## Copyright 2010 Laurent Jacob, Pierre Neuvial and Sandrine Dudoit. ## This file is part of DEGraph. ## DEGraph is free software: you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation, either version 3 of the License, or ## (at your option) any later version. ## DEGraph is distributed in the hope that it will be useful, ## but WITHOUT ANY WARRANTY without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. ## You should have received a copy of the GNU General Public License ## along with DEGraph. If not, see <http://www.gnu.org/licenses/>. #########################################################################/** ## @RdocFunction BS.test ## ## @title "Performs the test of Bai and Saranadasa (1996)" ## ## \description{ ## @get "title". ## } ## ## @synopsis ## ## \arguments{ ## \item{X1}{A n1 x p @matrix, observed data for class 1: p variables, n1 ## observations.} ## \item{X2}{A n2 x p @matrix, observed data for class 2: p variables, n2 ## observations.} ## \item{na.rm}{A @logical value indicating whether variables with @NA in ## at least one of the n1 + n2 observations should be discarder before ## the test is performed.} ## } ## ## \value{ ## A @list with class "htest" containing the following components: ## \describe{ ## \item{statistic}{A @numeric value, the test statistic.} ## \item{p.value}{A @numeric value, the corresponding p-value.} ## } ## } ## ## @author ## ## \seealso{ ## @see "AN.test" ## @see "graph.T2.test" ## @see "hyper.test" ## } ## ## @examples "../incl/tests.Rex" ## ##*/######################################################################## BS.test <- function(X1, X2, na.rm=FALSE) { if (na.rm) { na1 <- apply(X1, 2, FUN=function(x) sum(is.na(x))) na2 <- apply(X2, 2, FUN=function(x) sum(is.na(x))) idxs <- which((na1==0) & (na2==0)) X1 <- X1[, idxs] X2 <- X2[, idxs] } p <- ncol(X1) n1 <- nrow(X1) n2 <- nrow(X2) n <- n1 + n2 - 2 X1m <- colMeans(X1) X2m <- colMeans(X2) dm <- X1m - X2m dm2 <- t(dm) %*% dm X1c <- X1 - t(matrix(rep(colMeans(X1),n1),p,n1)) X2c <- X2 - t(matrix(rep(colMeans(X2),n2),p,n2)) Sn <- ((t(X1c) %*% X1c) + (t(X2c) %*% X2c))/n Bn <- sqrt((n^2/((n+2)*(n-1))) * (sum(diag(Sn%*%Sn)) - (1/n)*(sum(diag(Sn)))^2)) z <- ((n1*n2/(n1+n2))*dm2 - sum(diag(Sn)))/(sqrt((2*(n+1))/n)*Bn) p <- 1-pnorm(z) res <- list(statistic=z, p.value=p) class(res) <- "htest" res } ############################################################################ ## HISTORY ## 2010-09-23 ## o Added an example. ## o Added an option to remove NA:s. ## 2010-09-22 ## o Now returns an object of class "htest". ############################################################################