Package 'diptest'

Title: Hartigan's Dip Test Statistic for Unimodality - Corrected
Description: Compute Hartigan's dip test statistic for unimodality / multimodality and provide a test with simulation based p-values, where the original public code has been corrected.
Authors: Martin Maechler [aut, cre] (Ported to R and C from Fortran and S-plus; much enhanced, <https://orcid.org/0000-0002-8685-9910>), Dario Ringach [aut] (Fortran and S-plus; at NYU.edu)
Maintainer: Martin Maechler <[email protected]>
License: GPL (>= 2)
Version: 0.77-2
Built: 2024-10-31 20:27:32 UTC
Source: https://github.com/mmaechler/diptest

Help Index


Compute Hartigans' Dip Test Statistic for Unimodality

Description

Computes Hartigans' dip test statistic for testing unimodality, and additionally the modal interval.

Usage

dip(x, full.result = FALSE, min.is.0 = FALSE, debug = FALSE)

Arguments

x

numeric; the data.

full.result

logical or string; dip(., full.result=TRUE) returns the full result list; if "all" it additionally uses the mn and mj components to compute the initial GCM and LCM, see below.

min.is.0

logical indicating if the minimal value of the dip statistic DnD_n can be zero or not. Arguably should be set to TRUE for internal consistency reasons, but is false by default both for continuity and backwards compatibility reasons, see the examples below.

debug

logical; if true, some tracing information is printed (from the C routine).

Value

depending on full.result either a number, the dip statistic, or an object of class "dip" which is a list with components

x

the sorted unname()d data.

n

length(x).

dip

the dip statistic

lo.hi

indices into x for lower and higher end of modal interval

xl, xu

lower and upper end of modal interval

gcm, lcm

(last used) indices for greatest convex minorant and the least concave majorant.

mn, mj

index vectors of length n for the GC minorant and the LC majorant respectively.

For “full” results of class "dip", there are print and plot methods, the latter with its own manual page.

Note

For n3n \le 3 where n <- length(x), the dip statistic DnD_n is always the same minimum value, 1/(2n)1/(2n), i.e., there's no possible dip test. Note that up to May 2011, from Hartigan's original Fortran code, Dn was set to zero, when all x values were identical. However, this entailed discontinuous behavior, where for arbitrarily close data x~\tilde x, Dn(x~)=12nD_n(\tilde x) = \frac 1{2n}.

Yong Lu [email protected] found in Oct 2003 that the code was not giving symmetric results for mirrored data (and was giving results of almost 1, and then found the reason, a misplaced ‘⁠")"⁠’ in the original Fortran code. This bug has been corrected for diptest version 0.25-0 (Feb 13, 2004).

Nick Cox (Durham Univ.) said (on March 20, 2008 on the Stata-list):
As it comes from a bimodal husband-wife collaboration, the name perhaps should be “Hartigan-Hartigan dip test”, but that does not seem to have caught on. Some of my less statistical colleagues would sniff out the hegemony of patriarchy there, although which Hartigan is being overlooked is not clear.

Martin Maechler, as a Swiss, and politician, would say:
Let's find a compromise, and call it “Hartigans' dip test”, so we only have to adapt orthography (:-).

Author(s)

Martin Maechler [email protected], 1994, based on S (S-PLUS) and C code donated from Dario Ringach [email protected] who had applied f2c on the original Fortran code available from Statlib.

In Aug.1993, recreated and improved Hartigans' "P-value" table, which later became qDiptab.

References

P. M. Hartigan (1985) Computation of the Dip Statistic to Test for Unimodality; Applied Statistics (JRSS C) 34, 320–325.
Corresponding (buggy!) Fortran code of ‘AS 217’ available from Statlib, https://lib.stat.cmu.edu/apstat/217

J. A. Hartigan and P. M. Hartigan (1985) The Dip Test of Unimodality; Annals of Statistics 13, 70–84.

See Also

dip.test to compute the dip and perform the unimodality test, based on P-values, interpolated from qDiptab; isoreg for isotonic regression.

Examples

data(statfaculty)
plot(density(statfaculty))
rug(statfaculty, col="midnight blue"); abline(h=0, col="gray")
dip(statfaculty)
(dS <- dip(statfaculty, full = TRUE, debug = TRUE))
plot(dS)
## even more output -- + plot showing "global" GCM/LCM:
(dS2 <- dip(statfaculty, full = "all", debug = 3))
plot(dS2)

data(faithful)
fE <- faithful$eruptions
plot(density(fE))
rug(fE, col="midnight blue"); abline(h=0, col="gray")
dip(fE, debug = 2) ## showing internal work
(dE <- dip(fE, full = TRUE)) ## note the print method
plot(dE, do.points=FALSE)

data(precip)
plot(density(precip))
rug(precip, col="midnight blue"); abline(h=0, col="gray")
str(dip(precip, full = TRUE, debug = TRUE))

##-----------------  The  'min.is.0' option :  ---------------------

##' dip(.) continuity and 'min.is.0' exploration:
dd <- function(x, debug=FALSE) {
   x_ <- x ; x_[1] <- 0.9999999999 * x[1]
   rbind(dip(x , debug=debug),
         dip(x_, debug=debug),
         dip(x , min.is.0=TRUE, debug=debug),
         dip(x_, min.is.0=TRUE, debug=debug), deparse.level=2)
}

dd( rep(1, 8) ) # the 3rd one differs ==> min.is.0=TRUE is *dis*continuous
dd( 1:7 )       # ditto

dd( 1:7, debug=TRUE)
## border-line case ..
dd( 1:2, debug=TRUE)

## Demonstrate that  'min.is.0 = TRUE'  does not change the typical result:
B.sim <- 1000 # or larger
D5  <- {set.seed(1); replicate(B.sim, dip(runif(5)))}
D5. <- {set.seed(1); replicate(B.sim, dip(runif(5), min.is.0=TRUE))}
stopifnot(identical(D5, D5.), all.equal(min(D5), 1/(2*5)))
hist(D5, 64); rug(D5)

D8  <- {set.seed(7); replicate(B.sim, dip(runif(8)))}
D8. <- {set.seed(7); replicate(B.sim, dip(runif(8), min.is.0=TRUE))}
stopifnot(identical(D8, D8.))

Hartigans' Dip Test for Unimodality

Description

Compute Hartigans' dip statistic DnD_n, and its p-value for the test for unimodality, by interpolating tabulated quantiles of nDn\sqrt{n} D_n.

For XiF,i.i.d.X_i \sim F, i.i.d., the null hypothesis is that FF is a unimodal distribution. Consequently, the test alternative is non-unimodal, i.e., at least bimodal. Using the language of medical testing, you would call the test “Test for Multimodality”.

Usage

dip.test(x, simulate.p.value = FALSE, B = 2000)

Arguments

x

numeric vector; sample to be tested for unimodality.

simulate.p.value

a logical indicating whether to compute p-values by Monte Carlo simulation.

B

an integer specifying the number of replicates used in the Monte Carlo test.

Details

If simulate.p.value is FALSE, the p-value is computed via linear interpolation (of nDn\sqrt{n} D_n) in the qDiptab table. Otherwise the p-value is computed from a Monte Carlo simulation of a uniform distribution (runif(n)) with B replicates.

Value

A list with class "htest" containing the following components:

statistic

the dip statistic DnD_n, i.e., dip(x).

p.value

the p-value for the test, see details.

method

character string describing the test, and whether Monte Carlo simulation was used.

data.name

a character string giving the name(s) of the data.

Note

see also the package vignette, which describes the procedure in more details.

Author(s)

Martin Maechler

References

see those in dip.

See Also

For goodness-of-fit testing, notably of continuous distributions, ks.test.

Examples

## a first non-trivial case
(d.t <- dip.test(c(0,0, 1,1))) # "perfect bi-modal for n=4" --> p-value = 0
stopifnot(d.t$p.value == 0)

data(statfaculty)
plot(density(statfaculty)); rug(statfaculty)
(d.t <- dip.test(statfaculty))

x <- c(rnorm(50), rnorm(50) + 3)
plot(density(x)); rug(x)
## border-line bi-modal ...  BUT (most of the times) not significantly:
dip.test(x)
dip.test(x, simulate=TRUE, B=5000)

## really large n -- get a message
dip.test(runif(4e5))

Hartigan's Artificial n-modal Example Data Set

Description

63 (integer) numbers; unimodal or bimodal, that's the question.

This is now deprecated. Please use statfaculty instead!

Examples

data(exHartigan)
plot(dH <- density(exHartigan))
rug(exHartigan)# should jitter

Plot a dip() Result, i.e., Class "dip" Object

Description

Plot method for "dip" objects, i.e., the result of dip(., full.result=TRUE) or similar.

Note: We may decide to enhance the plot in the future, possibly not entirely back-compatibly.

Usage

## S3 method for class 'dip'
plot(x, do.points = (n < 20),
     colG = "red3", colL = "blue3", colM = "forest green",
     col.points = par("col"), col.hor = col.points,
     doModal = TRUE, doLegend = TRUE, ...)

Arguments

x

an R object of class "dip", i.e., typically the result of dip(., full.result= FF) where FF is TRUE or a string such as "all".

do.points

logical indicating if the ECDF plot should include points; passed to plot.ecdf.

colG, colL, colM

the colors to be used in the graphics for the Greatest convex minorant, the Least concave majorant, and the Modal interval, respectively.

col.points, col.hor

the color of points or horizontal lines, respectively, simply passed to plot.ecdf.

doModal

logical indicating if the modal interval [xL,xU][x_L, x_U] should be shown.

doLegend

logical indicating if a legend should be shown.

...

further optional arguments, passed to plot.ecdf.

Author(s)

Martin Maechler

See Also

dip, also for examples; plot.ecdf.


Table of Quantiles from a Large Simulation for Hartigan's Dip Test

Description

Whereas Hartigan(1985) published a table of empirical percentage points of the dip statistic (see dip) based on N=9999 samples of size nn from U[0,1]U[0,1], our table of empirical quantiles is currently based on N=1'000'001 samples for each nn.

Format

A numeric matrix where each row corresponds to sample size nn, and each column to a probability (percentage) in [0,1][0,1]. The dimnames are named n and Pr and coercable to these values, see the examples. attr(qDiptab, "N_1") is N1N - 1, such that with k <- as.numeric(dimnames(qDiptab)$Pr) * attr(qDiptab, "N_1"), e.g., qDiptab[n == 15,] contains exactly the order statistics D[k]D_{[k]} (from the N+1N+1 simulated values of dip(U), where U <- runif(15).

Note

Taking N=1'000'001 ensures that all the quantile(X, p) used here are exactly order statistics sort(X)[k].

Author(s)

Martin Maechler [email protected], in its earliest form in August 1994.

See Also

dip, also for the references; dip.test() which performs the hypothesis test, using qDtiptab (and its null hypothesis of a uniform distribution).

Examples

data(qDiptab)
str(qDiptab)
## the sample sizes `n' :
dnqd <- dimnames(qDiptab)
(nn <- as.integer(dnqd $n))
## the probabilities:
P.p <- as.numeric(print(dnqd $ Pr))

## This is as "Table 1" in Hartigan & Hartigan (1985) -- but more accurate
ps <- c(1,5,10,50,90,95,99, 99.5, 99.9)/100
tab1 <- qDiptab[nn <= 200,  as.character(ps)]
round(tab1, 4)

Faculty Quality in Statistics Departments

Description

Faculty quality in statistics departments was assessed as part of a larger study reported by Scully(1982).

Accidentally, this is also provided as the exHartigan (“example of Hartigans'”) data set.

Usage

data(statfaculty)

Format

A numeric vector of 63 (integer) numbers, sorted increasingly, as reported by the reference.

Source

M. G. Scully (1982) Evaluation of 596 programs in mathematics and physical sciences; Chronicle Higher Educ. 25 5, 8–10.

References

J. A. Hartigan and P. M. Hartigan (1985) The Dip Test of Unimodality; Annals of Statistics 13, 70–84.

Examples

data(statfaculty)
plot(dH <- density(statfaculty))
rug(jitter(statfaculty))

data(exHartigan)
stopifnot(identical(exHartigan,statfaculty))