R: (Robust) permutation test for no association

permTest {ccaPP} | R Documentation

## (Robust) permutation test for no association

### Description

Test whether or not there is association betwenn two data sets, with a focus on robust and nonparametric correlation measures.

### Usage

    permTest(x, y, R = 1000, fun = maxCorGrid, permutations = NULL,
      nCores = 1, cl = NULL, seed = NULL, ...)

### Arguments

`x, y` | each can be a numeric vector, matrix or data frame.
`R` | an integer giving the number of random permutations to be used.
`fun` | a function to compute a maximum correlation measure between two data sets, e.g., `maxCorGrid` (the default) or `maxCorProj`. It should expect the data to be passed as the first and second argument, and must return an object of class `"maxCor"`.
`permutations` | an integer matrix in which each column contains the indices of a permutation. If supplied, this is preferred over `R`.
`nCores` | a positive integer giving the number of processor cores to be used for parallel computing (the default is 1 for no parallelization). If this is set to `NA`, all available processor cores are used.
`cl` | a parallel cluster for parallel computing as generated by `makeCluster`. If supplied, this is preferred over `nCores`.
`seed` | optional integer giving the initial seed for the random number generator (see `.Random.seed`). For parallel computing, random number streams are used rather than the standard random number generator and the seed is set via `clusterSetRNGStream`.
`...` | additional arguments to be passed to `fun`.

### Details

The test generates `R` data sets by randomly permuting the observations of `x`, while keeping the observations of `y` fixed. In each replication, a function to compute a maximum correlation measure is applied to the permuted data sets. The p-value of the test is then given by the percentage of replicates of the maximum correlation measure that are larger than the maximum correlation measure computed from the original data.

### Value

An object of class `"permTest"` with the following components:

`pValue` | the p-value for the test.
`cor0` | the value of the test statistic.
`cor` | the values of the test statistic for each of the permutated data sets.
`R` | the number of random permutations.
`seed` | the seed of the random number generator.
`call` | the matched function call.

### Author(s)

Andreas Alfons

### References

A. Alfons, C. Croux and P. Filzmoser (2016) Robust maximum association between data sets: The R Package ccaPP. Austrian Journal of Statistics, 45(1), 71–79.

### See Also

`maxCorGrid`, `maxCorProj`

### Examples

    data("diabetes")
    x <- diabetes$x
    y <- diabetes$y

    ## Spearman correlation
    permTest(x, y, R = 100, method = "spearman")
    permTest(x, y, R = 100, method = "spearman", consistent = TRUE)

    ## Pearson correlation
    permTest(x, y, R = 100, method = "pearson")

[Package ccaPP version 0.3.3 Index]