R: A significance trace for a hypothesis test

sig.trace {sm} | R Documentation

## A significance trace for a hypothesis test

### Description

This function creates a significance trace for a hypothesis test based on a nonparametric smoothing procedure. The p-value of the test is plotted against a range of smoothing parameters.

### Usage

    sig.trace(expn, hvec, ...)

### Arguments

`expn` | an S-Plus expression which should define the hypothesis test to be performed, with the value of the smoothing parameter `h` omitted from the function call.
`hvec` | a vector of smoothing parameters for which the test will be performed.
`...` | further arguments which will be passed to `sm.options`.

### Details

see Section 5.2 of the reference below.

Only tests involving a univariate smoothing parameter may be used.

### Value

a list containing vectors with the smoothing parameters and p-values.

### Side Effects

If the largest p-value is greater than 0.05 then a horizontal line at 0.05 will be superimposed on any plot, for reference.

### References

Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for Data Analysis: the Kernel Approach with S-Plus Illustrations. Oxford University Press, Oxford.

### See Also

none.

### Examples

    x <- runif(50, 0, 1)
    y <- 5*x^2 + rnorm(50)
    sig.trace(sm.regression(x, y, model = "linear", display="none"),
            hvec = seq(0.05, 0.3, length = 10))

[Package sm version 2.2-5.4 Index]