[R] Randomization/Permutation Tests

[Prof Brian Ripley]

yOn Tue, 27 Nov 2001, Wolfgang Viechtbauer wrote:

> Dear R-Users,
>
> I was wondering if anybody out there has written R/S code or knows of a
> library for doing randomization tests (for example, permutating group
> assignments to find a p-value that does not require making a normality
> assumption). I looked through the available functions and the packages,
> but did not find anything applicable. As an example of what I am
> referring to, please see the rudimentary function below, which should
> provide an approximate p-value for a 2-independent samples scenario
> (this is only an approximation, since the function does not generate all
> possible combinations, but instead just generate random permutations;
> but with a large number of permuts, the error should be quite small). If
> some similar code is already available, I would like to hear about it.
> Thanks!

See MASS (the book) for ways to vectorize this problem (both all and
random permutations), with code.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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