Hoeffding's D
Function to approximate the distribution of Hoeffding's D statistic using a Monte Carlo Sample under the null hypothesis. This code follows section 8.6 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e. This calls HoeffD, a small bit of code that produces the value of D without any inference. It is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".
pHoeff(n=5, reps=10000, r=4)
n |
the sample size |
reps |
the number of Monte Carlo runs to produce |
r |
the number of digits for rounding the results |
Returns a matrix containing the Monte Carlo distribution of the D statistic.
Eric Chicken
Also see the Hmisc package.
pHoeff(n=5, reps=10000, r=4) pHoeff(n=10, reps=1000, r=5)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.