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Test Statistics for the (M)ANOVA Problem

Source: R/anova-stats.R
anova-stats.Rd

This is a collection of functions that provide test statistics to be used into the permutation scheme for performing (M)ANOVA. These test statistics can be divided into two categories: traditional statistics that use empirical moments and inter-point statistics that only rely on pairwise dissimilarities between data points.

Usage

stat_anova_f(data, memberships, ...)

stat_anova_f_ip(data, memberships, ...)

Arguments

data

Either a list of the n pooled data points or a dissimilarity matrix stored as a dist object for all inter-point statistics whose function name should end with _ip().

memberships

An integer vector specifying the membership of each data point.

...

Extra parameters specific to some statistics.

Value

A numeric value storing the value of test statistic given the (possibly permuted) memberships specified by memberships.

Traditional Test Statistics

  • stat_anova_f() implements the F statistic used in traditional (M)ANOVA.

Inter-Point Test Statistics

  • stat_anova_f_ip() implements a pseudo F statistic based on inter-point distances only as described in Shinohara et al. (2020).

References

Chambers, J. M., Freeny, A and Heiberger, R. M. (1992) Analysis of variance; designed experiments. Chapter 5 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.

Krzanowski, W. J. (1988) Principles of Multivariate Analysis. A User's Perspective. Oxford.

Hand, D. J. and Taylor, C. C. (1987) Multivariate Analysis of Variance and Repeated Measures. Chapman and Hall.

Shinohara, Russell T., et al. "Distance‐based analysis of variance for brain connectivity." Biometrics 76.1 (2020): 257-269.

Examples

npk2 <- npk
npk2$foo <- rnorm(24)
n <- nrow(npk2)
data1 <- purrr::array_tree(npk2$yield, margin = 1)
stat_anova_f(data1, npk2$block)
#> [1] 2.318386
data2 <- purrr::array_tree(cbind(npk2$yield, npk2$foo), margin = 1)
stat_anova_f(data2, npk2$block)
#> [1] 1.313078
D <- dist(cbind(npk2$yield, npk2$foo))
stat_anova_f_ip(D, npk2$block)
#> [1] 1.805599