A significance trace for a hypothesis test
Usage
sig.trace(expn, hvec, display="lines")
Arguments
expn
|
an S-Plus expression which should define the hypothesis test to be
performed, with the value of the smoothing parameter h omitted from
the function call.
|
hvec
|
a vector of smoothing parameters for which the test will be performed.
|
display
|
any character setting other than "none" will cause the significance
trace to be plotted.
|
Description
This functions creates a significance trace for a hypothesis test based
on a nonparametric smoothing procedure. The p-value of the test is
plotted against a range of smoothing parameters.Details
see Section 5.2 of the reference below.
Only tests involving a univariate smoothing parameter may be used.
Value
a list containing vectors with the smoothing parameters and p-values.Side Effects
If the largest p-value is greater than 0.05 then a horizontal line at
0.05 will be superimposed on any plot, for reference.References
Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for
Data Analysis: the Kernel Approach with S-Plus Illustrations.
Oxford University Press, Oxford.See Also
none.Examples
x <- runif(50, 0, 1)
y <- 5*x^2 + rnorm(50)
sig.trace(sm.regression(x, y, model = "linear", display="none"),
hvec = seq(0.05, 0.3, length = 10))