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Tip revision: cd5ace5b6355edbcf1277dc2a8cb00999df6f943 authored by Torsten Hothorn on 29 September 2009, 00:00:00 UTC
version 1.0-7
Tip revision: cd5ace5
IndependenceTest.Rd
\name{IndependenceTest}
\alias{independence_test}
\alias{independence_test.formula}
\alias{independence_test.IndependenceProblem}
\alias{independence_test.table}
\title{ General Independence Tests } 
\description{
    The independence between two sets of variables of arbitrary measurement
    scales, possibly stratified in blocks, is tested conditional on the data.
}
\usage{
\method{independence_test}{formula}(formula, data, subset = NULL, 
    weights = NULL, \dots)
\method{independence_test}{IndependenceProblem}(object, 
    teststat = c("max", "quad", "scalar"),
    distribution = c("asymptotic", "approximate", "exact"),
    alternative = c("two.sided", "less", "greater"),
    xtrafo = trafo, ytrafo = trafo, scores = NULL, 
    check = NULL, ...)
\method{independence_test}{table}(object, 
    distribution = c("asymptotic", "approximate"), ...)
}
\arguments{
  \item{formula}{a formula of the form 
    \code{y1 + ... + yp ~ x1 + ... + xq | block} where the variables
    on the left and right hand side may be measured on arbitrary scales
    (including censored ones on the left hand side) and \code{block} is an 
    optional factor for stratification.}
  \item{data}{an optional data frame containing the variables in the
    model formula. Alternatively, an object of class
    \code{\linkS4class{exprSet}} may be specified. In this case,
    all variables in \code{formula}, except \code{.}, 
    are first evaluated in the \code{pData} data frame. The dot (\code{.}) 
    refers to the matrix of expression levels (\code{exprs} slot).}
  \item{subset}{an optional vector specifying a subset of observations
    to be used.}
  \item{weights}{an optional formula of the form \code{~ w} defining
    integer valued weights for the observations.}
  \item{object}{an object inheriting from class \code{IndependenceProblem} or an
           object of class \code{table}.}
  \item{teststat}{a character, the type of test statistic to be applied: either a
    standardized scalar test statistic (\code{scalar}), or a 
    maximum type statistic (\code{max}) or a quadratic form
    (\code{quad}).}
  \item{alternative}{a character, the alternative hypothesis must be
    one of \code{"two.sided"} (default), \code{"greater"} or    
    \code{"less"}.  You can specify just the initial letter.}   
  \item{distribution}{a character, the null distribution of the test statistic
    can be computed \code{exact}ly or can be approximated by its
    asymptotic distribution (\code{asymptotic}) 
    or via Monte-Carlo resampling (\code{approximate}). Alternatively, the functions
    \code{\link{exact}}, \code{\link{approximate}} or \code{\link{asymptotic}} can be
    used to specify how the exact conditional distribution of the test statistic 
    should be calculated or approximated. It is also possible to specify a
    function with one argument (taking objects inheriting from 
    \code{IndependenceTestStatistic})
    which return an object of class \code{NullDistribution}.}
  \item{xtrafo}{a function of transformations (see \code{\link{trafo}})
    to be applied to the variables on the right hand side of
    \code{formula}, see below.}
  \item{ytrafo}{a function of transformations (see \code{\link{trafo}})
    to be applied to the variables on the left hand side of
    \code{formula}, see below.}
  \item{scores}{a named list of scores to be attached to ordered factors. In
      case a variable is an unordered factor, it is coerced to
      \code{ordered} first.}
  \item{check}{a function to be applied to objects of class
      \code{IndendenceTest} in order to check for specific properties 
      of the data.}
  \item{\dots}{further arguments to be passed to or from methods. Currently,
               none of the additional arguments is passed to any function.}
}
\details{

  The null hypothesis of the independence between the variables on the 
  left hand side and the variables on the 
  right hand side of \code{formula}, possibly stratified by \code{block}, is
  tested. The vector supplied via the \code{weights} argument is 
  interpreted as observation counts.

  This function is the basic workhorse called by all other convenience
  functions, mainly by supplying transformations via the \code{xtrafo}
  argument and influence functions via the \code{ytrafo} argument.

  The \code{scores} argument leads to linear-by-linear association tests
  against ordered alternatives. If the formula \code{y ~ x} was supplied and
  both \code{y} and \code{x} are factors, 
  \code{scores = list(y = 1:k, x = c(1, 4, 6))} first triggers a coercion 
  to class \code{ordered} of both variables and attaches the list elements
  as scores. The length of a score vector needs to be equal the number of 
  levels of the factor of interest.

  The basis of this function is the framework for conditional inference
  procedures by Strasser & Weber (1999). The theory and this implementation
  are explained and illustrated in Hothorn, Hornik, van de Wiel and Zeileis 
  (2006).

}
\value{

  An object inheriting from class \code{\link{IndependenceTest-class}} with
  methods \code{\link{show}}, \code{\link{statistic}}, \code{\link{expectation}},
  \code{\link{covariance}} and \code{\link{pvalue}}. The null distribution
  can be inspected by \code{\link{pperm}}, \code{\link{dperm}},
  \code{\link{qperm}} and \code{\link{support}} methods.

}
\references{

    Helmut Strasser \& Christian Weber (1999).
    On the asymptotic theory of permutation statistics. 
    \emph{Mathematical Methods of Statistics} \bold{8}, 220--250.

    Torsten Hothorn, Kurt Hornik, Mark A. van de Wiel \& Achim Zeileis (2006).
    A Lego System for Conditional Inference. \emph{The American Statistician},
    \bold{60}(3), 257--263.

    Torsten Hothorn, Kurt Hornik, Mark A. van de Wiel \& Achim Zeileis (2008).
    Implementing a class of permutation tests: The coin package,
    \emph{Journal of Statistical Software}, \bold{28}(8), 1--23.
    \url{http://www.jstatsoft.org/v28/i08/}

}
\examples{

  ### independence of asat and group via normal scores test
  independence_test(asat ~ group, data = asat,

    ### exact null distribution
    distribution = "exact", 

    ### one-sided test
    alternative = "greater",

    ### apply normal scores to asat$asat
    ytrafo = function(data) trafo(data, numeric_trafo = normal_trafo),

    ### indicator matrix of 1st level of group
    xtrafo = function(data) trafo(data, factor_trafo = function(x)
        matrix(x == levels(x)[1], ncol = 1))
  )

  ### same as
  normal_test(asat ~ group, data = asat, distribution = "exact", 
              alternative = "greater")


  ### if you are interested in the internals:
  \dontrun{
      browseURL(system.file("documentation", "html", "index.html", 
                            package = "coin"))
  }

}
\keyword{htest}
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