R: Computation of the Permutation Distribution

PermutationDistribution-methods {coin} | R Documentation

## Computation of the Permutation Distribution

### Description

Methods for computation of the density function, distribution function, quantile function, random numbers and support of the permutation distribution.

### Usage

    ## S4 method for signature 'AsymptNullDistribution'
    dperm(object, x, ...)
    ## S4 method for signature 'IndependenceTest'
    dperm(object, x, ...)
    ## S4 method for signature 'NullDistribution'
    dperm(object, x, ...)

    ## S4 method for signature 'AsymptNullDistribution'
    pperm(object, q, ...)
    ## S4 method for signature 'IndependenceTest'
    pperm(object, q, ...)
    ## S4 method for signature 'NullDistribution'
    pperm(object, q, ...)

    ## S4 method for signature 'AsymptNullDistribution'
    qperm(object, p, ...)
    ## S4 method for signature 'IndependenceTest'
    qperm(object, p, ...)
    ## S4 method for signature 'NullDistribution'
    qperm(object, p, ...)

    ## S4 method for signature 'IndependenceTest'
    rperm(object, n, ...)
    ## S4 method for signature 'NullDistribution'
    rperm(object, n, ...)

    ## S4 method for signature 'IndependenceTest'
    support(object, ...)
    ## S4 method for signature 'NullDistribution'
    support(object, ...)

### Arguments

`object` | an object from which the density function, distribution function, quantile function, random numbers or support of the permutation distribution can be computed.
`x, q` | a numeric vector, the quantiles for which the density function or distribution function is computed.
`p` | a numeric vector, the probabilities for which the quantile function is computed.
`n` | a numeric vector, the number of observations. If `length(n) > 1`, the length is taken to be the number required.
`...` | further arguments to be passed to methods.

### Details

The methods `dperm`, `pperm`, `qperm`, `rperm` and `support` compute the density function, distribution function, quantile function, random deviates and support, respectively, of the permutation distribution.

### Value

The density function, distribution function, quantile function, random deviates or support of the permutation distribution computed from `object`. A numeric vector.

### Note

The density of asymptotic permutation distributions for maximum-type tests or exact permutation distributions obtained by the split-up algoritm is reported as `NA`. The quantile function of asymptotic permutation distributions for maximum-type tests cannot be computed for `p` less than 0.5, due to limitations in the mvtnorm package. The support of exact permutation distributions obtained by the split-up algorithm is reported as `NA`.

In versions of coin prior to 1.1-0, the support of asymptotic permutation distributions was given as an interval containing 99.999 % of the probability mass. It is now reported as `NA`.

### Examples

    ## Two-sample problem
    dta <- data.frame(
        y = rnorm(20),
        x = gl(2, 10)
    )

    ## Exact Ansari-Bradley test
    at <- ansari_test(y ~ x, data = dta, distribution = "exact")

    ## Support of the exact distribution of the Ansari-Bradley statistic
    supp <- support(at)

    ## Density of the exact distribution of the Ansari-Bradley statistic
    dens <- dperm(at, supp)

    ## Plotting the density
    plot(supp, dens, type = "s")

    ## 95 % quantile
    qperm(at, 0.95)

    ## One-sided p-value
    pperm(at, statistic(at))

    ## Random number generation
    rperm(at, 5)

[Package coin version 1.1-3 Index]