John Chen
2005-Oct-07 12:05 UTC
[R] permutational Kolmogorov-Smirnov p-value for paired data
Dear List, I am new to R and find it very powerful. I would like to compute the permutational p-value for paired data using Kolmogorov-Smirnov, but the built-in ks.test does not have this option, unlike the t.test which has a paired=TRUE flag. Has someone written a library or a routine that does this? Alternatively, if someone could show me how to do pair-wise permutations in R, then I can compute the ks statistic for each permutation, that'll work too. Thank you! John
Greg Snow
2005-Oct-11 18:46 UTC
[R] permutational Kolmogorov-Smirnov p-value for paired data
Here is one way to do a paired permutation test: perm1 <- function(x,y){ rb <- rbinom(length(x),1,0.5) xp <- ifelse(rb==1, x, y) yp <- ifelse(rb==1, y, x) ks.test(xp,yp)$statistic } my.x <- rnorm(100) my.y <- my.x + rnorm(100, 0.2, 0.1) mystat <- ks.test(my.x,my.y)$statistic out <- replicate(1000, perm1(my.x,my.y) ) hist(out) abline(v=mystat) mean(out > mystat) hope this helps, Greg Snow, Ph.D. Statistical Data Center, LDS Hospital Intermountain Health Care greg.snow at ihc.com (801) 408-8111>>> John Chen <jwcasl at gmail.com> 10/07/05 06:05AM >>>Dear List, I am new to R and find it very powerful. I would like to compute the permutational p-value for paired data using Kolmogorov-Smirnov, but the built-in ks.test does not have this option, unlike the t.test which has a paired=TRUE flag. Has someone written a library or a routine that does this? Alternatively, if someone could show me how to do pair-wise permutations in R, then I can compute the ks statistic for each permutation, that'll work too. Thank you! John ______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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