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Implementing a Class of Permutation Tests: The coin Package

Hothorn, Torsten and Hornik, Kurt and van de Wiel, Mark A. and Zeileis, Achim (2007) Implementing a Class of Permutation Tests: The coin Package. Research Report Series / Department of Statistics and Mathematics, 55. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

The R package coin implements a unified approach to permutation tests providing a huge class of independence tests for nominal, ordered, numeric, and censored data as well as multivariate data at mixed scales. Based on a rich and flexible conceptual framework that embeds different permutation test procedures into a common theory, a computational framework is established in coin that likewise embeds the corresponding R functionality in a common S4 class structure with associated generic functions. As a consequence, the computational tools in coin inherit the flexibility of the underlying theory and conditional inference functions for important special cases can be set up easily. Conditional versions of classical tests - such as tests for location and scale problems in two or more samples, independence in two- or three-way contingency tables, or association problems for censored, ordered categorical or multivariate data - can be easily be implemented as special cases using this computational toolbox by choosing appropriate transformations of the observations. The paper gives a detailed exposition of both the internal structure of the package and the provided user interfaces.

Item Type: Paper
Keywords: conditional inference / exact distribution / conditional Monte Carlo / categorical data analysis / R
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 05 Jul 2007 11:16
Last Modified: 28 Feb 2017 07:48
URI: http://epub.wu.ac.at/id/eprint/408

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