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Usage:
randsign(diffs [,trials:n]), REAL vector diffs, positive integer n
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Keywords:
permutation test, analysis
randsign(diffs) computes sum(s_i * diffs_i) for all 2^length(diffs)
possible combinations of signs s_i and returns these as a REAL vector.
randsign(diffs,trials:n) samples from the distribution of sum(s_i *
diffs_i) based on n sets of random signs. This is appropriate when
diffs is long, as 2^length(diffs) grows quickly!!
You can use the results of randsign to compute p-values for the
randomization equivalent of the paired t-test by finding the fraction of
the total differences based on random signs as extreme or more extreme
than the observed total difference for the two groups.
Examples:
Cmd> x1 <- vector(1,4,2,4,6,3,7) # data set 1
Cmd> x2 <- vector(3,5,3,6,2,9,8) # data set 2
Cmd> diffs <- x2-x1
Cmd> diffs # the differences
(1) 2 1 1 2 -4
(6) 6 1
Cmd> sum(diffs) # observed total difference
(1) 9
Cmd> out <- randsign(diffs) # all differences with random signs
Cmd> stemleaf(out)
1 -1s|7
4 -1f|555
9 -1t|33333
16 -1*|1111111
24 -0.|99999999
32 -0s|77777777
41 -0f|555555555
52 -0t|33333333333
64 -0*|111111111111
64 +0*|111111111111
52 +0t|33333333333
41 +0f|555555555
32 +0s|77777777
24 +0.|99999999
16 1*|1111111
9 1t|33333
4 1f|555
1 1s|7
1*|1 represents 11 Leaf digit unit = 1
Cmd> sum(out >= 9)/128 # one sided randomization p-value
(1) 0.1875
See also randt(), randt2().
Gary Oehlert
2003-01-15