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我認爲下面的代碼是形狀測試參數的方式,雖然可能有一些錯誤:如何進行非參數形狀測試?
# Shape test
glu <- diabetes$Glucose
BPre <- diabetes$BloodPressure
plot(density(glu))
plot(density(BPre))
# To compare the shape, first to standardize them
glu1<- (glu - mean(glu))/sd(glu)
BPre1 <- (BPre - mean(BPre))/sd(BPre)
plot(density(glu1))
lines(density(BPre1), col = "red")
# Compute test statistic
q <- c(0.1, 0.4, 0.6, 0.8, 0.9)
x1 <- quantile(glu1, probs = q)
x2 <- quantile(BPre1, probs = q)
tstat <- sum(abs(x1 - x2))
tstat
s1 <- rnorm(length(glu1))
s2 <- rnorm(length(BPre1))
# Describe the population and generate one synthetic sample
f1 <- function()
{
s1 <- rnorm(length(glu1))
s2 <- rnorm(length(BPre1))
q <- c(0.1, 0.4, 0.6, 0.8, 0.9)
x1 <- quantile(s1, probs = q)
x2 <- quantile(s2, probs = q)
return(sum(abs(x1 - x2)))
}
# Create sampling distribution
sdist <- replicate(10000, f1())
# Plot sampling distribution & create p-value
plot(density(sdist))
abline(v = tstat, col = "dark red")
# Gap
gap <- abs(mean(sdist) - tstat)
abline(v = mean(sdist) + c(-1,1) * gap, col = "dark orange")
s1 <- sdist[sdist <(mean(sdist - gap)) | sdist >(mean(sdist + gap))]
pvalue <- length(s1)/length(sdist)
pvalue
我在想,如果我可以用相同的數據做非參數檢驗形狀。我的直覺告訴我是可能的。對於如何將glu1和BPres轉換爲非參數化方式,我只需要一點點啓發。謝謝!