M {MCARtest} | R Documentation |
Computes an inconsistency index for a collection of means.
Description
A function that computes the inconsistency index M(\mu_\mathbb{S})
for a collection of
means, as defined in Algorithm 2 in Section 6 of Bordino and Berrett (2025).
Usage
M(mu_S, patterns)
Arguments
mu_S |
A list of means |
patterns |
A list of missingness patterns. |
Value
The value of M()
.
References
Bordino A, Berrett TB (2025). “Tests of Missing Completely At Random based on sample covariance matrices.” Ann. Statist., to appear, arXiv:2401.05256.
Examples
library(MASS)
d = 3
n = 200
SigmaS=list() #Random 2x2 correlation matrices (necessarily consistent)
for(j in 1:d){
x=runif(2,min=-1,max=1); y=runif(2,min=-1,max=1); SigmaS[[j]]=cov2cor(x%*%t(x) + y%*%t(y))
}
X = data.frame(matrix(nrow = 3*n, ncol = 3))
X[1:n, c(1,2)] = mvrnorm(n, c(0,0), SigmaS[[1]])
X[(n+1):(2*n), c(2, 3)] = mvrnorm(n, c(0,0), SigmaS[[2]])
X[(2*n+1):(3*n), c(1, 3)] = mvrnorm(n, c(0,0), SigmaS[[3]])
X = as.matrix(X)
tmp = get_SigmaS(X)
M(tmp$mu_S, tmp$patterns)
[Package MCARtest version 1.3 Index]