Expand p-value tail handling, test paired Hotelling

src/covariance.jl

@@ -37,7 +37,8 @@ StatsBase.dof(B::BartlettsTest) = div(B.p * (B.p + 1), 2)
 
 HypothesisTests.testname(::BartlettsTest) =
     "Bartlett's Test for Equality of Covariance Matrices"
-HypothesisTests.pvalue(B::BartlettsTest) = pvalue(Chisq(dof(B)), B.L′)
+HypothesisTests.default_tail(::BartlettsTest) = :right
+HypothesisTests.pvalue(B::BartlettsTest; tail=:right) = pvalue(Chisq(dof(B)), B.L′, tail=tail)
 
 function HypothesisTests.show_params(io::IO, B::BartlettsTest, indent="")
     println(io, indent, "number of observations: ", nobs(B))

src/hotelling.jl

@@ -2,7 +2,9 @@
 
 abstract type HotellingT2Test <: HypothesisTest end
 
-HypothesisTests.pvalue(T::HotellingT2Test) = pvalue(FDist(dof(T)...), T.F)
+HypothesisTests.default_tail(::HotellingT2Test) = :right
+HypothesisTests.pvalue(T::HotellingT2Test; tail=:right) =
+    pvalue(FDist(dof(T)...), T.F, tail=tail)
 
 function HypothesisTests.show_params(io::IO, T::HotellingT2Test, indent="")
     println(io, indent, "number of observations: ", nobs(T))

src/partialcor.jl

@@ -110,7 +110,9 @@ function StatsBase.confint(test::PartialCorTest, alpha::Float64=0.05)
     return (elo, ehi)
 end
 
-HypothesisTests.pvalue(test::PartialCorTest) = pvalue(TDist(dof(test)), test.t)
+HypothesisTests.default_tail(::PartialCorTest) = :both
+HypothesisTests.pvalue(test::PartialCorTest; tail=:both) =
+    pvalue(TDist(dof(test)), test.t, tail=tail)
 
 function HypothesisTests.show_params(io::IO, test::PartialCorTest, indent="")
     println(io, indent, "number of observations:          ", nobs(test))

test/data/spouse.txt

@@ -0,0 +1,30 @@
+2 3 5 5 4 4 5 5
+5 5 4 4 4 5 5 5
+4 5 5 5 4 4 5 5
+4 3 4 4 4 5 5 5
+3 3 5 5 4 4 5 5
+3 3 4 5 3 3 4 4
+3 4 4 4 4 3 5 4
+4 4 5 5 3 4 5 5
+4 5 5 5 4 4 5 4
+4 4 3 3 3 4 4 4
+4 4 5 5 4 5 5 5
+5 5 4 4 5 5 5 5
+4 4 4 4 4 4 5 5
+4 3 5 5 4 4 4 4
+4 4 5 5 4 4 5 5
+3 3 4 5 3 4 4 4
+4 5 4 4 5 5 5 5
+5 5 5 5 4 5 4 4
+5 5 4 4 3 4 4 4
+4 4 4 4 5 3 4 4
+4 4 4 4 5 3 4 4
+4 4 4 4 4 5 4 4
+3 4 5 5 2 5 5 5
+5 3 5 5 3 4 5 5
+5 5 3 3 4 3 5 5
+3 3 4 4 4 4 4 4
+4 4 4 4 4 4 5 5
+3 3 5 5 3 4 4 4
+4 4 3 3 4 4 5 4
+4 4 5 5 4 4 5 5

test/runtests.jl

@@ -16,6 +16,9 @@ swiss = readdlm(joinpath(@__DIR__, "data", "swiss3.txt"))
 genuine = convert(Matrix{Float64}, swiss[view(swiss, :, 1) .== "real", 2:end])
 counterfeit = convert(Matrix{Float64}, swiss[view(swiss, :, 1) .== "fake", 2:end])
 
+# Columns are survey answers: husbands' to questions 1-4, wives' to questions 1-4
+spouse = readdlm(joinpath(@__DIR__, "data", "spouse.txt"))
+
 @testset "Utility functions" begin
     MT = MultivariateTests
 
@@ -106,6 +109,17 @@ end
     let out = sprint(show, t)
         @test contains(out, "reject h_0") && !contains(out, "fail to")
     end
+
+    # Paired
+    p = OneSampleHotellingT2(spouse[:,1:4], spouse[:,5:end])
+    @test nobs(p) == 30
+    @test dof(p) == (4, 26)
+    @test pvalue(p) ≈ 0.039369144 atol=1e-6
+    @test p.T² ≈ 13.127840261 atol=1e-6
+    @test p.F ≈ 2.942446955 atol=1e-6
+    let out = sprint(show, p)
+        @test contains(out, "reject h_0") && !contains(out, "fail to")
+    end
 end
 
 @testset "Two sample Hotelling's T²" begin