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Test for the difference in independent empirical distributions

Source: R/poe.R
poe_test.Rd

The function calculates the complete combinatorial of the supplied vectors, i.e., the share of all pairwise differences x - y that are less than or equal to zero. Instead of forming all length(x) * length(y) differences, y is sorted and findInterval() counts the elements of y below each element of x, which keeps memory use linear. The input vectors must be numeric, non-empty, and free of missing values, but can be of different lengths.

Usage

poe_test(x, y)

Arguments

x, y

Two numeric vectors representing the independent empriical distributions to be compared

Value

A list with the following components:

  • method The name of the test

  • statistic The test statistic

  • means The means of the two input vectors

References

Poe G. L., Giraud, K. L. & Loomis, J. B., 2005, Computational methods for measuring the difference of empirical distributions, American Journal of Agricultural Economics, 87:353-365

Examples

x <- qnorm(runif(100), mean = -0.5, sd = 1)
y <- qnorm(runif(100), mean = 1.5, sd = 2)
poe_test(x, y)
#> Method:  Poe et al. (2005) test 
#> 
#> Means: 
#>      x      y 
#> -0.577  1.960 
#> 
#> H0: x = y 
#> H1: x > y | x < y 
#> 
#> Gamma:  0.8631 
#> 
#> Gamma >.95 and <.05 indicates difference at the 5% level.