Last data update: 2014.03.03

R: Test a one sided hypothesis using a sample from a posterior...
pnullSampR Documentation

Test a one sided hypothesis using a sample from a posterior density

Description

Calculates the probability of a one sided null hypothesis from a sample from a posterior density.

Usage

pnullSamp(theta, theta0 = 0, type = 'upper')

Arguments

theta

a sample of values from a posterior density

theta0

the hypothesized value, i.e. H0: theta <= theta0

type

the type of probability to return, 'lower' = Pr(theta <= theta0) or 'upper' = Pr(theta >= theta0). It is sufficient to use 'l' or 'u'

Details

This function uses linear interpolation to calculate bounds for points that may not be specified by CDF

Value

a list containing the element prob which will be the upper or lower tail probability depending on type

Examples

## The posterior density is N(3,1)
theta <- rnorm(1000,3)

## test whether the true mean is greater than 0 (it is obviously!)
pnullSamp(theta)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(Bolstad2)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/Bolstad2/pnullSamp.Rd_%03d_medium.png", width=480, height=480)
> ### Name: pnullSamp
> ### Title: Test a one sided hypothesis using a sample from a posterior
> ###   density
> ### Aliases: pnullSamp
> 
> ### ** Examples
> 
> ## The posterior density is N(3,1)
> theta <- rnorm(1000,3)
> 
> ## test whether the true mean is greater than 0 (it is obviously!)
> pnullSamp(theta)
Posterior Pr(theta>=theta0) is 0.002
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>