A Non-parametric Test for Exchangeability and Homogeneity (Distance List Version)

Computes the p-value of a multivariate dataset, which informs the user if the sample is exchangeable at a given significance level, while simultaneously accounting for feature dependencies. See Aw, Spence and Song (2021) for details.

distDataPValue(dist_list, largeP = FALSE, nruns = 1000, type = "unbiased")

Arguments

dist_list

The list of distances.

largeP

Boolean indicating whether to use large \(P\) asymptotics. Default is FALSE.

nruns

Resampling number for exact test. Default is 1000.

type

Either an unbiased estimate of (`'unbiased'`, default), or valid, but biased estimate of, (`'valid'`) p-value (see Hemerik and Goeman, 2018), or both (`'both'`). Default is `'unbiased'`.

Value

The p-value to be used to test the null hypothesis of exchangeability.

Details

This version takes in a list of distance matrices recording pairwise distances between individuals across \(B\) independent features.

Dependencies: distDataLargeP and distDataPermute from auxiliary.R