Created
June 6, 2024 07:49
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P-value function of sign test
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library(ggplot2) | |
library(dplyr) | |
sign_p <- function(mu, x, prob=0.5){ | |
x2 <- x-mu | |
x2 <- x2[x2 != 0] | |
pos <- sum(x2>0) | |
p1 = pbinom(pos, length(x2), prob = prob, lower.tail = FALSE) | |
p2 = pbinom(pos, length(x2), prob = prob, lower.tail = TRUE) | |
data.frame(p = 2*min(p1, p2), location=mu) | |
} | |
curve(pweibull(x+log(2)^(1/1.5),1.5),-log(2)^(1/1.5),4) | |
abline(h=0.5, lty=2) | |
abline(v=0, lty=2) | |
set.seed(123);x <- rweibull(50,1.5) - log(2)^(1/1.5) | |
dfps <- bind_rows(lapply(sort(x), sign_p, x=x)) | |
ggplot(dfps,aes(x=location))+ | |
geom_rug()+ | |
geom_step(aes(y=p))+ | |
labs(y="p-value")+ | |
theme_bw(18) |
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