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Statistical Hypothesis Testing Toolbox
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README.md

Statistical Hypothesis Testing in R

SHT aims at providing a casket of tools for hypothesis testing procedures ranging from classical to modern techniques. We hope it not be used as a primary means of p-hacking.

Installation

SHT released version can be obtained from CRAN with:

install.packages("SHT")

or the up-to-date development version from github:

## install.packages("devtools")
## library(devtools)
devtools::install_github("kisungyou/SHT")

List of Available Tests

We categorized available functions by their object of interest for better navigation.

  • Notations x and y refer to samples.
  • Authors are referred by last names. See the help page of each function for complete references.
  • k-sample means that the test is checking the homogeneity across multiple samples.
  • Function naming convention is {type of test.test name}, or {type of test.year authors}, where there are two or three authors, we took their initials as abbreviation or simply the last name of the first author otherwise.
  • usek1d and useknd lets a user to apply any k-sample tests for two-sample testings.
  • When ℝp notation is used, it denotes multivariate procedures.

0. utilities

function name description
usek1d apply k-sample test method for two univariate samples
useknd apply k-sample test method for two multivariate samples

1. tests for univariate mean μ ∈ ℝ

function name authors description of H0
mean1.ttest Student (1908) μx {≤, =, ≥} μ0 (1-sample)
mean2.ttest Student (1908) & Welch (1947) μx {≤, =, ≥} μy (2-sample)
meank.anova - μ1 = ⋯ = μk (k-sample)

2. tests for multivariate mean μ ∈ ℝp

function name authors description of H0
mean1.1931Hotelling Hotelling (1931) μx = μ0 (1-sample)
mean1.1958Dempster Dempster (1958, 1960) μx = μ0 (1-sample)
mean1.1996BS Bai and Saranadasa (1996) μx = μ0 (1-sample)
mean1.2008SD Srivastava and Du (2008) μx = μ0 (1-sample)
mean2.1931Hotelling Hotelling (1931) μx = μy (2-sample)
mean2.1958Dempster Dempster (1958, 1960) μx = μy (2-sample)
mean2.1965Yao Yao (1965) μx = μy (2-sample)
mean2.1980Johansen Johansen (1980) μx = μy (2-sample)
mean2.1986NVM Nel and Van der Merwe (1986) μx = μy (2-sample)
mean2.1996BS Bai and Saranadasa (1996) μx = μy (2-sample)
mean2.2004KY Krishnamoorthy and Yu (2004) μx = μy (2-sample)
mean2.2008SD Srivastava and Du (2008) μx = μy (2-sample)
mean2.2011LJW Lopes, Jacob, and Wainwright (2011) μx = μy (2-sample)
mean2.2014CLX Cai, Liu, and Xia (2014) μx = μy (2-sample)
mean2.2014Thulin Thulin (2014) μx = μy (2-sample)
meank.2007Schott Schott (2007) μ1 = ⋯ = μk (k-sample)
meank.2009ZX Zhang and Xu (2009) μ1 = ⋯ = μk (k-sample)
meank.2019CPH Cao, Park, and He (2019) μ1 = ⋯ = μk (k-sample)

3. tests for variance σ2

function name authors description of H0
var1.chisq - σx2 {≤, =, ≥} σ02 (1-sample)
var2.F - σx2 {≤, =, ≥} σy2 (2-sample)
vark.1937Bartlett Bartlett (1937) σ12 = ⋯ = σk2 (k-sample)
vark.1960Levene Levene (1960) σ12 = ⋯ = σk2 (k-sample)
vark.1974BF Brown and Forsythe (1974) σ12 = ⋯ = σk2 (k-sample)

4. tests for covariance Σ

function name authors description of H0
cov1.2012Fisher Fisher (2012) Σx = Σ0 (1-sample)
cov1.2015WL Wu and Li (2015) Σx = Σ0 (1-sample)
cov2.2012LC Li and Chen (2012) Σx = Σy (2-sample)
cov2.2013CLX Cai, Liu, and Xia (2013) Σx = Σy (2-sample)
cov2.2015WL Wu and Li (2015) Σx = Σy (2-sample)
covk.2001Schott Schott (2001) Σ1 = ⋯ = Σk (k-sample)
covk.2007Schott Schott (2007) Σ1 = ⋯ = Σk (k-sample)

5. simultaneous tests for mean μ and covariance Σ

function name authors description of H0
sim1.2017Liu Liu et al. (2017) μx = μy,  Σx = Σy (1-sample)
sim2.2018HN Hyodo and Nishiyama (2018) μx = μy,  Σx = Σy (2-sample)

6. tests for equality of distributions

function name authors description of H0
eqdist.2014BG Biswas and Ghosh (2014) FX = FY ∈ ℝ1 & ℝp (2-sample)

7. goodness-of-fit tests of normality

function name authors description of H0
norm.1965SW Shapiro and Wilk (1965) FX = Normal ∈ ℝ1
norm.1972SF Shapiro and Francia (1972) FX = Normal ∈ ℝ1
norm.1980JB Jarque and Bera (1980) FX = Normal ∈ ℝ1
norm.1996AJB Urzua (1996) FX = Normal ∈ ℝ1
norm.2008RJB Gel and Gastwirth (2008) FX = Normal ∈ ℝ1

8. goodness-of-fit tests of uniformity

function name authors description of H0
unif.2017YMi Yang and Modarres (2017) FX = Uniform ∈ ℝp
unif.2017YMq Yang and Modarres (2017) FX = Uniform ∈ ℝp
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