A significance trace for a hypothesis test

Usage

sig.trace(expn, hvec, display="lines")

Arguments

expn an S-Plus expression which should define the hypothesis test to be performed, with the value of the smoothing parameter h omitted from the function call.
hvec a vector of smoothing parameters for which the test will be performed.
display any character setting other than "none" will cause the significance trace to be plotted.

Description

This functions creates a significance trace for a hypothesis test based on a nonparametric smoothing procedure. The p-value of the test is plotted against a range of smoothing parameters.

Details

see Section 5.2 of the reference below.

Only tests involving a univariate smoothing parameter may be used.

Value

a list containing vectors with the smoothing parameters and p-values.

Side Effects

If the largest p-value is greater than 0.05 then a horizontal line at 0.05 will be superimposed on any plot, for reference.

References

Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for Data Analysis: the Kernel Approach with S-Plus Illustrations. Oxford University Press, Oxford.

See Also

none.

Examples

x <- runif(50, 0, 1)
y <- 5*x^2 + rnorm(50)
sig.trace(sm.regression(x, y, model = "linear", display="none"), 
        hvec = seq(0.05, 0.3, length = 10))


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