Comparison of univariate density estimates
Usage
sm.density.compare(x, group, h=NA, display="lines", model="none",
test=T, band=T, ngrid=50, nboot=100, monitor=T, xlab, ylab,
xlim, lty, ...)
Arguments
x
|
a vector of data.
|
group
|
a vector of group labels.
|
h
|
the smoothing parameter to be used in the construction of each density
estimate. Notice that the same smoothing parameter is used for each group.
If this value is omitted, the mean of the normal optimal values for the
different groups is used.
|
display
|
the default value "lines" will create a plot of the density estimates.
The alternative value "none" will suppress the plot.
|
model
|
the default value is "none" which restricts comparison to plotting only.
The alternative value "equal" can produce a bootstrap hypothesis test
of equality and the display of an appropriate reference band.
|
test
|
a logical flag controlling the production of a bootstrap test of equality.
|
band
|
a logical flag controlling the production of a reference band for equality.
A band will be produced only in the case of two groups.
|
ngrid
|
the size of the grid used to plot the curves.
|
nboot
|
the number of bootstrap simulations.
|
monitor
|
a logical flag controlling the printing of the iteration numbers during the
bootstrap test.
|
xlab
|
the label attached to the x-axis.
|
ylab
|
the label attached to the y-axis.
|
xlim
|
a vector of length 2 defining the range over which the densities are plotted.
|
lty
|
a vector defining the line types to be used in plotting the density
estimates for the different groups.
|
...
|
additional graphical parameters.
|
Description
This function allows a set of univariate density estimates to be
compared, both graphically and formally in a bootstrap hypothesis test of
equality.Details
see Section 6.2 of the reference below.Value
When model
is set to "none"
, nothing is returned. When "model"
is
set to "equal"
, a list containing the smoothing parameter and the p-value
of the test is returned. When band
takes the value T, and there are only
two groups to compare, the list contains in addition the upper and lower
end-points of the reference band for equality.Side Effects
none.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
sm.density
, sm.ancova
Examples
y <- rnorm(100)
g <- rep(1:2, rep(50,2))
sm.density.compare(y, g, model="equal")