
,0.352 ,0.164 ,0.716 ,0.264 ,0.94
,0.228 ,0.404 ,0.704 ,0.744 ,0.308
,0.156 ,0.468 ,0.124 ,0.708 ,0.676
,0.432 ,0.472 ,0.244 ,0.124 ,0.124
,0.908 ,0.36 ,0.668 ,0.34 ,0.8
,0.48 ,0.112 ,0.792 ,0.428 ,0.724
,0.28 ,0.724 ,0.768 ,0.972 ,0.524
,0.436 ,0.008 ,0.664 ,0.648 ,0.704
,0.94 ,0.12 ,0.308 ,0.884 ,0.824
,0.248 ,0.112 ,0.572 ,0.492 ,0.052
,0.664 ,0.788 ,0.604 ,0.344 ,0.288
,0.996 ,0.696 ,0.996 ,0.852 ,0.28
,0.004 ,0.276 ,0.732 ,0.964 ,0.248
,0.456 ,0.044 ,0.232 ,0.776 ,0.196
,0.344 ,0.248 ,0.84 ,0.716 ,0.764
,0.628 ,0.312 ,0.616 ,0.352 ,0.944
,0.156 ,0.032 ,0.948 ,0.532 ,0.3
,0.792 ,0.844 ,0.148 ,0.224 ,0.512
,0.328 ,0.104 ,0.344 ,0.652 ,0.932
,0.972 ,0.356 ,0.168 ,0.284 ,0.364
,0.276 ,0.68 ,0.376 ,0.436 ,0.016
,0.936 ,0.416 ,0.212 ,0.664 ,0.824,
1 ,0.9 ,0.652 ,0.836 ,0.2
,0.036 ,0.072 ,0.88 ,0.748 ,0.668
,0.964 ,0.6 ,0.772 ,0.288 ,0.968
,0.484 ,0.928 ,0.436 ,0.588 ,0.976
,0.364 ,0.508 ,0.064 ,0.784 ,0.884
,0.54 ,0.08 ,0.252 ,0.768 ,0.156
,0.872, 0 ,0.672 ,0.572 ,0.94
,0.272 ,0.936 ,0.792 ,0.824 ,0.092
,0.884 ,0.492 ,0.336 ,0.724 ,0.64
,0.124 ,0.896 ,0.308 ,0.224 ,0.64
,0.932 ,0.712 ,0.1 ,0.884 ,0.76
,0.808 ,0.1 ,0.384 ,0.416 ,0.828
,0.992 ,0.6 ,0.288 ,0.02 ,0.392
,0.34 ,0.9 ,0.444 ,0.892 ,0.76
,0.964 ,0.88 ,0.428 ,0.612 ,0.728
,0.104 ,0.268 ,0.488 ,0.348 ,0.488
,0.208 ,0.52 ,0.96 ,0.572 ,0.18
,0.976 ,0.812 ,0.668 ,0.064 ,0.768
,0.98 ,0.484 ,0.84 ,0.876 ,0.132
,0.56 ,0.392 ,0.536 ,0.48 ,0.096
,0.608 ,0.556 ,0.196 ,0.884 ,0.744
,0.944 ,0.432 ,0.104 ,0.444 ,0.324
,0.896 ,0.472 ,0.716 ,0.792 ,0.984
,0.528 ,0.472 ,0.716 ,0.368 ,0.644
,0.432 ,0.288 ,0.004 ,0.716 ,0.688
,0.684 ,0.94 ,0.772 ,0.856 ,0.16
,0.784 ,0.244 ,0.412 ,0.384 ,0.264
,0.028 ,0.128 ,0.14 ,0.328 ,0.896
,0.224 ,0.676 ,0.32 ,0.668 ,0.156
,0.852 ,0.648 ,0.232 ,0.6 ,0.804
,0.692 ,0.528 ,0.728 ,0.588 ,0.64
,0.252 ,0.304 ,0.8 ,0.052 ,0.492
,0.76 ,0.4 ,0.708 ,0.628 ,0.888
,0.992 ,0.22 ,0.276 ,0.64 ,0.644
,0.232 ,0.476 ,0.584 ,0.72 ,0.5
,0.688 ,0.08 ,0.208 ,0.488 ,0.836
,0.708, 1 ,0.948 ,0.364 ,0.424
,0.636 ,0.94 ,0.308 ,0.172 ,0.352
,0.536 ,0.112 ,0.968 ,0.832 ,0.192
,0.36 ,0.888 ,0.552 ,0.784 ,0.376
,0.956 ,0.2 ,0.504 ,0.676 ,0.224
,0.66 ,0.172 ,0.256 ,0.664 ,0.324
,0.648 ,0.936 ,0.676 ,0.184 ,0.552
,0.648 ,0.812 ,0.304 ,0.464 ,0.564
,0.264 ,0.14 ,0.088 ,0.52 ,0.516
,0.404 ,0.464 ,0.852 ,0.2 ,0.66
,0.668 ,0.228 ,0.024 ,0.5 ,0.436
,0.712 ,0.776 ,0.264 ,0.576 ,0.956
,0.912 ,0.892 ,0.864 ,0.268 ,0.56
,0.528 ,0.368 ,0.036 ,0.536 ,0.412
,0.784 ,0.776 ,0.484 ,0.7 ,0.016
,0.732 ,0.672 ,0.544 ,0.312 ,0.128
,0.292 ,0.832 ,0.34 ,0.74 ,0.916
,0.764 ,0.34 ,0.256 ,0.164 ,0.704
,0.552 ,0.3 ,0.032 ,0.736 ,0.62
,0.192 ,0.532 ,0.38 ,0.552 ,0.264
,0.504 ,0.148 ,0.856 ,0.16 ,0.252
,0.236 ,0.048 ,0.144 ,0.08 ,0.912
,0.08 ,0.828 ,0.072 ,0.708 ,0.5
,0.324 ,0.196 ,0.48 ,0.304 ,0.28
,0.764 ,0.516 ,0.42 ,0.948 ,0.352
,0.408 ,0.248 ,0.212 ,0.596 ,0.252
,0.54 ,0.008 ,0.984 ,0.512 ,0.46
,0.716 ,0.396 ,0.288 ,0.416 ,0.544
,0.164 ,0.676 ,0.636 ,0.68 ,0.52
,0.108 ,0.484 ,0.936 ,0.892 ,0.292
,0.988 ,0.808 ,0.432 ,0.712 ,0.96
,0.296 ,0.956 ,0.4 ,0.576 ,0.52
,0.328 ,0.708 ,0.272 ,0.58 ,0.832
,0.476 ,0.544 ,0.676 ,0.636 ,0.096
,0.712 ,0.076 ,0.98 ,0.584 ,0.816
,0.524 ,0.08 ,0.244 ,0.392 ,0.784
,0.588 ,0.256 ,0.372 ,0.212 ,0.512
,0.936 ,0.176 ,0.636 ,0.088 ,0.62
,0.928 ,0.608 ,0.564 ,0.54 ,0.152
,0.736 ,0.732 ,0.1 ,0.412 ,0.596
,0.58 ,0.044 ,0.792 ,0.876 ,0.464
,0.88 ,0.732 ,0.112 ,0.304 ,0.88
,0.748 ,0.944 ,0.64 ,0.74 ,0.26
,0.184 ,0.532 ,0.256 ,0.172 ,0.808
,0.828 ,0.44 ,0.976 ,0.356 ,0.316,
1 ,0.736, 1 ,0.116 ,0.292
,0.908 ,0.86 ,0.344 ,0.236 ,0.476
,0.444 ,0.64 ,0.668 ,0.98 ,0.416
,0.344 ,0.916 ,0.84 ,0.5 ,0.548
,0.92 ,0.68 ,0.82 ,0.956 ,0.368
,0.764 ,0.536 ,0.192 ,0.272 ,0.892
,0.148 ,0.2 ,0.644 ,0.252 ,0.468
,0.304 ,0.248 ,0.96 ,0.768 ,0.632
,0.268 ,0.588 ,0.54 ,0.444 ,0.548
,0.856 ,0.732 ,0.884 ,0.672 ,0.324
,0.62 ,0.524 ,0.568 ,0.08 ,0.992
,0.744 ,0.484 ,0.628 ,0.644 ,0.612,
0 ,0.592 ,0.948 ,0.128 ,0.892
,0.972 ,0.108 ,0.68 ,0.72 ,0.876
,0.328 ,0.236 ,0.612 ,0.716 ,0.912
,0.168 ,0.612 ,0.12 ,0.676 ,0.58
,0.504 ,0.34 ,0.964 ,0.256 ,0.668
,0.584 ,0.388 ,0.016 ,0.796 ,0.68
,0.628 ,0.476 ,0.776 ,0.696 ,0.348
,0.656 ,0.036 ,0.036 ,0.596 ,0.824
,0.464 ,0.732 ,0.58 ,0.364 ,0.38
,0.632 ,0.488 ,0.108 ,0.832 ,0.856
,0.448 ,0.272 ,0.932 ,0.388 ,0.788
,0.476 ,0.576 ,0.776 ,0.672 ,0.312
,0.7 ,0.86 ,0.784 ,0.988 ,0.328
,0.792 ,0.196 ,0.236 ,0.344 ,0.396
,0.596 ,0.98 ,0.972 ,0.492 ,0.624
,0.68 ,0.744 ,0.996 ,0.548 ,0.976
,0.828 ,0.764 ,0.784 ,0.408 ,0.768
,0.452 ,0.232 ,0.572 ,0.112 ,0.468
,0.96 ,0.772 ,0.668 ,0.928 ,0.788
,0.832 ,0.128 ,0.104 ,0.652 ,0.972
,0.888 ,0.852 ,0.572 ,0.484 ,0.272
,0.44 ,0.948 ,0.352 ,0.684 ,0.932
,0.46 ,0.576 ,0.044 ,0.456 ,0.972
,0.904 ,0.784 ,0.048 ,0.312 ,0.352
,0.844 ,0.8 ,0.616 ,0.676 ,0.604
,0.836 ,0.936 ,0.732 ,0.728 ,0.372
,0.34 ,0.344 ,0.988 ,0.312 ,0.688
,0.04 ,0.272 ,0.632 ,0.576 ,0.244
,0.188 ,0.46 ,0.78 ,0.648 ,0.248
,0.308 ,0.02 ,0.712 ,0.572 ,0.392
,0.884 ,0.64 ,0.048 ,0.34 ,0.724
,0.832 ,0.932 ,0.664 ,0.336 ,0.8
,0.52 ,0.352 ,0.844 ,0.084 ,0.424
,0.548 ,0.692 ,0.188 ,0.364 ,0.872
,0.136 ,0.084 ,0.952 ,0.652 ,0.592
,0.028 ,0.836 ,0.804 ,0.536 ,0.984
,0.932 ,0.984 ,0.628 ,0.84 ,0.8
,0.496 ,0.196 ,0.664 ,0.608 ,0.416
,0.032 ,0.448 ,0.348 ,0.984 ,0.912
,0.448 ,0.856 ,0.588 ,0.896 ,0.776
,0.092 ,0.728 ,0.928 ,0.496 ,0.432
,0.056 ,0.468 ,0.364 ,0.488 ,0.224
,0.788 ,0.084 ,0.096 ,0.788 ,0.62
,0.22 ,0.804 ,0.18 ,0.532 ,0.368
,0.496 ,0.476 ,0.904 ,0.156 ,0.744
,0.344 ,0.396 ,0.152 ,0.644 ,0.5
,0.888 ,0.276 ,0.756 ,0.604 ,0.76
,0.92 ,0.412 ,0.872 ,0.536 ,0.612
,0.54 ,0.216 ,0.668 ,0.6 ,0.148
,0.78 ,0.672 ,0.472 ,0.816 ,0.844
,0.964 ,0.42 ,0.824 ,0.78 ,0.296
,0.956 ,0.104 ,0.704 ,0.288 ,0.92
,0.984 ,0.228 ,0.528 ,0.804 ,0.5
,0.668 ,0.356 ,0.86 ,0.536 ,0.412
,0.028 ,0.04 ,0.284 ,0.536 ,0.348
,0.524 ,0.796 ,0.872 ,0.912 ,0.216
,0.496 ,0.912 ,0.684 ,0.18 ,0.14
,0.132 ,0.48 ,0.64 ,0.524 ,0.992
,0.416 ,0.764 ,0.484 ,0.848 ,0.788
,0.764 ,0.588 ,0.284 ,0.7 ,0.056
,0.76 ,0.408 ,0.664 ,0.744 ,0.104
,0.86 ,0.96 ,0.66 ,0.816 ,0.256
,0.892 ,0.62 ,0.692 ,0.832 ,0.592
,0.052 ,0.84 ,0.96 ,0.888 ,0.828
,0.244 ,0.388 ,0.036 ,0.188 ,0.34
,0.94 ,0.304 ,0.472 ,0.436 ,0.728
,0.636 ,0.796 ,0.836 ,0.748 ,0.328
,0.452 ,0.248 ,0.352 ,0.212 ,0.892
,0.8 ,0.892 ,0.816 ,0.708 ,0.356
,0.344 ,0.5 ,0.232 ,0.548 ,0.744
,0.56 ,0.28 ,0.964 ,0.284 ,0.352
,0.268 ,0.908 ,0.924 ,0.664 ,0.788
,0.56 ,0.616 ,0.748 ,0.208 ,0.476
,0.632 ,0.88 ,0.364 ,0.192 ,0.824
,0.368 ,0.188 ,0.86 ,0.872 ,0.196
,0.86 ,0.204 ,0.616 ,0.572 ,0.56
,0.44 ,0.972 ,0.952 ,0.812 ,0.268
,0.14 ,0.276 ,0.736 ,0.6 ,0.312
,0.404 ,0.636 ,0.376 ,0.064 ,0.416
,0.4 ,0.248 ,0.904 ,0.412 ,0.748
,0.316 ,0.064 ,0.524 ,0.632 ,0.588
,0.536 ,0.656 ,0.768 ,0.68 ,0.14
,0.448 ,0.568 ,0.708 ,0.156 ,0.628
,0.596 ,0.84 ,0.788 ,0.052 ,0.14
,0.724 ,0.856 ,0.544 ,0.616 ,0.544
,0.496 ,0.268 ,0.776 ,0.316 ,0.152
,0.72 ,0.684 ,0.1 ,0.84 ,0.04
,0.788 ,0.948 ,0.868 ,0.196 ,0.508
,0.212 ,0.412 ,0.872 ,0.652 ,0.072
,0.412 ,0.988 ,0.86 ,0.912 ,0.156
,0.432 ,0.54 ,0.492 ,0.624 ,0.508
,0.508 ,0.992 ,0.852 ,0.788 ,0.244
,0.632 ,0.824 ,0.112 ,0.036 ,0.184
,0.668 ,0.756 ,0.884 ,0.788 ,0.52
,0.44 ,0.084 ,0.932 ,0.752 ,0.6
,0.656 ,0.84 ,0.832 ,0.6 ,0.664
,0.96 ,0.664 ,0.984 ,0.652 ,0.832
,0.928 ,0.592 ,0.44 ,0.304 ,0.86
,0.04 ,0.724 ,0.636 ,0.188 ,0.96
,0.9 ,0.564 ,0.28 ,0.34 ,0.492
,0.456 ,0.988 ,0.328 ,0.612 ,0.76
,0.964 ,0.736 ,0.744 ,0.64 ,0.272
,0.436 ,0.064 ,0.688 ,0.416 ,0.956
,0.824 ,0.14 ,0.648 ,0.492 ,0.072
,0.244 ,0.436 ,0.728 ,0.48 ,0.188
,0.168 ,0.432 ,0.46 ,0.044 ,0.824
,0.924 ,0.336 ,0.328 ,0.224 ,0.96
,0.552 ,0.948 ,0.712 ,0.96 ,0.396
,0.716 ,0.16 ,0.176 ,0.988 ,0.62
,0.892 ,0.18 ,0.576 ,0.264 ,0.924
,0.16 ,0.356 ,0.724 ,0.772 ,0.532
,0.944 ,0.744 ,0.268 ,0.184 ,0.972
,0.968 ,0.044 ,0.732 ,0.732 ,0.616
,0.716 ,0.804 ,0.86 ,0.344 ,0.704
,0.932 ,0.568 ,0.356 ,0.944 ,0.232
,0.452 ,0.212 ,0.692 ,0.88 ,0.86
,0.4 ,0.904 ,0.008 ,0.528 ,0.576
,0.86 ,0.696 ,0.116 ,0.444 ,0.472
,0.224 ,0.372 ,0.248 ,0.68 ,0.104
,0.476 ,0.228 ,0.532 ,0.24 ,0.648
,0.828 ,0.416 ,0.08 ,0.48 ,0.76
,0.3 ,0.556 ,0.628 ,0.396 ,0.864
,0.272 ,0.564 ,0.984 ,0.312 ,0.968
,0.448 ,0.044 ,0.664 ,0.408 ,0.732
,0.464 ,0.532 ,0.76 ,0.712 ,0.132
,0.324 ,0.936 ,0.872 ,0.768 ,0.432
,0.848 ,0.464 ,0.72 ,0.496 ,0.464
,0.752 ,0.808 ,0.372 ,0.204 ,0.604
,0.432 ,0.128 ,0.268 ,0.336 ,0.728
,0.824 ,0.212 ,0.704 ,0.172 ,0.408
,0.9 ,0.924 ,0.448 ,0.912 ,0.688
,0.748 ,0.672 ,0.044 ,0.704 ,0.568
,0.356 ,0.116 ,0.94 ,0.688 ,0.948
,0.776 ,0.664 ,0.732 ,0.108 ,0.72
,0.24 ,0.964 ,0.42 ,0.412 ,0.764
,0.104 ,0.868 ,0.308 ,0.62 ,0.608
,0.404 ,0.6 ,0.664 ,0.152 ,0.432
,0.544 ,0.26 ,0.604 ,0.584 ,0.64
,0.404 ,0.08 ,0.244 ,0.452 ,0.78
,0.7 ,0.896 ,0.66, 0 ,0.5
,0.368 ,0.468 ,0.432 ,0.76 ,0.68
,0.528 ,0.548 ,0.076 ,0.448 ,0.288
,0.592 ,0.64 ,0.668 ,0.548 ,0.32
,0.852 ,0.916 ,0.9 ,0.696 ,0.6
,0.968 ,0.22 ,0.992 ,0.456 ,0.788
,0.168 ,0.988 ,0.896 ,0.268 ,0.552
,0.596 ,0.54 ,0.384 ,0.596 ,0.896
,0.896 ,0.14 ,0.588 ,0.52 ,0.508
,0.784 ,0.892 ,0.548 ,0.652 ,0.34
,0.94 ,0.78 ,0.76 ,0.8 ,0.22
,0.78 ,0.428 ,0.504 ,0.592 ,0.084
,0.928 ,0.324 ,0.664 ,0.732 ,0.784
,0.98 ,0.38 ,0.812 ,0.236 ,0.092
,0.156 ,0.712 ,0.424 ,0.776 ,0.612
,0.156 ,0.544 ,0.332 ,0.292 ,0.644
,0.804 ,0.42 ,0.368 ,0.004 ,0.74
,0.52 ,0.472 ,0.06 ,0.664 ,0.572
,0.684 ,0.592 ,0.476 ,0.116 ,0.296
,0.564 ,0.24 ,0.556 ,0.488 ,0.588
,0.168 ,0.324 ,0.408 ,0.284 ,0.472
,0.56 ,0.752 ,0.76 ,0.992 ,0.16
,0.42 ,0.564 ,0.984 ,0.82 ,0.72
,0.356 ,0.328 ,0.96 ,0.356 ,0.644
,0.268 ,0.544 ,0.104 ,0.84 ,0.972
,0.556 ,0.248 ,0.04 ,0.372 ,0.592
,0.588 ,0.468 ,0.968 ,0.44 ,0.64
,0.216 ,0.792 ,0.476 ,0.724 ,0.068
,0.472 ,0.992 ,0.484 ,0.888 ,0.908
,0.376 ,0.84 ,0.468 ,0.748 ,0.356
,0.712 ,0.628 ,0.912 ,0.496 ,0.648
,0.124 ,0.396 ,0.508 ,0.312 ,0.128
,0.788 ,0.92 ,0.468 ,0.372 ,0.216
,0.54 ,0.84 ,0.608 ,0.464 ,0.744
,0.336 ,0.184 ,0.496 ,0.44 ,0.444
,0.136 ,0.504 ,0.568 ,0.852 ,0.804
,0.376 ,0.708 ,0.676 ,0.476 ,0.708
,0.06 ,0.98 ,0.436 ,0.796 ,0.448
,0.46 ,0.452 ,0.144 ,0.504 ,0.592
,0.848 ,0.628 ,0.5 ,0.784 ,0.492
,0.444 ,0.196 ,0.876 ,0.832 ,0.636
,0.24 ,0.908 ,0.484 ,0.544 ,0.808
,0.256 ,0.664 ,0.272 ,0.716 ,0.196
,0.272 ,0.484 ,0.94 ,0.168 ,0.956
,0.856 ,0.82, 0 ,0.868 ,0.796
,0.44 ,0.656 ,0.82 ,0.208 ,0.924
,0.352 ,0.832 ,0.844 ,0.324 ,0.216
,0.832 ,0.348 ,0.904 ,0.244 ,0.324
,0.816 ,0.64 ,0.892 ,0.116 ,0.392
,0.472 ,0.772 ,0.464 ,0.556 ,0.892
,0.232 ,0.224 ,0.788 ,0.5 ,0.04
,0.532 ,0.284 ,0.62 ,0.464 ,0.924
,0.804 ,0.252 ,0.224 ,0.38 ,0.244
,0.076 ,0.424 ,0.988 ,0.78 ,0.324
,0.076 ,0.496 ,0.844 ,0.496 ,0.288
,0.556 ,0.696 ,0.76 ,0.352 ,0.952
,0.26 ,0.752 ,0.084 ,0.08 ,0.324
,0.776 ,0.632 ,0.712 ,0.868 ,0.12
,0.808 ,0.76 ,0.444 ,0.664 ,0.16
,0.308 ,0.912 ,0.16 ,0.04 ,0.692
,0.336 ,0.672 ,0.664 ,0.556 ,0.876
,0.172 ,0.52 ,0.188 ,0.904 ,0.552
,0.32 ,0.292 ,0.216 ,0.58 ,0.988
,0.724 ,0.704 ,0.212 ,0.74 ,0.348
,0.912 ,0.592 ,0.108 ,0.332 ,0.536
,0.22 ,0.452 ,0.124 ,0.98 ,0.364
,0.908 ,0.272 ,0.564 ,0.556 ,0.668
,0.432 ,0.928 ,0.596 ,0.992 ,0.456
,0.832 ,0.624 ,0.832 ,0.064 ,0.52
,0.096 ,0.492 ,0.62 ,0.416 ,0.448
,0.928 ,0.68 ,0.976 ,0.192 ,0.728
,0.496 ,0.756 ,0.372 ,0.18 ,0.196
,0.808 ,0.816 ,0.996 ,0.352 ,0.648
,0.48 ,0.172 ,0.94 ,0.864 ,0.844
,0.228 ,0.4 ,0.12 ,0.12 ,0.344
,0.952 ,0.632 ,0.376 ,0.264 ,0.88
,0.252 ,0.332 ,0.56 ,0.756 ,0.468
,0.144 ,0.26 ,0.316 ,0.528 ,0.224
,0.512 ,0.568 ,0.724 ,0.912 ,0.384
,0.616 ,0.304 ,0.652 ,0.2 ,0.996
,0.292 ,0.36 ,0.788 ,0.612 ,0.768
,0.748 ,0.624 ,0.664 ,0.696 ,0.792
,0.64 ,0.176 ,0.78 ,0.8 ,0.6
,0.108 ,0.568 ,0.168 ,0.92 ,0.044
,0.872 ,0.848 ,0.296 ,0.9 ,0.648
,0.544 ,0.124 ,0.66 ,0.664 ,0.28
,0.164 ,0.564 ,0.768 ,0.552 ,0.852
,0.508 ,0.652 ,0.8 ,0.532 ,0.596
,0.204 ,0.036 ,0.22 ,0.076 ,0.972
,0.684 ,0.148 ,0.248 ,0.24 ,0.948
,0.356 ,0.06 ,0.684 ,0.244 ,0.516
,0.192 ,0.912 ,0.388 ,0.656 ,0.852
,0.644 ,0.704 ,0.976 ,0.9 ,0.664
,0.98 ,0.744 ,0.156 ,0.676 ,0.78
,0.936 ,0.78 ,0.284 ,0.3 ,0.904
,0.38 ,0.324 ,0.524 ,0.228 ,0.7
,0.264 ,0.868 ,0.62 ,0.416 ,0.356
,0.772 ,0.464 ,0.92 ,0.9 ,0.148
,0.204 ,0.364 ,0.956 ,0.888 ,0.536
,0.196 ,0.048 ,0.232 ,0.872 ,0.496
,0.524 ,0.576 ,0.7 ,0.368 ,0.248
,0.532 ,0.408 ,0.372 ,0.492 ,0.432
,0.508 ,0.468 ,0.576 ,0.704 ,0.84
,0.472 ,0.08 ,0.728 ,0.548 ,0.336
,0.572 ,0.564 ,0.032 ,0.352 ,0.84)
pv=NULL
$minimum
}
p.table=c(
0.46 ,0.36 ,0.66 ,0.56 ,0.704
,0.848 ,0.008 ,0.232 ,0.072 ,0.784
,0.944 ,0.096, 0 ,0.252 ,0.464
,0.132, 1 ,0.116 ,0.288 ,0.236
,0.512 ,0.056 ,0.68 ,0.356 ,0.164
,0.36 ,0.444 ,0.448 ,0.656 ,0.464
,0.616 ,0.296 ,0.7 ,0.34 ,0.152
,0.248 ,0.776 ,0.516 ,0.084 ,0.908
,0.084 ,0.268 ,0.048 ,0.612 ,0.876
,0.752 ,0.108 ,0.916 ,0.756 ,0.424
,0.772 ,0.044 ,0.788 ,0.936 ,0.48
,0.824 ,0.784 ,0.944 ,0.5 ,0.236
,0.564 ,0.956 ,0.1 ,0.536 ,0.772
,0.82 ,0.956 ,0.556 ,0.76 ,0.78
,0.144 ,0.512 ,0.964 ,0.928 ,0.04
,0.86 ,0.364 ,0.98 ,0.252 ,0.548
,0.252 ,0.264 ,0.96 ,0.46 ,0.744
,0.932 ,0.58 ,0.448 ,0.708 ,0.928
,0.976 ,0.288 ,0.224 ,0.436 ,0.84
,0.056 ,0.68 ,0.04 ,0.848 ,0.46
,0.104 ,0.5 ,0.736 ,0.808 ,0.436
,0.692 ,0.944 ,0.552 ,0.024 ,0.36
,0.668 ,0.764 ,0.952 ,0.62 ,0.072
,0.972 ,0.816 ,0.392 ,0.964 ,0.356
,0.62 ,0.272 ,0.416 ,0.68 ,0.116
,0.632 ,0.904 ,0.36 ,0.212 ,0.632
,0.664 ,0.576 ,0.56 ,0.516 ,0.876
,0.82 ,0.736 ,0.044 ,0.648 ,0.36
,0.328 ,0.42 ,0.708 ,0.868 ,0.356
,0.076 ,0.856 ,0.828 ,0.124 ,0.72
,0.4 ,0.5 ,0.028 ,0.64 ,0.936
,0.492 ,0.96 ,0.28 ,0.688 ,0.488
,0.684 ,0.24 ,0.828 ,0.624 ,0.928
,0.492 ,0.696 ,0.2 ,0.424 ,0.868
,0.22 ,0.532 ,0.204 ,0.376 ,0.256
,0.612 ,0.64 ,0.72 ,0.76 ,0.216
,0.468 ,0.756 ,0.576 ,0.856 ,0.132
,0.916 ,0.248 ,0.364 ,0.828 ,0.896
,0.536 ,0.792 ,0.6 ,0.72 ,0.86
,0.592 ,0.056 ,0.628 ,0.016 ,0.688
,0.656 ,0.484 ,0.26 ,0.66 ,0.304
,0.476 ,0.648 ,0.848 ,0.68 ,0.832
,0.92 ,0.568, 1 ,0.056 ,0.236
,0.648 ,0.42 ,0.284 ,0.708 ,0.296
,0.944 ,0.952 ,0.336 ,0.48 ,0.356
,0.86 ,0.496 ,0.976 ,0.692 ,0.624
,0.1 ,0.568 ,0.236 ,0.88 ,0.36
,0.864 ,0.124 ,0.94 ,0.884 ,0.512
,0.22 ,0.896 ,0.3 ,0.684 ,0.7
,0.316 ,0.696 ,0.66 ,0.864 ,0.548
,0.884 ,0.656 ,0.204 ,0.88 ,0.936
,0.264 ,0.604 ,0.34 ,0.832 ,0.728
,0.644 ,0.924 ,0.524 ,0.808 ,0.612
,0.36 ,0.936 ,0.884 ,0.904 ,0.748
,0.6 ,0.648 ,0.16 ,0.8 ,0.312
,0.42 ,0.544 ,0.744 ,0.292 ,0.5
,0.028 ,0.804 ,0.9 ,0.648 ,0.984
,0.432 ,0.844 ,0.936 ,0.796 ,0.948
,0.608 ,0.976 ,0.552 ,0.94 ,0.424
,0.848 ,0.916 ,0.728 ,0.764 ,0.604
,0.508 ,0.74 ,0.468 ,0.268 ,0.748
,0.072 ,0.468 ,0.82 ,0.24 ,0.596
,0.18 ,0.188 ,0.612 ,0.152 ,0.996
,0.96 ,0.332 ,0.72 ,0.44 ,0.364
,0.704 ,0.612 ,0.248 ,0.72 ,0.568
,0.956 ,0.524 ,0.352 ,0.708 ,0.368
,0.924 ,0.384 ,0.476 ,0.912 ,0.736
,0.368 ,0.412 ,0.232 ,0.348 ,0.016
,0.568 ,0.34 ,0.608 ,0.356 ,0.772
,0.944 ,0.336 ,0.504 ,0.908 ,0.812
,0.292 ,0.904 ,0.16 ,0.076 ,0.928
,0.912 ,0.12 ,0.28 ,0.156 ,0.248
,0.988 ,0.44 ,0.764 ,0.088 ,0.256
,0.208 ,0.08 ,0.288 ,0.172 ,0.428
,0.428 ,0.276 ,0.084 ,0.344 ,0.132
,0.492 ,0.728 ,0.26 ,0.956 ,0.56
,0.344 ,0.176 ,0.864 ,0.54 ,0.24
,0.724 ,0.384 ,0.916 ,0.956 ,0.692
,0.88 ,0.66 ,0.372 ,0.128 ,0.568
,0.636 ,0.28 ,0.288 ,0.888 ,0.872
,0.42 ,0.356 ,0.604 ,0.72 ,0.852
,0.408 ,0.976 ,0.52 ,0.556 ,0.9
,0.364 ,0.716 ,0.588 ,0.72 ,0.312
,0.224 ,0.26 ,0.116 ,0.952 ,0.404
,0.952 ,0.948 ,0.22 ,0.676 ,0.58
,0.724 ,0.144 ,0.084 ,0.396 ,0.664
,0.16 ,0.412 ,0.796 ,0.476 ,0.284
,0.8 ,0.348 ,0.736 ,0.26 ,0.672
,0.372 ,0.904 ,0.768 ,0.82 ,0.736
,0.548 ,0.788 ,0.068 ,0.008 ,0.548
,0.304, 1 ,0.2 ,0.12 ,0.168
,0.4 ,0.504 ,0.68 ,0.96 ,0.924
,0.884 ,0.348 ,0.044 ,0.236 ,0.416
,0.32 ,0.612 ,0.512 ,0.34 ,0.604
,0.868 ,0.412 ,0.376 ,0.376 ,0.88
,0.864 ,0.928 ,0.364 ,0.42 ,0.048
,0.116 ,0.66 ,0.916 ,0.344 ,0.596
,0.768 ,0.84 ,0.964 ,0.92 ,0.948
,0.54 ,0.828 ,0.44 ,0.932 ,0.972
,0.244 ,0.948 ,0.1 ,0.228 ,0.88
,0.808 ,0.404 ,0.016 ,0.996 ,0.236
,0.88 ,0.076 ,0.156 ,0.172 ,0.692
,0.312 ,0.248 ,0.968 ,0.264 ,0.088
,0.296 ,0.824 ,0.444 ,0.24 ,0.996
,0.42 ,0.744 ,0.5 ,0.872 ,0.556
,0.68 ,0.172 ,0.216 ,0.688 ,0.94
,0.136 ,0.78 ,0.408 ,0.768 ,0.348
,0.568 ,0.324 ,0.116 ,0.968 ,0.132
,0.528 ,0.92 ,0.98 ,0.308 ,0.528
,0.112 ,0.056 ,0.1 ,0.616 ,0.636
,0.628 ,0.288 ,0.576 ,0.296 ,0.992
,0.048 ,0.088 ,0.664, 1 ,0.044
,0.796 ,0.284 ,0.02 ,0.692 ,0.488
,0.524 ,0.344 ,0.472 ,0.796 ,0.244
,0.112 ,0.9 ,0.012 ,0.328 ,0.508
,0.664 ,0.892 ,0.404 ,0.792 ,0.744
,0.752 ,0.864 ,0.448 ,0.756 ,0.252
,0.1 ,0.788 ,0.948 ,0.448 ,0.964
,0.416 ,0.5 ,0.236 ,0.828 ,0.344
,0.964 ,0.552 ,0.392 ,0.948 ,0.864
,0.908 ,0.12, 0 ,0.14 ,0.516
,0.856 ,0.476 ,0.828 ,0.232 ,0.636
,0.612 ,0.668 ,0.892 ,0.792 ,0.76
,0.968 ,0.072 ,0.896 ,0.636 ,0.62
,0.32 ,0.072 ,0.684 ,0.6 ,0.9
,0.452 ,0.196 ,0.892 ,0.788 ,0.532
,0.46 ,0.576 ,0.6 ,0.948 ,0.98
,0.992 ,0.156 ,0.292 ,0.956 ,0.7
,0.472 ,0.428 ,0.6 ,0.772 ,0.864
,0.388 ,0.636 ,0.308 ,0.492 ,0.188
,0.144 ,0.916 ,0.808 ,0.76 ,0.212
,0.516 ,0.556 ,0.056 ,0.2 ,0.676
,0.076 ,0.62 ,0.984 ,0.824 ,0.204
,0.024 ,0.656 ,0.176 ,0.804 ,0.936
,0.576 ,0.316 ,0.544 ,0.94 ,0.128
,0.62 ,0.464 ,0.116 ,0.188 ,0.372
,0.732 ,0.956 ,0.256 ,0.832 ,0.816
,0.152 ,0.22 ,0.632 ,0.712 ,0.364
,0.988 ,0.504 ,0.728 ,0.984 ,0.776
,0.8 ,0.876 ,0.612 ,0.896 ,0.152
,0.532 ,0.88 ,0.968 ,0.256 ,0.456
,0.552 ,0.056 ,0.352 ,0.808 ,0.64
,0.172 ,0.176 ,0.092 ,0.62 ,0.9
,0.768 ,0.024 ,0.1 ,0.896 ,0.36
,0.212 ,0.42 ,0.52 ,0.884 ,0.684
,0.896 ,0.596 ,0.664 ,0.848 ,0.432
,0.04 ,0.688 ,0.884 ,0.032 ,0.628
,0.2 ,0.832 ,0.508 ,0.784 ,0.476
,0.956 ,0.628 ,0.232 ,0.844 ,0.94
,0.068 ,0.952 ,0.212 ,0.352 ,0.6
,0.196 ,0.808 ,0.628 ,0.112 ,0.628
,0.94 ,0.216 ,0.816 ,0.212 ,0.788
,0.524 ,0.9 ,0.72 ,0.364 ,0.436
,0.152 ,0.176 ,0.544 ,0.56 ,0.152
,0.772 ,0.732 ,0.324 ,0.224 ,0.456
,0.732 ,0.304 ,0.124 ,0.524 ,0.256
,0.376 ,0.464 ,0.836 ,0.66 ,0.964
,0.784 ,0.772 ,0.624 ,0.56 ,0.04
,0.584 ,0.168 ,0.132 ,0.62 ,0.276
,0.096 ,0.928 ,0.588 ,0.66 ,0.952
,0.908 ,0.224 ,0.348 ,0.64 ,0.456
,0.22 ,0.052 ,0.232 ,0.908 ,0.92
,0.648 ,0.492 ,0.416 ,0.444 ,0.98
,0.92 ,0.624 ,0.612 ,0.684 ,0.744
,0.624 ,0.068 ,0.58 ,0.048 ,0.656
,0.352 ,0.56 ,0.708 ,0.124 ,0.7
,0.9 ,0.268 ,0.836 ,0.208 ,0.752
,0.136 ,0.54 ,0.136 ,0.336 ,0.988
,0.78 ,0.612 ,0.772 ,0.36 ,0.452
,0.616 ,0.424 ,0.736 ,0.856 ,0.5
,0.472 ,0.62 ,0.736 ,0.896 ,0.08
,0.8 ,0.276 ,0.124 ,0.116 ,0.692
,0.404 ,0.78 ,0.484 ,0.268 ,0.624
,0.776 ,0.28 ,0.908 ,0.576 ,0.208
,0.028 ,0.752 ,0.58 ,0.904 ,0.672
,0.716 ,0.364 ,0.732 ,0.3 ,0.444
,0.568 ,0.388 ,0.476 ,0.356 ,0.124
,0.432 ,0.996 ,0.492 ,0.964 ,0.356
,0.58 ,0.792 ,0.948 ,0.204 ,0.392
,0.808 ,0.296 ,0.252 ,0.404, 0
,0.836 ,0.096 ,0.336 ,0.892 ,0.112
,0.476 ,0.54 ,0.364 ,0.916 ,0.9
,0.548 ,0.808 ,0.272 ,0.212 ,0.38
,0.384 ,0.656 ,0.38 ,0.436 ,0.58
,0.728 ,0.464 ,0.88 ,0.988 ,0.888
,0.208 ,0.476 ,0.28 ,0.984 ,0.536
,0.692 ,0.28 ,0.396 ,0.632 ,0.66
,0.812 ,0.636 ,0.728 ,0.12 ,0.896
,0.548 ,0.536 ,0.032 ,0.74 ,0.336
,0.572 ,0.932 ,0.188 ,0.196 ,0.82
,0.456 ,0.892 ,0.424 ,0.276 ,0.848
,0.948 ,0.952 ,0.656 ,0.332 ,0.92
,0.552 ,0.664 ,0.536 ,0.708 ,0.972
,0.44 ,0.864 ,0.076, 1 ,0.104
,0.416 ,0.104 ,0.324 ,0.24 ,0.708
,0.992 ,0.996 ,0.184 ,0.156 ,0.18
,0.852 ,0.836 ,0.092 ,0.896 ,0.08
,0.816 ,0.384 ,0.268 ,0.324 ,0.1
,0.708 ,0.188 ,0.732 ,0.056 ,0.776
,0.768 ,0.744 ,0.22 ,0.648 ,0.236
,0.648 ,0.752 ,0.936 ,0.672 ,0.796
,0.4 ,0.732 ,0.64 ,0.9 ,0.208
,0.536 ,0.828 ,0.54 ,0.4 ,0.04
,0.084 ,0.5 ,0.232 ,0.724 ,0.752
,0.076 ,0.564 ,0.836 ,0.352 ,0.808
,0.916 ,0.928 ,0.752 ,0.584 ,0.344
,0.584 ,0.62 ,0.316 ,0.072 ,0.604
,0.656 ,0.676 ,0.524 ,0.392 ,0.168
,0.744 ,0.56 ,0.568 ,0.936 ,0.792
,0.592 ,0.804 ,0.2 ,0.852 ,0.972
,0.736 ,0.616 ,0.744 ,0.284 ,0.764
,0.824 ,0.484 ,0.76 ,0.804 ,0.472
,0.968 ,0.868 ,0.72 ,0.496 ,0.168
,0.868 ,0.676 ,0.388 ,0.948 ,0.06
,0.104 ,0.552 ,0.432 ,0.368 ,0.472
,0.376 ,0.244 ,0.556 ,0.86 ,0.976
,0.116 ,0.784 ,0.748 ,0.736 ,0.68
,0.828 ,0.156 ,0.916 ,0.22 ,0.16
,0.576 ,0.408 ,0.752 ,0.92 ,0.216
,0.484 ,0.832 ,0.96 ,0.584 ,0.616
,0.968 ,0.728 ,0.776 ,0.664 ,0.796
,0.36 ,0.656 ,0.336 ,0.816 ,0.892
,0.808 ,0.728 ,0.432 ,0.376 ,0.456
,0.496 ,0.524 ,0.684 ,0.84 ,0.7
,0.448 ,0.264 ,0.28 ,0.476 ,0.68
,0.328 ,0.844 ,0.24 ,0.528 ,0.456
,0.872 ,0.924 ,0.58 ,0.78 ,0.772
,0.636 ,0.144 ,0.684 ,0.212 ,0.284
,0.22 ,0.324 ,0.28 ,0.468 ,0.692
,0.604 ,0.008 ,0.888 ,0.236 ,0.88
,0.468 ,0.984 ,0.656 ,0.736 ,0.532
,0.084 ,0.444 ,0.824 ,0.552 ,0.288
,0.588 ,0.148 ,0.704 ,0.632 ,0.556
,0.024 ,0.508 ,0.852 ,0.18 ,0.112
,0.164 ,0.248 ,0.364 ,0.588 ,0.268
,0.192 ,0.564 ,0.172 ,0.052 ,0.98
,0.22 ,0.648 ,0.032 ,0.84 ,0.512
,0.528 ,0.324 ,0.28 ,0.296 ,0.108
,0.02 ,0.368 ,0.704 ,0.048 ,0.36
,0.536 ,0.36 ,0.252 ,0.732 ,0.816
,0.544 ,0.216 ,0.416 ,0.924 ,0.64
,0.14 ,0.8 ,0.528 ,0.196 ,0.884
,0.08 ,0.572 ,0.748 ,0.372 ,0.6
,0.928 ,0.144 ,0.668 ,0.896 ,0.524
,0.636 ,0.792 ,0.46 ,0.748 ,0.996
,0.02 ,0.94 ,0.18 ,0.12 ,0.236
,0.072 ,0.256 ,0.992 ,0.98 ,0.204
,0.796 ,0.556 ,0.844 ,0.952 ,0.924
,0.72 ,0.004 ,0.712 ,0.62 ,0.864
,0.4 ,0.724 ,0.86 ,0.876, 0
,0.192 ,0.532 ,0.28 ,0.128 ,0.576
,0.14 ,0.124 ,0.648 ,0.924 ,0.284
,0.724 ,0.46 ,0.208 ,0.94 ,0.256
,0.828 ,0.048 ,0.608 ,0.36 ,0.94
,0.924 ,0.664 ,0.988 ,0.476 ,0.88
,0.204 ,0.188 ,0.656 ,0.192 ,0.416
,0.528 ,0.408 ,0.032 ,0.448 ,0.572
,0.352 ,0.18 ,0.032 ,0.46 ,0.468
,0.276 ,0.944 ,0.304 ,0.072 ,0.316
,0.504 ,0.76 ,0.904 ,0.076 ,0.46
,0.592 ,0.768 ,0.42 ,0.484 ,0.728
,0.528 ,0.06 ,0.924 ,0.616 ,0.34
,0.208, 1 ,0.428 ,0.564 ,0.26
,0.136 ,0.608 ,0.544 ,0.508 ,0.82
,0.264 ,0.296 ,0.156 ,0.192 ,0.628
,0.472 ,0.996 ,0.136 ,0.104 ,0.112
,0.412 ,0.896 ,0.776 ,0.016 ,0.232
,0.116 ,0.408 ,0.26 ,0.372 ,0.46
,0.944 ,0.28 ,0.932 ,0.636 ,0.632
,0.168 ,0.124 ,0.412 ,0.228 ,0.292
,0.676 ,0.68 ,0.644 ,0.996 ,0.948
,0.312 ,0.444 ,0.832 ,0.356 ,0.408
,0.952 ,0.848 ,0.184 ,0.404 ,0.892
,0.92 ,0.896 ,0.604 ,0.064 ,0.416
,0.436 ,0.312 ,0.668 ,0.948 ,0.172
,0.996 ,0.508 ,0.536 ,0.444 ,0.832
,0.772 ,0.26 ,0.916 ,0.12 ,0.436
,0.652 ,0.732 ,0.872 ,0.104 ,0.02
,0.328 ,0.692 ,0.464 ,0.096 ,0.148
,0.348 ,0.772 ,0.84 ,0.472 ,0.416
,0.132 ,0.388 ,0.168 ,0.92 ,0.012
,0.764 ,0.484 ,0.148 ,0.3 ,0.392
,0.36 ,0.68 ,0.5 ,0.18, 1
,0.676 ,0.596 ,0.856 ,0.952 ,0.992
,0.812 ,0.612 ,0.66 ,0.66 ,0.132
,0.344 ,0.784 ,0.052 ,0.356 ,0.464
,0.476 ,0.24 ,0.296 ,0.768 ,0.584
,0.588 ,0.628 ,0.484 ,0.228 ,0.556
,0.34 ,0.94 ,0.964 ,0.42 ,0.008
,0.268 ,0.976 ,0.288 ,0.276 ,0.344
,0.496 ,0.384 ,0.796 ,0.692 ,0.244
,0.368 ,0.764 ,0.672 ,0.24 ,0.204
,0.224 ,0.276 ,0.764 ,0.34 ,0.9
,0.548 ,0.532 ,0.54 ,0.388 ,0.788
,0.168 ,0.532 ,0.172 ,0.976 ,0.788
,0.724 ,0.972 ,0.628 ,0.616 ,0.408
,0.832 ,0.968 ,0.788 ,0.384 ,0.34
,0.636 ,0.592 ,0.404 ,0.168 ,0.792
,0.572 ,0.636 ,0.656 ,0.892 ,0.06
,0.22 ,0.832 ,0.404 ,0.496 ,0.256
,0.136 ,0.82 ,0.212 ,0.948 ,0.696
,0.508 ,0.892 ,0.64 ,0.3 ,0.564
,0.996 ,0.42 ,0.232 ,0.08 ,0.952
,0.544 ,0.464 ,0.304 ,0.876 ,0.608
,0.372 ,0.1 ,0.74 ,0.968 ,0.996
,0.692 ,0.876 ,0.62 ,0.672 ,0.648
,0.316 ,0.816 ,0.352 ,0.376 ,0.972
,0.844 ,0.528 ,0.752 ,0.916 ,0.448
,0.244 ,0.668 ,0.232 ,0.744 ,0.132
,0.524 ,0.492 ,0.912 ,0.936 ,0.94
,0.188 ,0.516 ,0.18 ,0.312 ,0.16
,0.932 ,0.084 ,0.384 ,0.604 ,0.688
,0.48 ,0.116 ,0.936 ,0.576 ,0.8
,0.952 ,0.316 ,0.488 ,0.084 ,0.736
,0.392 ,0.232 ,0.576 ,0.396 ,0.896
,0.692 ,0.292 ,0.788 ,0.864 ,0.192
,0.28 ,0.044 ,0.14 ,0.808 ,0.992
,0.876 ,0.288 ,0.86 ,0.908 ,0.064
,0.228 ,0.964 ,0.796 ,0.272 ,0.344
,0.524 ,0.232 ,0.648 ,0.68 ,0.064
,0.104 ,0.392 ,0.772 ,0.196 ,0.868
,0.08 ,0.428 ,0.856 ,0.98 ,0.076
,0.456 ,0.556 ,0.22 ,0.816 ,0.512
,0.128 ,0.276 ,0.64 ,0.316 ,0.516
,0.768 ,0.368 ,0.828 ,0.044 ,0.676
,0.8 ,0.28 ,0.176 ,0.936 ,0.056
,0.016 ,0.34 ,0.72 ,0.764 ,0.272
,0.604 ,0.152 ,0.86 ,0.096 ,0.292
,0.984 ,0.832 ,0.356 ,0.152 ,0.732
,0.812 ,0.304 ,0.276 ,0.76 ,0.88
,0.676 ,0.212 ,0.204 ,0.352 ,0.476
,0.244 ,0.84 ,0.812 ,0.176 ,0.028
,0.352 ,0.54 ,0.832 ,0.48 ,0.416
,0.732 ,0.376 ,0.528 ,0.416 ,0.012
,0.196 ,0.46 ,0.7 ,0.5 ,0.096
,0.072 ,0.612 ,0.304 ,0.472 ,0.376
,0.476 ,0.408 ,0.5 ,0.828 ,0.32
,0.22 ,0.036 ,0.172 ,0.712 ,0.756
,0.52 ,0.632 ,0.26 ,0.316 ,0.16
,0.688 ,0.484 ,0.692 ,0.336 ,0.736
,0.444 ,0.936 ,0.624 ,0.276 ,0.504
,0.58 ,0.376 ,0.648 ,0.296 ,0.12
,0.864, 1 ,0.832 ,0.668 ,0.924
,0.916 ,0.668 ,0.48 ,0.828 ,0.724
,0.448 ,0.624 ,0.82 ,0.624 ,0.944
,0.1 ,0.044 ,0.804 ,0.436 ,0.22
,0.808 ,0.548 ,0.32 ,0.264 ,0.284
,0.872 ,0.876 ,0.74 ,0.568 ,0.824
,0.608 ,0.544 ,0.176 ,0.288 ,0.084
,0.092 ,0.916 ,0.764 ,0.168 ,0.872
,0.376 ,0.52 ,0.288 ,0.88 ,0.888
,0.904 ,0.892 ,0.372 ,0.42 ,0.984
,0.52 ,0.372 ,0.476 ,0.348 ,0.756
,0.044 ,0.736 ,0.252 ,0.732 ,0.776
,0.632 ,0.976 ,0.08 ,0.36 ,0.596
,0.72 ,0.228 ,0.36 ,0.2 ,0.924
,0.676 ,0.744 ,0.58 ,0.644 ,0.3
,0.82 ,0.296 ,0.44 ,0.516 ,0.716
,0.46 ,0.428 ,0.46 ,0.372 ,0.604
,0.16 ,0.484 ,0.164 ,0.38 ,0.708
,0.964 ,0.988 ,0.844 ,0.216 ,0.912
,0.228 ,0.368 ,0.22 ,0.064 ,0.384
,0.72 ,0.636 ,0.852 ,0.776 ,0.444
,0.944 ,0.992 ,0.74 ,0.384 ,0.528
,0.536 ,0.296 ,0.056 ,0.34 ,0.152
,0.152 ,0.316 ,0.148 ,0.816 ,0.576
,0.936 ,0.896 ,0.212 ,0.792 ,0.392
,0.728 ,0.692 ,0.324 ,0.496 ,0.68
,0.536 ,0.372 ,0.316 ,0.276 ,0.9
,0.664 ,0.008 ,0.464 ,0.564 ,0.088
,0.52 ,0.032 ,0.584 ,0.396 ,0.864
,0.18 ,0.708 ,0.62 ,0.82 ,0.248
,0.736 ,0.496 ,0.284 ,0.496 ,0.152
,0.66 ,0.524 ,0.536 ,0.56 ,0.232
,0.084 ,0.396 ,0.38 ,0.028 ,0.708
,0.184 ,0.824 ,0.264 ,0.892 ,0.62
,0.204 ,0.62 ,0.728 ,0.984 ,0.948
,0.656 ,0.876 ,0.92 ,0.84 ,0.932
,0.572 ,0.516 ,0.024 ,0.248 ,0.756
,0.428 ,0.28 ,0.572 ,0.936 ,0.228
,0.416 ,0.04 ,0.44 ,0.252 ,0.872
,0.408 ,0.484 ,0.468 ,0.036 ,0.388
,0.1 ,0.956 ,0.64 ,0.904 ,0.436
,0.152 ,0.144 ,0.428 ,0.628 ,0.748
,0.632 ,0.132 ,0.204 ,0.6 ,0.236
,0.732 ,0.508 ,0.128 ,0.42 ,0.724
,0.04 ,0.876 ,0.528 ,0.852 ,0.844
,0.652 ,0.968 ,0.26 ,0.924 ,0.124
,0.312 ,0.884 ,0.96 ,0.132 ,0.464
,0.304 ,0.1 ,0.684 ,0.22 ,0.42
,0.404 ,0.94 ,0.244 ,0.884 ,0.484
,0.788 ,0.42 ,0.88 ,0.836 ,0.112
,0.468 ,0.928 ,0.52 ,0.592 ,0.452
,0.192 ,0.408 ,0.94 ,0.148 ,0.216
,0.456 ,0.06 ,0.968 ,0.444 ,0.236
,0.348 ,0.652 ,0.716 ,0.628 ,0.16
,0.084 ,0.392 ,0.284 ,0.34 ,0.988
,0.404 ,0.476 ,0.724 ,0.108 ,0.988
,0.632 ,0.84 ,0.588 ,0.744 ,0.008
,0.232 ,0.336 ,0.804 ,0.368 ,0.604)
pv=NULL
$minimum
}
p.table=c(
0.516 ,0.516 ,0.14 ,0.42 ,0.124
,0.872 ,0.396 ,0.692 ,0.92 ,0.452
,0.048 ,0.34 ,0.18 ,0.952 ,0.348
,0.004 ,0.74 ,0.04 ,0.612 ,0.052
,0.888 ,0.416 ,0.096 ,0.16 ,0.62
,0.132 ,0.536 ,0.96 ,0.24 ,0.512
,0.672 ,0.54 ,0.204 ,0.128 ,0.296
,0.828 ,0.4 ,0.324 ,0.388 ,0.988
,0.568 ,0.764 ,0.82 ,0.392 ,0.992
,0.996 ,0.804 ,0.416 ,0.308 ,0.924
,0.1 ,0.016 ,0.368 ,0.264 ,0.94
,0.56 ,0.156 ,0.68 ,0.616 ,0.252
,0.724 ,0.38 ,0.544 ,0.02 ,0.092
,0.692 ,0.912 ,0.04 ,0.58 ,0.072
,0.416 ,0.912, 1 ,0.252 ,0.428
,0.068 ,0.504 ,0.692 ,0.452 ,0.932
,0.668 ,0.912 ,0.056 ,0.86 ,0.908
,0.276 ,0.54 ,0.424 ,0.556 ,0.248
,0.42 ,0.94 ,0.632 ,0.544 ,0.168
,0.824 ,0.44 ,0.136 ,0.9 ,0.984
,0.34 ,0.984 ,0.428 ,0.208 ,0.216
,0.024 ,0.744 ,0.34 ,0.644 ,0.488
,0.716 ,0.984 ,0.292 ,0.512 ,0.908
,0.336 ,0.908 ,0.528 ,0.364 ,0.924
,0.884 ,0.928 ,0.608 ,0.06 ,0.624
,0.588 ,0.536 ,0.88 ,0.224 ,0.124
,0.184 ,0.416 ,0.004 ,0.84 ,0.784
,0.016 ,0.692 ,0.892 ,0.04 ,0.084
,0.844 ,0.38 ,0.512 ,0.392 ,0.28
,0.312 ,0.96 ,0.084 ,0.216 ,0.34
,0.544 ,0.952 ,0.88 ,0.024 ,0.292
,0.456 ,0.076 ,0.932 ,0.78 ,0.304
,0.06 ,0.692 ,0.996 ,0.132 ,0.82
,0.592 ,0.872 ,0.812 ,0.132 ,0.392
,0.84 ,0.736 ,0.188 ,0.132 ,0.736
,0.236 ,0.44 ,0.684 ,0.62 ,0.484
,0.828 ,0.2 ,0.688 ,0.404 ,0.78
,0.948 ,0.968 ,0.284 ,0.776 ,0.672
,0.016 ,0.088 ,0.712 ,0.776 ,0.324
,0.788 ,0.74 ,0.584 ,0.456 ,0.572
,0.896 ,0.976 ,0.164 ,0.576 ,0.112
,0.724 ,0.268 ,0.18 ,0.232 ,0.224
,0.996 ,0.692 ,0.552 ,0.524 ,0.756
,0.1 ,0.684 ,0.416 ,0.98 ,0.02
,0.452 ,0.6 ,0.94 ,0.148 ,0.808
,0.272 ,0.484 ,0.404 ,0.064 ,0.64
,0.564 ,0.108 ,0.832 ,0.232 ,0.784
,0.504 ,0.364 ,0.784 ,0.584 ,0.616
,0.708 ,0.576 ,0.668 ,0.984 ,0.428
,0.984 ,0.72 ,0.736 ,0.66 ,0.876
,0.508 ,0.2 ,0.444 ,0.94 ,0.808
,0.404 ,0.436 ,0.104 ,0.656 ,0.616
,0.524 ,0.884 ,0.24 ,0.34 ,0.424
,0.052 ,0.46 ,0.872 ,0.452 ,0.132
,0.704 ,0.508 ,0.22 ,0.972 ,0.632
,0.5 ,0.544 ,0.02 ,0.112, 1
,0.204 ,0.728 ,0.46 ,0.556 ,0.732
,0.228 ,0.472 ,0.068 ,0.344 ,0.972
,0.404 ,0.816 ,0.368 ,0.38 ,0.912
,0.948 ,0.108 ,0.308 ,0.584 ,0.816
,0.692 ,0.024 ,0.604 ,0.74 ,0.696
,0.48 ,0.888 ,0.356 ,0.464 ,0.548
,0.232 ,0.76 ,0.892 ,0.096 ,0.18
,0.596 ,0.556 ,0.56 ,0.776 ,0.368
,0.66 ,0.856 ,0.4 ,0.968 ,0.356
,0.752 ,0.648 ,0.62 ,0.888 ,0.932
,0.86 ,0.448 ,0.248 ,0.936 ,0.22
,0.364 ,0.92 ,0.424 ,0.316 ,0.684
,0.812 ,0.652 ,0.372 ,0.308 ,0.616
,0.816 ,0.04 ,0.304 ,0.864 ,0.356
,0.632 ,0.82 ,0.976 ,0.612 ,0.112
,0.088 ,0.7 ,0.568 ,0.948 ,0.084
,0.848 ,0.452 ,0.004 ,0.392 ,0.796
,0.528 ,0.372 ,0.472 ,0.404 ,0.48
,0.244 ,0.144 ,0.944 ,0.852 ,0.52
,0.436 ,0.396 ,0.388 ,0.596 ,0.496
,0.972 ,0.424 ,0.424 ,0.144 ,0.772
,0.1 ,0.748 ,0.192 ,0.508 ,0.78
,0.176 ,0.944 ,0.136 ,0.564 ,0.724
,0.76 ,0.6 ,0.032 ,0.504 ,0.78
,0.936 ,0.76 ,0.124 ,0.62 ,0.092
,0.768 ,0.852 ,0.556 ,0.456 ,0.468
,0.984 ,0.7 ,0.568 ,0.288 ,0.048
,0.928 ,0.892 ,0.728 ,0.32 ,0.836
,0.788 ,0.352 ,0.748 ,0.128 ,0.92
,0.352 ,0.236 ,0.56 ,0.192 ,0.72
,0.516 ,0.668 ,0.652 ,0.056 ,0.876
,0.916 ,0.124 ,0.176 ,0.652 ,0.088
,0.508 ,0.8 ,0.112 ,0.1 ,0.264
,0.836 ,0.912 ,0.376 ,0.792 ,0.876
,0.892 ,0.284 ,0.892 ,0.088 ,0.376
,0.24 ,0.98 ,0.416 ,0.96 ,0.848
,0.632 ,0.304 ,0.5 ,0.716 ,0.388
,0.976 ,0.24 ,0.32 ,0.808 ,0.168
,0.352 ,0.064 ,0.7 ,0.42 ,0.224
,0.176 ,0.988 ,0.224 ,0.904 ,0.592
,0.696 ,0.42 ,0.376 ,0.696 ,0.44
,0.328 ,0.816 ,0.312 ,0.968 ,0.432
,0.784 ,0.92 ,0.6 ,0.928 ,0.784
,0.96 ,0.54 ,0.872 ,0.816 ,0.728
,0.688 ,0.436 ,0.796 ,0.42 ,0.464
,0.112 ,0.328 ,0.168 ,0.244 ,0.052
,0.864 ,0.312 ,0.992 ,0.832 ,0.584
,0.396 ,0.596 ,0.72 ,0.684 ,0.448
,0.88 ,0.9 ,0.748 ,0.424 ,0.66
,0.644 ,0.188 ,0.528 ,0.98 ,0.58
,0.716 ,0.352 ,0.512 ,0.716 ,0.548
,0.988, 0 ,0.36 ,0.4 ,0.784
,0.212 ,0.756 ,0.956 ,0.5 ,0.512
,0.852 ,0.216 ,0.004 ,0.596 ,0.504
,0.56 ,0.672 ,0.988 ,0.76 ,0.924
,0.108 ,0.62 ,0.412 ,0.44 ,0.816
,0.664 ,0.924 ,0.62 ,0.816 ,0.184
,0.244 ,0.644 ,0.172 ,0.3 ,0.22
,0.02 ,0.572 ,0.156 ,0.768 ,0.484
,0.576 ,0.992 ,0.192 ,0.428 ,0.736
,0.708 ,0.888 ,0.136 ,0.192 ,0.948
,0.244 ,0.528 ,0.188 ,0.956 ,0.036
,0.016 ,0.636 ,0.048 ,0.42 ,0.184
,0.16 ,0.496 ,0.512 ,0.18 ,0.052
,0.972 ,0.488 ,0.988 ,0.284 ,0.252
,0.876 ,0.244 ,0.072 ,0.712 ,0.684
,0.78 ,0.468 ,0.504 ,0.732 ,0.84
,0.496 ,0.168 ,0.256 ,0.092 ,0.916
,0.76 ,0.152 ,0.72 ,0.14 ,0.356
,0.824 ,0.172 ,0.248 ,0.624 ,0.932
,0.856 ,0.612 ,0.52 ,0.584 ,0.904
,0.576 ,0.528 ,0.092 ,0.132 ,0.288
,0.096 ,0.516 ,0.316 ,0.448 ,0.792
,0.756 ,0.748 ,0.016 ,0.52 ,0.64
,0.924 ,0.688 ,0.824 ,0.392 ,0.908
,0.852 ,0.652 ,0.184 ,0.244 ,0.288
,0.324 ,0.324 ,0.736 ,0.628 ,0.816
,0.868 ,0.576 ,0.584 ,0.92 ,0.812
,0.104 ,0.48 ,0.884 ,0.816 ,0.24
,0.024 ,0.204 ,0.32 ,0.452 ,0.44
,0.036 ,0.96 ,0.716 ,0.648 ,0.04
,0.256 ,0.684 ,0.296 ,0.484 ,0.772
,0.52 ,0.068 ,0.26 ,0.352 ,0.096
,0.348 ,0.18 ,0.556 ,0.276 ,0.956
,0.944 ,0.052 ,0.916 ,0.52 ,0.624
,0.668 ,0.98 ,0.112 ,0.144 ,0.644
,0.348 ,0.488 ,0.88 ,0.16 ,0.056
,0.66 ,0.964 ,0.316 ,0.14 ,0.36
,0.62 ,0.168 ,0.124 ,0.852 ,0.58
,0.512 ,0.424 ,0.024 ,0.676 ,0.192
,0.636 ,0.544 ,0.78 ,0.712 ,0.368
,0.156 ,0.068 ,0.056 ,0.112 ,0.26
,0.448 ,0.68 ,0.316 ,0.9 ,0.78
,0.62 ,0.264 ,0.856 ,0.04 ,0.936
,0.6 ,0.128 ,0.328 ,0.924 ,0.94
,0.708 ,0.476 ,0.044 ,0.172 ,0.648
,0.356 ,0.688 ,0.888 ,0.136 ,0.976
,0.212 ,0.652 ,0.624 ,0.9 ,0.76
,0.396 ,0.736 ,0.812 ,0.1 ,0.868
,0.844 ,0.952 ,0.076 ,0.616 ,0.964
,0.064 ,0.28 ,0.576 ,0.944 ,0.532
,0.596 ,0.704 ,0.952 ,0.832 ,0.18
,0.928 ,0.504 ,0.072 ,0.4 ,0.432
,0.644 ,0.168 ,0.784 ,0.516 ,0.408
,0.224 ,0.476 ,0.992 ,0.588 ,0.668
,0.324 ,0.064 ,0.592 ,0.96 ,0.652
,0.24 ,0.964 ,0.988 ,0.06 ,0.068
,0.828 ,0.736 ,0.432 ,0.508 ,0.92
,0.34 ,0.832 ,0.504 ,0.192 ,0.88
,0.532 ,0.168 ,0.128 ,0.46 ,0.456
,0.992 ,0.328 ,0.728 ,0.72 ,0.488
,0.728 ,0.848 ,0.372 ,0.688 ,0.324
,0.748 ,0.628 ,0.936 ,0.556 ,0.8
,0.088 ,0.26 ,0.66 ,0.412 ,0.264
,0.432 ,0.148 ,0.24 ,0.672 ,0.216
,0.268 ,0.512 ,0.296 ,0.412 ,0.564
,0.224 ,0.196 ,0.42 ,0.424 ,0.168
,0.852 ,0.144 ,0.96 ,0.008 ,0.568
,0.196 ,0.704 ,0.624 ,0.6 ,0.452
,0.628 ,0.272 ,0.056 ,0.536 ,0.364
,0.364 ,0.696 ,0.272 ,0.472 ,0.008
,0.112 ,0.924 ,0.82 ,0.428 ,0.96
,0.748 ,0.308 ,0.912 ,0.472 ,0.544
,0.744 ,0.072 ,0.36 ,0.604 ,0.98
,0.308 ,0.304 ,0.352 ,0.024 ,0.956
,0.82 ,0.692 ,0.572 ,0.036 ,0.86
,0.896 ,0.976 ,0.284 ,0.764 ,0.24
,0.68 ,0.788 ,0.316 ,0.068 ,0.06
,0.688 ,0.26 ,0.496 ,0.416 ,0.388
,0.58 ,0.2 ,0.508 ,0.412 ,0.344
,0.212 ,0.932 ,0.588 ,0.212 ,0.936
,0.232 ,0.26 ,0.82 ,0.764 ,0.648
,0.924 ,0.508 ,0.84 ,0.66 ,0.46
,0.788 ,0.596 ,0.092 ,0.656 ,0.244
,0.68 ,0.628 ,0.732 ,0.56 ,0.596
,0.908 ,0.376 ,0.64 ,0.628 ,0.824
,0.36 ,0.764 ,0.484 ,0.892 ,0.576
,0.128 ,0.972 ,0.4 ,0.444 ,0.856
,0.744 ,0.32 ,0.004 ,0.58 ,0.116
,0.636 ,0.368 ,0.696 ,0.904 ,0.536
,0.04 ,0.132 ,0.812 ,0.916 ,0.468
,0.736 ,0.108 ,0.684 ,0.96 ,0.284
,0.068 ,0.832 ,0.736 ,0.248 ,0.624
,0.26 ,0.964 ,0.316 ,0.504 ,0.2
,0.36 ,0.46 ,0.8 ,0.164 ,0.284
,0.372 ,0.792 ,0.808 ,0.716 ,0.148
,0.232 ,0.724 ,0.86 ,0.692 ,0.204
,0.484 ,0.444 ,0.432 ,0.384 ,0.256
,0.732 ,0.084 ,0.316 ,0.264 ,0.18
,0.236 ,0.592 ,0.42 ,0.76 ,0.556
,0.116 ,0.72 ,0.252 ,0.632 ,0.72
,0.476 ,0.896 ,0.784 ,0.328 ,0.852
,0.548 ,0.132 ,0.692 ,0.92 ,0.596
,0.268 ,0.204 ,0.852 ,0.948 ,0.88
,0.82 ,0.328 ,0.7 ,0.684 ,0.16
,0.868 ,0.44 ,0.912 ,0.192 ,0.168
,0.844 ,0.4 ,0.32 ,0.768 ,0.52
,0.8 ,0.464 ,0.884 ,0.448 ,0.908
,0.116 ,0.136 ,0.036 ,0.368 ,0.076
,0.424 ,0.224 ,0.72 ,0.008 ,0.932
,0.732 ,0.764 ,0.088 ,0.788 ,0.852
,0.392 ,0.66 ,0.904 ,0.524 ,0.612
,0.256 ,0.892 ,0.912 ,0.512 ,0.984
,0.912 ,0.94 ,0.204 ,0.408 ,0.156
,0.868 ,0.1 ,0.988)
pv=NULL
$minimum
}
mscorciH<-function(x,nboot=500,alpha=.05,SEED=TRUE,method='hoch',
pvals=NULL,iter=500,pval.SEED=TRUE,pr=TRUE){
#
# Test the hypothesis of a zero skipped correlation for pair of variables is
# x, an n-by-p matrix.
#
# Use Hochberg adjusted critical p-values based on adjusted p-values to control
the probability of one or more Type I errors.
#
# The function also returns 1-alpha confidence intervals for each of the skipped
correlations
correlation.
#
# nboot=500
#
#
if(pr){
print('Hochberg adjusted p-values are used that are designed so that FWE is
approximately alpha.')
print('Confidence interval have, approximately, simultaneous1-alpha probability
coverage')
print('But it is possible that Hochberg rejects when confidence intervals do not')
}
if(SEED)set.seed(2)
xy=elimna(x)
x=as.matrix(x)
p=ncol(x)
p1=p+1
J=(p^2-p)/2
x=as.matrix(x)
n=nrow(x)
est<-mscor(x,corfun=corfun,outfun=outfun)$cor
data=listm(t(data))
if(!MC)bvec<-lapply(data,scorci.sub,x,corfun=corfun,outfun=outfun,STAND=TRUE)
if(MC){
library(parallel)
bvec<-mclapply(data,scorci.sub,x,corfun=corfun,outfun=outfun,STAND=TRUE)
}
bvec=matl(bvec) # A J by nboot matrix. J=(p^2-p)/2, p=number of IV variables.
#
# Compute critical p-values when p=1 and then use Hochberg adjustment
#
phat=0
sig=matrix(NA,p,p)
sigadj=matrix(NA,p,p)
ic=0
for(j in 1:p){
for(k in 1:p){
if(j<k){
ic=ic+1
phat=sum(bvec[ic,] < 0)/nboot
sig[j,k]=2 * min(phat, 1 - phat)
#if(n<=70){vv=p.crit.n30(alpha[1],sig[j,k])
if(n<=40){vv=p.crit.n30(alpha[1],sig[j,k])
crit.p=vv$crit.p.values
sigadj[j,k]=vv$adj.p.value # Adjust each p-value when sample size is small.
}
if(n>40){
if(n<=70){
vv=p.crit.n60(alpha[1],sig[j,k])
sigadj[j,k]=vv$adj.p.value
}
}
if(n>70){
if(n<=100){
}
}
if(n>100){
if(n<=120)
{
}}
if(n>120){ # no adjustment
sigad[j,k]=sig[j,k] #i.e., no adjustment
crit.p=alpha
}}}}
ci.mat=matrix(NA,nrow=J,ncol=4)
dimnames(ci.mat)=list(NULL,c('Var i','Var j','ci.low','ci.up'))
crit.pv=crit.p
for(j in 1:J)bvec[j,]<-sort(bvec[j,])
if(J==1)bvec=as.matrix(bvec)
ic=0
for(j in 1:p){
for(k in 1:p){
if(j<k){
ic=ic+1
ci.mat[ic,1]=j
ci.mat[ic,2]=k
}}}
flag=upper.tri(sigadj)
p.mat=matrix(NA,nrow=p,ncol=p)
p.mat[flag]=p.adjust(sigadj[flag],method=method)
list(p.values=sigadj,cor.est=est,confidence.int=ci.mat,critical.p.value=crit.pv,hoc
h.adjusted.p.values=p.mat)
}
scorregci<-function(x,y,nboot=500,alpha=c(.05,.025,.01),SEED=TRUE,
pvals=NULL,hoch=TRUE,iter=500,pval.SEED=TRUE,pr=TRUE){
#
# For explanatory variables, test the hypothesis of a zero skipped correlation
between y and each
# explanatory variable in a manner
#
# The function also returns confidence intervals for each of the skipped
correlations when hoch=FALSE.
correlation.
#
# alpha=c(.05,.025,.01) is the default, meaning that when determining critical p-
values, this be done for
# for alpha .05, 0.25 and .01. So can use
different alpha values if desired.
# For other purposes the family wise error (FWE) rate is taken to be
# alpha[1]=.05 by default. So setting the argument alpha=.01, FWE is taken to
be .01 and a critical p-value is
# computed for the.01 level only.
#
# nboot=500
#
# hoch=TRUE is the default in order to reduce execution time.
# If n>=60, this might suffice when testing at the 0.05 level. But power might
be increased by using
# hoch=FALSE at the expense of higher execution time.
#
# If alpha is less than .05, say .025 or .01, hoch=FALSE is recommended.
#
#
# pvals can be used to supply a vector of p-values estimating the distribution of
the minimum p-value among the tests that are
# are performed when all hypotheses are true.
#
# iter=500: number of replications used to estimate the distribution of the
minimum p-value.
# Or use the argument crit.pv as indicated below.
# Note: in the journal article dealing with this method, iter=1000 was used.
# By default
# pvals=NULL, the functions computes these values if the p-values suggest that
there might be
# significant results and hoch=FALSE; this can result in high execution time.
# The pvals are computed via the R function
# mscorci.cr(n,p,iter=500,corfun=pcor,alpha=alpha,SEED=TRUE).
#
# Critical p-values are a function of n and p. Once known, can supply them via the
argument
# crit.pv as follows:
#
# pv=scorregci.cr(n,p)$crit.p.values
# scorregci(x,crit.pv=pv)
#
#
#
if(pr){
if(!hoch){print('To reduce execution time, critical p-values are not computed when
the observed p.values are too large to')
print('reject at the 0.05 level. To compute them any way, use the R function
scorregci.cr')
print('Another option for reducing execution time: use scorregciH instead.')
}
if(hoch){
print('Hochberg adjusted p-values are used.')
print('This is reasonable when n>=60 and alpha=.05. Otherwise suggest using
hoch=FALSE')
}}
if(SEED)set.seed(2)
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
x=as.matrix(x)
n=nrow(x)
est<-scorreg(x,y,corfun=corfun,outfun=outfun,SEED=FALSE,ALL=ALL)$cor
data=listm(t(data))
if(!MC)bvec<-lapply(data,scorreg.sub,xy,corfun=corfun,outfun=outfun,ALL=ALL)
if(MC){
library(parallel)
bvec<-mclapply(data,scorreg.sub,xy,corfun=corfun,outfun=outfun,ALL=ALL)
}
bvec=matl(bvec) # A p by nboot matrix.
phat=0
sig=0
for(j in 1:p){
sig[j] <- 2 * min(phat[j], 1 - phat[j])
}
#
# Compute critical p-values if any of the p-values are sufficiently small.
#
FLAG=FALSE
if(p==2 && sig[1]<=.15){
FLAG=TRUE
if(hoch){
if(pr)print('If the p.value is <=.15, suggest using hoch=FALSE')
}}
if(p>2){
if(min(sig)<=alpha[1])FLAG=TRUE
}
if(FLAG){
if(is.null(crit.pv)){
if(!hoch){
if(pr)print('Computing critical p-values. Execution time might require several
minutes')
temp=scorregci.cr(nval,p,iter=iter,corfun=corfun,alpha=alpha,SEED=pval.SEED,TV=TRUE
,ALL=ALL) #returns tval in case want to adjust p-values.
# Need to add code to do this. (See mscorpbMC for how
this might be done.)
crit.pv=temp$crit.p.values
}}}
ci.mat=matrix(NA,nrow=p,ncol=3)
dimnames(ci.mat)=list(NULL,c('Var','ci.low','ci.up'))
for(j in 1:p)bvec[j,]<-sort(bvec[j,])
if(p==1)bvec=as.matrix(bvec)
ic=0
for(j in 1:p){
ic=ic+1
ci.mat[ic,1]=j
}
p.mat=matrix(NA,nrow=p,ncol=3)
p.mat[,1]=est
p.mat[,2]=sig
adj.p=NULL
if(hoch){
adj.p=p.adjust(sig,method='hochberg')
p.mat[,3]=adj.p
}
dimnames(p.mat)=list(NULL,c('Est.','p-value','adjusted p.value'))
list(Estimates=p.mat,confidence.int=ci.mat,critical.p.values=crit.pv)
}
scorreg.sub<-function(data,xy,corfun=corfun,outfun=outfun,ALL=ALL){
p1=ncol(xy)
p=p1-1
est<-
scorreg(xy[data,1:p],xy[data,p1],corfun=corfun,SEED=FALSE,ALL=ALL,outfun=outfun)
$cor
est
}
scorreg.cr<-
function(n,p,iter=500,nboot=500,corfun=pcor,alpha=c(.05,.025,.01),TV=FALSE,ALL=TRUE
,SEED=TRUE,outfun=outpro){
#
# Determine critical p-values for the function scorregci
# Returns the estimate of the distribution of the null minimum p-value
# plus the critical p-values corresponding to the levels indicated by
# alpha.
#
# p = number or predictors
#
# Function assumes that a multicore processor is used and that the R package
parallel has been installed.
#
x=list()
library(parallel)
p1=p+1
for(i in 1:iter){
x[[i]]=rmul(n,p=p1)
}
tval=mclapply(x,scorreg.cr.sub,p=p,corfun=corfun,nboot=nboot,ALL=ALL)
tval=list2vec(tval)
crit.p=NA
for(j in 1:length(alpha))crit.p[j]=hd(tval,alpha[j])
if(!TV)tval=NULL
list(crit.p.values=crit.p,tval=tval)
}
scorreg.cr.sub<-function(x,corfun,p=p,nboot=500,ALL=ALL,outfun=outfun){
p1=p+1
v=scorregci(x[,1:p],x[,p1],SEED=FALSE,corfun=corfun,nboot=nboot,crit.pv=1,pr=FALSE,
hoch=TRUE,ALL=ALL,outfun=outfun)$Estimates[,2]
mp=min(as.vector(v),na.rm=T)
mp
}
ols.ridge<-function(x,y,k=NULL,xout=FALSE,outfun=outpro){
library(MASS)
x=as.matrix(x)
if(ncol(x)==1)stop('Should have two or more independent variables.')
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
x=as.matrix(x)
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
}
if(is.null(k))k=ridge.est.k(x,y)
a=lm.ridge(y~x,lambda=k)
a=coef(a)
list(coef=a)
}
ridge.est.k<-function(x,y,STAND=TRUE,locfun=median,scat=madsq,regfun=ols,...){
#
# Estimate the bias parameter k as suggested by Kibria
#
x<-as.matrix(x)
m<-cbind(x,y)
m<-elimna(m)
p=ncol(x)
if(p==1)stop('There should be at least two independent variables')
p1=p+1
x=m[,1:p]
y=m[,p1]
n=nrow(x)
df=n-p1
if(STAND){
x=standm(x[,1:2],locfun=median,scat=madsq)
y=y-locfun(y)
}
est=regfun(x,y,...)
C=t(x)%*%x
sighat=sum(est$res^2)/(n-p1)
cr=eigen(C)
D=as.matrix(cr$vectors)
LAM=diag(cr$values)
XD=x%*%D # X^* in Kibria notation
ALPHA=solve(LAM)%*%t(XD)%*%as.matrix(y)
k=sighat/((prod(ALPHA^2))^(1/p)) # Recommended by Kibria
k
}
rob.ridge.test<-
function(x,y,regfun=tsreg,xout=FALSE,outfun=outpro,MC=FALSE,method='hoch',
nboot=599,alpha = 0.05,SEED=TRUE,...){
#
#
# Test the global hypothesis that all slopes are equal to zero,
# If it rejects, it also suggests which slope is significant, but it cannot
reject more than one slope.
#
# A robust ridge estimator is used base on the robust estimator indicated by
the argument
# regfun
#
# MC=TRUE: takes advantage of a multicore processor.
#
p=ncol(x)
if(p==1)stop('Should have two or more independent variables')
p1=p+1
if(!MC)a=regci(x,y,regfun=rob.ridge,Regfun=regfun,xout=xout,
alpha=alpha,SEED=SEED)$regci
if(MC)a=regciMC(x,y,regfun=rob.ridge,Regfun=regfun,xout=xout,
alpha=alpha,SEED=SEED)$regci
pv=a[2:p1,5]
padj=min(p.adjust(pv,method=method))
id=NULL
if(padj<=alpha)id=which(pv==min(pv))
list(p.value=padj,a.sig.slope=id)
}
ridge.test<-
function(x,y,k=NULL,alpha=.05,pr=TRUE,xout=FALSE,outfun=outpro,STAND=TRUE,method='h
och',
locfun=mean,scat=var,...){
#
#
# Using a ridge estimator
# test the hypothesis of a zero slope for each of p independent variables.
# If the smallest p-value is less than or equal to alpha, reject the corresponding
hypothesis
# as well as the hypothesis that all slopes are zero.
# But no other slopes can be declared significant due to the bias associated with
the
# ridge estimator.
#
# The method uses an analog of the heteroscedastic method
# recommended by Long and Ervin (2000).
# p-values are adjusted to control the probability of one or more Type I errors;'
# Hochberg's method is used by default.
#
# Advantage:
# Power tends to be at least as high as OLS and potentially much higher
# But when the null hypothsis is false, confidence intervals can be highly
# inaccurate.
#
#
# STAND=TRUE: x is standardized and y is centered, based on measues of location
# and scatter indicatd by
# locfun and scat
# locfun=median would use the median and scat=madsq uses MAD.
# For n<=40, this helps control the Type I error probability.
#
x<-as.matrix(x)
if(nrow(x) != length(y))stop('Length of y does not match number of x values')
m<-cbind(x,y)
m<-elimna(m)
p=ncol(x)
p1=p+1
x=m[,1:p]
y=m[,p1]
n=nrow(x)
df=n-p1
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
n=nrow(x)
df=n-p1
}
if(STAND){
x=standm(x,locfun=locfun,scat=scat)
y=y-locfun(y)
}
if(is.null(k))k=ridge.est.k(x,y)
x1=cbind(rep(1,n),x)
ols.est=ols(x,y)$coef
est=ols.ridge(x,y,k=k)$coef
x<-cbind(rep(1,nrow(x)),x[,1:ncol(x)])
res<-y-x1%*%est
p=ncol(x)
kmat=matrix(0,p,p)
diag(kmat)=k
xtx<-solve(t(x)%*%x+kmat)
hc3<-xtx%*%t(x)%*%diag(as.vector(res^2/(1-h)^2))%*%x%*%xtx
df<-nrow(x)-ncol(x)
al<-ncol(x)
ci<-matrix(NA,nrow=p,ncol=6)
se=sqrt(diag(hc3))
p=p-1
for(j in 2:p1){
ci[j,1]=se[j]
#ci[j,2]<-est[j]-crit*sqrt(hc3[j,j])
#ci[j,3]<-est[j]+crit*sqrt(hc3[j,j])
ci[j,2]=est[j]/sqrt(hc3[j,j])
ci[j,3]=2*(1-pt(abs(ci[j,2]),df))
ci[j,5]=est[j]
ci[j,6]=ols.est[j]
}
ci[,4]=p.adjust(ci[,3],method=method)
sig='No slope is signficant'
if(sum(ci[2:al,4]<=alpha)>0){
id=which(ci[2:al,4]==min(ci[2:al,4]))
sig=paste('Slope',id, 'is signficant')
}
ci=ci[2:p1,] # Eliminate results related to the intercept, not relevant
vlabs=NA
for(j in 1:p)vlabs[j]=paste('Slope',j)
dimnames(ci)=list(vlabs,c('s.e.','test.stat','p-value','Adjusted
p','Ridge.Est.','OLS.est'))
list(output=ci,Sig.slope=sig)
}
lasso.est<-
function(x,y,xout=FALSE,STAND=TRUE,outfun=outpro,regout=FALSE,lam=NULL,...){
#
# Lasso regression via the R package glmnet.
# This function includes the option of eliminating leverage points
# This function is for convenience, it returns the estimates of the
# coefficients only. The R function cv.glmnet provides more complete details
# and includes other options.
#
# xout=TRUE eliminate leverage points with the function
# outfun
# regout=TRUE eliminate regression outliers with the function elo
#
library(glmnet)
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
nrem=length(y)
if(regout){
flag=elo(x,y,outfun=outfun,lev=TRUE,reg=xout)$keep
xy<-xy[flag,]
x<-xy[,1:p]
y<-xy[,p1]
xout=FALSE
}
if(xout){
xy<-xy[flag,]
x<-xy[,1:p]
y<-xy[,p1]
}
if(STAND)x=standm(x)
z=cv.glmnet(x, y, family='gaussian',lam=lam)
e=coef(z,s=z$lambda.min)
e=as.vector(e)
list(coef=e,lambda.min.used=z$lambda.min)
}
elo<-function(x,y,lev=TRUE,reg=TRUE,outfun=outpro,plotit=FALSE,SEED=TRUE){
#
#
# lev=TRUE, remove points flagged as leverage points
# reg=TRUE, remove points flagged as regression outliers
# So lev=TRUE and reg=TRUE removes both
#
# For regression outliers, the Rousseeuw and van Zomeren (1990) method is used.
# (See section 10.15.1 in Wilcox, 2017, Intro to Robust Estimation and
# Hypothsis Testing)
#
# outfun: the function used to check for leverage points.
#
a=reglev(x,y,plotit=plotit,SEED=SEED)
o=outfun(x,plotit=plotit)
L=NULL
B=NULL
if(lev){
if(length(o$out.id)>0)L=o$out.id
}
if(reg){
if(length(a$regout)>0)B=a$regout
}
e=unique(c(L,B))
n=length(y)
id=c(1:n)
keep=id[-e]
list(keep=keep,reg.out.id=L,leverage.id=B)
}
scorall<-function(x,corfun=pcor,...){
#
# Eliminate outliers using a projection type method and compute a correlation based
on the
# remaining data.
# By default use
# corfun=pcor, Pearson's correlation.
#
p=ncol(x)
x=elimna(x)
if(p<=9)flag=outpro(x)$keep
if(p>9)flag=outproadj(x)$keep
est=corfun(x[flag,],...)$cor
est
}
splotg5<-function(x1,x2=NULL,x3=NULL,x4=NULL,x5= NULL,xlab="X",ylab="Rel. Freq."){

#
# Frequency plot for up to five variables.
#
#
temp2=NULL
temp3=NULL
temp4=NULL
temp5=NULL
freqx2=NULL
freqx3=NULL
freqx4=NULL
freqx5=NULL
x1<-x1[!is.na(x1)]
freqx1<-NA
freqx1[i]<-sum(x1==temp1[i])
}
freqx1<-freqx1/length(x1)
if(!is.null(x2)){
x2<-x2[!is.na(x2)]
freqx2<-NA
}
}
if(!is.null(x3)){
x3<-x3[!is.na(x3)]
freqx3<-NA
}
}
if(!is.null(x4)){
x4<-x4[!is.na(x4)]
freqx4<-NA
}
}
if(!is.null(x5)){
x5<-x5[!is.na(x5)]
freqx5<-NA
}
}
X=c(temp1,temp2,temp3,temp4,temp5)
pts=c(freqx1,freqx2,freqx3,freqx4,freqx5)
plot(X,pts,type="n",xlab=xlab,ylab=ylab)
points(X,pts)
lines(temp1,freqx1)
lines(temp2,freqx2,lty=2)
}
freq5<-function(x1,x2=NULL,x3=NULL,x4=NULL,x5= NULL,xlab="X",ylab="Rel. Freq."){

#
# Compute relative frequencies associated with the sample space for up to five
variables.
#
#
temp2=NULL
temp3=NULL
temp4=NULL
temp5=NULL
freqx2=NULL
freqx3=NULL
freqx4=NULL
freqx5=NULL
x1<-x1[!is.na(x1)]
freqx1<-NA
}
N=1
if(!is.null(x2)){
N=2
x2<-x2[!is.na(x2)]
freqx2<-NA
}
}
if(!is.null(x3)){
N=3
x3<-x3[!is.na(x3)]
freqx3<-NA
}
}
if(!is.null(x4)){
N=4
x4<-x4[!is.na(x4)]
freqx4<-NA
}
}
if(!is.null(x5)){
N=5
x5<-x5[!is.na(x5)]
freqx5<-NA
}
}
v=list()
v[[1]]=cbind(temp1,freqx1)
for(j in 1:N)dimnames(v[[j]])=list(NULL,c('Value','Rel. Freq'))
v
}
trim2gmul<-function(x,y, tr = 0.2, alpha = 0.05){

#
# For two independent p-variate distributions, apply yuen to each column of data
# FWE controlled with Hochberg's method
#
# x and y are matrices having p columns. (Can have list mode as well.)
#
if(!is.matrix(y))y<-matl(y)
if(!is.matrix(y))stop('Data must be stored in a matrix or in list mode.')
J<-ncol(x)
if(J!=ncol(y))stop('x and y should have the same number of columns')
ncon<-J
dimnames(psihat)<-list(NULL,c('Variable','difference','ci.lower','ci.upper'))
test<-matrix(0,J,5)
dimnames(test)<-list(NULL,c('Variable','test','p.value','p.crit','se'))
temp1<-NA
nval=NULL
for (d in 1:J){
psihat[d,1]<-d
#dval=na.omit(x[,d])
#nval[d]=length(dval)
temp=yuen(x[,d],y[,d],tr=tr)
test[d,1]<-d
test[d,2]<-temp$teststat
test[d,5]<-temp$se
psihat[d,2]<-temp$dif
}
temp1=test[,3]
zvec<-dvec[1:ncon]
test[temp2,4]<-zvec
list(n=c(nrow(x),nrow(y)),test=test,psihat=psihat,num.sig=num.sig)
}
loc2gmulpb<-function(x,y,est=tmean,nboot=2000,alpha = 0.05,SEED=TRUE,...){
#
# For two independent p-variate distributions, apply yuen to each column of data
# FWE controlled with Hochberg's method
#
# x and y are matrices having p columns. (Can have list mode as well.)
#
if(!is.matrix(y))y<-matl(y)
if(!is.matrix(y))stop('Data must be stored in a matrix or in list mode.')
J<-ncol(x)
if(J!=ncol(y))stop('x and y should have the same number of columns')
ncon<-J
dimnames(psihat)<-list(NULL,c('Variable','difference','ci.lower','ci.upper'))
test<-matrix(0,J,4)
dimnames(test)<-list(NULL,c('Variable','p.value','p.crit','se'))
temp1<-NA
nval=NULL
for (d in 1:J){
psihat[d,1]<-d
#temp=yuen(x[,d],y[,d],tr=tr)
temp=pb2gen(x[,d],y[,d],est=est,SEED=SEED,...)
test[d,1]<-d
#test[d,2]<-temp$teststat
test[d,4]<-sqrt(temp$sq.se)
psihat[d,2]<-temp$est.dif
}
temp1=test[,2]
zvec<-dvec[1:ncon]
test[temp2,3]<-zvec
list(n=c(nrow(x),nrow(y)),test=test,psihat=psihat,num.sig=num.sig)
}
trimmulCI<-function(x, tr = 0.2, alpha =

0.05,null.value=0,nboot=2000,SEED=TRUE,MC=TRUE){
#
# For J dependent random variables, apply trimci to each.
# Confidence intervals are designed to have simultaneous probability coverage 1-
alpha
# Useful when the number of variables is large say >20 and n is very small <=20
#
# x is a matrix having J columns. (Can have list mode as well.)
#
# Output:
# num.sig = number of significant results.
#
#
if(SEED)set.seed(2)
J<-ncol(x)
ncon<-J
dimnames(psihat)<-list(NULL,c('Variable','estimate','ci.lower','ci.upper'))
test<-matrix(0,J,4)
dimnames(test)<-list(NULL,c('Variable','test','p.value','se'))
# Determine critical p-value
p.crit=trimmul.crit(x,tr=tr,nboot=nboot,alpha=alpha,SEED=SEED,MC=MC)
#
for (d in 1:J){
psihat[d,1]<-d
dval=na.omit(x[,d])
nval[d]=length(dval)
temp=trimci(dval,tr=tr,pr=FALSE,null.value=null.value,alpha=p.crit)
test[d,1]<-d
test[d,2]<-temp$test.stat
test[d,4]<-temp$se
psihat[d,2]<-temp$estimate
}
CI.sig=sum(psihat[,3]>null.value)+sum(psihat[,4]<null.value)
list(n=nval,test=test,psihat=psihat,crit.p.value=p.crit,num.sig=CI.sig)
}
rob.ridge<-function(x,y,Regfun=tsreg,k=NULL,xout=FALSE,outfun=outpro,plotit=FALSE,
STAND=TRUE,INT=FALSE,locfun=median,...){
#
# Do robust ridge regression based on the robust estimator indicated by
# Regfun
# which defaults to Theil--Sen
#
# The bias parameter, k, is estimated based on results in
# Kidia, G. (2003).
# Performance of Some New Ridge
# Regression Estimators Communications in Statistics
# Simulation and Computation, 32, 419--435
# The method was derived when using OLS.
#
# For results on the LTS version see
# Kan et al. 2013, J Applied Statistics, 40, 644-655
# However, suggest using this function when testing hypotheses in conjunction with
regci or regciMC
#
x=as.matrix(x)
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
x=as.matrix(x)
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
}
if(STAND){
x=standm(x)
y=y-mean(y)
}
if(is.null(k))k=ridge.est.k(x,y,regfun=Regfun,...)
n=nrow(x)
init=Regfun(x,y,...)$coef
y=as.matrix(y)
if(!INT){
kbeta=diag(k,nrow=p,ncol=p)
slopes=as.matrix(init[2:p1])
xtx=t(x)%*%x
beta=solve(xtx+kbeta)%*%xtx
beta=beta%*%slopes
res=y-x%*%beta
b0=locfun(res)
beta=as.vector(beta)
beta=c(b0,beta)
}
if(INT){
kbeta=diag(k,nrow=p1,ncol=p1)
slopes=as.matrix(init)
x1=cbind(rep(1,n),x)
xtx=t(x1)%*%x1
beta=solve(xtx+kbeta)%*%xtx
beta=beta%*%slopes
}
res<-y-x%*%beta[2:p1]-beta[1]
list(coef=as.vector(beta),k=k,residuals=res)
}
lasso.rep<-
function(x,y,lasso.fun=lasso.est,xout=FALSE,outfun=outpro,iter=20,EST=FALSE,SEED=TR
UE){
#
# R function lasso.est can result in different results when
# applied repeatedly using the same data.
# lasso.est uses the R package glmnet
#
# choices for lasso.fun:
# H.lasso
# OS.lasso
# LADlasso.Z
#
# This function
# returns the smallest absolute value among the estimates after
# call lasso.est
# iter times.
# So the goal is to determine whether zero tends to occur.
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
if(xout){
xy<-xy[flag,]
x<-xy[,1:p]
y<-xy[,p1]
}
e1=lasso.fun(x,y)$coef
pl=length(e1)
v=matrix(NA,iter,pl)
v[1,]=e1
for(i in 2:iter)v[i,]=lasso.fun(x,y)$coef
e=apply(abs(v),2,min)
all.e=NULL
if(EST)all.e=apply(v,2,sort)
list(coef=e,all.est=all.e)
}
rob.ridge.Liu<-
function(x,y,k=NULL,d=NULL,OP=TRUE,Regfun=MMreg,locfun=median,xout=FALSE,outfun=out
pro,STAND=FALSE){
#
# See
#Ertas, H., Kaciranlar, S. \& Guer (2017). Robust Liu-type estimator for regression
based on M-estimator.
# Communications in Statistics--Simulation and Computation, 46, 3907--3932.
#
# But here, k and d are estimated using the R function ridge.est and ridge.Liu,
respectively. These estimates differ from the estimates
# used by Ertas et al.
#
# OP=TRUE, one of two estimators: estimate using k first, which is down weighted
using an estimate of d.
# OP=FALSE, down weight estimate based on regfun rather than using a robust
estimate based on an estimate of k
#
x=as.matrix(x)
x=as.matrix(x)
p=ncol(x)
p1=p+1
x=xy[,1:p]
y=xy[,p1]
x=as.matrix(x)
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
}
if(STAND){
x=standm(x)
y=standm(y)
}
n=nrow(x)
C=t(x)%*%x
cr=eigen(C)
D=as.matrix(cr$vectors)
LAM.m=diag(cr$values)
LAM=cr$values
k=ridge.est.k(x,y)
ident=diag(1,p,p)
bm=as.matrix(Regfun(x,y)$coef[2:p1])
dtil=ridge.Liu(x,y)$d
term1=solve(C+k*ident)
if(!OP)est=term1%*%(C-dtil*ident)%*%bm
if(OP){
term3=C-dtil*term1%*%C
est=term1%*%term3%*%bm
}
res=y-x%*%est
Inter=locfun(res)
est=c(Inter,as.vector(est))
list(coef=est)
}
rrl.est=rob.ridge.Liu
rob.ridge.liu=rob.ridge.Liu
linplot<-function(x,con,nreps=200,SEED=TRUE,xlab='DV',ylab=''){
#
# and then plot the distribution
#
con=as.vector(con)
if(SEED)set.seed(2)
J<-length(x)
x=elimna(x)
L=NA
linv=NA
for(i in 1:nreps){
for(j in 1:J)linv[j]=sample(x[[j]],1)
L[i]=sum(con*linv)
}
akerd(L,xlab='X',ylab=ylab)
}
plot.inter<-function(x,nreps=500,SEED=TRUE,xlab='DV',ylab=''){
#
# For a 2-by-2 design, plot the distribution of X_1-X_2 and X_3-X_4
#
if(SEED)set.seed(2)
J<-length(x)
if(J!=4)stop('Length should have four group')
x=elimna(x)
L1=NA
L2=NA
linv=NA
for(i in 1:nreps){
for(j in 1:J)linv[j]=sample(x[[j]],1)
L1[i]=linv[1]-linv[2]
L2[i]=linv[3]-linv[4]
}
g2plot(L1,L2,xlab=xlab,ylab=ylab)
}
corxy<-function(x,y,corfun=wincor,alpha=.05,nboot=599,...){
#
#
# Compute a correlation matrix between y and each variable in x.
#
# corfun=pbcor uses Percentage bend correlation
# corfun=tau uses Kendall's tau.
#
#
m=as.matrix(m)
p1<-ncol(m)
p=p1-1
n<-nrow(m)
e=matrix(NA,nrow=p,ncol=4)
for(j in 1:p){
v=corb(x[,j],y,corfun=corfun,alpha=alpha,nboot=nboot,...)
e[j,1:2]=v$cor.ci
e[j,3]=v$p.value
e[j,4]=v$cor.est
}
dimnames(e)=list(NULL,c('ci.low','ci.hi','p-value','est'))
e
}
lin.ES<-function(x,con,locfun=tmean,tr=.2,nreps=200,SEED=TRUE,
MAIN=FALSE,INT=FALSE,POOL=FALSE,nmax=10^8,...){
#
# Estimate a measure of effect size for a linear contrast based
# on an estimate of the distribution of the linear contrast and the
# shift in location in terms of quantiles.
#
# con = contrast coefficients
# x is a matrix or has list mode.
#
# POOL=FALSE: Estimate distribution of sum c_iX_i, c_i are contrast coefficient
# Then compute a relative shift measure of effect size.
# POOL=TRUE: Pool data corresponding to c_i=1, do the same for c_i=-1, then
# use then compute a relative shift measure of effect size.
#
#
if(SEED)set.seed(2)
J<-length(x)
x=elimna(x)
if(!POOL){
np=prod(nv)
nmin=min(nv)
if(np>nmax){
nmin=min(c(nmin,100))
}
B=list()
for(i in 1:nreps){
B[[i]]=M
}
ef.size=NA
for(j in 1:length(L))ef.size[j]=linES.sub(L[[j]],locfun=locfun,...)
ef=mean(ef.size)
}
if(POOL){
y=list()
id1=which(con==1)
id2=which(con==-1)
v1=pool.a.list(x[id1])
v2=pool.a.list(x[id2])
if(length(v1)*length(v2)<nmax){
L=outer(pool.a.list(x[id1]),pool.a.list(x[id2]),FUN='-')
ef=linES.sub(L,locfun=locfun,...)
}
if(length(v1)*length(v2)>=nmax){
B=list()
for(i in 1:nreps){
B[[i]]=M
}
ef.size=NA
for(j in 1:length(L))ef.size[j]=linES.sub(L[[j]],locfun=locfun,...)
ef=mean(ef.size)
}}
list(Effect.Size=ef)
}
linES.sub<-function(L,locfun,...){
est=locfun(L,...)
if(est>=0)ef.size=mean(L-est<=est)
ef.size
}
rmlinES<-function(x, con = NULL){

#
# Dependent groups:
# For each linear contrast, compute Algina et al. effect size based on the linear
sum
#
J=ncol(x)
if(is.null(con)){
C=(J^2-J)/2
con=matrix(0,ncol=C,nrow=J)
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
con[j,ic]=1
con[k,ic]=-1
}}}}
x=elimna(x)
n=nrow(x)
ES=NA
S=NA
for(i in 1:n)S[i]=sum(con[,d]*x[i,])
ES[d]=D.akp.effect(S,tr=tr)
}
list(con=con,Effect.Size=ES)
}
rmlinQS<-function(x, con = NULL, locfun=median){

#
# Dependent groups:
# For each linear contrast, compute quantile shift effect size based on the linear
sum
#
J=ncol(x)
if(is.null(con)){
C=(J^2-J)/2
con=matrix(0,ncol=C,nrow=J)
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
con[j,ic]=1
con[k,ic]=-1
}}}}
x=elimna(x)
n=nrow(x)
ES=NA
ES[d]=lindQS(x,con=con[,d],locfun=locfun)$Q.effect
}
list(con=con,Effect.Size=ES)
}
rmmcpQS<-function(x, y=NULL,con = 0, tr = 0.2, alpha =

0.05,dif=TRUE,hoch=TRUE,locfun=tmean,...){
#
# Same as rmmcp, only includes quantile shift measure of effect size based on
difference scores.
# MCP on trimmed means with FWE controlled with Hochberg's method
# hoch=FALSE, will use Rom's method if alpha=.05 or .01 and number of tests is
<=10
#
# Note: confidence intervals are adjusted based on the corresponding critical p-
value.
#
flagcon=FALSE
con<-as.matrix(con)
J<-ncol(x)
nval<-nrow(x)
df<-h1-1
for(j in 1: J)xbar[j]<-mean(x[,j],tr)
ncon<-CC
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(sum(con^2)==0){
flagcon<-TRUE
dimnames(psihat)<-
list(NULL,c('Group','Group','psihat','ci.lower','ci.upper','Q.effect'))
dimnames(test)<-list(NULL,c('Group','Group','test','p.value','p.crit','se'))
temp1<-0
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
q1<-(nrow(x)-1)*winvar(x[,j],tr)
q2<-(nrow(x)-1)*winvar(x[,k],tr)
q3<-(nrow(x)-1)*wincor(x[,j],x[,k],tr)$cov
sejk<-sqrt((q1+q2-2*q3)/(h1*(h1-1)))
if(!dif){
test[jcom,6]<-sejk
test[jcom,3]<-(xbar[j]-xbar[k])/sejk
temp1[jcom]<-2 * (1 - pt(abs(test[jcom,3]), df))
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
}
if(dif){
dv<-x[,j]-x[,k]
test[jcom,6]<-trimse(dv,tr)
temp<-trimci(dv,alpha=alpha/CC,pr=FALSE,tr=tr)
psihat[jcom,1]<-j
psihat[jcom,2]<-k
test[jcom,1]<-j
test[jcom,2]<-k
psihat[jcom,3]<-mean(dv,tr=tr)
psihat[jcom,6]=depQS(x[,j],x[,k],locfun=locfun,...)$Q.effect
}
}}}
zvec<-dvec[1:ncon]
ddd<-sum(sigvec)+1
}
test[temp2,5]<-zvec
if(!dif){
psihat[,6]=depQS(x[,j],x[,k],locfun=locfun,...)$Q.effect
}}
if(sum(con^2)>0){
ncon<-ncol(con)
dimnames(psihat)<-list(NULL,c('con.num','psihat','ci.lower','ci.upper','Q.effect'))
dimnames(test)<-list(NULL,c('con.num','test','p.value','p.crit','se'))
temp1<-NA
psihat[d,1]<-d
psihat[d,5]=lindQS(x,con[,d],locfun=locfun,...)$Q.effect
if(!dif){
sejk<-0
for(j in 1:J){
for(k in 1:J){
}}
sejk<-sqrt(sejk)
test[d,1]<-d
test[d,5]<-sejk
temp1[d]<-2 * (1 - pt(abs(test[d,2]), df))
}
if(dif){
for(j in 1:J){
}
temp1[d]<-trimci(dval,tr=tr,pr=FALSE)$p.value
test[d,1]<-d
test[d,2]<-trimci(dval,tr=tr,pr=FALSE)$test.stat
}}
test[,3]<-temp1
zvec<-dvec[1:ncon]
ddd<-sum(sigvec)+1
}
test[temp2,4]<-zvec
}
num.sig=nrow(test)
if(flagcon){
}
}
if(!flagcon){
}
}
list(n=nval,test=test,psihat=psihat,con=con,num.sig=num.sig)
}
wwmcpQS<-function(J,K,x,tr=.2,alpha=.05,dif=TRUE,locfun=tmean,...){
#
#
conM=con2way(J,K)
A=rmmcpQS(x,con=conM$conA,tr=tr,alpha=alpha,dif=dif,locfun=locfun)
B=rmmcpQS(x,con=conM$conB,tr=tr,alpha=alpha,dif=dif,locfun=locfun)
AB=rmmcpQS(x,con=conM$conAB,tr=tr,alpha=alpha,dif=dif,locfun=locfun)
}
wwwmcpQS<-function(J,K,L,
x,tr=.2,alpha=.05,dif=TRUE,op=FALSE,grp=NA,locfun=tmean,...){
#
#
# Include quantile shift measure of location.
#
#
#
#
JKL <- J*K*L
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JKL) {
xx <- x[[j]]
}
#
coefficients.")
for(j in 1:JKL){
temp<-x[[j]]
x[[j]]<-temp
}
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC<-temp$conABC
Factor.A<-rmmcpQS(x,con=conA,tr=tr,alpha=alpha,dif=dif,locfun=locfun,...)
Factor.B<-rmmcpQS(x,con=conB,tr=tr,alpha=alpha,dif=dif,locfun=locfun,...)
Factor.C<-rmmcpQS(x,con=conC,tr=tr,alpha=alpha,dif=dif,locfun=locfun,...)
Factor.AB<-rmmcpQS(x,con=conAB,tr=tr,alpha=alpha,dif=dif,locfun=locfun,...)
Factor.AC<-rmmcpQS(x,con=conAC,tr=tr,alpha=alpha,dif=dif,locfun=locfun,...)
Factor.BC<-rmmcpQS(x,con=conBC,tr=tr,alpha=alpha,dif=dif,locfun=locfun,...)
Factor.ABC<-rmmcpQS(x,con=conABC,tr=tr,alpha=alpha,dif=dif,locfun=locfun,...)
}
bbmcpQS<-function(J,K,x,tr=.2,alpha=.05,grp=NA,op=FALSE,pr=TRUE,locfun=tmean,...){
#
# By default,
#
# bbmcpEP has an option for pooling over the levels of the factors.
#
#
#
JK <- J * K
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JK) {
xx <- x[[j]]
}
#
if(JK != length(x))
coefficients.")
for(j in 1:JK){
temp<-x[[j]]
x[[j]]<-temp
}
temp<-con2way(J,K)
conA<-temp$conA
conB<-temp$conB
conAB<-temp$conAB
if(!op){
Factor.A<-linconQS(x,con=conA,tr=tr,alpha=alpha,pr=pr,locfun=locfun,...)
Factor.B<-linconQS(x,con=conB,tr=tr,alpha=alpha,pr=FALSE,locfun=locfun,..)
Factor.AB<-linconQS(x,con=conAB,tr=tr,alpha=alpha,pr=FALSE,locfun=locfun,..)
}
All.Tests<-NA
if(op){
Factor.A<-NA
Factor.B<-NA
Factor.AB<-NA
All.Tests<-linconQS(x,con=con,tr=tr,alpha=alpha,locfun=locfun,..)
}
}
disord.inter<-function(J,K,x,con=NULL,ROW=TRUE,tr=.2){
#
# Is there a disordinal interaction?
# con=linear contrast coefficients.
#
# ROW=TRUE: differences over second factor.
# That is, for any two levels of Factor A, use difference in trimmend means
# for two levels of Factor B.
#
# ROW=FALSE: differences over first factor.
#
# output:
# A matrix, the ith row contains results based on the ith column of con
#
if(is.null(con))con=con2way(J,K)$conAB
output=matrix(NA,nrow=ncol(con),ncol=6)
dimnames(output)=list(NULL,c('est1.1','est1.2','p.value.1','est1.2','est2.2','p.val
ue.2'))
for(j in 1:ncol(con)){
idpos=which(con[,j]==1)
idneg=which(con[,j]==-1)
if(ROW){
print(c(idpos[[1]],idneg[[1]],idpos[[2]],idneg[[2]]))
Y1=yuen(x[[idpos[1]]],x[[idneg[1]]],tr=tr)
}
if(!ROW){
}
output[j,]=c(Y1$est.1,Y1$est.2,Y1$p.value,Y2$est.1,Y2$est.2,Y2$p.value)
}
list(con=con,results=output)
}
dlinmed<-function(x,con,xlab='DV',ylab='',sym.test=FALSE,plotit=TRUE){
#
#
# For dependent variables,
# determine distribution of Y_i=sum_j c_jX_j
# and then plot the distribution and test the hypothesis that
# Y has a trimmed mean equal to zero.
#
# If x is a matrix, columns correspond to groups.
#
con=as.vector(con)
x=elimna(x)
n=nrow(x)
J<-length(x)
if(length(con)!=ncol(x))stop('Length of con should equal number of groups')
x=elimna(x)
L=NA
linv=NA
for(i in 1:n){
L[i]=sum(con*x[i,])
}
if(plotit)akerd(L,xlab=xlab,ylab=ylab)
mt=sintv2(L)
sym=NULL
Q=depQS(L)
if(sym.test)sym=Dqdif(L)
list(median=mt$median,n=mt$n,ci.low=mt$ci.low,ci.up=mt$ci.up,
p.value=mt$p.value,Q.effect=Q$Q.effect,sym.test=sym)
}
dlintrim<-function(x,con,SEED=TRUE,xlab='DV',ylab='',sym.test=FALSE,
plotit=TRUE,tr=.2,PB=FALSE){
#
# and then plot the distribution and test the hypothesis that
# Y has a trimmed mean equal to zero.
#
# If x is a matrix, columns correspond to groups.
#
con=as.vector(con)
if(SEED)set.seed(2)
x=elimna(x)
n=nrow(x)
J<-length(x)
x=elimna(x)
L=NA
linv=NA
for(i in 1:n){
L[i]=sum(con*x[i,])
}
akerd(L,xlab=xlab,ylab=ylab)
if(!PB)mt=trimci(L,tr=tr,pr=FALSE)
if(PB)mt=trimpb(L,tr=tr,pr=FALSE)
sym=NULL
Q=depQS(L,locfun=mean,tr=tr)
list(trim.mean=mt$estimaten,n=mt$n,ci=mt$ci,
}
sintv2mcp<-function(x, con=0, alpha=0.05){

#
# Dependent groups
# Multiple comparisons using medians on difference scores
#
flagcon=F
con<-as.matrix(con)
J<-ncol(x)
nval<-nrow(x)
ncon<-CC
if(alpha==.05){
dvec<-c(.05,.025,.0169,.0127,.0102,.00851,.0073,.00639,.00568,.00511)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(alpha==.01){
dvec<-c(.01,.005,.00334,.00251,.00201,.00167,.00143,.00126,.00112,.00101)
if(ncon > 10){
dvec<-c(dvec,avec)
}}
if(sum(con^2)==0){
flagcon<-TRUE
dimnames(psihat)<-
list(NULL,c('Group','Group','psihat','ci.lower','ci.upper','p.value','p.crit'))
temp1<-0
jcom<-0
for (j in 1:J){
for (k in 1:J){
if (j < k){
jcom<-jcom+1
dv<-x[,j]-x[,k]
temp=sintv2(dv,pr=FALSE)
psihat[jcom,1]<-j
psihat[jcom,2]<-k
psihat[jcom,6]<-temp$p.value
}}}
zvec<-dvec[1:ncon]
dd=0
ddd<-sum(sigvec)+1
}
}
if(sum(con^2)>0){
ncon<-ncol(con)
dimnames(psihat)<-
list(NULL,c('con.num','psihat','ci.lower','ci.upper','p.value','p.crit'))
temp1<-NA
psihat[d,1]<-d
for(j in 1:J){
}
temp=sintv2(dval,pr=FALSE)
temp1[d]=temp$p.value
psihat[d,5]=temp$p.value
psihat[d,3]<-temp$ci.low
psihat[d,4]<-temp$ci.up
}
zvec<-dvec[1:ncon]
dd=0
ddd<-sum(sigvec)+1
}
}
list(output=psihat,con=con,num.sig=dd)
}
wwmed<-function(J,K,x,alpha=.05,dif=TRUE){
#
# using medians
#
conM=con2way(J,K)
A=sintv2mcp(x,con=conM$conA,alpha=alpha)
B=sintv2mcp(x,con=conM$conB,alpha=alpha)
AB=sintv2mcp(x,con=conM$conAB,alpha=alpha)
}
wwwmed<-function(J,K,L,x,alpha=.05){
#
# using medians
#
conM=con3way(J,K,L)
A=sintv2mcp(x,con=conM$conA,alpha=alpha)
B=sintv2mcp(x,con=conM$conB,alpha=alpha)
C=sintv2mcp(x,con=conM$conC,alpha=alpha)
AB=sintv2mcp(x,con=conM$conAB,alpha=alpha)
AC=sintv2mcp(x,con=conM$conAC,alpha=alpha)
BC=sintv2mcp(x,con=conM$conBC,alpha=alpha)
ABC=sintv2mcp(x,con=conM$conABC,alpha=alpha)
list(Factor_A=A,Factor_B=B,Factor_C=C,Factor_AB=AB,Factor_AC=AC,Factor_BC=BC,Factor
_ABC=ABC)
}
ridgeGnull<-
function(n,p,regfun=MMreg,iter=5000,SEED=TRUE,STAND=FALSE,xout=FALSE,outfun=outpro)
{
#
# Determine null distribution of ridge.Gtest
#
fv=NA
for(i in 1:iter){
x=rmul(n,p)
y=rnorm(n)
fv[i]=ridgeG.sub(x,y,regfun=regfun,STAND=STAND,xout=xout,outfun=outfun)$F.test
}
fv
}
ridgeG.sub<-
function(x,y,k=NULL,regfun=tsreg,alpha=.05,pr=TRUE,xout=FALSE,outfun=outpro,STAND=F
ALSE,
#
# Test the hypothesis that all slope parameters are zero.
# using a robust analog of a ridge estimator.
#
#
#
# STAND=TRUE: x is standardized and y is centered, based on measures of location
# and scatter indicatd by
# locfun and scat
#
x<-as.matrix(x)
m<-cbind(x,y)
m<-elimna(m)
p=ncol(x)
p1=p+1
x=m[,1:p]
y=m[,p1]
n=nrow(x)
df=n-p1
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
n=nrow(x)
df=n-p1
}
if(STAND){
y=y-locfun(y)
}
if(is.null(k))k=ridge.est.k(x,y,regfun=regfun)
est=rob.ridge(x,y,k=k,Regfun=regfun)$coef
est=as.matrix(est)
res<-y-x%*%est
p=ncol(x)
kmat=matrix(0,p,p)
diag(kmat)=k
df1=p
df2<-nrow(x)-ncol(x)
crit<-qf(1-alpha,df1,df2)
slopes=as.matrix(est[2:p1])
Ssq=hc3[2:p1,2:p1]
f.test=t(slopes)%*%solve(Ssq)%*%slopes
f.test=(n-p)*f.test/((n-1)*p)
pv=NULL
list(Ridge.est=est,F.test=f.test,p.value=pv)
}
outICS<-function(x,n.id=NULL){
#
# Detect outliers using the ICS method in Archimbaud et al
# CSDA
#
# Assumes the R package ICSOutlier has been installed.
#
# To id outliers, must run this function twice.
# First time, determine how many outliers were dectected
# Second time, set n.id = number of outliers
#
library(ICSOutlier)
x=elimna(x)
n=nrow(x)
v=ics2(x)
print(ics.outlier(v))
if(!is.null(n.id)){
if(n.id>n/2)stop('n.id should be less than n/2')
if(n.id<=0)stop('n.id should be greater than zero')
d=ics.distances(v)
dr=rank(d)
idout=n+1-n.id
id=which(dr>=idout)
j=c(1:n)
}
list(n=n,out.id=id,keep=j[-id])
}
ridge.Gtest<-
function(x,y,k=NULL,regfun=tsreg,xout=FALSE,outfun=outpro,STAND=FALSE,PV=FALSE,iter
=5000,
#
# Test the hypothesis that all slope parameters are zero.
# using a robust analog of a ridge estimator.
#
#
# PV=TRUE: computes a p-value at the expense of higher execution time.
# Otherwise, simply test at the 0.05 level using an approximate critical value.
#
#
# STAND=TRUE: x is standardized and y is centered, based on measures of location
# and scatter indicated by
# locfun and scat
#
if(identical(regfun,tsreg_C))stop('Use tsregCPP')
x<-as.matrix(x)
m<-cbind(x,y)
m<-elimna(m)
p=ncol(x)
p1=p+1
x=m[,1:p]
y=m[,p1]
if(xout){
x<-x[flag,]
x<-as.matrix(x)
y<-y[flag]
}
n=nrow(x)
if(STAND){
if(!PV)print('Suggest using PV=TRUE when STAND=TRUE')
y=y-locfun(y)
}
if(is.null(k))k=ridge.est.k(x,y,regfun=regfun)
est=rob.ridge(x,y,k=k,Regfun=regfun)$coef
est=as.matrix(est)
res<-y-x%*%est
p=ncol(x)
kmat=matrix(0,p,p)
diag(kmat)=k
slopes=as.matrix(est[2:p1])
Ssq=hc3[2:p1,2:p1]
f.test=t(slopes)%*%solve(Ssq)%*%slopes
f.test=(n-p)*f.test/((n-1)*p)
crit.f=NULL
if(!PV){
if(n<20)crit.f=2.56
if(n>500)crit.f=2.24
if(is.null(crit.f)){
nx=c(20,30,40,
50,75,100,
200,500)
if(!xout)ny=c(2.56,2.51,2.40,
2.41,2.34,2.30,
2.29,2.24)
if(xout)ny=c(2.35, 2.27, 2.25,
2.176067, 2.245253, 2.1805,
#2.20, 2.20, 2.20, # 10000 iter n=50 2.176067 n=75 2.245253 n=100 2.1805,
2.13, 2.05)
options(warn=-1)
if(n<=500)crit.f=lplot.pred(1/nx,ny,1/n)$yhat
options(warn=0)
}}
f.test=as.vector(f.test)
pv=NULL
if(PV){
crit.f=NULL
if(identical(regfun,tsreg))v=ridgeGnull(n,p,iter=iter,xout=xout)
if(!identical(regfun,tsreg))v=ridgeGnull(n,p,regfun=regfun,iter=iter,xout=xout)
pv=mean(v>=f.test)
}
list(n=n,Ridge.est=est,F.test=f.test,critical.05.value=crit.f,p.value=pv)
}
dlinplot<-function(x,con,xlab='DV',ylab='',sym.test=FALSE){
#
# and then plot the distribution
#
# The function also tests the hypothesis that Y has a median of zero.
# sym.test=TRUE: test the hypothesis that Y is symmetric.
#
# A quantile shift measure of effect size is returned as well.
#
con=as.vector(con)
x=elimna(x)
n=nrow(x)
J<-length(x)
x=elimna(x)
L=NA
linv=NA
for(i in 1:n){
L[i]=sum(con*x[i,])
}
akerd(L,xlab=xlab,ylab=ylab)
mt=sintv2(L)
sym=NULL
Q=depQS(L)
list(median=mt$median,n=mt$n,ci.low=mt$ci.low,ci.up=mt$ci.up,
}
dlin.sign<-function(x,con){
# and then do a sign test
con=as.vector(con)
x=elimna(x)
n=nrow(x)
J<-length(x)
x=elimna(x)
L=NA
linv=NA
for(i in 1:n){
L[i]=sum(con*x[i,])
}
a=signt(dif=L)
list(Prob_a_value_is_less_than_zerro=a$Prob_x_less_than_y,ci=a$ci,n=a$n,N=a$N,p.val
ue=a$p.value)
}
wwwmcppbtr<-function(J,K,L,
x,tr=.2,alpha=.05,dif=TRUE,op=FALSE,grp=NA,nboot=2000,SEED=TRUE,pr=TRUE){
#
# Based on a percentile bootstrap method.
#
# dif=TRUE: use a linear combination of the variables, test the hypothesis that
the trimmed mean is zero
# dif=FALSE: Use the marginal trimmed means instead.
#
#
#
#
JKL <- J*K*L
if(is.matrix(x))
x <- listm(x)
yy <- x
x<-list()
x[[j]] <- yy[[grp[j]]]
}
if(!is.list(x))
for(j in 1:JKL) {
xx <- x[[j]]
}
#
coefficients.")
for(j in 1:JKL){
temp<-x[[j]]
x[[j]]<-temp
}
conA<-temp$conA
conB<-temp$conB
conC<-temp$conC
conAB<-temp$conAB
conAC<-temp$conAC
conBC<-temp$conBC
conABC<-temp$conABC
Factor.A<-
rmmcppb(x,con=conA,est=tmean,tr=tr,alpha=alpha,dif=dif,nboot=nboot,SEED=SEED,pr=pr)
Factor.B<-
rmmcppb(x,con=conB,est=tmean,tr=tr,alpha=alpha,dif=dif,nboot=nboot,SEED=SEED,pr=FAL
SE)
Factor.C<-
rmmcppb(x,con=conC,est=tmean,tr=tr,alpha=alpha,dif=dif,nboot=nboot,SEED=SEED,pr=FAL
SE)
Factor.AB<-
rmmcppb(x,con=conAB,est=tmean,tr=tr,alpha=alpha,dif=dif,nboot=nboot,SEED=SEED,pr=FA
LSE)
Factor.AC<-
rmmcppb(x,con=conAC,est=tmean,tr=tr,alpha=alpha,dif=dif,nboot=nboot,SEED=SEED,pr=FA
LSE)
Factor.BC<-
rmmcppb(x,con=conBC,est=tmean,tr=tr,alpha=alpha,dif=dif,nboot=nboot,SEED=SEED,pr=FA
LSE)
Factor.ABC<-
rmmcppb(x,con=conABC,est=tmean,tr=tr,alpha=alpha,dif=dif,nboot=nboot,SEED=SEED,pr=F
ALSE)
}
lsa.linear<-function(x,y){
require(lars)
## Least square approximation. This version Oct 19, 2006

## Reference Wang, H. and Leng, C. (2006) and Efron et al. (2004).
##
## Written by Chenlei Leng
##
## Input
## obj: lm/glm/coxph or other object
##
## Output
## beta.ols: the MLE estimate
## beta.bic: the LSA-BIC estimate
## beta.aic: the LSA-AIC estimate
lsa <- function(obj)

{
intercept <- attr(obj$terms,'intercept')
if(class(obj)[1]=='coxph') intercept <- 0
n <- length(obj$residuals)
Sigma <- vcov(obj)
SI <- solve(Sigma)
beta.ols <- coef(obj)
l.fit <- lars.lsa(SI, beta.ols, intercept, n)
t1 <- sort(l.fit$BIC, ind=T)
t2 <- sort(l.fit$AIC, ind=T)
beta <- l.fit$beta

if(intercept) {
beta0 <- l.fit$beta0+beta.ols[1]
beta.bic <- c(beta0[t1$ix[1]],beta[t1$ix[1],])
beta.aic <- c(beta0[t2$ix[1]],beta[t2$ix[1],])
}
else {
beta0 <- l.fit$beta0
beta.bic <- beta[t1$ix[1],]
beta.aic <- beta[t2$ix[1],]
}
obj <- list(beta.ols=beta.ols, beta.bic=beta.bic,

beta.aic = beta.aic)
obj
}
###################################
## lars variant for LSA
lars.lsa <- function (Sigma0, b0, intercept, n,
type = c("lasso", "lar"),
eps = .Machine$double.eps,max.steps)
{
type <- match.arg(type)
TYPE <- switch(type, lasso = "LASSO", lar = "LAR")
n1 <- dim(Sigma0)[1]
## handle intercept
if (intercept) {
a11 <- Sigma0[1,1]
a12 <- Sigma0[2:n1,1]
a22 <- Sigma0[2:n1,2:n1]
Sigma <- a22-outer(a12,a12)/a11
b <- b0[2:n1]
beta0 <- crossprod(a12,b)/a11
}
else {
Sigma <- Sigma0
b <- b0
}
Sigma <- diag(abs(b))%*%Sigma%*%diag(abs(b))

b <- sign(b)
nm <- dim(Sigma)
m <- nm[2]
im <- inactive <- seq(m)
Cvec <- drop(t(b)%*%Sigma)

ssy <- sum(Cvec*b)
if (missing(max.steps))
max.steps <- 8 * m
beta <- matrix(0, max.steps + 1, m)
Gamrat <- NULL
arc.length <- NULL
R2 <- 1
RSS <- ssy
first.in <- integer(m)
active <- NULL
actions <- as.list(seq(max.steps))
drops <- FALSE
Sign <- NULL
R <- NULL
k <- 0
ignores <- NULL
while ((k < max.steps) & (length(active) < m)) {

action <- NULL
k <- k + 1
C <- Cvec[inactive]
Cmax <- max(abs(C))
if (!any(drops)) {
new <- abs(C) >= Cmax - eps
C <- C[!new]
new <- inactive[new]
for (inew in new) {
R <- updateR(Sigma[inew, inew], R,
drop(Sigma[inew, active]),
Gram = TRUE,eps=eps)
if(attr(R, "rank") == length(active)) {
##singularity; back out
nR <- seq(length(active))
R <- R[nR, nR, drop = FALSE]
attr(R, "rank") <- length(active)
ignores <- c(ignores, inew)
action <- c(action, - inew)
}
else {
if(first.in[inew] == 0)
first.in[inew] <- k
active <- c(active, inew)
Sign <- c(Sign, sign(Cvec[inew]))
action <- c(action, inew)
}
}
}
else action <- -dropid
Gi1 <- backsolve(R, backsolvet(R, Sign))
dropouts <- NULL
A <- 1/sqrt(sum(Gi1 * Sign))
w <- A * Gi1
if (length(active) >= m) {
gamhat <- Cmax/A
}
else {
a <- drop(w %*% Sigma[active, -c(active,ignores), drop
= FALSE])
gam <- c((Cmax - C)/(A - a), (Cmax + C)/(A + a))
gamhat <- min(gam[gam > eps], Cmax/A)
}
if (type == "lasso") {
dropid <- NULL
b1 <- beta[k, active]
z1 <- -b1/w
zmin <- min(z1[z1 > eps], gamhat)
# cat('zmin ',zmin, ' gamhat ',gamhat,'\n')
if (zmin < gamhat) {
gamhat <- zmin
drops <- z1 == zmin
}
else drops <- FALSE
}
beta[k + 1, ] <- beta[k, ]
beta[k + 1, active] <- beta[k + 1, active] + gamhat * w
Cvec <- Cvec - gamhat * Sigma[, active, drop = FALSE] %*% w

Gamrat <- c(Gamrat, gamhat/(Cmax/A))
arc.length <- c(arc.length, gamhat)

if (type == "lasso" && any(drops)) {
dropid <- seq(drops)[drops]
for (id in rev(dropid)) {
R <- downdateR(R,id)
}
dropid <- active[drops]
beta[k + 1, dropid] <- 0
active <- active[!drops]
Sign <- Sign[!drops]
}
actions[[k]] <- action

inactive <- im[-c(active)]
}
beta <- beta[seq(k + 1), ]
dff <- b-t(beta)
RSS <- diag(t(dff)%*%Sigma%*%dff)
if(intercept)
beta <- t(abs(b0[2:n1])*t(beta))
else
beta <- t(abs(b0)*t(beta))
if (intercept) {
beta0 <- as.vector(beta0)-drop(t(a12)%*%t(beta))/a11
}
else {
beta0 <- rep(0,k+1)
}
dof <- apply(abs(beta)>eps,1,sum)
BIC <- RSS+log(n)*dof
AIC <- RSS+2*dof
object <- list(AIC = AIC, BIC = BIC,
beta = beta, beta0 = beta0)
object
}
##This part is written by Hansheng Wang.

vcov.rq <- function(object,...)
{
q=object$tau
x=as.matrix(object$x)
resid=object$residuals
f0=density(resid,n=1,from=0,to=0)$y
COV=q*(1-q)*solve(t(x)%*%x)/f0^2
COV
}
# adaptive lasso for linear reg, tuning parameter by bic

# calls software from Wang and Leng (2007, JASA).
ok<-complete.cases(x,y)
x<-x[ok,] # get rid of na's
y<-y[ok] # since regsubsets can't handle na's
m<-ncol(x)
n<-nrow(x)
as.matrix(x)->x
lm(y~x)->out
lsa(out)->out.lsa
coeff<-out.lsa$beta.bic
coeff2<-coeff[2:(m+1)] # get rid of intercept
pred<-x%*%coeff2+coeff[1]
st<-sum(coeff2 !=0) # number nonzero
mse<-sum((y-pred)^2)/(n-st-1)
if(st>0) x.ind<-as.vector(which(coeff2 !=0)) else x.ind<-0
return(list(fit=pred,st=st,mse=mse,x.ind=x.ind,coeff=coeff2,
intercept=coeff[1]))
}
LADlasso.Z <- function(X , Y , STAND = TRUE, grid =

seq(log(0.01),log(1400),length.out=100),xout=FALSE,outfun=outpro,...){
#
# Zheng, Q., Gallagher, C., and Kulasekera, K. (2016). Robust adaptive lasso
for variable
# selection. Communications in Statistics - Theory and Methods, 46(9):4642-
4659.
#
# The code used here is a slight modification of code supplied by Qi Zheng
#
####X = matrix, list, or dataframe of predictor values
####Y = vector or single-dimension matrix/list/dataframe of outcome values
####grid = grid of lambda(tuning parameter) values to check
library(lars)
library(quantreg)
if(STAND)X=standm(X)
p=ncol(X)
p1=p+1
xy=elimna(cbind(X,Y))
X=xy[,1:p]
Y=xy[,p1]
if(xout){
X<-as.matrix(X)
flag<-outfun(X,plotit=FALSE,...)$keep
X<-X[flag,]
Y<-Y[flag]
X<-as.matrix(X)
n.keep=nrow(X)
}
object1=lsa.linear(X,Y);
adlasso=object1$coef;
X = X
Y = Y
n=length(Y);
grid=exp(grid);
rqob=rq(Y~0+X);
BIC=rep(0,100);
weights=1/abs(rqob$coef);
for ( i in 1:100){
rqfit=rq.fit.lasso(X,Y,lambda=grid[i]*weights);
betalad_tmp=rqfit$coef;
betalad_tmp=betalad_tmp*(betalad_tmp>1e-8);
mse=mean(abs(rqfit$resi));
mdsize=length(which(betalad_tmp!=0));
BIC[i]=log(mse)+mdsize*log(n)/n;
}
step=which.min(BIC);
betalad=rq.fit.lasso(X,Y,lambda=grid[step]*weights)$coef;
ladlasso=betalad*(betalad>1e-8)
colnames(ladlasso) <- names(X)
# add an intercept for convenience
alpha<-median(y-x%*%ladlasso)
coef<-c(alpha,ladlasso)
res<-y-x%*%ladlasso-alpha
}
H.lasso<- function(X,Y,lambda.lasso.try=NULL,k=1.5, STAND=TRUE,

#
# A slight modification of code supplied by Jung et al. (2016)
#
#
library(glmnet)
if(STAND)X=standm(X)
X=as.matrix(X)
p1<-ncol(X)+1
p<-ncol(X)
xy<-cbind(X,Y)
xy<-elimna(xy)
X<-xy[,1:p]
Y<-xy[,p1]
if(is.null(lambda.lasso.try))lambda.lasso.try=seq(0.01,0.6,length.out=100)
library(glmnet)
if(xout){
X<-as.matrix(X)
X<-X[flag,]
Y<-Y[flag]
X<-as.matrix(X)
n.keep=nrow(X)
}
n<-length(Y)
Y.orgn<- Y
model.for.cv<- cv.glmnet(X, Y, family='gaussian',lambda=lambda.lasso.try)
lambda.lasso.opt<- model.for.cv$lambda.min
model.est<- glmnet(X,Y,family='gaussian',lambda=lambda.lasso.opt)
fit.lasso<- predict(model.est,X,s=lambda.lasso.opt)
res.lasso<- Y-fit.lasso
sigma.init<- mad(Y-fit.lasso)
beta.pre<- c(model.est$a0,as.numeric(model.est$beta))
Y.old<- Y
tol = 10
n.iter <- 0
while(tol>1e-4 & n.iter<100)
{
Y.new<- fit.lasso + winsorized(res.lasso,a=k, sigma=sigma.init)
model.for.cv<- cv.glmnet(X,Y.new, family='gaussian',lambda=lambda.lasso.try)
model.est<- glmnet(X,Y.new,family='gaussian',lambda=model.for.cv$lambda.min)
fit.lasso<- predict(model.est,X,s=model.for.cv$lambda.min)
res.lasso<- Y.new-fit.lasso
beta.post <- c(model.est$a0,as.numeric(model.est$beta))
tol<- sum((beta.pre-beta.post)^2)
n.iter<- n.iter+1
beta.pre<- beta.post
}
sigma.est<- mean((Y.new-cbind(rep(1,n),X)%*%beta.post)^2)
Y.fit<- cbind(rep(1,n),X)%*%beta.post
Y.res<- Y.new - Y.fit
#object<- list(coefficient=beta.post,fit=Y.fit, iter = n.iter, sigma.est =
sigma.est,
list(coef=beta.post,fit=Y.fit, iter = n.iter, sigma.est = sigma.est,
lambda.lasso.opt = model.est$lambda, residuals = Y.res)
}
winsorized<- function(x,a=1.5,sigma=1) {
s<-sigma
newx<-x
indp<-x>(a*s)
newx[indp]<-(a*s)
indn<- x<(a*-s)
newx[indn]<- (-a*s)
newx
}
OS.lasso<-
function(X,Y,lambda.lasso.try=NULL,lambda.gamma.try=NULL,xout=FALSE,outfun=outpro,d
etails=FALSE,...){
#
# Outlier Shifting lasso
# Jung, Y., Lee, S., and Hu, J. (2016). Robust regression for highly corrupted
response
# by shifting outliers. Statistical Modelling, 16(1):1--23.
#
#
if(is.null(lambda.lasso.try))lambda.lasso.try=seq(0.01,0.6,length.out=100)
if(is.null(lambda.gamma.try))lambda.gamma.try = seq(1,4,length.out=50)
library(glmnet)
X<-as.matrix(X)
p1<-ncol(X)+1
p<-ncol(X)
xy<-cbind(X,Y)
xy<-elimna(xy)
X<-xy[,1:p]
Y<-xy[,p1]
if(xout){
X<-as.matrix(X)
X<-X[flag,]
Y<-Y[flag]
X<-as.matrix(X)
n.keep=nrow(X)
}
n<-length(Y)
Y.orgn<- Y
model.for.cv<- cv.glmnet(X, Y, family="gaussian",
lambda=lambda.lasso.try)
lambda.lasso.opt<- model.for.cv$lambda.min
model.est<- glmnet(X,Y,family="gaussian",lambda=lambda.lasso.opt)
fit.lasso<- predict(model.est,X,s=lambda.lasso.opt)
res.lasso<- Y - fit.lasso
sigma.est<- mad(Y-fit.lasso)
beta.est<- as.numeric(model.est$beta)
gamma.est<-rep(0,n)
n.fold<- 5
n.cv <- n/n.fold
CV.error2<-CV.error<-rep(NA,length(lambda.gamma.try))
Y.pred.cv<-matrix(NA,nrow=length(Y),ncol=length(lambda.gamma.try))
Y.new<- Y
for (tt in 1:length(lambda.gamma.try))
{
gamma.est.cv<-rep(0,n-n.cv)
for (jj in 1:n.fold)
{
sample.out.index<- (1+n.cv*(jj-1)):(n.cv*(jj))
X.train<- X[-sample.out.index,]
Y.train<- Y[-sample.out.index]
X.test<- X[sample.out.index,]
model.train.temp<- glmnet(X.train,Y.train,family="gaussian",
lambda=lambda.lasso.opt)
beta.pre<-beta.post<- c(model.train.temp$a0,
as.numeric(model.train.temp$beta))
tol<-100; n.iter <- 0
{resid.temp<- Y.train-cbind(rep(1,n-n.cv),X.train)%*%beta.pre
nonzero<-which(abs(resid.temp)>=sigma.est*lambda.gamma.try[tt])
gamma.est.cv[nonzero]<- resid.temp[nonzero]
Y.train.new <- Y.train - gamma.est.cv
model.train.temp<-glmnet(X.train,Y.train.new,
family="gaussian",lambda=lambda.lasso.opt)
beta.post <- c(model.train.temp$a0,
as.numeric(model.train.temp$beta))
tol<- sum((beta.pre-beta.post)^2)
n.iter<- n.iter+1
beta.pre<-beta.post
}
Y.pred.cv[sample.out.index,tt] <-cbind(rep(1,n.cv),
X.test)%*%beta.post
}
CV.error[tt]<- mean((Y.pred.cv[,tt]-Y.orgn)^2)
CV.error2[tt]<- mean(abs(Y.pred.cv[,tt]-Y.orgn))
}
lambda.gamma.opt<- lambda.gamma.try[which.min(CV.error)]
model.opt<- glmnet(X,Y.orgn,family="gaussian",lambda=lambda.lasso.opt)
beta.pre<- beta.post<- c(model.opt$a0,as.numeric(model.opt$beta))
tol<-100; n.iter <- 0
{
resid.opt<- Y.orgn-cbind(rep(1,n),X)%*%beta.pre
nonzero<-which(abs(resid.opt)>=sigma.est*lambda.gamma.opt)
gamma.est[nonzero]<- resid.opt[nonzero]
Y.new <- Y.orgn - gamma.est
model.opt<- glmnet(X,Y.new,family="gaussian",lambda=lambda.lasso.opt)
beta.post <- c(model.opt$a0,as.numeric(model.opt$beta))
tol<- mean((beta.pre-beta.post)^2)
n.iter<- n.iter+1
beta.pre<-beta.post}
Y.fit<- cbind(rep(1,n),X)%*%beta.post
res=y-Y.fit
if(details)
list(coef=beta.post,fit=fit.lasso,iter = n.iter,
sigma.est = sigma.est,CV.error=CV.error,
n.outlier=length(which(gamma.est!=0)),
gamma.est=gamma.est,lambda.opt=lambda.gamma.opt)
else list(coef=beta.post,residuals=res)
}
plot3D<-function(x,y,xlab='X1',ylab='X2',zlab='Y',theta=50,phi=25,
duplicate='error',pc='*',ticktype='simple',expand=.5){
#
# plot a 3D: supplied for convenience
#
# Example: plot a regression surface
# x and y generated from regression model with no error term.
#
x=as.matrix(x)
if(ncol(x)!=2)stop('x should have two columns only')
library(stats)
fitr<-interp(x[,1],x[,2],y,duplicate=duplicate)
}
LAD.lasso<-function(x,y,lam=NULL,WARN=FALSE,xout=FALSE,outfun=outpro,STAND=TRUE){
#
# LAD (weighted) lasso based on
# Wang et al. Journal of Business and Economic Statistics
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
xy=cbind(x,y)
xy=elimna(xy)
if(STAND)xy=standm(xy)
x=xy[,1:p]
y=xy[,p1]
if(xout){
xy=cbind(x,y)
x=xy[flag,1:p]
y=xy[flag,p1]
}
n=nrow(x)
if(p==1)stop('Should have two or more independent variables')
library(quantreg)
temp<-rq(y~x)
init<-temp[1]$coefficients
if(is.null(lam))lam=log(n)/(n*abs(init[2:p1]))
yy=c(y,rep(0,p))
M=diag(n*lam)
xx=rbind(x,M)
coef=rq(yy~xx)[1]$coefficients
res=y-x%*%coef[2:p1]-coef[1]
rv=order(lam)
list(coef=coef,lambda=lam,slopes.rank=rv,residuals=res)
}
ESfun<-
function(x,y,method=c('EP','QS','QStr','AKP','WMW','KMS'),tr=.2,pr=TRUE,SEED=TRUE){
type=match.arg(method)
switch(type,
EP=yuenv2(x,y,tr=tr,SEED=SEED)$Effect.Size, #Explanatory power
QS=shiftQS(x,y)$Q.Effect, #Quantile shift based on the medians
QStr=yuenQS(x,y,tr=tr,pr=pr)$Q.Effect, #Based on trimmed means
AKP=akp.effect(x,y,tr=tr), #Robust analog of Cohen's d
WMW=pxly(x,y,SEED=SEED), # P(X<Y)
KMS=kms.effect(x,y,tr=tr,pr=pr)$effect.size) # Heteroscedastic analog of
Cohen's d
}
qshift<-function(x,y,locfun=tmean,...){
#
# Quantile shift using x as the reference group
#
m1=locfun(x,...)
m2=locfun(y,...)
q1=mean(m1<=x)
q2=mean(m2<=x)
del=q1-q2
del
}
bagdepth<-function(x,pts=NULL,SEED=TRUE){
#
# Compute depth of points based in their bagdistance.
#
# requires R package mrfDepth
#
#
library(mrfDepth)
d=bagdistance(x,pts)$bagdistance
d=1/(d+1)
d
}
Bagdist<-function(x,pts=NULL){
#
# Compute bagdistance.
#
# requires R package mrfDepth
library(mrfDepth)
d=bagdistance(x,pts)$bagdistance
d
}
Bagplot<-function(x,plotit=TRUE,colorbag = NULL, colorloop = NULL,

colorchull = NULL, databag = TRUE, dataloop = TRUE, plot.fence =
FALSE,type='hdepth'){
#
# requires packages mrfDepth and ggplot2
#
# type = measure of depth: 'hdepth' = halfspace depth,
# 'projdepth' for projection depth and
# 'sprojdepth' for skewness-adjusted projection depth.
#
library(mrfDepth)
library(ggplot2)
z=compBagplot(x,type=type)
bagplot(z,colorbag =colorbag, colorloop = colorloop,
colorchull =colorchull, databag=databag, dataloop =dataloop,
plot.fence = plot.fence)
}
outbag<-function(x,plotit=FALSE){
#
# Search for outliers using bagplot
# bivariate data only.
#
library(mrfDepth)
x=elimna(x)
n=nrow(x)
z=compBagplot(x)
flag=z$datatype[,3]==3
idv<-c(1:n)
outid <- idv[flag]
keep<-idv[!flag]
n.out=length(outid)
list(n=n,n.out=n.out,out.id=outid,keep=keep)
}
Rdepth<-function(x,y,z=NULL, ndir = NULL){

#
#
# z:
# An m by p+1 matrix containing row wise the hyperplanes for which to compute
# the regression depth. The first column should contain the intercepts.
# If z is not specified, it is set equal to cbind(x,y).
#
# Required: mrfDepth
# For convenience, the arguments correspond to conventions in WRS
x=cbind(x,y)
library(mrfDepth)
a=rdepth(x,z=z,ndir=ndir)
a
}
multsm<-function(x,y,pts=x,fr=.5,xout=FALSE,outfun=outpro,plotit=TRUE,
xlab='X',ylab='Prob',ylab2='Y',zlab='Prob',ticktype='det',vplot=NULL,scale=TRUE,
L=TRUE,...){
#
#
# A smoother for multinomial regression based on logSM
#
# Example: Assuming x is a vector, and possible values
# for y are 0,1 and 2.
# multsm(x,y,c(-1,0,1))
# This would estimate
# P(Y=0|x=-1), P(Y=1|x=-1), P(Y=2|x=-1), P(Y=0|x=0), etc.
#
# Returns estimates of the probabilities associated with
# each possible value of y given a value for independent variable that is stored in
pts
#
# vplot indicates the value of the dependent variable for which probabilities
will be plotted.
# vplot=1 means that the first largest value will be used.
# By default, vplot=NULL meaning that all values of y will when there is a single
independent variable.
#
# vplot=c(1,3) means that the first and third values will be used. If the first
value is 5, say and the third is 8,
# plot P(y=5|pts) and P(Y=8|pts)
# For more than one independent variable, the first value in vplot is used only.
If no value is specified, the smallest y value is used.
#
# scale =TRUE is the default and is relevant when plotting and there are two
dependent variables. See the function lplot.
#
#
# L=TRUE: for p=2, use LOESS (lplot) to plot the regression surface; otherwise use
a running interval smoother (rplot).
#
# VALUE:
# For each value in pts, returns the probabilities for each of the y values.
#
xy=cbind(x,y)
xy=elimna(xy)
p1=ncol(xy)
p=p1-1
if(p==1)pts=sort(pts)
x=xy[,1:p]
y=xy[,p1]
x=as.matrix(x)
if(xout){
flag=outfun(x,plotit=FALSE,...)$keep
x=x[flag,]
y=y[flag]
}
x=standm(x,est=median,scar=madsq)
rempts=pts
pts=standm(pts,est=median,scar=madsq)
n=length(y)
temp<-sort(unique(y))
nv=length(temp)
nv1=nv+1
if(p==1){
x=as.matrix(x)
pts=sort(pts)
}
pts=as.matrix(pts)
res=matrix(NA,nrow=nrow(pts),ncol=nv)
lab=NULL
for(k in 1:nv){
est=logSMpred(x,y==temp[k],pts=pts)
res[,k]=est
lab=c(lab,paste('Y value',temp[k]))
}
dimnames(res)=list(NULL,lab)
if(plotit){
if(is.null(vplot))vplot=c(1:nv)
#vplot=vplot+1 # adjustment to match col of res
if(p==1){
nlines=min(ncol(res),6)
nlines=nlines-1
plot(c(rep(rempts,length(vplot))),c(as.vector(res[,vplot])),type='n',xlab=xlab,ylab
=ylab,ylim=c(0,1))
for(k in 1:length(vplot))lines(rempts,res[,vplot[k]],lty=k)
}
if(p>1){
if(p==2){
if(L)lplot(rempts,res[,vplot[1]],xlab=xlab,ylab=ylab2,zlab=zlab,ticktype=ticktype,s
cale=scale,pr=FALSE)
if(!
L)rplot(rempts,res[,vplot[1]],xlab=xlab,ylab=ylab2,zlab=zlab,ticktype=ticktype,scal
e=scale,pr=FALSE)
}
}}
list(estimates=res,pts=pts)
}
multireg.prob<-
function(x,y,pts=x,xout=FALSE,outfun=outpro,plotit=TRUE,xlab='X',ylab='Prob',zlab='
Prob',ticktype='det',vplot=NULL,
L=TRUE,scale=TRUE,...){
#
#
# Returns estimate of P(Y=k|X=pts)
# for all possible values of k and all points stored in pts.
# using a multinomial logit model
#
# Requires R package nnet
#
# scale =TRUE is the default:
# if there is only p=1 independent variable, the y-axis of the plot of the
regression line will range between 0 and 1.
# This can provide a useful perspective, particularly when there is no association.
# if scale=TRUE, the y-axis is limited to the range of estimated probabilities.
#
library(nnet)
xy=cbind(x,y)
xy=elimna(xy)
p1=ncol(xy)
p=p1-1
x=xy[,1:p]
y=xy[,p1]
if(p==1){
pts=sort(pts)
}
x=as.matrix(x)
if(xout){
flag=outfun(x,plotit=FALSE,...)$keep
x=x[flag,]
y=y[flag]
}
pts=as.matrix(pts)
npts=nrow(pts)
est=summary(multinom(y~x))$coefficients
x=as.matrix(x)
nv=length(unique(y))
nvm1=nv-1
w=NA
pr=NA
if(is.null(dim(est)))est=matrix(est,nrow=1)
ans=matrix(NA,nrow=npts,ncol=nvm1)
for(k in 1:nrow(pts)){
for(j in 1:nvm1){
w[j]=exp(est[j,1]+sum(est[j,2:p1]*pts[k,]))
}
bot=1+sum(w)
ans[k,]=w/bot
}
v0=1-apply(ans,1,sum)
ptn=c(1:nrow(pts))
res=cbind(ptn,v0,ans)
temp=sort(unique(y))
dimnames(res)=list(NULL,c('pts.no',temp))
if(plotit){
if(is.null(vplot))vplot=max(y)
vplot=vplot+1 # adjustment to match col of res
if(p==1){
nlines=min(ncol(res),6)
nlines=nlines-1
if(scale)plot(c(pts[1:2],rep(pts,length(vplot))),c(0,1,as.vector(res[,vplot])),type
='n',xlab=xlab,ylab=ylab)
if(!
scale)plot(rep(pts,length(vplot)),as.vector(res[,vplot]),type='n',xlab=xlab,ylab=yl
ab)
for(k in 1:length(vplot))lines(pts,res[,vplot[k]],lty=k)
}
if(p>1){
if(ylab=='Prob')ylab='Y'
if(p==2){
if(L)lplot(pts,res[,vplot[1]],xlab=xlab,ylab=ylab,zlab=zlab,ticktype=ticktype,scale
=scale,pr=FALSE)
if(!
L)rplot(pts,res[,vplot[1]],xlab=xlab,ylab=ylab,zlab=zlab,ticktype=ticktype,scale=sc
ale,pr=FALSE)
}
}
}
list(estimates=res,pts=pts)
}
logIVcom<-function(x,y,IV1=1,IV2=2,nboot=500,xout=FALSE,outfun=outpro,SEED=TRUE,
val=NULL,...){
#
# For binary dependent variables. Assumes the logistic regression model is true.
#
# compare strength of the association for two subsets of independent variables
# IV1 and IV2 indicate the two sets of independent variables to be compared
# Example: IV1=c(1,2), IV2=1 would compare the first two independent
# variables to the third.
#
# If y is not binary, it has K possible values
# val: determines the value that will be used.
# Example: sort(unique(y))= 2, 4, 8
# val=2, the function focuses on P(Y=4|X), the second possible
# value in y
# Default is to use the largest value, 8 in the example.
#
library(parallel)
x<-as.matrix(x)
p1<-ncol(x)+1
p<-ncol(x)
if(max(c(IV1,IV2))>p)stop('IV1 or IV2 has a value that exceeds the number of col.
in x')
xy<-cbind(x,y)
xy<-elimna(xy)
x<-xy[,1:p]
y<-xy[,p1]
nrem=length(y)
if(xout){
m<-cbind(x,y)
m<-m[flag,]
x<-m[,1:p]
y<-m[,p1]
}
nkeep=length(y)
temp<-sort(unique(y))
nv=length(temp)
if(is.null(val))idv=nv
y=y==temp[nv]
y=as.numeric(y)
est1=sd(logreg.pred(x[,IV1],y,x[,IV1]))
est2=sd(logreg.pred(x[,IV2],y,x[,IV2]))
nv=length(y)
x<-as.matrix(x)
data=listm(t(data))
bvec1<-mclapply(data,regIVbinv2_sub,x[,IV1],y,x[,IV1])
bvec2<-mclapply(data,regIVbinv2_sub,x[,IV2],y,x[,IV2])
bvec1=as.vector(matl(bvec1))
bvec2=as.vector(matl(bvec2))
# bvec1 and bvec2 are nboot standard deviations based on bootstrap predict
prob(Y|X)
pv1=mean(bvec1<bvec2,na.rm=TRUE) # P(v1 < v2)
pv2=1-pv1
pv=2*min(c(pv1,pv2))
list(n.keep=nkeep,est.1=est1,est.2=est2,p.value=pv)
}
regIVbinv2_sub<-function(data,x,y,pts){
x=as.matrix(x)
v=logreg.pred(x[data,],y[data],pts=pts)
v=sd(v)
}
ancES<-function(x1,y1,x2,y2,method='EP',
fr1=1,fr2=1,tr=.2,pts=NA,SEED=TRUE,npts=NULL,nmin=12,
FRAC=.2,plotit=TRUE,xlab='X1',ylab='X2',zlab='ES',ticktype='det'){
#
# Compute effect size. If
#
# pts are the covariate points to be used.
# If more than one covariate, by default,
# design points are chosen based on depth of points in x1 if pts=NA
#
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
if(p!=ncol(x2))stop('x1 and x2 have different number of columns')
if(p==1){
if(is.na(pts[1])){
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
LOW<-min(sub[vecn>=nmin])
UP<-max(sub[vecn>=nmin])
pts=seq(x1[LOW],x1[UP],length.out=npts)
}
ES=NA
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
ES[i]=ESfun(g1,g2,method=method,pr=FALSE)
}
res=cbind(pts,ES)
dimnames(res)=list(NULL,c('pts','ES'))
if(plotit)lplot(res[,1],res[,2],xlab=xlab,ylab='ES')
}
if(p>1){
ES=NA
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
x1=m1[,1:p]
y1=m1[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=m2[,1:p]
y2=m2[,p1]
#
if(is.na(pts[1])){
x1<-as.matrix(x1)
pts<-ancdes(x1,FRAC=FRAC,DH=TRUE)
}
pts<-as.matrix(pts)
n1<-1
n2<-1
vecn<-1
mval1<-cov.mve(x1)
mval2<-cov.mve(x2)
}
pts<-pts[flag,]
if(sum(flag)==0)stop('No comparable design points found, might increase span.')
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
ES[i]=ESfun(g1,g2,method=method,tr=tr,pr=FALSE)
}
if(p==2){
if(plotit) lplot(pts,ES,xlab=xlab,ylab=ylab,zlab=zlab,ticktype=ticktype)
}
res=cbind(pts,ES)
vlabs=NA
for(j in 1:ncol(pts))vlabs[j]=paste('X',j)
dimnames(res)=list(NULL,c(vlabs,'ES'))
}
res
}
ancESband<-function(x1=NULL,y1=NULL,x2=NULL,y2=NULL,fr1=1,fr2=1,method='WMW',
pr=TRUE,FAST=TRUE,alpha=.05,plotit=TRUE,xlab='X',ylab='ES',npts=25,
xout=FALSE,outfun=out,nboot=500,SEED=TRUE,
nmin=12,SCAT=TRUE,pc='.',...){
#
# Compute a measure of effect size for
# two independent groups when there is a single covariate.
#
#
# Confidence intervals are computed so that the simultaneous probability
# coverage is approximately .95 when npts=25 covariate points are used.
#
# Three methods can be used:
#
# 'AKP': trimmed-Winsorized analog of Cohen's d
# 'QS': quantile shift
# 'WMW': P(Y1<Y2|X), values for X are stored in pts computed as follows:
# The lowest and highest points among the covariate value that will be used are
determined as in
# (Wilcox, 2017, Intro to Robust Estimation and Hypothesis Testing, 4th ed.,
section 12.2).
# Then npts points equally spaced between the lowest and highest are used.
#
#
# Bootstrap samples are obtained by resampling
# from c(x1,y1) and c(x2,y2) rather than conditioning on the x value as done by
# the function ancova.
#
#
# Effect sizess are estimated at each covariate value stored in pts
# npts: number of covariate points to be used, which defaults to 25.
#
# Family-wise error (FWE) rate is controlled in a manner similar to method TAP
(Wilcox, 2017).
# assuming that FWE=.05, which is based on npts 25 points. If npts<=15 use a
Bonferroni method instead.
#
#
if(SEED)set.seed(2)
if(method=='QS'){
if(pr){
print('Note: Q.effect is a probabilistic measure of effect size: a shift of the
median.')
print(' Cohen d= 0.0 0.2, 0.5 and 0.8 correspond to Q.effect= 0.5, 0.556, 0.638
and 0.714, respectively.')
print(' Cohen d = -0.2, -0.5 and -0.8; Q.effect=0.45, 0.35 and 0.30,
respectively.')
}}

if(method=='EP')stop('Using method EP not recommended at this time')
xy2=elimna=cbind(x2,y2)
x1=xy1[,1]
y1=xy1[,2]
x2=xy2[,1]
y2=xy2[,2]
n1.in=nrow(xy1)
n2.in=nrow(xy2)
if(xout){
x1<-x1[flag]
y1<-y1[flag]
x2<-x2[flag]
y2<-y2[flag]
}
xor1=order(x1)
xor2=order(x2)
x1=x1[xor1]
x2=x2[xor2]
y1=y1[xor1]
y2=y2[xor2]
n1n=length(y1)
n2n=length(y2)
nv=c(30, 50, 60, 70, 80, 100,
150, 200, 300, 400, 500, 600, 800)
pv=c(0.00824497,0.00581, 0.005435089, 0.004763079,
0.00416832, 0.004406774, 0.00388228,0.003812836,0.003812836,0.003453055,
0.003625061,
.003372966, 0.003350022)
p.crit=(lplot.pred(1/nv,pv,1/n1n)$yhat+lplot.pred(1/nv,pv,1/n2n)$yhat)/2
if(alpha!=.05){
p.crit=p.crit*alpha/.05 # A crude adjustment
}
if(npts<=15)p.crit=alpha/npts
qmin=nboot*p.crit
bmin=ceiling(1/p.crit)
if(qmin<1){
stop(paste('nboot must be at least ',bmin))
}
EST=ancES(x1,y1,x2,y2,plotit=FALSE,npts=npts,method=method)
pts=EST[,1]
MAT=matrix(NA,nrow=nboot,ncol=length(pts))
for(i in 1:nboot){
id1=sample(n1n,n1n,replace=TRUE)
id2=sample(n2n,n2n,replace=TRUE)
B=ancES(x1[id1],y1[id1],x2[id2],y2[id2],plotit=FALSE,method=method,pts=pts,npts=npt
s,SEED=FALSE)
MAT[i,]=B[,2]
}
flag1=MAT<.5
flag2=MAT==.5
pv1=apply(flag1,2,mean,na.rm=TRUE)
pv2=apply(flag2,2,mean,na.rm=TRUE)
pv=pv1+.5*pv2
one.m.pv=1-pv
pv=2*apply(rbind(pv,one.m.pv),2,min)
ci.low=NA
ci.up=NA
qlow=p.crit/2
qhi=1-p.crit/2
ci.low=NA
ci.up=NA
if(!is.na(pts[i]))ci.low[i]=qest(MAT[,i],qlow)
if(!is.na(pts[i]))ci.up[i]=qest(MAT[,i],qhi)
}
pvm=matrix(NA,nrow=length(pts),ncol=5)
pvm[,1]=pts
pvm[,2]=EST[,2]
pvm[,3]=pv
pvm[,4]=ci.low
pvm[,5]=ci.up
num.sig=sum(pv<p.crit)
dimnames(pvm)=list(NULL,c('pts','Est.QS','p.values','ci.low','ci.up'))
if(plotit){
plot(c(pts,pts,pts),c(pvm[,c(2,4,5)]),type='n',xlab=xlab,ylab=ylab)
lines(pts,pvm[,2])
lines(pts,pvm[,4],lty=2)
lines(pts,pvm[,5],lty=2)
}
list(output=pvm,n=c(n1.in,n2.in),p.crit=p.crit,num.sig=num.sig)
}
ancES<-function(x1,y1,x2,y2,method='EP',
fr1=1,fr2=1,tr=.2,pts=NA,SEED=TRUE,npts=NULL,nmin=12,pch='*',
FRAC=.2,plotit=TRUE,xlab='X1',ylab='X2',zlab='ES',ticktype='det'){
#
# ANCOVA
# Compute effect size as a function of the covariates. If
#
# pts are the covariate points to be used.
# If more than one covariate, by default,
# design points are chosen based on depth of points in x1 if pts=NA. The
# range of values when there is a single covariate follows the approach used by
the function ancova.
#
# method: four choices can be used.
#
# 'EP': explanatory power.
# 'AKP': trimmed-Winsorized analog of Cohen's d
# 'QS': quantile shift
# 'WMW': P(Y1<Y2|X),
#
x1=as.matrix(x1)
x2=as.matrix(x2)
p=ncol(x1)
if(p!=ncol(x2))stop('x1 and x2 have different number of columns')
if(p==1){
if(is.na(pts[1])){
xorder<-order(x1)
y1<-y1[xorder]
x1<-x1[xorder]
xorder<-order(x2)
y2<-y2[xorder]
x2<-x2[xorder]
n1<-1
n2<-1
vecn<-1
LOW<-min(sub[vecn>=nmin])
UP<-max(sub[vecn>=nmin])
pts=seq(x1[LOW],x1[UP],length.out=npts)
}
ES=NA
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
ES[i]=ESfun(g1,g2,method=method,pr=FALSE,tr=tr)
}
res=cbind(pts,ES)
dimnames(res)=list(NULL,c('pts','ES'))
if(plotit){
vp=0
if(method=='AKP' || method=='QS')vp=-1
plot(c(res[1,1],res[1,1],res[,1]),c(1,vp,res[,2]),xlab=xlab,ylab='ES',type='n')
v=lplot(res[,1],res[,2],xlab=xlab,ylab='ES',plotit=FALSE,pyhat=TRUE)$yhat.values
points(res[,1],res[,2],pch=pch)
lines(res[,1],v)
}}
if(p>1){
ES=NA
x1=as.matrix(x1)
p=ncol(x1)
p1=p+1
x1=m1[,1:p]
y1=m1[,p1]
x2=as.matrix(x2)
p=ncol(x2)
p1=p+1
x2=m2[,1:p]
y2=m2[,p1]
#
if(is.na(pts[1])){
x1<-as.matrix(x1)
pts<-ancdes(x1,FRAC=FRAC,DH=TRUE)
}
pts<-as.matrix(pts)
n1<-1
n2<-1
vecn<-1
mval1<-cov.mve(x1)
mval2<-cov.mve(x2)
}
pts<-pts[flag,]
if(sum(flag)==0)stop('No comparable design points found, might increase span.')
g1<-g1[!is.na(g1)]
g2<-g2[!is.na(g2)]
ES[i]=ESfun(g1,g2,method=method,tr=tr,pr=FALSE)
}
if(p==2){
if(plotit) lplot(pts,ES,xlab=xlab,ylab=ylab,zlab=zlab,ticktype=ticktype)
}
res=cbind(pts,ES)
vlabs=NA
for(j in 1:ncol(pts))vlabs[j]=paste('X',j)
dimnames(res)=list(NULL,c(vlabs,'ES'))
}
res
}
MULNC<-function(x1,x2,alpha=.05,SEED=TRUE,nboot=500,nullval=.5,PV=FALSE,pr=TRUE){
#
# bivariate analog of Cliff's method, which is an analog of the
# Wilcoxon--Mann--Whitney test
#
#
# Let PG= event that x1 'dominates' x2.
# That is, for the ith and jth randomly sampled points
# x1[i,1]>x2[j,1] and x1[i,2]>x2[j,2]
# PL= event that x2 is 'dominates' x1.
#
# Function returns:
#
# phat.GT: the estimated probability of event PG
# phat.LT: the estimated probability of event PL
# d.ci: confidence interval for Pr(PL)-Pr(PG), the difference between the
probabilities of these two events.
# phat, the estimated probability that the event PL is more likely than PG
# phat.ci: confidence interval for the estimand corresponding to phat
# p.value: testing Pr(PL)=Pr(PG)
#
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
m=matrix(0,nrow=n1,ncol=n2)
if(ncol(x1)!=ncol(x2))stop('x1 and x2 should be matrices with two columns')
if(ncol(x1)!=2)stop('x1 and x2 should be matrices with two columns')
for(i in 1:n1){
m[i,]=(x1[i,1]>x2[,1])*(x1[i,2]>x2[,2])
id=x1[i,1]<x2[,1] & x1[i,2]<x2[,2]
m[i,id]=-1
}
d<-mean(m)
phat<-(1-d)/2
sigdih<-sum((m-d)^2)/(n1*n2-1)
di<-apply(m,2,mean)
dh<-apply(m,1,mean)
s1sq=sum((di-d)^2)/(n1-1)
s2sq=sum((dh-d)^2)/(n2-1)
stil=sum((m-d)^2)/(n1*n2)
sh<-((n1-1)*s1sq+(n2-1)*s2sq+stil)/(n1*n2)
zv<-qnorm(alpha/2)
d.ci=c(cl,cu)
pci=c((1-cu)/2,(1-cl)/2)
if(n1==n2){ # compute a p-value
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-MULNC.sub(x1,x2,alpha=alph[i])$ci
}
p.value<-irem/100
if(p.value<=.01){
iup<-(irem+1)/100
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}}
if(n1!=n2){
if(pr){
if(!PV)print('To get a p-value, set PV=TRUE')
}
res=MULNC.Ppb(x1,x2,alpha=alpha,SEED=SEED,nboot=nboot)
pci=res$ci.p
d.ci=res$d.ci
p.value=NULL
if(PV){
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-MULNC.Ppb(x1,x2,alpha=alph[i])$ci.p
}
p.value<-irem/100
if(p.value<=.01){
iup<-(irem+1)/100
p.value<-alph[i]
chkit<-MULNC.Ppb(x1,x2,alpha=alph[i])$ci.p
}}
}
}
list(n1=n1,n2=n2,d=d,d.ci=d.ci,sq.se=sh,phat.GT=mean(m==1),phat.LT=mean(m==-
1),phat=phat,ci=pci,p.value=p.value)
}
MULNC.Ppb<-function(x1,x2,alpha=.05,SEED=TRUE,nboot=500){
#
# (X_1, X_2) is said to partially dominate
# (Y_1, Y_2) if simultaneously X_1 > Y_1 and X_2 < Y_2 or if
# X_1 < Y_1 and X_2 > Y_2.
#
# Let PG= event that simulatensouly X_1 > Y_1 and X_2 < Y_2
# PL= event thatsimulatensouly X_1 < Y_1 and X_2 > Y_2
#
# Function returns:
#
# phat1: the estimated probability of event PG
# phat2: the estimated probability of event PL
# ci.p = A confidence interval for the estimand corresponding to phat
#
if(SEED)set.seed(2)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
d=NA
ci.mat=matrix(NA,nrow=nboot,ncol=2)
d.mat=matrix(NA,nrow=nboot,ncol=2)
n=min(c(n1,n2))
for(i in 1:nboot){
id1=sample(n,n,replace=TRUE)
v=MULNC.sub(x1[id1,],x2[id2,],alpha=alpha)
ci.mat[i,]=v$ci
d.mat[i,]=v$d.ci
}
v=MULNC.sub(x1,x2)
ci=mean(ci.mat[,1])
ci[2]=mean(ci.mat[,2])
dci=mean(d.mat[,1])
dci[2]=mean(d.mat[,2])
list(n1=n1,n2=n2,phat.GT=v$phat.GT,phat.LT=v$phat.LT,d.ci=dci,phat=v$phat,ci.p=ci)
}
MULNC.int<-
function(J,K,x,x1=NULL,x2=NULL,x3=NULL,x4=NULL,alpha=.05,plotit=TRUE,SEED=TRUE,pr=T
RUE){
#
# Rank-based multiple comparisons for all interactions when dealing with bivariate
data.
# extension of the Patel-Hoel definition of no interaction.
#
#
#
#
# x is assumed to have list mode, x[[1]]... x[[JK]] contain bivariate data stored
in an n-by-2 matrix
#
# Consider a 2-by-2 design.
# Let PG= event that x1 is 'dominates' x2.
# x1[i,1]>x2[j,1] and x1[i,2]>x2[j,2]
# Let P1= Pr(PL)-Pr(PG), the difference between the probabilities of these two
events.
# Define P2 in an analogous fashion for x3 and x4
# no interaction is taken to mean P1=P2.
#
if(!is.null(x1)){
x=list(x1,x2,x3,x4)
J=2
K=2
}
if(!is.list(x))stop('Data for each group must be stored in list mode.')
p=J*K
grp=c(1:p)
if(p>4){
if(pr)print('Confidence intervals are adjusted so that the simultaneous probability
coverage is approximately 1-alpha')
}
CCJ<-(J^2-J)/2
CCK<-(K^2-K)/2
CC<-CCJ*CCK
nv=NA
for(j in 1:p){
if(ncol(x[[j]])!=2)stop('One or more groups do not contain bivariate data')
x[[j]]=elimna(x[[j]])
nv[j]=length(x[[j]])
}
if(var(nv)!=0)stop('Unequal sample sizes detected, use MULNCpb.int instead')
dimnames(test)<-list(NULL,c('Factor A','Factor A','Factor B','Factor
B','delta','ci.lower','ci.upper','p.value'))
jcom<-0
for (j in 1:J){
for (jj in 1:J){
if (j < jj){
for (k in 1:K){
for (kk in 1:K){
if (k < kk){
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-jj
test[jcom,3]<-k
test[jcom,4]<-kk
temp1<-MULNC.sub(x[[mat[j,k]]],x[[mat[j,kk]]])
temp2<-MULNC.sub(x[[mat[jj,k]]],x[[mat[jj,kk]]])
delta=temp2$d-temp1$d
sqse<-temp1$sq.se+temp2$sq.se
test[jcom,5]<-delta/2
test[jcom,6]<-delta/2-crit*sqrt(sqse/4)
test[jcom,7]<-delta/2+crit*sqrt(sqse/4)
test[jcom,8]=2*(1-pnorm(abs((delta/2)/sqrt(sqse/4))))
}}}}}}
list(test=test)
}
MULNC.sub<-function(x1,x2,alpha=.05){
#
#
#
# Let PG= event that x1 is 'greater than' x2. That is, for the ith and jth
randomly sampled points
# x1[i,1]>x2[j,1] and x1[i,2]>x2[j,2]
# PL= event that x1 is 'less than' x2.
#
# Function returns:
#
#
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
m=matrix(0,nrow=n1,ncol=n2)
if(ncol(x1)!=ncol(x2))stop('x1 and x2 should be matrices with two columns')
if(ncol(x1)!=2)stop('x1 and x2 should be matrices with two columns')
for(i in 1:n1){
m[i,]=(x1[i,1]>x2[,1])*(x1[i,2]>x2[,2])
id=x1[i,1]<x2[,1] & x1[i,2]<x2[,2]
m[i,id]=-1
}
d<-mean(m)
phat<-(1-d)/2
sigdih<-sum((m-d)^2)/(n1*n2-1)
di<-apply(m,2,mean)
dh<-apply(m,1,mean)
s1sq=sum((di-d)^2)/(n1-1)
s2sq=sum((dh-d)^2)/(n2-1)
stil=sum((m-d)^2)/(n1*n2)
sh<-((n1-1)*s1sq+(n2-1)*s2sq+stil)/(n1*n2)
zv<-qnorm(alpha/2)
pci=c((1-cu)/2,(1-cl)/2)
list(n1=n1,n2=n2,d=d,d.ci=c(cl,cu),sq.se=sh,phat.GT=mean(m==1),phat.LT=mean(m==-
1),phat=phat,ci.p=pci)
}
MULNCpb<-function(x1,x2,alpha=.05,SEED=TRUE,nboot=500){
#
#
#
# Let PG= event that x1 is 'greater than' x2. That is, for the ith and jth
randomly sampled points
# x1[i,1]>x2[j,1] and x1[i,2]>x2[j,2]
# PL= event that x1 is 'less than' x2.
#
# Function returns:
#
#
if(SEED)set.seed(2)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
d=NA
for(i in 1:nboot){
d[i]=MULNC.sub(x1[id1,],x2[id2,])$phat
}
low=round(alpha*nboot/2)
up=nboot-low
low=low+1
ds=sort(d)
ci=ds[low]
ci[2]=ds[up]
pv=mean(ds<.5)+.5*mean(ds==.5)
phat=MULNC.sub(x1,x2)$phat
list(n1=n1,n2=n2,phat=phat,ci.p=ci,p.value=pv)
}
MULNCpb.int<-
function(J,K,x,x1=NULL,x2=NULL,x3=NULL,x4=NULL,alpha=.05,plotit=TRUE,nboot=500,SEED
=TRUE,method='hoch'){
#
# Rank-based multiple comparisons for all interactions when dealing with bivariate
data
# in a J-by-K design. The method is based on an
# extension of the Patel-Hoel definition of no interaction.
#
#
#
# x is assumed to have list mode, x[[1]]... x[[JK]] contain bivariate data stored
in an n-by-2 matrix
#
# For a 2-by-2 design, data can be stored in the arguments
# x1, x2, x3, x4
# where each of these arguments is an n-by-2 matrix.
#
# Consider a 2-by-2 design.
# Let PG= event that x1 is 'dominates' x2.
# x1[i,1]>x2[j,1] and x1[i,2]>x2[j,2]
# Let P1= Pr(PL)-Pr(PG), the difference between the probabilities of these two
events.
# Define P2 in an analogous fashion for x3 and x4
# no interaction is taken to mean P1=P2.
#
if(!is.null(x1)){
x=list(x1,x2,x3,x4)
J=2
K=2
}
if(!is.list(x))stop('Data for each group must be stored in list mode.')
if(SEED)set.seed(2)
p=J*K
grp=c(1:p)
CCJ<-(J^2-J)/2
CCK<-(K^2-K)/2
CC<-CCJ*CCK
for(j in 1:p){
if(ncol(x[[j]])!=2)stop('One or more groups do not contain bivariate data')
x[[j]]=elimna(x[[j]])
}
dimnames(test)<-list(NULL,c('Factor A','Factor A','Factor B','Factor
B','phat','ci.lower','ci.upper','p.value','adjusted p-value'))
jcom<-0
low=round(alpha*nboot/2)+1
up=nboot-low
for (j in 1:J){
for (jj in 1:J){
if (j < jj){
for (k in 1:K){
for (kk in 1:K){
if (k < kk){
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-jj
test[jcom,3]<-k
test[jcom,4]<-kk
d=NA
for(b in 1:nboot){
n1=nrow(x[[mat[j,k]]])
n2=nrow(x[[mat[j,kk]]])
n3=nrow(x[[mat[jj,k]]])
n4=nrow(x[[mat[jj,kk]]])
X1=x[[mat[j,k]]]
X2=x[[mat[j,kk]]]
X3=x[[mat[jj,k]]]
X4=x[[mat[jj,kk]]]
d[b]=MULNC.sub(X1[id1,],X2[id2,])$phat-MULNC.sub(X3[id3,],X4[id4,])$phat
}
d=sort(d)
ci=d[low+1]
ci[2]=d[up]
pv=mean(d<0)
test[jcom,5]=MULNC.sub(X1,X2)$phat-MULNC.sub(X3,X4)$phat
test[jcom,6]<-ci[1]
test[jcom,7]<-ci[2]
test[jcom,8]<-pv
}}}}}}
test[,9]=p.adjust(test[,8],method=method)
list(test=test)
}
perm.rho<-function(x,y,alpha=.05,nboot=1000,SEED=TRUE){
#
# Do a permutation test based on Pearson's correlation
# Diciccio--Romano version of a permuation test (JASA, 2017, 112, 1211-1220)
#

#
if(SEED)set.seed(2)
xx<-cbind(x,y)
xx=elimna(xx)
x=xx[,1]
y=xx[,2]
n=length(x)
tval<-perm.rho.sub(x,y)
v1<-length(x)+1
difb<-NA
tv<-NA
for(i in 1:nboot){
id=sample(n,n)
tv[i]<-perm.rho.sub(x,y[id])
}
tv<-sort(tv)
reject<-0
if(tval>=tv[icu] || tval <=tv[icl])reject<-1
list(teststat=tval,lower.crit=tv[icl],upper.crit=tv[icu],reject=reject)
}
perm.rho.sub<-function(x,y){
rho=cor(x,y)
n=length(x)
xbar=mean(x)
ybar=mean(y)
m22=sum((x-xbar)^2*(y-ybar)^2)/n
m20=sum((x-xbar)^2)/n
m02=sum((y-ybar)^2)/n
tau=sqrt(m22/(m20*m02))
S=sqrt(n)*rho/tau
S
}
binomCP<-function(x = sum(y), nn = length(y), y = NULL, n = NA, alpha = 0.05){

#
# Clopper-Pearson
#
# x is the number of successes observed among n trials
#
if(!is.na(n))nn=n
q=binom.test(x,nn,conf.level=1-alpha)[4]
ci=q$conf.int[1:2]
list(phat=x/nn,ci=ci,n=nn)
}
kmsbinomci<-function(x = sum(y), nn = length(y), y = NULL, n = NA, alpha = 0.05){

#
# Boinomial
# Confidence interval for the probability of success.
# Kulinskaya, E., Morgenthaler, S. & Staudte, R. (2008).
# Meta Analysis: A guide to calibrating and combining statistical evidence p. 140
#
if(!is.null(y[1])){
y=elimna(y)
nn=length(y)
}
if(nn==1)stop('Something is wrong: number of observations is only 1')
n<-nn
cr=qnorm(1-alpha/2)
ntil=n+.75
ptil=(x+3/8)/ntil
if(x!=n && x!=0){
term1=sin(asin(sqrt(ptil))-crit/(2*sqrt(n)))
term2=sin(asin(sqrt(ptil))+crit/(2*sqrt(n)))
lower=term1^2
upper=term2^2
}
lower<-0
}
if(x==1){
}
if(x==n-1){
}
if(x==n){
lower<-alpha^(1/n)
upper<-1
}
phat=x/n
list(phat=phat,se=sqrt(ptil*(1-ptil)/ntil),ci=c(lower,upper),n=n)
}
binom.conf<-function(x = sum(y), nn = length(y),AUTO=TRUE,

method=c('AC','P','CP','KMS','WIL','SD'), y = NULL, n = NA, alpha = 0.05){
#
#
# P: Pratt's method
# WIL: Wilson type CI. Included for completeness; was used in simulations
relevant to binom2g
# SD: Schilling--Doi
#
if(nn<35){
if(AUTO)method='SD'
}
switch(type,
P=binomci(x=x,nn=nn,y=y,n=n,alpha=alpha),
AC=acbinomci(x=x,nn=nn,y=y,n=n,alpha=alpha),
CP=binomCP(x=x,nn=nn,y=y,n=n,alpha=alpha),
KMS=kmsbinomci(x=x,nn=nn,y=y,n=n,alpha=alpha),
WIL=wilbinomci(x=x,y=y,n=nn,alpha=alpha),
SD=binomLCO(x=x,nn=nn,y=y,alpha=alpha),
)
}
binom.conf.pv<-function(x = sum(y), nn = length(y),y=NULL,method='AC',AUTO=TRUE,

PVSD=FALSE,alpha=.05,nullval=.5,NOTE=TRUE){
#
# p-value for the methods available in binom.conf
# P: Pratt's method
# WIL: Wilson type CI. Included for completeness; was used in simulations
relevant to binom2g
# SD: Schilling--Doi
#
# AUTO=TRUE, use SD if n<35
# PVSD=FALSE: no p-value when using SD to avoid possibly high execution time
#
if(AUTO){
if(nn<35)method='SD'
}
ci<-binom.conf(x,nn,alpha=alpha,method=method,AUTO=FALSE)
pv=NULL
if(method=='SD'){
if(!PVSD){
if(NOTE)print('To get a p-value when method=SD, set PVSD=TRUE, but execution time
might be high')
}}
if(method!='SD' || PVSD){
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-binom.conf(x,nn,alpha=alph[i],method=method,AUTO=FALSE)$ci
}
p.value<-irem/100
if(p.value<=.01){
iup<-(irem+1)/100
p.value<-alph[i]
chkit<-binom.conf(x,nn,alpha=alph[i],method=method,AUTO=FALSE)$ci
}}
pv=alph[i]
}
list(n=ci$n,p.hat=ci$phat,ci=ci$ci,p.value=pv)
}
wilbinomci<-function(x = sum(y), n = length(y), y = NULL, alpha = 0.05){

#
# Wilson type confidence interval used by Zou et al. (2009)
if(!is.null(y[1])){
y=elimna(y)
n=length(y)
}
if(n==1)stop('Something is wrong: number of observations is only 1')
cr=qnorm(alpha/2)
phat=x/n
term=phat*(1-phat)+cr^2/(4*n)
lower=(phat+cr^2/(2*n)+cr*sqrt(term/n))/(1+cr^2/n)
upper=(phat+cr^2/(2*n)-cr*sqrt(term/n))/(1+cr^2/n)
lower<-0
}
if(x==1){
}
if(x==n-1){
}
if(x==n){
lower<-alpha^(1/n)
upper<-1
}
phat=x/n
list(phat=phat,ci=c(lower,upper),n=n)
}
bi2ac<-function(r1=sum(elimna(x)),n1=length(elimna(x)),r2=sum(elimna(y)),
n2=length(elimna(y)),
x=NA,y=NA,alpha=.05,null.value=0){
v1=acbinomci(x=r1,nn=n1)
v2=acbinomci(x=r2,nn=n2)
dif=v1$phat-v2$phat
sq.se=v1$se^2+v2$se^2
test=(dif-null.value)/sqrt(sq.se)
ci=dif-crit*sqrt(sq.se)
ci[2]=dif+crit*sqrt(sq.se)
pv=2*(1-pnorm(abs(test)))
list(n1=n1,n2=n2,phat1=v1$phat,phat2=v2$phat,dif=dif,ci=ci,test.stat=test,p.value=p
v)
}
lincon.bin<-
function(r,n,con=NULL,alpha=.05,null.value=0,x=NULL,method='KMS',binCI=acbinomci){
#
# r: number of successes for J independent groups
# n: corresponding sample sizes
#
# Compute confidence interval for a linear combination of independent binomials
#
# For 3 or more groups use:
# A note on confidence interval estimation for a linear function
# of binomial proportion.
# Zou, G. Y., Huang, W. & Zheng, X (2009) CSDA, 53, 1080-1085
# Otherwise, use binom2g with
# method='KMS' or 'SK'
#
# con: contrast coeffiients
# if NULL, all pairwise comparisons are performed.
#
# x: if not NULL, taken to be a matrix containing 0s and 1s, columns correspond to
groups
# r and n are computed using the data in x
#
# binCI, required by Zou et al. methods, defaults to Agresti--Coull
# Other choices for binCI:
# binomci: Pratt's method
# binomCP: Clopper--Pearson
# kmsbinomci: Kulinskaya et al
# wilbinomci: Wilson
# binomLCO: Schilling--Doi
#
if(!is.null(x)){
r=apply(x,2,sum)
n=rep(nrow(x),ncol(x))
}
J=length(r)
est=matrix(NA,nrow=J,ncol=3)
for(j in 1:J){
v=binCI(r[j],n[j],alpha=alpha)
est[j,]=c(v$phat,v$ci)
}
if(!is.null(con))con=as.matrix(con)
if(is.null(con))con=con.all.pairs(J)
NT=ncol(con)
L=NA
U=NA
EST=NA
PV=NA
for(k in 1:NT){
if(sum(con[,k]!=0)==2){
id1=which(con[,k]==1)
id2=which(con[,k]==-1)
a=binom2g(r[id1],n[id1],r[id2],n[id2],method=method)
L[k]=ifelse(method!='SK',a$ci[1],NA)
U[k]=ifelse(method!='SK',a$ci[2],NA )
PV[k]=a$p.value
EST[k]=a$est.dif
}
if(sum(con[,k]!=0)>2){
mat=cbind(con[,k]*est[,2],con[,k]*est[,3])
LM=apply(mat,1,min)
UM=apply(mat,1,max)
term1=sum(con[,k]*est[,1])
EST[k]=term1
term2=sqrt(sum((con[,k]*est[,1]-LM)^2))
term3=sqrt(sum((con[,k]*est[,1]-UM)^2))
L[k]=term1-term2
U[k]=term1+term3
PV[k]=lincon.binPV(r,n,con=con[,k],nullval=null.value,binCI=acbinomci)$p.value
}
}
adj=p.adjust(PV,method='hoch')
CI=cbind(EST,L,U,PV,adj)
dimnames(CI)=list(NULL,c('Est','ci.low','ci.hi','p-value','Adjusted p.value'))
list(p.hat=est[,1],CI=CI,con=con)
}
lincon.bin.sub<-
function(r,n,con=NULL,alpha=.05,null.value=0,x=NULL,binCI=acbinomci){
#
# r: number of successes for J independent groups
# n: corresponding sample sizes
#
# Compute confidence interval for a linear combination of independent binomials
# using:
# A note on confidence interval estimation for a linear function
# of binomial proportion.
# Zou, G. Y., Huang, W. & Zheng, X (2009) CSDA, 53, 1080-1085
#
# con: contrast coeffiients
# if NULL, all pairwise comparisons are performed.
#
# x: if not NULL, taken to be a matrix containing 0s and 1s, columns correspond to
groups
# r and n are computed using the data in x
#
# binCI defaults to Agresti--Coull
#
if(!is.null(x)){
r=apply(x,2,sum)
n=rep(nrow(x),ncol(x))
}
J=length(r)
est=matrix(NA,nrow=J,ncol=3)
for(j in 1:J){
v=binCI(r[j],n[j],alpha=alpha)
est[j,]=c(v$phat,v$ci)
}
if(!is.null(con))con=as.matrix(con)
if(is.null(con))con=con.all.pairs(J)
NT=ncol(con)
L=NA
U=NA
EST=NA
for(k in 1:NT){
mat=cbind(con[,k]*est[,2],con[,k]*est[,3])
LM=apply(mat,1,min)
UM=apply(mat,1,max)
term1=sum(con[,k]*est[,1])
EST[k]=term1
term2=sqrt(sum((con[,k]*est[,1]-LM)^2))
term3=sqrt(sum((con[,k]*est[,1]-UM)^2))
L[k]=term1-term2
U[k]=term1+term3
}
CI=cbind(EST,L,U)
dimnames(CI)=list(NULL,c('Est','ci.low','ci.hi'))
list(p.hat=est[,1],CI=CI,con=con)
}
lincon.binPV<-function(r,n,con=NULL,alpha=.05,nullval=0,binCI=acbinomci){
#
# Compare two binomials using the method in Zou et al.2009 CSDA.
#
# x and y are vectors of 1s and 0s.
# r1 = the number of successes observed among group 1
# n1 = sample size for group 1
#
# nullval is the hypothesized value of the linear contrast
#
# binCI defaults to Agresti--Coull
#
ci=lincon.bin.sub(r=r,n=n,alpha=alpha,con=con,binCI=binCI)
p.value=1
p1.hat=r1/n1
p2.hat=r2/n2
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-lincon.bin.sub(r=r,n=n,alpha=alph[i],con=con,binCI=binCI)$CI[2:3]
}
p.value<-irem/100
iup<-(irem+1)/100
irem<-i
p.value<-alph[i]
chkit<-lincon.bin.sub(r=r,n=n,alpha=alph[i],con=con,binCI=binCI)$CI[2:3]
}
list(n=n,p.est=ci$CI[1],ci=ci$CI[2:3],p.value=p.value)
}
binom2g.ZHZ.main<-function(r1=sum(elimna(x)),n1=length(elimna(x)),
r2=sum(elimna(y)),n2 = length(elimna(y)), x = NA, y = NA, alpha=.05,
method='AC'){
#
# Compare two binomials using the method in Zou et al. 2009 CSDA.
#
ci1=binom.conf(r1,n1,method=method,alpha=alpha)
ci2=binom.conf(r2,n2,method=method,alpha=alpha)
ci=ci1$phat-ci2$phat-sqrt((ci1$phat-ci1$ci[1])^2+(ci2$ci[2]-ci2$phat)^2)
ci[2]=ci1$phat-ci2$phat+sqrt((ci1$ci[2]-ci1$phat)^2+(ci2$phat-ci2$ci[1])^2)
ci
}
binom2g.ZHZ<-function(r1=sum(elimna(x)),n1=length(elimna(x)),
r2=sum(elimna(y)),n2 = length(elimna(y)), x = NA, y = NA,
nullval=0,alpha=.05,WARN=TRUE,
method='AC'){
#
# Compare two binomials using the method in Zou et al.2009 CSDA.
#
# x and y are vectors of 1s and 0s.
#
# nullval is the hypothesized difference
#
if(min(n1,n2)<40){
if(WARN)print('Minimum sample size is less than or equal to 40, methods SK and
KMS might be more satisfactory')
}
ci=binom2g.ZHZ.main(r1=r1,n1=n1,r2=r2,n2=n2,alpha=alpha)
p1.hat=r1/n1
p2.hat=r2/n2
alph<-c(1:99)/100
for(i in 1:99){
irem<-i
chkit<-binom2g.ZHZ.main(r1=r1,n1=n1,r2=r2,n2=n2,alpha=alph[i])
}
p.value<-irem/100
if(p.value<=.1){
iup<-(irem+1)/100
p.value<-alph[i]
}}
if(p.value<=.001){
alph<-seq(.0001,.001,.0001)
p.value<-alph[i]
}}
list(n1=n1,n2=n2,p1.hat=p1.hat,p2.hat=p2.hat,dif=p1.hat-
p2.hat,ci=ci,p.value=p.value)
}
binom2g<-function(r1 = sum(elimna(x)), n1 = length(elimna(x)), r2 = sum(elimna(y)),

n2 = length(elimna(y)), x = NA, y = NA,
method=c('KMS','SK','ZHZ'),binCI=acbinomci,alpha = 0.05, null.value = 0){
#
# r: vector contain number of successes
# n: corresponding sample size
# x: list mode or matrix or data frame containing 1s and 0s for each of the J
groups. If a matrix, columns correspond to groups.
# It is assumed that r and n are specified or x is specified.
# If x is specified, r and n are computed based on the data in x.
# Otherwise r and n are used.
#
# binCI is used by ZHZ and defaults to Agresti--Coull
#
#
#
switch(type,
ZHZ=lincon.bin(c(r1,r2),n=c(n1,n2),binCI=binCI),
KMS=bi2KMSv2(r1,n1,r2,n2,x=x,y=y),
SK=twobinom(r1,n1,r2,n2,x=x,y=y),
)
}
smpred<-function(x,y,pts=x,xout=FALSE,outfun=outpro,
method=c('RUN','LOESS','BIN'),...){
#
# Compute predicted values for points in pts based on data in x and y
#
# RUN: running interval smoother
# LOESS: Cleveland's LOESS
# BIN: Binary DV, use logSM
#
switch(type,
RUN=rplot.pred(x=x,y=y,pts=pts,xout=xout,outfun=outfun,...)$Y.hat,,
LOESS=lplot.pred(x=x,y=y,pts=pts,xout=xout,outfun=outfun,...)$yhat,
BIN=logSMpred(x=x,y=y,pts=pts,xout=xout,outfun=outfun,...))
}
logSM2g<-function(x1,y1,x2,y2,fr=2,xout=FALSE,outfun=outpro,xlab='X',ylab='Y'){
#
# plot smooth for binary data for each of two groups
#
xord1=order(x1)
xord2=order(x2)
p1=logSMpred(x1[xord1],y1[xord1],x1[xord1],fr=fr,xout=xout,outfun=outfun)
p2=logSMpred(x2[xord2],y2[xord2],x2[xord2],fr=fr,xout=xout,outfun=outfun)
plot(c(x1,x2),c(p1,p2),type='n',ylim=c(0,1),xlab=xlab,ylab=ylab)
lines(x1[xord1],p1)
lines(x2[xord2],p2,lty=2)
}
zonoid<-function(x,pts=x,SEED=TRUE){
#
# Requires ddalpha
#
#
# Compute zonoid depths
# Dyckerhoff, R., Koshevoy, G., and Mosler, K. (1996).
# Zonoid data depth: theory and computation.
# In: Prat A. (ed), COMPSTAT 1996. Proceedings in computational
# statistics, Physica-Verlag (Heidelberg), 235--240.
# Koshevoy, G. and Mosler, K. (1997). Zonoid trimming

# for multivariate distributions Annals of Statistics 25 1998--2017.
# The code was written by Rainer Dyckerhoff.
#
# This function is for convenience: The arguments are consistent with
# other depth functions in Rallfun and the R package WRS
#
library(ddalpha)
depth.zonoid(pts,x)
}
binpair<-function(r=NULL,n=NULL,x=null,method='KMS',alpha=.05){
#
# Do all pairwise comparisons among J independent groups
#
# Choices for method:
# 'KMS': Kulinskaya et al. method
# 'SK': Storer--Kim
# 'ZHZ': Zou et al.
#
# r: vector contain number of successes
# n: corresponding sample size
# x: list mode or matrix or data frame containing 1s and 0s for each of the J
# groups. If a matrix, columns correspond to groups.
# It is assumed that r and n are specified or x is specified.
# If x is specified, r and n are computed based on the data in x.
# Otherwise r and n are used.
#
#
if(!is.null(r)){
J=length(r) #number of groups
if(J!=length(n))stop('r and n have different lengths')
}
if(is.null(r)){
r=NA
n=NA
J=length(x)
r[j]=sum(x[[j]]==1)
n[j]=length(x[[j]])
}}
NP=(J^2-J)/2
output=matrix(NA,nrow=NP,ncol=11)
dimnames(output)=list(NULL,c('Group','Group','n1','n2','Est. 1', 'Est.
2','est.dif',
'ci.low','ci.up','p-value','ADJ.p.value'))
ic=0
for(j in 1:J){
for(k in 1:J){
if(j<k){
ic=ic+1
temp=binom2g(r[j],n[j],r[k],n[k],method=method,alpha=alpha)
if(method=='KMS')output[ic,1:10]=c(j,k,n[j],n[k],r[j]/n[j],r[k]/n[k],temp$est.dif,
temp$ci,temp$p.value)
if(method=='SK')output[ic,c(1:7,10)]=c(j,k,n[j],n[k],r[j]/n[j],r[k]/n[k],temp$est.d
if,temp$p.value)
if(method=='ZHZ')output[ic,1:10]=c(j,k,n[j],n[k],r[j]/n[j],r[k]/n[k],temp$dif,
temp$ci,temp$p.value)
}}}
output[,11]=p.adjust(output[,10],'hoch')
output
}
smtest<-function(x,y,IV=1,Qsplit=.5,nboot=1000,est=tmean,tr=.2,PB=FALSE,
xout=FALSE,outfun=outpro,SEED=TRUE,...){
#
#
# Qsplit: split the independent variable based on the
# quantiles indicated by Qsplit
# Example Qsplit=c(.25,.5,.75) would split based on the quartiles
#
# Then test the hypothesis of equal measures of location
# IV=1: split on the first independent variable,
# IV=2: split on the second independent variable, etc.
x=as.matrix(x)
p=ncol(x)
if(p==1)stop('There should be two or more independent variables')
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
v=NULL
if(xout){
m<-xy[flag,]
x<-m[,1:p]
y<-m[,p1]
}
if(identical(est,median))PB=TRUE
if(identical(est,hd))PB=TRUE
z=list()
N.int=length(Qsplit)+1
qv=quantile(x[,IV],Qsplit)
qv=c(min(x[,IV]),qv,max(x[,IV]))
group=list()
for(j in 1:N.int){
j1=j+1
xsub=binmat(xy,IV,qv[j],qv[j1])
z[[j]]=xsub[,p1]
group[[j]]=summary(xsub[,IV])
}
if(PB)a=linconpb(z,est=est,SEED=SEED,nboot=nboot,...)
if(!PB)a=lincon(z,tr=tr,pr=FALSE)
list(Indep.var.summary.for.each.group=group,output=a)
}
mcnemar.AC<-function(x, y = NULL,method='AC',alpha=.05){
if (is.matrix(x)) {
r <- nrow(x)
if ((r!= 2) || (ncol(x) != 2))
stop('x must be square with two rows and columns')
if (any(x < 0) || anyNA(x))
stop("all entries of 'x' must be nonnegative and finite")
DNAME <- deparse(substitute(x))
}
else {
if (is.null(y))
stop("if 'x' is not a matrix, 'y' must be given")
if (length(x) != length(y))
stop('x and y must have the same lengt')
DNAME <- paste(deparse(substitute(x)), "and", deparse(substitute(y)))
OK <- complete.cases(x, y)
x <- as.factor(x[OK])
y <- as.factor(y[OK])
r <- nlevels(x)
if ((r !=2) || (nlevels(y) != 2))
stop('x and y must have the same number of levels, 2)')
x <- table(x, y)
}
x
B=x[1,2]
C=x[2,1]
n=B+C
if(n<5)res='B+C is less than 4'
if(n>=5)res=binom.conf(B,n,method=method,alpha=alpha)
res
}
smbinRC<-
function(x,y,IV=c(1,2),Qsplit1=.5,Qsplit2=.5,method='ACSK',nboot=1000,est=tmean,alp
ha=.05,FWE.method='hoch',
#
# y is assumed to be binary
#
# Split data based on the covariates indicated by
# IV
#
# Example
# Qsplit1=c(.25,.5,.75)
# Qsplit2=.5
# would split based on the quartiles for the first independent variable and the
median
# for the second independent variable
#
# Then compare the probability of a success corresponding to the resulting groups
#
# IV[1]: indicates the column of containing the first independent variable to use.
# IV[2]: indicates the column of containing the second independent variable to
use.
#
p=ncol(x)
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
v=NULL
n=length(y)
yy=rep(0,n)
flag=which(y==max(y))
yy[flag]=1
y=yy
if(xout){
x<-x[flag,]
y<-y[flag]
}
z=list()
group=list()
N.int=length(Qsplit1)+1
N.int2=length(Qsplit2)+1
est.mat=matrix(NA,nrow=N.int,ncol=N.int2)
L1=NULL
L2=NULL
for(i in 1:N.int)L1[i]=paste('IV1.G',i)
for(i in 1:N.int2)L2[i]=paste('IV2.G',i)
dimnames(est.mat)=list(L1,L2)
qv=quantile(x[,IV[1]],Qsplit1)
qv=c(min(x[,IV[1]]),qv,max(x[,IV[1]]))
qv2=quantile(x[,IV[2]],Qsplit2)
qv2=c(min(x[,IV[2]]),qv2,max(x[,IV[2]]))
ic=0
for(j in 1:N.int){
j1=j+1
xsub=binmat(xy,IV[1],qv[j],qv[j1])
for(k in 1:N.int2){
k1=k+1
xsub2=binmat(xsub,IV[2],qv2[k],qv2[k1])
est.mat[j,k]=est(xsub2,...)
ic=ic+1
z[[ic]]=xsub2[,p1]
if(length(z[[ic]])>6)group[[ic]]=summary(xsub2[,1:p])
}
}
n=NA
for(j in 1:length(z)){
n[j]=length(z[[j]])
}
if(min(n)<=5){
id=which(n>5)
del=which(n<=5)
n=n[id]
if(pr)print(paste('eliminated group',del,'The sample size is less than 6'))
}
NT=N.int*N.int2
MID=matrix(c(1:NT),nrow=N.int,ncol=N.int2,byrow=TRUE)
# pull out groups indicated by the columns of MID and do tests
IV1res=NULL
a=NULL
r=NA
n=NA
for(j in 1:N.int2){
zsub=z[MID[,j]]
r=lapply(zsub,sum)
n=lapply(zsub,length)
r=as.vector(matl(r))
a=binpair(r,n,method=method,alpha=alpha)
IV1res=rbind(IV1res,a[,3:11])
}
# update adjusted p-value
IV1res[,9]=p.adjust(IV1res[,8],method=FWE.method)
#Now do IV2
IV2res=NULL
r=NA
n=NA
a=NULL
for(j in 1:N.int){
zsub=z[MID[j,]]
r=lapply(zsub,sum)
n=lapply(zsub,length)
r=as.vector(matl(r))
IV2res=rbind(IV2res,a[,3:11])
IV2res[,9]=p.adjust(IV2res[,8],method=FWE.method)
}
list(Independent.variables.summary=group,Res.4.IV1=IV1res,Res.4.IV2=IV2res)
}
smgridRC<-
function(x,y,IV=c(1,2),Qsplit1=.5,Qsplit2=.5,tr=.2,alpha=.05,PB=FALSE,est=tmean,nbo
ot=1000,pr=TRUE,method='hoch',
#
# Compare measures of location among grids defined by quantiles of two IVs. By
default 20% trimming is used
# est=median would use medians
# est=hd would use the Harrell-Davis estimator for the median.
#
# Example
# Qsplit1=c(.25,.5,.75)
# Qsplit2=.5
median
# Then compare binomials#
#
use.
#
# tr: amount of trimming
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
v=NULL
if(xout){
x<-x[flag,]
y<-y[flag]
}
z=list()
group=list()
n.mat=matrix(NA,nrow=N.int,ncol=N.int2)
DV.mat=matrix(NA,nrow=N.int,ncol=N.int2)
L1=NULL
L2=NULL
ic=0
for(j in 1:N.int){
j1=j+1
for(k in 1:N.int2){
k1=k+1
est.mat[j,k]=est(xsub2[,p1],...)
n.mat[j,k]=length(xsub2[,p1])
ic=ic+1
z[[ic]]=xsub2[,p1]
}
}
n=NA
n[j]=length(z[[j]])
}
if(min(n)<=5){
id=which(n>5)
del=which(n<=5)
n=n[id]
}
NT=N.int*N.int2
MID=matrix(c(1:NT),nrow=N.int,ncol=N.int2,byrow=TRUE)
# pull out groups indicated by the columns of MID and do tests
IV1res=NULL
a=NULL
for(j in 1:N.int2){
zsub=z[MID[,j]]
DV.mat[,j]=matl(lapply(zsub,est,...))
if(!PB)a=lincon(zsub,tr=tr,pr=FALSE,alpha=alpha)$psihat[,3:8]
if(PB){
if(identical(est,tmean))a=linpairpb(zsub,nboot=nboot,alpha=alpha,est=est,SEED=SEED,
tr=tr)$output[,c(3:9)]
else
a=linpairpb(zsub,nboot=nboot,alpha=alpha,est=est,SEED=SEED,...)$output[,c(3:9)]
}
IV1res=rbind(IV1res,a)
}
#Now do IV2
IV2res=NULL
a=NULL
for(j in 1:N.int){
zsub=z[MID[j,]]
if(!PB){
a=lincon(zsub,tr=tr,pr=FALSE,alpha=alpha)$psihat[,3:8]
}
if(PB){
if(identical(est,tmean))a=linpairpb(zsub,nboot=nboot,alpha=alpha,est=est,SEED=SEED,
tr=tr)$output[,c(3:9)]
else
a=linpairpb(zsub,nboot=nboot,alpha=alpha,est=est,SEED=SEED,...)$output[,c(3:9)]
}
IV2res=rbind(IV2res,a)
}
if(!PB){ #fix labels add adjusted p-value
IV1res=cbind(IV1res[,1:4],p.adjust(IV1res[,4],method=method),IV1res[,5:6])
IV2res=cbind(IV2res[,1:4],p.adjust(IV2res[,4],method=method),IV2res[,5:6])
dimnames(IV1res)=list(NULL,c('psihat','ci.lower','ci.upper','p.value','p.adjust','E
st.1','Est.2'))
st.1','Est.2'))
}
if(PB){
IV1res[,3]=p.adjust(IV1res[,2],method=method)
IV2res[,3]=p.adjust(IV2res[,2],method=method)
IV1res=IV1res[,c(1,4,5,2,3,6,7)]
IV2res=IV2res[,c(1,4,5,2,3,6,7)]
st.1','Est.2'))
st.1','Est.2'))
}
list(est.loc.4.DV=est.mat,n=n.mat,Independent.variables.summary=group,Res.4.IV1=IV1
res,Res.4.IV2=IV2res)
}
sm.inter<-
function(x,y,IV=c(1,2),Qsplit1=.5,Qsplit2=.5,PB=FALSE,est=tmean,TR=.2,nboot=1000,pr
=TRUE,
#
# Split on two variables.
# Look for interactions
# PB=FALSE: use trimmed means
# PB=TRUE: use percentile bootstrap.
#
# TR: amount of trimming when using a non-bootstrap method. To alter the amount of
trimming when using
# a bootstrap method use
# tr. Example, tr=.25 would use 25% trimming.
#
# est=median would use medians
# est=hd would use the Harrell-Davis estimator for the median.
#
# Example
# Qsplit1=c(.25,.5,.75)
# Qsplit2=.5
median
#

use.
#
# if(length(unique(y)>2))stop('y should be binary')
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
v=NULL
if(xout){
x<-x[flag,]
y<-y[flag]
}
z=list()
group=list()
L1=NULL
L2=NULL
ic=0
for(j in 1:N.int){
j1=j+1
for(k in 1:N.int2){
k1=k+1
est.mat[j,k]=est(xsub2[,p1],...)
ic=ic+1
z[[ic]]=xsub2[,p1]
}
}
n=NA
n[j]=length(z[[j]])
}
if(min(n)<=5){
id=which(n>5)
del=which(n<=5)
n=n[id]
}
test=NULL
if(!PB){
a=lincon(z,con=con2way(N.int,N.int2)$conAB,tr=tr,pr=FALSE)
test=a$test
psihat=a$psihat
}
if(PB){
a=linconpb(z,con=con2way(N.int,N.int2)$conAB,est=est,...)
psihat=a$output
}
list(Group.summary=group,loc.est=est.mat,test=test,psihat=psihat,con=con2way(N.int,
N.int2)$conAB)
}
Depth.class<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,depthfun=prodepth,DIST=TRUE,SE
ED=TRUE,...){
#
# Do classification using max depths or max depth distribution as suggested by
# Makinde and Fasoranbaku (2018). JAS
#
# depthfun indicates how the depth of a point is computed.
# By default, projection depth is used. depthfun=zonoid would use zonoid depth
#
# g: labels for the data in the training set.
#
# depthfun must be a function having the form depthfun(x,pts).
# That is, compute depth for the points in pts relative to points in x.
#
#
library(class)
if(is.matrix(g)){
}
Train=elimna(Train)
p=ncol(train)
p1=p+1
train=Train[,1:p]
g=Train[,p1]
flag=g==min(g)
x1=Train[flag,1:p]
x2=Train[!flag,1:p]
}
x1=elimna(x1)
x2=elimna(x2)
x1=as.matrix(x1)
x2=as.matrix(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
train=elimna(train)
test=elimna(test)
if(ncol(test)==1)test=t(test) # If test is a vector, a single point, transpose to
get correct number of columns.
if(ncol(test)!=ncol(train))stop('test and train do not have the same number of
columns')
ntest=nrow(test)
P=ncol(train)
P1=P+1
xall=as.data.frame(matrix(NA,nrow=nrow(train),ncol=P1))
xall[,1:P]=train
xall[,P1]=g
xall=elimna(xall)
x1=xall[,1:P]
xall=as.matrix(xall)
g=as.vector(xall[,P1])
ids=unique(g) # Number of categories
x2=elimna(test)
x1=as.matrix(x1)
x2=as.matrix(x2)
n=nrow(x1)
n2=nrow(x2)
p=length(ids)
D=matrix(NA,nrow=p,ncol=n2)
for(i in 1:p){
flag=g==ids[i]
D[i,]=depthfun(as.matrix(x1[flag,]),pts=x2,SEED=SEED,...) # depth of test points
relative to train data in cat i
}
if(!DIST)res=apply(D,2,which.max)
if(DIST){
res=NA
all.dep=list()
for(i in 1:p){
flag=g==ids[i]
all.dep[[i]]=depthfun(x1[flag,],pts=x1[flag,],...) #Have depth of all point in the
training set for class i
}
for(j in 1:ntest){
dt=NA
cum.depth=NA
for(i in 1:p){
flag=g==ids[i]
chkpt=matrix(x2[j,],nrow=1)
#dt[i]=depthfun(x1[flag,],pts=x2[j,],...)
dt[i]=depthfun(x1[flag,],chkpt,...)
cum.depth[i]=mean(all.dep[[i]]<=dt[i])
}
chkit=which(cum.depth==max(cum.depth))
res[j]=chkit[1]
}}
res
}
Depth.class.bag<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,depthfun=prodepth,DIST=FALSE,n
boot=100,SEED=TRUE,...){
#
#
# g=class id
# x1 and x2.
#
# KNN classification using data depths.
less than .5
#
#
if(SEED)set.seed(2)
if(is.null(test))stop('test =NULL, no test data provided')
if(is.matrix(g)){
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
dvec[i,]=Depth.class(x1=x1[id1,],x2=x2[id2,],test=test,depthfun=depthfun,DIST=DIST,
...)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
smbin.test<-function(x,y,IV=1,Qsplit=.5,method='SK',nboot=1000,
#
#
# Qsplit: split the independent variable indicated by the argument
# IV; it defaults to 1, the first variable , column 1, in x.
# Example:
# IV=1: split on the first independent variable,
# IV=2: split on the second independent variable,
#
# Qsplit indicates the quantiles to be used and defaults to .5.
# Example Qsplit=c(.25,.5,.75) would split based on the quartiles
#
# Then compare the probability of success corresponding to the groups.
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
v=NULL
if(xout){
m<-xy[flag,]
x<-m[,1:p]
y<-m[,p1]
}
z=list()
N.int=length(Qsplit)+1
qv=quantile(x[,IV],Qsplit)
qv=c(min(x[,IV]),qv,max(x[,IV]))
group=list()
for(j in 1:N.int){
j1=j+1
xsub=binmat(xy,IV,qv[j],qv[j1])
z[[j]]=xsub[,p1]
group[[j]]=summary(xsub[,IV])
}
r=NA
n=NA
for(j in 1:N.int){
r[j]=sum(z[[j]])
n[j]=length(z[[j]])
}
a=binpair(r,n,method=method,SEED=SEED)
list(Group.summary=group,output=a)
}
smgrid<-
function(x,y,IV=c(1,2),Qsplit1=.5,Qsplit2=.5,tr=.2,PB=FALSE,est=tmean,nboot=1000,pr
=TRUE,
#
# Split on two variables, not just one.
# All pairwise comparisons among the groups are performed.
# In contrast, smgridRC does only those tests relevant to establishing
# whether and where an independent variable is associated with the dependent
variable.
#
# Example
# Qsplit1=c(.25,.5,.75)
# Qsplit2=.5
median
#

use.
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
v=NULL
if(xout){
x<-x[flag,]
y<-y[flag]
}
z=list()
group=list()
L1=NULL
L2=NULL
ic=0
for(j in 1:N.int){
j1=j+1
for(k in 1:N.int2){
k1=k+1
est.mat[j,k]=est(xsub2,...)
ic=ic+1
z[[ic]]=xsub2[,p1]
}
}
n=NA
n[j]=length(z[[j]])
}
if(min(n)<=5){
id=which(n>5)
del=which(n<=5)
n=n[id]
}
test=NULL
if(!PB){
a=lincon(z,tr=tr,pr=FALSE)
chk.sig=sign(a$psihat[,4])*sign(a$psihat[,5])
num.sig=sum(chk.sig<=0)
test=a$test
res=a$psihat
}
if(PB){
a=linpairpb(z,est=est,nboot=nboot,...)
numsig=a$sum.sig
res=a$output
}
list(Group.summary=group,loc.est=est.mat,test=test,output=res,num.sig=num.sig)
}
reg.hyp.split<-function(x,y,split.reg=Qreg,TR=.2,alpha = 0.05, PB = FALSE, est =

tmean, nboot = 1000, pr = TRUE,
method = "hoch", xout = FALSE, outfun = outpro, SEED = TRUE, ...){
#
# Split design space based on the hyperplane associated with the argument
# split.reg
# Default is a quantile regression estimate based on the data in x
# Split the original data then split the results again to get a 2-by-2 ANOVA
design
#
# Compare measures of location based on the resulting splits
#
# Choices for split.reg: any R function that returns coefficients in $coef
# Ex. split.reg=depreg would use a deepest regression estimator.
# Could get different split using different quantiles
# Ex.split.reg=Qreg,q=.25, would split the design space based .25 quantile
hyperplanes.
# split.reg=mdepreg.coef would use the deepest regression line estimator.
#
#
p=ncol(x)
if(xout){
flag<-outfun(xy[,1:p],plotit=FALSE,...)$keep
xy<-xy[flag,]
}
if(p<2)stop('Should have two or more independent variables')
pm1=p-1
p1=p+1
hat=reg.pred(xy[,1:pm1],xy[,p],regfun=split.reg,...)
res=xy[,p]-hat
flag=res>0
x1=xy[flag,]
x2=xy[!flag,]
#
hat=reg.pred(x1[,1:pm1],x1[,p],regfun=split.reg,...)
res=x1[,p]-hat
flag=res>0
xy1=x1[flag,]
xy2=x1[!flag,]
#
res=x2[,p]-hat
flag=res>0
xy3=x2[flag,]
xy4=x2[!flag,]
y=list()
y[[1]]=xy1[,p1]
y[[2]]=xy2[,p1]
y[[3]]=xy3[,p1]
y[[4]]=xy4[,p1]
group=list()
group[[1]]=summary(xy1[,1:p])
if(!PB)a=lincon(y,tr=TR)
if(PB)a=linconpb(y,est=est,nboot=nboot,...)
list(Independent.variables.summary=group,output=a)
}
regbin.hyp.split<-function(x,y,split.reg=Qreg,alpha = 0.05, nboot = 1000,

method ='SK', xout = FALSE, outfun = outpro, SEED = TRUE, ...){
#
# y is assumed to be binary
#
# Split design space based on the hyperplane associated with the argument
# split.reg
# Default is a squantile regression estimate based on the data in x
# Split the original data then split the results again to get a 2-by-2 ANOVA
design
#
# Compare binomial distributions using based on the argument
# method, which defaults to Storer--Kim. To get confidence intervals use
# method='KMS'
#
# Choices for split.reg: any R function that returns coefficients in $coef
# Ex. split.reg=depreg would use a deepest regression estimator.
# Could get different split using different quantiles
# Ex.split.reg=Qreg,q=.25, would split the design space based .25 quantile
hyperplanes.
# split.reg=mdepreg.coef would use the deepest regression line estimator.
#
#
p=ncol(x)
if(xout){
flag<-outfun(xy[,1:p],plotit=FALSE,...)$keep
xy<-xy[flag,]
}
n=length(y)
yy=rep(0,n)
flag=which(y==max(y))
yy[flag]=1
y=yy
if(p<2)stop('Should have two or more independent variables')
pm1=p-1
p1=p+1
hat=reg.pred(xy[,1:pm1],xy[,p],regfun=split.reg,...)
res=xy[,p]-hat
flag=res>0
x1=xy[flag,]
x2=xy[!flag,]
#
res=x1[,p]-hat
flag=res>0
xy1=x1[flag,]
xy2=x1[!flag,]
#
res=x2[,p]-hat
flag=res>0
xy3=x2[flag,]
xy4=x2[!flag,]
r=NA
r[1]=sum(xy1[,p1])
r[2]=sum(xy2[,p1])
r[3]=sum(xy3[,p1])
r[4]=sum(xy4[,p1])
n=NA
n[1]=nrow(xy1)
n[2]=nrow(xy2)
n[3]=nrow(xy3)
n[4]=nrow(xy4)
group=list()
list(Independent.variables.summary=group,output=a)
}
KNNbag<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,depthfun=prodepth,nboot=100,SE
ED=TRUE,...){
#
#
# g=class id
# x1 and x2.
#
less than .5
# It removes any row vector with missing values
#
#
if(SEED)set.seed(2)
if(is.matrix(g)){
}
Train=elimna(Train)
p=ncol(train)
p1=p+1
train=Train[,1:p]
g=Train[,p1]
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
values')
}
x1=elimna(x1)
x2=elimna(x2)
test=elimna(test)
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
dvec[i,]=KNNdist(x1=x1[id1,],x2=x2[id2,],test=test,depthfun=depthfun)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
SVMbag<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,depthfun=prodepth,kernel='radi
al',nboot=100,SEED=TRUE,...){
#
#
# g=class id
# x1 and x2.
#
# Support Vector Machine classification method.
# Unlike standard SVM this function has the following property. Suppose n1!=n2
and n2/n1 is small. If there is no
# association between the training data and the labels, the probability of a
misclassification is .5
# In contrast, using standard SVM, it is approximately n2/(n1+n2)
#
if(is.null(test))stop('Argument test is null, contains no data')
if(SEED)set.seed(2)
if(is.matrix(g)){
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
dvec[i,]=SVM(x1=x1[id1,],x2=x2[id2,],test=test,kernel=kernel)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
mulwmw.dist.new<-function(m1,m2,new,cop=3){
#
#
# Determine center corresponding to two
# connecting the centers based on m1 and m2. Return projected distances for m1
# m2.
# new: new data, not known whether it came from group 1 or 2.
# This function is used in pro.class, a classification method.
#
#
#
# of freedom.
#
if(is.null(dim(m1))||dim(m1)[2]<2){stop("m1 and m2 should have two or more
columns")
}
m2<-elimna(m2)
new=elimna(new)
FLAG=FALSE
new=as.matrix(new)
if(ncol(new)==1){
FLAG=TRUE
new=t(new) # If test is a vector, a single point, transpose to get correct number
of columns.
new=rbind(new,new) #avoid R from aborting.
}
n1=nrow(m1)
n2=nrow(m2)
if(cop==1){
if(ncol(m1)>2){
}
if(ncol(m1)==2){
tempd<-NA
mdep<-max(tempd)
flag<-(tempd==mdep)
mdep<-max(tempd)
flag<-(tempd==mdep)
}}
if(cop==2){
}
if(cop==3){
}
if(cop==4){
center1<-smean(m1)
center2<-smean(m2)
}
B<-center1-center2
BB<-B^2
bot<-sum(BB)
disx<-NA
disy<-NA
dis.new=NA
if(bot!=0){
AX<-m1[j,]-center
}
AY<-m2[j,]-center
}
for (j in 1:nrow(new)){
AY<-new[j,]-center
dis.new[j]<-sign(sum(AY*B))*sqrt(sum(tempy^2))
}}
if(FLAG)dis.new=dis.new[1]
list(dist1=disx,dist2=disy,dis.new=dis.new)
}
pro.classPD<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,nonpar=TRUE,rule=1,SEED=NULL){
#
# project the data onto a line, between the center of the two data clouds
# then classify based on estimate of the likelihood that
# f(x), the pdf, is larger for the first group versus the second.
# Can change the rule via the argument rule. Example
# ruile=.5
# Classify in group 1 if f_1/f_2>.5
#
# SEED=NULL, done for convenience when this function is called by other functions.
#
if(is.matrix(g)){
}}
CHK=FALSE
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
CHK=TRUE
d=mulwmw.dist.new(x1,x2,test)
}}
if(!CHK){
if(is.null(g))stop('The argument g should contain the group id values')
xg=elimna(cbind(train,g))
p=ncol(train)
p1=p+1
train=xg[,1:p]
g=xg[,p1]
if(length(unique(g))!=2)stop('Should have only two unique values in g')
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
pdf1=NA
pdf2=NA
for(i in 1:length(d$dis.new)){ #Avoid sorting issue done by akerd
pdf1[i]=akerd(d$dist1,pts=d$dis.new[i],pyhat=TRUE,plotit=FALSE)
pdf2[i]=akerd(d$dist2,pts=d$dis.new[i],pyhat=TRUE,plotit=FALSE)
}
dec=rep(2,nrow(test))
dec[pdf1/pdf2>rule]=1
dec
}
pro.classPD.bag<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,rule=1,nboot=100,SEED=TRUE,...
){
#
#
# A bagged version of pro.classPD
#
# g=class id
# x1 and x2.
#
#
if(SEED)set.seed(2)
if(is.matrix(g)){
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
dvec[i,]=pro.classPD(x1=x1[id1,],x2=x2[id2,],test=test,rule=rule)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
UB.class<-function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,
method=c('DIS','DEP','PRO'),depthfun=prodepth,...){
#
# A collection of classification methods for which the error rate is not
# impacted by unequal sample sizes.
# Bagged version are available in class.bag
#
# DIS: Points classified based on their depths
# DEP: Uses depths as suggested by Makinde and Fasoranbaku (2018). JAS
# PRO: project the points onto a line connecting the centers of the data clouds.
# Then use estimate of the pdf for each group to make a decision about future
points.
#
switch(type,
DIS=discdepth(train=train,test=test,g=g,x1=x1,x2=x2),
DEP=Depth.class(train=train,test=test,g=g,x1=x1,x2=x2),
PRO=pro.classPD(train=train,test=test,g=g,x1=x1,x2=x2),
)
}
smbin.inter<-
function(x,y,IV=c(1,2),Qsplit1=.5,Qsplit2=.5,iter=1000,alpha=.05,xout=FALSE,outfun=
outpro,SEED=TRUE,...){
#
# Split on two variables.
# Look for interactions when dealing with binary dependent variable.
#
# Example
# Qsplit1=c(.25,.5,.75)
# Qsplit2=.5
median
#
use.
#
x=as.matrix(x)
p=ncol(x)
p1=p+1
x<-xy[,1:p]
y<-xy[,p1]
v=NULL
if(xout){
x<-x[flag,]
y<-y[flag]
}
z=list()
group=list()
con=con2way(N.int,N.int2)$conAB
L1=NULL
L2=NULL
ic=0
for(j in 1:N.int){
j1=j+1
for(k in 1:N.int2){
k1=k+1
est.mat[j,k]=mean(xsub2[,p1],...)
ic=ic+1
z[[ic]]=xsub2[,p1]
}
}
r=NA
n=NA
r[j]=sum(z[[j]])
n[j]=length(z[[j]])
}
if(min(n)<=5){
id=which(n>5)
del=which(n<=5)
n=n[id]
}
test=lincon.bin(r,n,con=con)
list(Group.summary=group,Prob.est=est.mat,output=test$CI,con=con)
}
class.logR<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,sm=TRUE,fr=2,rule=.5,SEED=NULL
){
#
# Do classification using logistic or a smoother
# sm=TRUE: a smoother will be used with the span taken to be
# fr is this span
# sm=FALSE: use logistic regression.
#
#
#
#
#
if(is.matrix(g))if(dim(g)>1)stop('Argument g should be a vector')
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
x1=as.matrix(x1)
x2=as.matrix(x2)
if(is.null(x1))stop('Something is wrong, no data in x1')
x1=elimna(x1)
x2=elimna(x2)
x1=as.matrix(x1)
x2=as.matrix(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
if(!sm)e=logreg.pred(train,g,test)
if(sm)e=logSMpred(train,g,test,fr=fr)
res=rep(1,nrow(test))
flag=e>rule
res[flag]=2
res
}
UBROC<-
function(train=NULL,g=NULL,x1=NULL,x2=NULL,method='KNN',reps=10,pro.p=.8,SEED=TRUE,
POS=TRUE,EN=TRUE,...){
#
# Compute ROC curve based on an 'unbiased' classification method if EN=TRUE,
possible bias if EN=FALSE
# method indicates the method to be used
#
# Current choices available:
# KNN: Nearest neighbor using robust depths
# SVM: support vector machine
# RF: Random forest
# NN: neural network
# ADA: ada boost
points.
#
#
# reps: number of resamples resamples
# pro.p controls the proportion used in the training, the rest are used in the
test set
#
library(ROCR)
CHK=FALSE
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
CHK=TRUE
}}
if(!CHK){
p=ncol(train)
p1=p+1
train=xg[,1:p]
g=xg[,p1]
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
n1=nrow(x1)
n2=nrow(x2)
ns1=round(pro.p*n1)
ns2=round(pro.p*n2)
if(EN)ns1=ns2=min(ns1,ns2)
PRED=NULL
LABS=NULL
for(j in 1:reps){
N1=sample(n1,ns1)
N2=sample(n2,ns2)
test1=x1[-N1,]
test2=x2[-N2,]
a1=CLASS.fun(x1=x1[N1,],x2=x2[N2,],test=test1,method=method,...)
a2=CLASS.fun(x1=x1[N1,],x2=x2[N2,],test=test2,method=method,...)
PRED=c(PRED,c(a1,a2))
LABS=c(LABS,c(rep(1,length(a1)),rep(2,length(a2))))
pred=prediction(PRED,LABS)
}
if(POS)perf <- performance(pred,'tpr','fpr')
if(!POS)perf <- performance(pred,'tnr','fnr')
plot(perf)
}
ROCmul.curve<-
function(train=NULL,g=NULL,x1=NULL,x2=NULL,method=c('KNN','DIS'),pro.p=.8,SEED=TRUE
,reps=50,
POS=TRUE,EN=TRUE,...){
#
# Required ROCR
#
# Plot ROC curves based on one or more methods
# RF: Random forest
# ADA: ada boost
points.
#
# reps resamples
# pro.p controls the proportion used in the training, the rest are used in the
test set
#
library(ROCR)
n.meth=length(method)
UBROC(train=train,g=g,x1=x1,x2=x2,method=method[1],reps=reps,pro.p=pro.p,SEED=SEED,
POS=POS,EN=EN,...)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
if(k>1){
for(k in 2:n.meth){
CHK=TRUE
if(!CHK){
p=ncol(train)
p1=p+1
train=xg[,1:p]
g=xg[,p1]
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
n1=nrow(x1)
n2=nrow(x2)
ns1=round(pro.p*n1)
ns2=round(pro.p*n2)
if(EN)ns1=ns2=min(c(ns1,ns2))
PRED=NULL
LABS=NULL
for(j in 1:reps){
N1=sample(n1,ns1)
N2=sample(n2,ns2)
test1=x1[-N1,]
test2=x2[-N2,]
a1=CLASS.fun(x1=x1[N1,],x2=x2[N2,],test=test1,method=method[k],...)
a2=CLASS.fun(x1=x1[N1,],x2=x2[N2,],test=test2,method=method[k],...)
PRED=c(PRED,c(a1,a2))
LABS=c(LABS,c(rep(1,length(a1)),rep(2,length(a2))))
pred=prediction(PRED,LABS)
}
if(POS)perf <- performance(pred,'tpr','fpr')
if(!POS)perf <- performance(pred,'tnr','fnr')
plot(perf,lty=k,add=TRUE)
}}
}
pro.class.probs<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,nonpar=TRUE,rule=.5,fr=2){
#
# Same as pro.class, but also reports probabilities fo being in second class for
each vector in test.
#
# project the data onto a line, then estimate the probability that
# a value in test data is in first group.
#
if(rule<=0 || rule>=1)stop('rule should be greater than 0 and less than 1')
if(is.matrix(g)){
}}
CHK=FALSE
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
CHK=TRUE
}}
if(!CHK){
p=ncol(train)
p1=p+1
train=xg[,1:p]
g=xg[,p1]
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
flag=g==min(g)
gnum=g
gnum[flag]=0
gnum[!flag]=1
x=c(d$dist1,d$dist2)
if(nonpar){
v=logSMpred(x,gnum,d[[3]],fr=fr)
}
if(!nonpar){
v=logreg.pred(x,gnum,d[[3]])
}
dec[v<rule]=1
list(Decision=dec,prob.in.second.class=v)
}
pro.class.bag<-
al',nboot=20,
PR=FALSE,SEED=TRUE,...){
#
#
# pro.class: for n1!=n2 it can be a biased, meaning that
less than .5
#
# This function deals with this via bootstrap bagging
# g=class labels
# x1 and x2.
#
#
if(SEED)set.seed(2)
if(is.null(test))stop('Argument test is NULL')
if(is.matrix(g)){
}
p=ncol(train)
p1=p+1
train=traing[,1:p]
g=traing[,p1]
values')
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
if(!PR)dvec[i,]=pro.class(x1=x1[id1,],x2=x2[id2,],test=test)
if(PR)dvec[i,]=pro.class.probs(x1=x1[id1,],x2=x2[id2,],test=test)
$prob.in.second.class
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
if(!PR)idec=chk2>chk1
if(PR){
chk=apply(dvec,2,mean)
idec=chk>.5
}
dec[idec]=2
dec
}
pro.class<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,nonpar=TRUE,rule=.5,fr=2,SEED=
TRUE){
#
# Project the data onto a line, then estimate the probability that
# a value in test data is in first group. Impacted by unequal sample sizes. To
avoid this use
# pro.class.bag. Or use this function but with equal samples sizes for the test
data.
#
# nonpar=TRUE: use a smoother to estimate probabilities
# in which case
# fr is the span.
# FALSE: use logistic regression
#
if(is.null(test))stop('Argument test is NULL')
if(is.matrix(g)){
}}
CHK=FALSE
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
CHK=TRUE
}}
if(!CHK){
p=ncol(train)
p1=p+1
train=xg[,1:p]
g=xg[,p1]
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
flag=g==min(g)
gnum=g
gnum[flag]=0
gnum[!flag]=1
x=c(d$dist1,d$dist2)
if(nonpar){
g1=rep(0,n1)
v=logSMpred(x,gnum,d[[3]],fr=fr,SEED=SEED)
}
if(!nonpar){
v=logreg.pred(x,gnum,d[[3]])
}
dec[v<rule]=1
dec
}
mulwmw.dist.new<-function(m1,m2,new,cop=3){
#
#
# Determine center corresponding to two
# connecting the centers based on m1 and m2. Return projected distances for m1
# m2.
# new: new data, not known whether it came from group 1 or 2.
# This function is used in pro.class, a classification method.
#
#
#
# of freedom.
#
if(is.null(dim(m1))||dim(m1)[2]<2){stop("m1 and m2 should have two or more
columns")
}
m2<-elimna(m2)
new=elimna(new)
FLAG=FALSE
new=as.matrix(new)
if(ncol(new)==1){
FLAG=TRUE
new=t(new) # If test is a vector, a single point, transpose to get correct number
of columns.
new=rbind(new,new) #avoid R from aborting.
}
n1=nrow(m1)
n2=nrow(m2)
if(cop==1){
if(ncol(m1)>2){
}
if(ncol(m1)==2){
tempd<-NA
mdep<-max(tempd)
flag<-(tempd==mdep)
mdep<-max(tempd)
flag<-(tempd==mdep)
}}
if(cop==2){
}
if(cop==3){
}
if(cop==4){
center1<-smean(m1)
center2<-smean(m2)
}
B<-center1-center2
BB<-B^2
bot<-sum(BB)
disx<-NA
disy<-NA
dis.new=NA
if(bot!=0){
AX<-m1[j,]-center
}
AY<-m2[j,]-center
}
for (j in 1:nrow(new)){
AY<-new[j,]-center
dis.new[j]<-sign(sum(AY*B))*sqrt(sum(tempy^2))
}}
if(FLAG)dis.new=dis.new[1]
list(dist1=disx,dist2=disy,dis.new=dis.new)
}
SVM<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,kernel='radial',SEED=NULL,...)
{
#
# Do SVM classification
# g=class id
# x1 and x2.
#
# SEED=NULL, for convenience when this function is called by other functions
#
# Regarding cross validation, see
# Shao (1993). Linear Model Selection by Cross-Validation, JASA, 88, 486--494
#
library(e1071)
train=elimna(train)
if(is.matrix(g)){
}}
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
}}
flag=g==min(g)
gnum=g
gnum[flag]=0
gnum[!flag]=1
g=gnum
FLAG=FALSE
if(ncol(test)==1){
FLAG=TRUE
test=t(test) # If test is a vector, a single point, transpose to get correct
number of columns.
test=rbind(test,test) #avoid R from aborting.
}
svm_model=svm(train,as.factor(g),kernel=kernel)
dec=predict(svm_model,as.matrix(test))
dec=as.vector(as.numeric(dec))
if(FLAG)dec=dec[1]
dec
}
UB.class.error<-
function(train=NULL,g=NULL,x1=NULL,x2=NULL,method=c('KNN','SVM','DIS','DEP','PRO','
PROBAG'),
alpha=.05,pro.p=.8,SEED=TRUE,...){
#
# Use cross validation to estimate error rates associated with the classification
method indicated by the argument
# method
#
# By default, estimates are computed for each method listed in the argument'
# method
#
# To include a neural net method, included 'NNbag' in methods; not included
automatically to avoid high execution time.
#
# Also reports estimates of a false positive or false negative, but no confidence
interval is included. The obvious approach performs poorly
#
# pro.p = proportion used from each of the two training groups; remainder used as
test data.
#
# g=class id
# x1 and x2.
#
# FN: False negative, assign to group 2 by mistake e.g., NULL predict no fracture
but Non-null gets a fracture
# FP: False positive, assign to group 1 by mistake like NULL, e.g, will not have a
fracture, but did
# TE: Overall all error rate.
#
#
n.est=length(method)
if(SEED)set.seed(2)
if(is.matrix(g)){
}
Train=elimna(Train)
p=ncol(train)
p1=p+1
train=Train[,1:p]
g=Train[,p1]
flag=g==min(g)
x1=Train[flag,1:p]
x2=Train[!flag,1:p]
}
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
ns1=round(pro.p*n1)
ns2=round(pro.p*n2)
ciFN=matrix(NA,nrow=reps,ncol=2)
ciFP=matrix(NA,nrow=reps,ncol=2)
ciTE=matrix(NA,nrow=reps,ncol=2)
phat.FN=NA
phat.FP=NA
phat.TE=NA
RES=matrix(NA,nrow=n.est,ncol=3)
dimnames(RES)=list(method,c('phat.FN','phat.FP','phat.TE'))
for(k in 1:n.est){
N1=sample(n1,ns1)
N2=sample(n2,ns2)
test1=x1[-N1,]
test2=x2[-N2,]
a1=UB.class(x1=x1[N1,],x2=x2[N2,],test=test1,method=method[k],SEED=SEED,...)
a2=UB.class(x1=x1[N1,],x2=x2[N2,],test=test2,method=method[k],SEED=SEED,...)
flag1=a1!=1 # ID False negatives e.g., predict no fracture but fracture occurred.
flag2=a2!=2 # ID False positives e.g., predict fracture but no fracture occurred.
FN=binom.conf(y=flag1,alpha=alpha)
FP=binom.conf(y=flag2,alpha=alpha) #CI does not work well when P(FP)=.5
TE=binom.conf(y=c(flag1,flag2),alpha=alpha) #total error
RES[k,]=c(FN$phat,FP$phat,TE$phat)
}
RES
}
quantregForest <-function(x,y, nthreads = 1, keep.inbag=FALSE, ...){

#
# This function does robust random Forest regression based on
# Nicolai Meinshausen (2006) Quantile Regression Forests,
# Journal of Machine Learning Research, 7, 983-999.
# The code used here is based on a modification code downloaded from github,
which is maintained by
# Loris Michel <michel@stat.math.ethz.ch>
#
#
x=as.data.frame(x)
if(is.null(nrow(x)) || is.null(ncol(x)))
stop(' x contains no data ')
if( nrow(x) != length(y) )
stop(' predictor variables and response variable must contain the same number
of samples ')
if (any(is.na(x))) stop('NA not permitted in predictors')

if (any(is.na(y))) stop('NA not permitted in response')
## Check for categorial predictors with too many categories (copied from
randomForest package)
if (is.data.frame(x)) {
ncat <- sapply(x, function(x) if(is.factor(x) && !is.ordered(x))
length(levels(x)) else 1)
} else {
ncat <- 1
}
maxcat <- max(ncat)
if (maxcat > 32)
stop('Can not handle categorical predictors with more than 32 categories.')
## Note that crucial parts of the computation
## are only invoked by the predict method
cl <- match.call()
cl[[1]] <- as.name('quantregForest')
qrf <- if(nthreads > 1){
parallelRandomForest(x=x, y=y, nthreads = nthreads,keep.inbag=keep.inbag, ...)
}else{
randomForest( x=x,y=y ,keep.inbag=keep.inbag,...)
}
nodesX <- attr(predict(qrf,x,nodes=TRUE),'nodes')
rownames(nodesX) <- NULL
nnodes <- max(nodesX)
ntree <- ncol(nodesX)
n <- nrow(x)
valuesNodes <- matrix(nrow=nnodes,ncol=ntree)
for (tree in 1:ntree){
shuffledNodes <- nodesX[rank(ind <- sample(1:n,n)),tree]
useNodes <- sort(unique(as.numeric(shuffledNodes)))
valuesNodes[useNodes,tree] <- y[ind[match(useNodes,shuffledNodes )]]
}
qrf[['call']] <- cl
qrf[['valuesNodes']] <- valuesNodes
if(keep.inbag){
#
# create a prediction vector with same shape as predictOOBNodes
predictOOBNodes <- attr(predict(qrf,newdata=x,nodes=TRUE),'nodes')
rownames(predictOOBNodes) <- NULL
valuesPredict <- 0*predictOOBNodes
ntree <- ncol(valuesNodes)
valuesPredict[qrf$inbag >0] <- NA
#
# for each tree and observation sample another observation of the same node
is.oob <- qrf$inbag[,tree] == 0
n.oob <- sum(is.oob)
if(n.oob!=0) {
y.oob <- sapply(which(is.oob),
function(i) {
cur.node <- nodesX[i, tree]
y.sampled <- if (length(cur.y <-
y[setdiff(which(nodesX[,tree] == cur.node)
,i)])!=0) {
cur.y[sample(x = 1:length(cur.y), size = 1)]
} else {
NA
}
return(y.sampled)
})
valuesPredict[is.oob, tree] <- y.oob
}
}
minoob <- min( apply(!is.na(valuesPredict),1,sum))

if(minoob<10) stop('need to increase number of trees for sufficiently many out-
of-bag observations')
valuesOOB <- t(apply( valuesPredict,1 , function(x) sample( x[!is.na(x)],
minoob)))
qrf[['valuesOOB']] <- valuesOOB
}
class(qrf) <- c('quantregForest','randomForest')
return(qrf)
}
predict.robust.Forest<-function(object,newdata=NULL, what=tmean,... ){
#
# Goal: estimate a measure of location for newdata based on the regions stemming
from the Random Forest method
#
# what: a function indicating the measure of location to be estimated. Default is
a 20% trimmed mean
#
# Example:
# a=quantregForest(x,y)
# predict.robust.Forest(a,newdata = new,what=hd)
#
# For convenience, these steps are combined in the function regR.Forest, which
calls this function and eliminates the need for the
# library command.
#
# For each region generated by the random Forest method,this would estimate the
median based on the Harrell-Davis estimator.
#
# predict.robust.Forest(a,newdata = new,what=mean,tr=.1) 10% trimmed mean
#
# To estimate one or more quantiles, can use predict.quantregForest or could use
this function
# with what containing the quantiles to be estimated. For example what=c(.25,.75)
would estimate the
# lower and upper quartiles.
#
# This code is based on modifications of code written by L. Michel
#
class(object) <- 'randomForest'
if(is.null(newdata)){
if(is.null(object[['valuesOOB']])) stop('need to fit with option
keep.inbag=TRUE if trying to get out-of-bag observations')
valuesPredict <- object[['valuesOOB']]
}else{
predictNodes <- attr(predict(object,newdata=newdata,nodes=TRUE),'nodes')
rownames(predictNodes) <- NULL
valuesPredict <- 0*predictNodes
ntree <- ncol(object[['valuesNodes']])
valuesPredict[,tree] <- object[['valuesNodes']]
[ predictNodes[,tree],tree]
}
}
if(is.function(what)){
if(is.function(what(1:4))){
result <- apply(valuesPredict,1,what)
}else{
if(length(what(1:4))==1){
result <- apply(valuesPredict,1,what,...)
}else{
result <- t(apply(valuesPredict,1,what))
}
}
}else{
if( !is.numeric(what)) stop(' argument what needs to be either a function
or a vector with quantiles')
if( min(what)<0) stop(' if what specifies quantiles, the minimal values
needs to be non-negative')
if( max(what)>1) stop(' if what specifies quantiles, the maximal values
cannot exceed 1')
if(length(what)==1){
result <- apply( valuesPredict,1,quantile, what,na.rm=TRUE)
}else{
result <- t(apply( valuesPredict,1,quantile, what,na.rm=TRUE))
colnames(result) <- paste('quantile=',what)
}
}
return(result)
}
regR.Forest<-
function(x,y,newdata=NULL,loc.fun=tmean,xout=FALSE,plotit=FALSE,outfun=outpro, span
= 0.75,
ZLIM = FALSE, scale = TRUE, xlab = 'X', ylab = 'Y',
ticktype='simple',frame=TRUE,pyhat=FALSE,eout=FALSE,
zlab ='', theta = 50, phi = 25,...){
# Goal: estimate a measure of location for newdata based

# on the Random Forest method
# Default, estimate measure of location for training data x
#
# loc.fun: a function indicating the measure of location to be estimated.
# Default is a 20% trimmed mean
#
x<-as.matrix(x)
p=ncol(x)
p1=p+1
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:p]
x<-as.matrix(x)
y<-xx[,p1]
x<-as.data.frame(x)
if(xout){
x<-as.data.frame(x)
x<-x[flag,]
y<-y[flag]
x<-as.data.frame(x)
}
if(is.null(newdata))newdata=as.data.frame(x)
library(randomForest)
a=quantregForest(x,y)
res=predict.robust.Forest(a,newdata=newdata,what=loc.fun,...)
if(p==2){
if(plotit)
lplot(x,res,ZLIM=ZLIM,span=span,scale=scale,xlab=xlab,ylab=ylab,zlab,zlab,ticktype=
ticktype,frame=frame,theta=theta,
phi=phi,pyhat=pyhat,eout=eout,xout=FALSE)
}
res
}
class.forest<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,sm=FALSE,fr=2,SEED=NULL){
#
# Do classification using random forest
#
#
#
# Alternatively, store the data for the two groups in
# x1 and x2, in which case the function creates labels, i.e., no need to specify
train and g.
#
#
library(randomForest)
if(is.matrix(g)){
}
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
x1=as.matrix(x1)
x2=as.matrix(x2)
x1=elimna(x1)
x2=elimna(x2)
x1=as.matrix(x1)
x2=as.matrix(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
if(is.vector(test))stop('Argument test is a vector, should contain two or more
variables')
g=as.factor(g)
train=as.data.frame(train)
d=randomForest(g~., train)
test=as.data.frame(test)
e=predict(d,newdata=test)
res=as.numeric(as.vector(e))+1
res
}
RFbag<-
al',nboot=100,SEED=TRUE,...){
#
#
# g=class id
# x1 and x2.
#
# Random forest classification using data depths.
# class., for the n1!=n2 it can be a bit biased, meaning that
less than .5
#
#
if(SEED)set.seed(2)
if(is.matrix(g)){
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
xs1=as.data.frame(x1[id1,])
xs2=as.data.frame(x2[id2,])
dvec[i,]=class.forest(x1=xs1,x2=xs2,test=test)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
class.gbm<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,SEED=NULL,n.trees=100){
#
# Do classification using boosting via the R package gdm
#
#
#
train and g.
#
# This function removes the need to call library gbm.
#
#
library(gbm)
if(is.matrix(g)){
}
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
x1=as.matrix(x1)
x2=as.matrix(x2)
x1=elimna(x1)
x2=elimna(x2)
x1=as.matrix(x1)
x2=as.matrix(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
variables')
if(ncol(train)!=ncol(test))stop('training data and test data have different number
of columns')
data=data.frame(g,train)
a=gbm(g~., data=data,distribution ='bernoulli',n.trees=n.trees)
test=data.frame(test)
e=predict(a,newdata=test,n.trees=n.trees)
flag=e>0
res[flag]=2
res
}
nearNN<-function(x,pt=x,K=10,mcov,...){
#
# identify the K rows in x that are closest to vector in pt
# mcov: some type of covariance matrix associated with x
#
if(!is.matrix(x)& !is.data.frame(x))stop('Data are not stored in a matrix.')
pt=as.vector(pt)
x=elimna(x)
#pts=elimna(pts)
n=nrow(pts)
if(K>nrow(x))stop(' Cannot have K>n')
res=matrix(NA,nrow=n, ncol=K)
#mcov=cov.fun(x)$cov
dis=sqrt(mahalanobis(x,t(pt),mcov))
chk.dup=sum(duplicated(dis))
if(chk.dup>0)dis=jitter(dis)
ord=sort(dis)
id=which(dis<=ord[K])
#res=x[id,]#
#res
id
}
KNNreg<-function(x,y,pts=NULL,K=10,est=tmean,cov.fun=covmcd,
x<-as.matrix(x)
xx<-cbind(x,y)
xx<-elimna(xx)
x<-xx[,1:ncol(x)]
x<-as.matrix(x)
y<-xx[,ncol(x)+1]
temp<-NA
x<-as.matrix(x)
if(xout){
x<-as.matrix(x)
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
n=1
if(is.matrix(pts) || is.data.frame(pts))
n=nrow(pts)
if(n==1)pts=matrix(pts,nrow=1)
e=NA
mcov=cov.fun(x)$cov
for(i in 1:n){
e[i]=est(y[nearNN(x,pt=pts[i,],K=K,mcov=mcov,...)])
}
e
}
NN.class<-function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,SEED=NULL){
#
# Do classification using the neural network method via the R package neuralnet.
# This function provides another way of applying this approach using R commands
# consistent with other classification methods in Rallfun
#
#
#
train and g.
#
#
if(is.null(test))stop('Argument test is NULL, contains no data')
library(neuralnet)
if(is.matrix(g)){
}}
if(!is.null(x1)){
if(!is.null(x2)){
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
}}
train=elimna(train)
if(is.null(test))stop('Argument test is null, no data')
test=elimna(test)

variables')
# Next, store data as expected by neuralnet
ddata=as.matrix(cbind(g,train))
dimnames(ddata)=list(NULL,NULL)
p1=ncol(ddata)
p=p1-1
ddata=as.data.frame(ddata)
if(p>8)stop('Current version limited to 8 independent variables')
if(p==2)d=neuralnet(V1~V2+V3,data=ddata)
if(p==3)d=neuralnet(V1~V2+V3+V4,data=ddata)
if(p==4)d=neuralnet(V1~V2+V3+V4+V5,data=ddata)
if(p==5)d=neuralnet(V1~V2+V3+V4+V5+V6,data=ddata)
if(p==6)d=neuralnet(V1~V2+V3+V4+V5+V6+V7,data=ddata)
if(p==7)d=neuralnet(V1~V2+V3+V4+V5+V6+V7+V8,data=ddata)
if(p==8)d=neuralnet(V1~V2+V3+V4+V5+V6+V7+V8+V9,data=ddata)
flag=e>.5
res[flag]=2
res
}
NNbag<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,nboot=100,SEED=TRUE,...){
#
#
# g=class id
# x1 and x2.
#
less than .5
#
#
if(SEED)set.seed(2)
if(is.matrix(g)){
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
dvec[i,]=NN.class(x1=x1[id1,],x2=x2[id2,],test=test)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
class.ada.bag<-function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,nboot=100,
SEED=TRUE,baselearner='bbs',...){
#
# class.bag: for n1!=n2
# when there is no association, the expected probability of a correct
classification can differ from .5
#
# This function deals with this via bootstrap bagging
# g=class labels
# x1 and x2.
#
# nboot: number of bootstrap sample. Using nboot=20, bias remains with n1=200,
n2=100
#
if(SEED)set.seed(2)
if(is.matrix(g)){
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
#test=as.data.frame(test)
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
dvec[i,]=class.ada(x1=x1[id1,],x2=x2[id2,],test=test,baselearner=baselearner)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
CLASS.BAG<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,SEED=TRUE,kernel='radial',nboo
t=100,
method=c('KNN','SVM','DIS','DEP','PRO','NN','RF','ADA','LSM'),depthfun=prodepth,bas
elearner ='bbs',sm=TRUE,rule=.5,...){
#
# A collection of classification methods for which the error rate is not
# impacted by unequal sample sizes.
# Bagged version of various classification methods is used.
#
# For methods that do not require bagging, see UB.class.
#
# KNN: calls KNNbag: a robust analog of the K nearest neighbor method
# SVM: a type of bagging method used in conjunction with support vector machine
points.
# NN: Neural network
# RF: Random forest
# ADA: adaboost method
# LSM: Uses a smoother designed for a binary dependent variable. sm=FALSE, uses
logistic regression
#
switch(type,
KNN=KNNbag(train=train,test=test,g=g,x1=x1,x2=x2,SEED=SEED,nboot=nboot),
SVM=SVMbag(train=train,test=test,g=g,x1=x1,x2=x2,depthfun=depthfun,SEED=SEED,nboot=
nboot,...),
DIS=dis.depth.bag(train=train,test=test,g=g,x1=x1,x2=x2,SEED=SEED,nboot=nboot),
DEP=Depth.class.bag(train=train,test=test,g=g,x1=x1,x2=x2,SEED=SEED,nboot=nboot),
PRO=pro.class.bag(train=train,test=test,g=g,x1=x1,x2=x2,SEED=SEED,nboot=nboot,...),
NN=NNbag(train=train,test=test,g=g,x1=x1,x2=x2,SEED=SEED,...),
RF=RFbag(train=train,test=test,g=g,x1=x1,x2=x2,SEED=SEED,kernel=kernel,nboot=nboot,
...),
ADA=class.ada.bag(train=train,test=test,g=g,x1=x1,x2=x2,baselearner=baselearner,SEE
D=SEED,nboot=nboot,...),
LSM=LSMbag(train=train,test=test,g=g,x1=x1,x2=x2,sm=sm,rule=rule,SEED=SEED,nboot=nb
oot,...),
)
}
qloc.dif<-function(x,y,est=tmean,...){
#
# Compute a measure of location for each group.
# Using the data in first group, determine what quantiles
# these measure of location correspond to.
# The difference is used as a measure of effect size.
#
m1=est(x)
m2=est(y)
q1=mean(x<=m1)
q2=mean(x<=m2)
delta=q1-q2
delta
}
loc.dif.summary<-function(x,y){
#
# Estimate the difference between a collection of measures of location::
# MEAN:
# MEAN20: 20% mean
# MED: median
# OS: One-step M-estimator
# Mdif: median of typical difference
#
x=elimna(x)
y=elimna(y)
output=matrix(NA,ncol=1,nrow=5)
output[1,1]=tmean(x,tr=0)-tmean(y,tr=0)
output[2,1]=tmean(x,tr=0.2)-tmean(y,tr=0.2)
output[3,1]=median(x)-median(y)
output[4,1]=onestep(x)-onestep(y)
output[5,1]=wmwloc(x,y)
dimnames(output)=list(c('MEAN','MEAN.20%','MEDIAN','M-EST','Mdif'),c('Est'))
output
}
dep.loc.summary<-function(x,y){
#
# Estimate the measures of location based on difference scores:
# MEAN:
# MEAN20: 20% mean
# MED: median
# OS: One-step M-estimator
# Mdif: median of typical difference
#
d=NULL
chk=ncol(x)
if(is.vector(x))d=x-y
if(!is.null(chk)){
if(dim(x)[2]==2)d=x[,1]-x[,2]
}
if(is.null(d))stop('x and y should be vectors, or x should have two columns')
d=elimna(d)
output[1,1]=tmean(d,tr=0)
output[2,1]=tmean(d,tr=0.2)
output[3,1]=median(d)
output[4,1]=onestep(d)
dimnames(output)=list(c('MEAN','MEAN.20%','MEDIAN','M-EST'),c('Est'))
output
}
ES.summary<-
function(x,y,tr=.2,NULL.V=c(0,0,.5,.5,.5,0),SM=c(.2,.14,.55,.55,.55,.1),MED=c(.5,.3
4,.64,.64,.64,.25),LAR=c(.8,.52,.71,.71,.71,.4)){
#
# Estimate a collection of effect sizes:
# AKP: Homoscedastic robust analog of Cohen's d
# EP: Explanatory power
# QS: Quantile shift based on the median of the distribution of X-Y,
# QStr: Quantile shift based on the trimmed mean of the distribution of X-Y
# WMW: P(X<Y)
# KMS: Robust heteroscedastic analog of Cohen's d
#
a=c('AKP','EP','QS','QStr','WMW','KMS')
for(j in 1:6){
output[j,1]=ESfun(x,y,method=a[j],tr=tr,pr=FALSE)
}
output[,2:5]=cbind(NULL.V,SM,MED,LAR)
if(output[1,1]<0)output[1,3:5]=-1*output[1,3:5]
for(j in 3:5){
if(output[j,1]<.5){
dif=output[j,3:5]-.5
output[j,3:5]=.5-dif
}}
if(output[6,1]<0)output[6,3:5]=-1*output[6,3:5]
dimnames(output)=list(c('AKP','EP','QS
(median)','QStr','WMW','KMS'),c('Est','NULL','S','M','L'))
output
}
class.ada<-
function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,sm=FALSE,fr=2,SEED=NULL,basele
arner='btree'){
#
# Do classification using adaboost
#
# baselearner='btree': Stumps
# bbs: Splines
# bols: linear models
#
#
# This function removes the need to call library mboost.
#
#
library(mboost)
if(is.matrix(g)){
}
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
x1=as.matrix(x1)
x2=as.matrix(x2)
x1=elimna(x1)
x2=elimna(x2)
x1=as.matrix(x1)
x2=as.matrix(x2)
n1=nrow(x1)
n2=nrow(x2)
train=rbind(x1,x2)
variables')
g=as.factor(g)
ddata=data.frame(g,train)
d=mboost(g~., data=ddata,family=AdaExp(),baselearner=baselearner)
test=data.frame(test)
flag=e>0
res[flag]=2
res
}
CLASS.fun<-function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,
method=c('KNN','DIS','DEP','SVM','RF','NN','ADA','PRO','LSM'),
depthfun=prodepth,kernel='radial',baselearner='btree',sm=TRUE,rule=.5,...){
#
# A collection of classification methods
#
# RF: Random forest
# ADA: ada boost
points.
# LSM: Uses a smoother designed for a binary dependent variable. sm=FALSE, uses
logistic regression
#
#
# x1 and x2.
#
switch(type,
KNN=KNNdist(train=train,test=test,g=g,x1=x1,x2=x2,depthfun=depthfun),
DIS=discdepth(train=train,test=test,g=g,x1=x1,x2=x2,depthfun=depthfun),
DEP=Depth.class(train=train,test=test,g=g,x1=x1,x2=x2,depthfun=depthfun),
SVM=SVM(train=train,test=test,g=g,x1=x1,x2=x2,kernel=kernel),
RF=class.forest(train=train,test=test,g=g,x1=x1,x2=x2),
NN=NN.class(train=train,test=test,g=g,x1=x1,x2=x2),
ADA=class.ada(train=train,test=test,g=g,x1=x1,x2=x2,baselearner=baselearner),
PRO=pro.classPD(train=train,test=test,g=g,x1=x1,x2=x2),
LSM=class.logR(train=train,test=test,g=g,x1=x1,x2=x2,sm=sm,rule=rule),
)
}
BWPHmcp<-function(J,K, x, method='KMS'){
#
# For a between-by-within design:
# Check for interactions by comparing binomials
# That is, use a Patel--Hoel approach.
#
# KMS is the Kulinskaya et al. method. Other options:
# 'ZHZ'
# 'SK'
#
#
p<-J*K
connum<-(J^2-J)*(K^2-K)/4
if(!is.list(x))stop('Data must be stored in a matrix or in list mode')
imap<-matrix(c(1:p),J,K,byrow=TRUE)
outm<-matrix(NA,ncol=10,nrow=connum)
outsk<-matrix(NA,ncol=8,nrow=connum)
dimnames(outsk)<-
list(NULL,c('Fac.A','Fac.A','Fac.B','Fac.B','p1','p2','p.value','p.adj'))
dimnames(outm)<-
list(NULL,c('Fac.A','Fac.A','Fac.B','Fac.B','p1','p2','ci.low','ci.up','p.value','p
.adj'))
ic<-0
for (j in 1:J){
for (jj in 1:J){
if(j<jj){
for (k in 1:K){
for (kk in 1:K){
if(k<kk){
dif<-x[[imap[j,k]]]-x[[imap[j,kk]]]
dif<-dif[dif!=0]
dif1<-(dif<0)
dif<-(x[[imap[jj,k]]]-x[[imap[jj,kk]]])
dif<-dif[dif!=0]
dif2<-(dif<0)
ic<-ic+1
outm[ic,1]<-j
outm[ic,2]<-jj
outm[ic,3]<-k
outm[ic,4]<-kk
temp<-binom2g(x=dif1,y=dif2,alpha=alpha,method=method)
if(method!='SK'){
outm[ic,5]<-temp$p1
outm[ic,6]<-temp$p2
outm[ic,9]<-temp$p.value }
else{
outsk[ic,1]<-j
outsk[ic,2]<-jj
outsk[ic,3]<-k
outsk[ic,4]<-kk
outsk[ic,5]<-temp$p1
outsk[ic,6]<-temp$p2
outsk[ic,7]<-temp$p.value
}
}}}}}}
if(method!='SK'){
outm[,10]=p.adjust(outm[,9],method='hochberg')
res=outm
}
else{
outsk[,8]=p.adjust(outsk[,7],method='hochberg')
res=outsk
}
res
}
LSMbag<-function(train=NULL,test=NULL,g=NULL,x1=NULL,x2=NULL,
sm=TRUE,rule=.5,nboot=100,SEED=TRUE,...){
#
#
# g=class id
variables, can ente\
r
# x1 and x2.
#
if(SEED)set.seed(2)
if(is.matrix(g)){
p=ncol(train)
p1=p+1
train=traing[,1:p]
test=traing[,p1]
values')
}
x=fac2list(train,g)
x1=x[[1]]
x2=x[[2]]
}
n.test=nrow(test)
x1=elimna(x1)
x2=elimna(x2)
n1=nrow(x1)
n2=nrow(x2)
n=min(c(n1,n2))
for(i in 1:nboot){
dvec[i,]=class.logR(x1=x1[id1,],x2=x2[id2,],test=test,sm=sm,rule=rule)
}
dec=rep(1,n.test)
test1=dvec==1
test2=dvec==2
idec=chk2>chk1
dec[idec]=2
dec
}
class.error.com<-
function(x1=NULL,x2=NULL,train=NULL,g=NULL,method=NULL,pro.p=.8,nboot=100,EN=FALSE,
SEED=TRUE,...){
#
# For two classification methods indicated by the arguments
# class.fun1 and
# class.fun2
# use cross validation coupled with resampling to estimate the probability that of
a correct classification.
# Choices for these two arguments:
#
# RF: Random forest
# ADA: ada boost
points.
# LSM: smooth version of logistic regression when sm=TRUE; otherwise use logistic
regression.
#
# EN=TRUE; use equal samples for the test data to deal with classification bias
# Otherwise, the ratio of the sample sizes is n1/n2
#
# method=NULL: all of the methods listed above will be compared.
# For method 'PRO', execution time might take several minutes if the sample sizes
are large
#
# pro.p=.8 means 80% of the data will be used as training data
# nboot=number of bootstrap samples
# Returns estimate of the error rate plus

# FP (false positive): average proportion of values in x1 erroneously classified
as coming from x2
# Example, x1 contains no fracture, x2 contains fractures.
# FN (false negative): average proportion of values in x2 erroneously classified
as coming from x1
#
#
#
if(is.null(method))method=c('KNN','DIS','DEP','SVM','RF','NN','ADA','PRO','LSM')
if(SEED)set.seed(2)
if(is.matrix(g))if(dim(g)>1)stop('Argument g should be a vector')
flag=g==min(g)
x1=train[flag,]
x2=train[!flag,]
}
x1=elimna(x1)
x2=elimna(x2)
x1=elimna(x1)
x2=elimna(x2)
x1=as.matrix(x1)
x2=as.matrix(x2)
dimnames(x1)=list(NULL,NULL) # can be necessary to eliminate labels to avoid an
error in randomForest.
dimnames(x2)=list(NULL,NULL)
n1=nrow(x1)
n2=nrow(x2)
ns1=round(pro.p*n1)
ns2=round(pro.p*n2)
if(EN)ns1=ns2=min(c(ns1,ns2))
ci.mat=matrix(NA,nrow=reps,ncol=2)
P1hat=NA
P2hat=NA
Av=NA
Bv=NA
Cv=NA
Dv=NA
J=length(method)
TE=matrix(NA,nrow=nboot,ncol=J)
FP=matrix(NA,nrow=nboot,ncol=J)
FN=matrix(NA,nrow=nboot,ncol=J)
for(k in 1:nboot){
N1=sample(n1,ns1)
N2=sample(n2,ns2)
test1=x1[-N1,]
test2=x2[-N2,]
for(j in 1:J){
a1=CLASS.fun(x1=x1[N1,],x2=x2[N2,],test=test1,method=method[j],...)
a2=CLASS.fun(x1=x1[N1,],x2=x2[N2,],test=test2,method=method[j],...)
flag1=a1!=1 # ID False negatives e..g., method 1 predict no fracture but fracture
occurred. So !flag1 is correct decision
flag2=a2!=2 # ID False positives e..g., predict fracture but no fracture occurred.
flag=c(flag1,flag2) #Overall mistakes
TE[k,j]=mean(flag)
FN[k,j]=mean(flag1)
FP[k,j]=mean(flag2)
}}
ERR=matrix(NA,nrow=3,ncol=J)
dimnames(ERR)=list(c('TE','FP','FN'),method)
v=apply(TE,2,mean)
ERR[1,]=v
v=apply(FP,2,mean)
ERR[2,]=v
v=apply(FN,2,mean)
ERR[3,]=v
list(Error.rates=ERR)
}
runstest.med<-function(x){
#
# runs test based on whether values are < or > than the median
#
library(tseries)
n=length(x)
g=rep(1,n)
flag=x<median(x)
g[flag]=0
p=runs.test(as.factor(g))
p[3]
}
rhohc4bt<-function(X1,Y1,alpha=.05,nboot=499,SEED=TRUE){
#
# A confidence interval for
# Pearson's correlations using a bootstrap-t method in conjunction with the HC4
estimator
#
if(SEED)set.seed(2)
r1=cor(X1,Y1)
n1=length(X1)
v=NA
Nboot=nboot+1
for(i in 1:Nboot){
if(i<=nboot)id1=sample(n1,n1,replace=TRUE)
if(i==Nboot)id1=c(1:n1)
x1=X1[id1]
y1=Y1[id1]
temp1=olshc4(x1,y1)
if(i<=nboot)v[i]=(temp1$ci[2,2]-r1)/temp1$ci[2,6]
if(i==Nboot)v[i]=temp1$ci[2,2]/temp1$ci[2,6]
}
itop<-nboot-ibot+1
ibot=ibot+1
vs=sort(v[1:nboot])
crit=c(vs[ibot],vs[itop])
test=v[Nboot]
low=r1-vs[itop]*temp1$ci[2,6]
up=r1-vs[ibot]*temp1$ci[2,6]
if(test<0)G=mean(test>v[1:nboot])
if(test>=0)G=mean(test<v[1:nboot])
pv=2*G
list(est=r1,test=test,crit.val=crit,p.value=pv,ci=c(low,up))
}
Dmul.loc2g<-
function(m1,m2=NULL,nullv=rep(0,ncol(m1)),locfun=smean,alpha=.05,SEED=TRUE,
nboot=500,...){
#
# Inferences about a multivariate measure of location. A percentile bootstrap
method
# is used for each of the p variables.
#
# By default, a skipped estimator is used where outliers are identified and
removed via projection method.
# For a large number of variables, say > 8, might include the argument
# op=3 and
# outfun=outproadj
# But this will increase execution time considerably.
#
# m1 is an n by p matrix
#
# For single distribution, m2=NULL,
# test the hypothesis that the measure of location estimated by
# locfun is equal to the value specified by
# nullv.
#
# For two dependent groups, meaning that
# m2 is not mull
# test hypothesis that the difference scores have measures of locations that are
equal to nullv
#
# This is done by computing a confidence interval for each of the
# p variables under study using a percentile bootstrap.
#
#
if(is.null(m2))D=m1
else{
if(ncol(m1) != ncol(m2))stop('Number of variables in group 1 does not equal the
number in group 2.')
D=m1-m2
}
p=ncol(D)
nb1=nboot+1
if(SEED)set.seed(2)
D<-elimna(D)
n<-nrow(D)
val<-matrix(0,ncol=p,nrow=nboot)
bvec=matrix(NA,nboot,p)
ci=matrix(NA,2,p)
est=locfun(D,...)
if(is.list(est))est=est$center
for(j in 1: nboot){
id<-sample(n,size=n,replace=TRUE)
v1<-locfun(D[id,],...)
if(is.list(v1)){
val[j,]=(v1$center<nullv)
bvec[j,]=v1$center
}
else{
val[j,]=(v1<nullv)
bvec[j,]=v1
}}
ihi<-nboot - ilow
ilow<-ilow+1
pv=apply(val,2,mean)
mat=rbind(pv,1-pv)
pv=2*apply(mat,2,min)
for(k in 1:p){
temp=sort(bvec[,k])
ci[1,k]=temp[ilow]
ci[2,k]=temp[ihi]
}
L=NA
for(i in 1:p)L[i]=paste('v',i)
dimnames(ci)=list(c('Low','Up'),L)
list(est=est,ci=ci,p.value=pv)
}
mul.loc2g<-function(m1,m2,nullv=rep(0,ncol(m1)),locfun=smean,alpha=.05,SEED=TRUE,
nboot=500,...){
#
#
# test hypothesis that multivariate measures of locations are all equal.
# This is done by computing a confidence interval for each of the
# p variables under study using a percentile bootstrap method.
#
#
if(ncol(m1) != ncol(m2)){
stop('Number of variables in group 1 is not equal to the number in group 2.')
}
p=ncol(m1)
nb1=nboot+1
if(SEED)set.seed(2)
m1<-elimna(m1)
m2<-elimna(m2)
n1<-nrow(m1)
n2<-nrow(m2)
ci=matrix(NA,nrow=2,ncol=p)
bvec=matrix(NA,nrow=nboot,ncol=p)
val<-matrix(0,ncol=ncol(m1),nrow=nboot)
est1=locfun(m1,...)
est2=locfun(m2,...)
if(is.list(est1)){
est1=est1$center
est2=est2$center
}
for(j in 1: nboot){
id1<-sample(n1,size=n1,replace=TRUE)
id2<-sample(n2,size=n2,replace=TRUE)
v1<-locfun(m1[id1,],...)
v2<-locfun(m2[id2,],...)
if(is.list(v1)){
val[j,]=(v1$center<v2$center)
bvec[j,]=v1$center-v2$center
}
else{
val[j,]=(v1<v2)
bvec[j,]=v1-v2
}}
ihi<-nboot - ilow
ilow<-ilow+1
pv=apply(val,2,mean)
mat=rbind(pv,1-pv)
pv=2*apply(mat,2,min)
for(k in 1:p){
temp=sort(bvec[,k])
ci[1,k]=temp[ilow]
ci[2,k]=temp[ihi]
}
L=NA
for(i in 1:p)L[i]=paste('v',i)
dimnames(ci)=list(c('Low','Up'),L)
list(est1=est1,est2=est2,ci=ci,p.value=pv)
}
MUL.ES.sum<-function(x1,x2){
#
# For multivariate data, compute measures of effect for each variable
#
V=list()
p=ncol(x1)
for(j in 1:p)V[[j]]=ES.summary(x1[,j],x2[,j])
V
}
cidMULT<-function(x1,x2,alpha=.05,BMP=FALSE){
#
#
# Deals with two independent p-variate random variables
# for each variable, compare the two groups with Cliff's analog of the
# Wilcoxon--Mann--Whitney test.
#
p=ncol(x1)
V=list()
res=matrix(NA,nrow=p,ncol=9)
for(j in 1:p){
if(!BMP)a=cidv2(x1[,j],x2[,j])
if(BMP)a=bmp(x1[,j],x2[,j])
res[j,1]=a$n1
res[j,2]=a$n2
res[j,3]=a$p.value
if(!BMP)res[j,4]=a$p.hat
if(BMP)res[j,4]=a$phat
if(!BMP)res[j,5:6]=a$p.ci
#if(BMP)res[j,5:6]=a$ci.p
res[j,7:9]=a$summary.dvals
}
L=NULL
for(j in 1:p)L[j]=paste('Var',j)
dimnames(res)=list(L,c('n1','n2','p-
value','p.hat','ci.low','ci.up','P(X<Y)','P(X=Y)','P(X>Y)'))
res
}
anc.best<-function(x,p.crit=NULL,alpha=.05,tr=.2,iter=5000,SEED=TRUE,PV=TRUE){
#
# Identify group with largest trimmed mean
# Make a decision if p.test<=p.crit
#
# PV=TRUE, a p-value will be returned.This is done by
# using a simulation to determine the null distribution based on
# iter=5000 replications. For faster execution time when the number of groups is
less than 9 and
# alpha=.05, use PV=FALSE, in which case a critical p-value (p.crit) is
# is returned but no p-value.
#
# Returns:
# If a significant difference, confidence intervals with the best are reported.
# using the adjusted level.
#
if(SEED)set.seed(2)
x=elimna(x)
J=length(x)
Jm1=J-1
if(alpha==.05){
vals=c(0.05,0.019,0.0104,0.0064, 0.0042,0.0032,0.0024)
if(J<=8)p.crit=vals[Jm1]
}}
est=lapply(z,tmean,tr=tr)
if(is.null(p.crit) || PV){
temp=anc.best.crit(J=J,alpha=alpha,tr=tr,iter=iter)
p.crit=temp$crit
}
est=lapply(x,tmean,tr=tr)
est=matl(est)
R=order(est,decreasing = TRUE)
pvec=NA
for(i in 2:J){
im1=i-1
pvec[im1]=yuen(x[[R[1]]],x[[R[[i]]]])$p.value
}
Best='No Decision'
pmin=min(pvec)
pv=NA
Y=NA
if(pmin<=p.crit){
Best=R[[1]]
con=conCON(J,R[[1]])$conCON
Y=lincon(x,con=con,tr=tr,alpha=p.crit,pr=FALSE,SEED=SEED)$psihat[,-5]
dimnames(Y)=list(NULL,c('Group','psihat','ci.lower','ci.upper'))
L=c(1:J)
L=L[-R[[1]]]
Y[,1]=L
}
if(PV)pv=mean(pmin>=temp$dist)
list(Estimates=est,p.test=pmin,p.crit=p.crit,Best.group=Best,p.value=pv,Best.vs.Res
t=Y)
}
anc.best.crit<-function(J,alpha=.05,tr=.2,iter=5000){
rem=NA
for(k in 1:iter){
x=rmul(30,p=J)
x=listm(x)
est=lapply(x,tmean,tr=tr)
est=matl(est)
R=order(est,decreasing = TRUE)
pvec=NA
for(i in 2:J){
im1=i-1
pvec[im1]=yuen(x[[R[1]]],x[[R[[i]]]])$p.value
}
rem[k]=min(pvec)
}
crit=qest(rem,alpha)
list(crit=crit,dist=rem)
}
anc.bestpb<-function(x,est=tmean,
p.crit=NULL,alpha=.05,nboot=NA,iter=5000,SEED=TRUE,PV=TRUE,...){
#
# Identify group with largest trimmed mean
# Make a decision if p.test<=p.crit
#
# PV=TRUE, a p-value will be returned.This is done by
# using a simulation to determine the null distribution based on
# iter=5000 replications. For faster execution time when the number of groups is
less than 9 and
# alpha=.05, use PV=FALSE, in which case a critical p-value (p.crit) is
# is returned but no p-value.
#
# Returns:
# If a significant difference, confidence intervals with the best are reported.
# using the adjusted level.
#
if(SEED)set.seed(2)
x=elimna(x)
J=length(x)
Jm1=J-1
if(alpha==.05){
vals=c(0.05,0.019,0.0104,0.0064, 0.0042,0.0032,0.0024)
if(J<=8)p.crit=vals[Jm1]
}}
EST=lapply(z,tmean,tr=tr)
if(is.null(p.crit) || PV){
temp=anc.best.crit(J=J,alpha=alpha,tr=tr,iter=iter)
p.crit=temp$crit
}
EST=lapply(x,tmean,tr=tr)
EST=matl(EST)
R=order(EST,decreasing = TRUE)
Best='No Decision'
pv=NA
Y=NA
con=conCON(J,R[[1]])$conCON
Y=linconpb(x,est=est,nboot=nboot,con=con,alpha=p.crit,SEED=SEED,...)$output
pmin=min(Y[,3])
if(pmin<=p.crit){
Best=R[[1]]
Y=Y[,c(-3,-4)]
dimnames(Y)=list(NULL,c('Group','psihat','ci.lower','ci.upper'))
L=c(1:J)
L=L[-R[[1]]]
Y[,1]=L
}
if(PV)pv=mean(pmin>=temp$dist)
list(Estimates=EST,p.test=pmin,p.crit=p.crit,Best.group=Best,p.value=pv,Best.vs.Res
t=Y)
}
IND.PAIR.ES<-function(x,con=NULL,fun=ES.summary,...){
#
# J independent groups
# For each column of a specified matrix of linear contrast
# coefficients, pool the data having a contrast coefficient of 1 into one
# group, do the same for contrast coefficient of -1,
# then estimate measures of effect size.
#
# Default, all pairwise comparisons using all of the measures of effect size
# via ES.summary
#
# To get individual measures of effect size, use
# fun=ESfun and include the argument
# method.
# Example: fun=ESfun, method='EP' does explanatory power.
# Choices for method are:
# QS: Quantile shift based on the medians
# QStr: Based on trimmed means
# AKP: Robust analog of Cohen's d
# WMW: P(X<Y)
# KMS: Heteroscedastic analog of Cohen's d
#
# Returns contrast coefficients followed by effect size measures for each column
# of con.
#
CON=list()
J=length(x)
if(is.null(con))conmat=con.all.pairs(J)
else conmat=con
P=ncol(conmat)
ic=0
for(j in 1:P){
id1=which(conmat[,j]==1)
id2=which(conmat[,j]==-1)
ic=ic+1
if(length(id1)==1)CON[[ic]]=fun(x[[id1]],x[[id2]],...)
else{
z1=pool.a.list(x[id1])
z2=pool.a.list(x[id2])
CON[[ic]]=fun(z1,z2,...)
}}
list(con=conmat,effect.size=CON)
}
RCmcp<-function(J,K,x,alpha=.05, est=tmean, PB=FALSE,SEED=TRUE,pr=TRUE,...){

#
# For each level of Factor A, do all pairwise comparisons
# among the levels of B
#
# Do the same of Factor B
#
if(pr){
if(!PB)print('To use a percentile bootstrap, set PB=TRUE')
}
JK=J*K
imat=matrix(c(1:JK),nrow=J,ncol=K,byrow=TRUE)
A=list()
B=list()
if(!PB){
for(j in 1:J)A[[j]]=lincon(x[imat[j,]],tr=tr,alpha=alpha,pr=FALSE,SEED=SEED)
for(k in 1:K)B[[k]]=lincon(x[imat[,k]],tr=tr,alpha=alpha,pr=FALSE,SEED=SEED)
}
if(PB){
for(j in 1:J)A[[j]]=linconpb(x[imat[j,]],alpha=alpha,SEED=SEED,...)
for(k in 1:K)B[[k]]=linconpb(x[imat[,k]],alpha=alpha,SEED=SEED,...)
}
list(A=A,B=B)
}
twoway.pool<-function(J,K,x){
#
# For a two-way design,for each level of Factor A, pool over B
# Do the same for Factor B
#
# Return results in A and B having list mode,
#
JK=J*K
A=list()
B=list()
for(j in 1:J)A[[j]]=pool.a.list(x[imat[j,]])
for(k in 1:K)B[[k]]=pool.a.list(x[imat[,k]])
list(A=A,B=B)
}
RCES<-function(J,K,x,fun=ES.summary,tr=.2,...){
#
# For each level of Factor A, estimate effect sizes for all pairwise comparisons
# among the levels of B
#
# Do the same of Factor B
#
# argument fun, see the function IND.PAIR.ES
#
JK=J*K
A=list()
B=list()
for(j in 1:J){
z=x[imat[j,]]
A[[j]]=IND.PAIR.ES(z,tr=tr,fun=fun,...)
}
for(k in 1:K){
z=x[imat[,k]]
B[[k]]=IND.PAIR.ES(z,tr=tr,fun=fun,...)
}
list(A=A,B=B)
}
twowayESM<-function(J,K,x,fun=ES.summary,...){
#
# For each level of Factor A, pool data over levels of Factor B, compute
# measures of effect size.
#
# Do the same for Factor B
#
# argument fun, see the function IND.PAIR.ES
#
a=twoway.pool(J,K,x)
A=IND.PAIR.ES(a$A,fun=fun,...)
B=IND.PAIR.ES(a$B,fun=fun,...)
list(Factor.A=A,Factor.B=B)
}
pxly<-function(x,y,iter=100,SEED=TRUE){
#
# x and y independent
# Estimate P(x<y)
#
P=NA
x=elimna(x)
y=elimna(y)
n1=length(x)
n2=length(y)
if(n1>=10 & n2>=10){
nt=max(n1,n2)
if(nt<10^3){
P=mean(L<0)
}
if(nt>=10^3){
if(SEED)set.seed(2)
L=NULL
nmin=min(c(n1,n2,50))
for(i in 1:iter){
id1=sample(n1,nmin)
id2=sample(n2,nmin)
L=c(L,outer(x[id1],y[id2],FUN='-'))
P[i]=mean(L<0)
}}}
est=mean(P)
est
}
inter.ES<-function(x,method='EP',iter=5,SEED=TRUE,tr=.2,pr=FALSE){
#
#
# Measures of effect size for an interaction in a 2-by-2 design
# For level 1 of Factor A, estimate the distribution of the
# the typical difference for levels 1 and 2 Factor B
# Do the same for level 2 of Factor A, and compute a measure of
# effect size based on these two distributions.
#
# Choices for the argument method:
# 'DNT', 'PH,ÈP',`QS',`QStr',ÀKP',`WMW',`KMS'
# DNT= De Neve and Thas method
# PH=Patel--Hoel
# EP=explanatory power,
# QS= quantile shift (median,
# QStr= quantile shift (trimmed mean) ,
# AKP =trimmed mean version of Cohen's d,
# WMW= Wilcoxon type measure
# KMS=heteroscedastic analog of Cohen's d
#
#
ef=NA
if(length(x)!=4)stop('Limited to a two-by-two design')
x=elimna(x)
FLAG=TRUE
if(method=='DNT'){
ef=WMWinter.est(x,iter=iter,SEED=SEED)
FLAG=FALSE
}
if(method=='PH'){
ef=rimul(2,2,x)$test[,5]
FLAG=FALSE
}
if(FLAG){
nt=prod(nv)
if(nt>10^3){
if(SEED)set.seed(2)
for(i in 1:iter){
ef[i]=ESfun(L1,L2,method=method,tr=tr,pr=pr,SEED=FALSE)
}}
else{
L1=outer(x[[1]],x[[2]],FUN='-')
L2=outer(x[[3]],x[[4]],FUN='-')
ef=ESfun(L1,L2,method=method,tr=tr,pr=pr)
}
}
ef=mean(ef)
ef
}
inter.TDES<-function(x,method='QS',iter=5,SEED=TRUE,tr=.2,pr=FALSE,switch=FALSE){
#
#
# Measures of effect size for an interaction in a 2-by-2 design
# For level 1 of Factor A, estimate the distribution of the
# the typical difference for levels 1 and 2 Factor B
# Do the same for level 2 of Factor A, and compute a measure of
# effect size based on these two distributions.
#
# swithch=TRUE, interchange the rows and columns
#
# Choices for the argument method:
# 'DNT',ÈP',`QS',`QStr',ÀKP',`KMS'
# DNT= De Neve and Thas P(X_1-X_2 < X_3-X_4) so a WMW-type measure
# EP=explanatory power,
# QS= quantile shift (median,
# QStr= quantile shift (trimmed mean) ,
# AKP =trimmed mean version of Cohen's d,
# KMS=heteroscedastic analog of Cohen's d
#
#
if(switch)x=x[1,3,2,4]
ef=NA
if(length(x)!=4)stop('Limited to a two-by-two design')
x=elimna(x)
FLAG=TRUE
if(method=='DNT'){
ef=WMWinter.est(x,iter=iter,SEED=SEED)
FLAG=FALSE
}
if(FLAG){
nt=prod(nv)
if(nt>10^3){
if(SEED)set.seed(2)
for(i in 1:iter){
ef[i]=ESfun(L1,L2,method=method,tr=tr,pr=pr,SEED=FALSE)
}}
else{
L1=outer(x[[1]],x[[2]],FUN='-')
L2=outer(x[[3]],x[[4]],FUN='-')
ef=ESfun(L1,L2,method=method,tr=tr,pr=pr)
}
}
ef=mean(ef)
ef
}
interES.2by2<-function(x,tr=.2,switch=FALSE){
#
# Estimate a collection of effect sizes
# for the first row of a 2-by-2 design
# do the same for the second row
# return estimates of the differences
#
# AKP: Homoscedastic robust analog of Cohen's d
# QS: Quantile shift based on the median of the distribution of X-Y,
# QStr: Quantile shift based on the trimmed mean of the distribution of X-Y
# KMS: Robust heteroscedastic analog of Cohen's d
# PH: Patel--Hoel, uses Cliff'a analog of Wilcoxon--Mann--Whitney
#
# switch=TRUE: reverses rows and columns
if(switch)x=x[c(1,3,2,4)]
J=length(x)
if(J!=4)stop('Should have four groups; designed for a 2-by-2 ANOVA only')
a=c('AKP','EP','QS','QStr','KMS','WMW')
output[,1]=c(0.0,0.0,0.5,0.5,0.0,0.0)
for(j in 1:6){
output[j,2]=ESfun(x[[1]],x[[2]],method=a[j],tr=tr,pr=FALSE)
output[j,3]=ESfun(x[[3]],x[[4]],method=a[j],tr=tr,pr=FALSE)
output[j,4]=output[j,2]-output[j,3]
}
dimnames(output)=list(c('AKP','EP','QS (median)','QStr',
'KMS','PH'),c('NULL','Est 1','Est 2','Diff'))
output
}
interJK.ESmul<-function(J,K,x,method='QS',tr=.2,SEED=TRUE){
#
# Compute measures of effect size for interactions associated with
# in J-by-K design.
# This is done for all relevant tetrad cells using interES.2by2
#
# Methods, see the R function ESfun
# Defaults to quantile shfit
#
CCJ<-(J^2-J)/2
CCK<-(K^2-K)/2
CC<-CCJ*CCK
JK=J*K
x=elimna(x)
mat=matrix(c(1:JK),nrow=J,ncol=K,byrow=TRUE)
dimnames(test)<-list(NULL,c("Factor A","Factor A","Factor B","Factor B","Effect
Size 1","Effect Size 2","Diff"))
jcom<-0
for (j in 1:J){
for (jj in 1:J){
if (j < jj){
for (k in 1:K){
for (kk in 1:K){
if (k < kk){
jcom<-jcom+1
test[jcom,1]<-j
test[jcom,2]<-jj
test[jcom,3]<-k
test[jcom,4]<-kk
id1=mat[j,k]
id2=mat[j,kk]
a=ESfun(x[[id1]],x[[id2]],method=method,tr=tr,pr=FALSE,SEED=SEED)
id1=mat[jj,k]
id2=mat[jj,kk]
b=ESfun(x[[id1]],x[[id2]],method=method,tr=tr,pr=FALSE,SEED=SEED)
test[jcom,5:7]<-c(a,b,a-b)
}}}}}}
list(EFFECT.est=test)
}
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#License: USC-RL v1.

regp2plot<-function(x,y,xout=FALSE,outfun=out,xlab="Var 1",ylab="Var 2",zlab="Var

# fr (the span) controls amount of smoothing

med2way<-function(J,K,x,grp=c(1:p),p=J*K, ADJ.P.VALUE=TRUE, iter=5000,SEED=TRUE){

#Note: rdepth in library(mrfDepth) eliminates access to rdepth below and it handles

rdepth.orig<-function(d, x, y, sortx = TRUE)

DEP <- function( X, PNT, NDIR, EPS=10E-8, PRINT=F )

if (Eval[NP] > EPS)

return( list( NDEP=NDEP, NSIN=NSIN, EVEC=Evec ) )

if (length(PNT) != NP){print("Length of 'PNT' has to equal to")

DEPTH <- NDEP / N

matsqrt <- function(x) {

qdmcpdif<-function(x, con = 0,alpha = 0.05){

# This function is used by other functions when computing

## slightly faster version of 'sweep(x, 2, m)':

maxhalf <- if (nd < tol) 0 else ceiling(log2(nd/tol))

mcskew <- function(z)

pull <- function(a,n,k)

calwork <- function(a,b,ai,bi,ab,eps)

erho.bt <- function(p,c1,M)

rejpt.bt.lim <- function(p,r){

# The data are assumed to be stored in x in list mode or in a matrix.

# NO LONGER NEED THIS NEXT FUNCTION

depth2<-function(x,pts=NA,plotit=TRUE,xlab="VAR 1",ylab="VAR 2"){

run3bo<-function(x,y,fr=1,est=tmean,theta = 50, phi = 25,nmin=0,

ltsgreg<-function(x, y, tr = 0.2, h = NA,xout=FALSE,outfun=outpro,...)

qreg<-function(x, y,qval=.5, q=NULL,pr=FALSE,xout=FALSE,

medx <- median(x)

x <- (x - mu) / sigma0

gk <- function(x, y, ...)

hard.rejection <- function(distances, p, beta = 0.9, ...)

ogk.pairwise <- function(X,n.iter=1,sigmamu=taulc,v=gkcov,beta=.9,...)

for(i in 1:(p - 1)) {

# Compute the eigenvectors of U and store them in

E <- eigen(U, symmetric = TRUE)$vectors

# Compute A, there is one A for each iteration.

# End of orthogonalization iterations.

# Compute the robust location and scale estimates for

# sqrt.gamma <- apply(Z, 2, sigmamu, mu.too = TRUE, ...)

# Compute the mahalanobis distances.

Z <- sweep(Z, 2, center)

# From the inside out compute the robust location and

covmat <- diag(sqrt.gamma^2)

for(iter in seq(n.iter, 1, -1)) {

center <- as.vector(center)

# Compute the reweighted estimate. First, compute the

#weights <- weight.fn(distances, p, ...)

# Then compute the weighted location and covariance

wcenter <- colSums(sweep(X, 1, weights, '*')) / sweights

Z <- sweep(X, 2, wcenter)

gk.sigmamu <- function(x, c1 = 4.5, c2 = 3.0, mu.too = FALSE, ...)

medx <- median(x)

x <- (x - mu) / sigma0

gk <- function(x, y, ...)

hard.rejection <- function(distances, p, beta = 0.9, ...)

erho.bt <- function(p,c1,M)

rejpt.bt.lim <- function(p,r){

bg2ci<-function(x, alpha = 0.05)

cci<-function(x, alpha = 0.05)

cgci<-function(x, alpha = 0.05, ks = 3.5)

covmba <- function(x, csteps = 5)

fysim<-function( runs = 20)

llrdata <- function(n = 100, q=5)