Performs a permutation or randomization test to compare the distributions of two independent or paired data samples. -- Function File: PVAL = randtest2 (X, Y) -- Function File: PVAL = randtest2 (X, Y, PAIRED) -- Function File: PVAL = randtest2 (X, Y, PAIRED, NREPS) -- Function File: PVAL = randtest2 (X, Y, PAIRED, NREPS) -- Function File: PVAL = randtest2 (X, Y, PAIRED, NREPS, FUNC) -- Function File: PVAL = randtest2 (X, Y, PAIRED, NREPS, FUNC, SEED) -- Function File: PVAL = randtest2 ([X, GX], [Y, GY], ...) -- Function File: [PVAL, STAT] = randtest (...) -- Function File: [PVAL, STAT, FPR] = randtest (...) -- Function File: [PVAL, STAT, FPR, PERMSTAT] = randtest (...) 'PVAL = randtest2 (X, Y)' performs a randomization (a.k.a. permutation) test to ascertain whether data samples X and Y come from populations with the same distribution. Distributions are compared using the Wasserstein metric [1,2], which is the area of the difference between the empirical cumulative distribution functions of X and Y. The data in X and Y should be column vectors that represent measurements of the same variable. The value returned is a 2-tailed p-value against the null hypothesis computed using the absolute values of the test statistics. 'PVAL = randtest2 (X, Y, PAIRED)' specifies whether X and Y should be treated as independent (unpaired) or paired samples. PAIRED accepts a logical scalar: o false (default): As above. o true: Performs a randomization or permutation test to ascertain whether paired or matched data samples X and Y come from populations with the same distribution. The vectors X and Y must contain the same number of sampling units. 'PVAL = randtest2 (X, Y, PAIRED, NREPS)' specifies the number of resamples without replacement to take in the randomization test. By default, NREPS is 5000. If the number of possible permutations is smaller than NREPS, the test becomes exact. For example, if the number of sampling units across two independent samples is 6, then the number of possible permutations is factorial (6) = 720, so NREPS will be truncated at 720 and sampling will systematically evaluate all possible permutations. If the number of sampling units in each paired sample is 12, then the number of possible permutations is 2^12 = 4096, so NREPS will be truncated at 4096 and sampling will systematically evaluate all possible permutations. 'PVAL = randtest2 (X, Y, PAIRED, NREPS, FUNC)' also specifies a custom function calculated on the original samples, and the permuted or randomized resamples. Note that FUNC must compute a difference statistic between samples X and Y, and should either be a: o function handle or anonymous function, o string of function name, or o a cell array where the first cell is one of the above function definitions and the remaining cells are (additional) input arguments to that function (other than the data arguments). See the built-in demos for example usage with the mean or vaiance. 'PVAL = randtest2 (X, Y, PAIRED, NREPS, FUNC, SEED)' initialises the Mersenne Twister random number generator using an integer SEED value so that that the results of 'randtest2' results are reproducible when the test is approximate (i.e. when using randomization if not all permutations can be evaluated systematically). 'PVAL = randtest2 ([X, GX], [Y, GY], ...)' also specifies the sampling units (i.e. clusters) using consecutive positive integers in GX and GY for X and Y respectively. Defining the sampling units has applications for clustered resampling, for example in the cases of nested experimental designs. If PAIRED is false, numeric identifiers in GX and GY must be unique (e.g. 1,2,3 in GX, 4,5,6 in GY). If PAIRED is true, numeric identifiers in GX and GY must by identical (e.g. 1,2,3 in GX, 1,2,3 in GY). Note that when sampling units contain different numbers of values, function evaluations after sampling cannot be vectorized. If the parallel computing toolbox (Matlab) or package (Octave) is installed and loaded, then the function evaluations will be automatically accelerated by parallel processing on platforms with multiple processors. '[PVAL, STAT] = randtest2 (...)' also returns the test statistic. '[PVAL, STAT, FPR] = randtest2 (...)' also returns the minimum false positive risk (FPR) calculated for the p-value, computed using the Sellke-Berger approach. '[PVAL, STAT, FPR, PERMSTAT] = randtest2 (...)' also returns the statistics of the permutation distribution. Bibliography: [1] Dowd (2020) A New ECDF Two-Sample Test Statistic. arXiv. https://doi.org/10.48550/arXiv.2007.01360 [2] https://en.wikipedia.org/wiki/Wasserstein_metric randtest2 (version 2023.09.16) Author: Andrew Charles Penn https://www.researchgate.net/profile/Andrew_Penn/ Copyright 2019 Andrew Charles Penn This program 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. This program 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 this program. If not, see http://www.gnu.org/licenses/
The following code
% Mouse data from Table 2 (page 11) of Efron and Tibshirani (1993) treatment = [94 197 16 38 99 141 23]'; control = [52 104 146 10 51 30 40 27 46]'; % Randomization test comparing the distributions of observations from two % independent samples (assuming i.i.d and exchangeability) using the % Wasserstein metric pval = randtest2 (control, treatment, false, 5000) % Randomization test comparing the difference in means between two % independent samples (assuming i.i.d and exchangeability) pval = randtest2 (control, treatment, false, 5000, ... @(x, y) mean (x) - mean (y)) % Randomization test comparing the ratio of variances between two % independent samples (assuming i.i.d and exchangeability). (Note that % the log transformation is necessary to make the p-value two-tailed) pval = randtest2 (control, treatment, false, 5000, ... @(x, y) log (var (y) ./ var (x)))
Produces the following output
pval = 0.3562 pval = 0.277 pval = 0.30584
The following code
% Example data from: % https://www.biostat.wisc.edu/~kbroman/teaching/labstat/third/notes18.pdf A = [117.3 100.1 94.5 135.5 92.9 118.9 144.8 103.9 103.8 153.6 163.1]'; B = [145.9 94.8 108 122.6 130.2 143.9 149.9 138.5 91.7 162.6 202.5]'; % Randomization test comparing the distributions of observations from two % paired or matching samples (assuming i.i.d and exchangeability) using the % Wasserstein metric pval = randtest2 (A, B, true, 5000) % Randomization test comparing the difference in means between two % independent samples (assuming i.i.d and exchangeability) pval = randtest2 (A, B, true, 5000, @(A, B) mean (A) - mean (B)) % Randomization test comparing the ratio of variances between two % paired or matching samples (assuming i.i.d and exchangeability). (Note % that the log transformation is necessary to make the p-value two-tailed) pval = randtest2 (A, B, true, 5000, @(A, B) log (var (A) ./ var (B)))
Produces the following output
pval = 0.12891 pval = 0.037109 pval = 0.51172
The following code
X = [21,26,33,22,18,25,26,24,21,25,35,28,32,36,38]'; GX = [1,1,1,1,2,2,2,2,2,2,3,3,3,3,3]'; Y = [26,34,27,38,44,34,45,38,31,41,34,35,38,46]'; GY = [4,4,4,5,5,5,5,5,6,6,6,6,6,6]'; % Randomization test comparing the distributions of observations from two % independent samples (assuming i.i.d) using the Wasserstein metric pval = randtest2 (X, Y, false, 5000) % Randomization test comparing the distributions of clustered observations % from two independent samples using the Wasserstein metric pval = randtest2 ([X GX], [Y GY], false, 5000)
Produces the following output
pval = 0.0008 pval = 0.2
The following code
X = [21,26,33,22,18,25,26,24,21,25,35,28,32,36,38]'; GX = [1,1,1,1,2,2,2,2,2,2,3,3,3,3,3]'; Y = [26,34,27,38,44,34,45,38,31,41,34,35,38,46,36]'; GY = [1,1,1,1,2,2,2,2,2,2,3,3,3,3,3]'; % Randomization test comparing the distributions of observations from two % paired or matched samples (assuming i.i.d) using the Wasserstein metric pval = randtest2 (X, Y, true, 5000) % Randomization test comparing the distributions of clustered observations % from two paired or matched using the Wasserstein metric pval = randtest2 ([X GX], [Y GY], true, 5000)
Produces the following output
pval = 0.0012 pval = 0.25
The following code
% Load example data from CSV file data = csvread ('demo_data.csv'); trt = data(:,1); % Predictor: 0 = no treatment; 1 = treatment grp = data(:,2); % Cluster IDs val = data(:,3); % Values measured of the outcome X = val(trt==0); GX = grp(trt==0); Y = val(trt==1); GY = grp(trt==1); % Randomization test comparing the distributions of clustered observations % from two independent samples using the Wasserstein metric pval = randtest2([X, GX], [Y, GY], false)
Produces the following output
pval = 0.0702
Package: statistics-resampling