CompQuadForm - Distribution Function of Quadratic Forms in Normal Variables

Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm, Farebrother's algorithm or Liu et al.'s algorithm.

Last updated 8 years ago

cpp

7.52 score 4 stars 100 dependents 214 scripts 16k downloads

groc - Generalized Regression on Orthogonal Components

Robust multiple or multivariate linear regression, nonparametric regression on orthogonal components, classical or robust partial least squares models as described in Bilodeau, Lafaye De Micheaux and Mahdi (2015) <doi:10.18637/jss.v065.i01>.

Last updated 4 months ago

cpp

1.92 score 1 dependents 14 scripts 275 downloads

nortestARMA - Neyman Smooth Tests of Normality for the Errors of ARMA Models

Tests the goodness-of-fit to the Normal distribution for the errors of an ARMA model.

Last updated 8 years ago

cpp

1.04 score 11 scripts 139 downloads

ECGofTestDx - A Goodness-of-Fit Test for Elliptical Distributions with Diagnostic Capabilities

A goodness-of-fit test for elliptical distributions with diagnostic capabilities. Gilles R. Ducharme, Pierre Lafaye de Micheaux (2020) <doi:10.1016/j.jmva.2020.104602>.

Last updated 4 months ago

1.00 score 1 scripts 244 downloads

ConvergenceConcepts - Seeing Convergence Concepts in Action

This is a pedagogical package, designed to help students understanding convergence of random variables. It provides a way to investigate interactively various modes of convergence (in probability, almost surely, in law and in mean) of a sequence of i.i.d. random variables. Visualisation of simulated sample paths is possible through interactive plots. The approach is illustrated by examples and exercises through the function 'investigate', as described in Lafaye de Micheaux and Liquet (2009) <doi:10.1198/tas.2009.0032>. The user can study his/her own sequences of random variables.

Last updated 3 years ago

1.00 score 10 scripts 420 downloads

HellCor - The Hellinger Correlation

Empirical value of the Hellinger correlation, a measure of dependence between two continuous random variables. More details can be found in Geenens and Lafaye De Micheaux (2019) <arXiv:1810.10276v4>.

Last updated 5 years ago

cpp

1.00 score 3 scripts 195 downloads

rPowerSampleSize - Sample Size Computations Controlling the Type-II Generalized Family-Wise Error Rate

The significance of mean difference tests in clinical trials is established if at least r null hypotheses are rejected among m that are simultaneously tested. This package enables one to compute necessary sample sizes for single-step (Bonferroni) and step-wise procedures (Holm and Hochberg). These three procedures control the q-generalized family-wise error rate (probability of making at least q false rejections). Sample size is computed (for these single-step and step-wise procedures) in a such a way that the r-power (probability of rejecting at least r false null hypotheses, i.e. at least r significant endpoints among m) is above some given threshold, in the context of tests of difference of means for two groups of continuous endpoints (variables). Various types of structure of correlation are considered. It is also possible to analyse data (i.e., actually test difference in means) when these are available. The case r equals 1 is treated in separate functions that were used in Lafaye de Micheaux et al. (2014) <doi:10.1080/10543406.2013.860156>.

Last updated 7 years ago

1.00 score 9 scripts 142 downloads

asympTest - A Simple R Package for Classical Parametric Statistical Tests and Confidence Intervals in Large Samples

One and two sample mean and variance tests (differences and ratios) are considered. The test statistics are all expressed in the same form as the Student t-test, which facilitates their presentation in the classroom. This contribution also fills the gap of a robust (to non-normality) alternative to the chi-square single variance test for large samples, since no such procedure is implemented in standard statistical software.

Last updated 7 years ago

1.00 score 10 scripts 248 downloads