GET : Global Envelopes in R

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12220%2F24%3A43908307" target="_blank" >RIV/60076658:12220/24:43908307 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.researchgate.net/publication/386350193_GET_Global_Envelopes_in_R#fullTextFileContent" target="_blank" >https://www.researchgate.net/publication/386350193_GET_Global_Envelopes_in_R#fullTextFileContent</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.18637/jss.v111.i03" target="_blank" >10.18637/jss.v111.i03</a>

Jazyk výsledku

angličtina

Název v původním jazyce

GET : Global Envelopes in R

Popis výsledku v původním jazyce

This work describes the R package GET that implements global envelopes for a general set of d-dimensional vectors T in various applications. A 100(1 - α)% global envelope is a band bounded by two vectors such that the probability that T falls outside this envelope in any of the d points is equal to α. The term &apos;global&apos; means that this probability is controlled simultaneously for all the d elements of the vectors. The global envelopes can be employed for central regions of functional or multivariate data, for graphical Monte Carlo and permutation tests where the test statistic is multivariate or functional, and for global confidence and prediction bands. Intrinsic graphical interpretation property is introduced for global envelopes. The global envelopes included in the GET package have this property, which particularly helps to interpret test results, by providing a graphical interpretation that shows the reasons of rejection of the tested hypothesis. Examples of different uses of global envelopes and their implementation in the GET package are presented, including global envelopes for single and several one- or two-dimensional functions, Monte Carlo goodness-of-fit tests for simple and composite hypotheses, comparison of distributions, functional analysis of variance, functional linear model, and confidence bands in polynomial regression.

Název v anglickém jazyce

GET : Global Envelopes in R

Popis výsledku anglicky

This work describes the R package GET that implements global envelopes for a general set of d-dimensional vectors T in various applications. A 100(1 - α)% global envelope is a band bounded by two vectors such that the probability that T falls outside this envelope in any of the d points is equal to α. The term &apos;global&apos; means that this probability is controlled simultaneously for all the d elements of the vectors. The global envelopes can be employed for central regions of functional or multivariate data, for graphical Monte Carlo and permutation tests where the test statistic is multivariate or functional, and for global confidence and prediction bands. Intrinsic graphical interpretation property is introduced for global envelopes. The global envelopes included in the GET package have this property, which particularly helps to interpret test results, by providing a graphical interpretation that shows the reasons of rejection of the tested hypothesis. Examples of different uses of global envelopes and their implementation in the GET package are presented, including global envelopes for single and several one- or two-dimensional functions, Monte Carlo goodness-of-fit tests for simple and composite hypotheses, comparison of distributions, functional analysis of variance, functional linear model, and confidence bands in polynomial regression.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2024

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Journal of Statistical Software

ISSN

1548-7660

e-ISSN

1548-7660

Svazek periodika

111

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

40

Strana od-do

1-40

Kód UT WoS článku

001370160700001

EID výsledku v databázi Scopus

2-s2.0-85211445138