#========================================================== # P R I K L A D 11.1 #========================================================== X <- c(6, 7, 1, 8, 4, 2.5, 9, 12, 10, 2.5, 5, 11) # 78 Y <- c(4, 5, 2, 10, 6, 1, 7, 11, 8, 3, 12, 9) # 78 library(car) dataEllipse(X, Y, level = 0.95, xlim = c(-10, 20), ylim = c(-10, 20), col = 'black', pch = 21, bg = 'red', lwd = 1, las = 1) # teckovy diagram s 95% elipsou spolehlivosti Ri <- rank(X) # poradi hodnoceni programatoru Qi <- rank(Y) # porade hodnoceni antropologu n <- 12 (Rs <- 1 - 6 / (n * (n^2 - 1)) * sum((Ri-Qi)^2)) # Spearmanuv koeficient poradove korelace - vypocet vzorcem cor(X, Y, method = 'spearman') # Spearmanuv koeficient poradove korelace - vypocet funkci #-------------------------------------------- # H0: rho = 0 # H1: rho != 0 #-------------------------------------------- # Exaktni test (KO) t0 <- abs(Rs) # testovaci statistika # W = < 0.584 ; 1> # Asymptoticky test (KO) (T0 <- Rs * sqrt(n - 2) / sqrt(1 - Rs^2)) # testovaci statistika alpha <- 0.05 qt(alpha / 2, n-2) qt(1 - alpha/2, n-2) # W = (-infty ; -2.22> U < 2.22 ; infty) # (p-hohnota) 2 *min (pt(T0, n - 2), 1 - pt(T0, n - 2)) # p-hodnota #========================================================== # P R I K L A D 11.2 #========================================================== X <- c(40, 64, 34, 15, 57, 45) Y <- c(33, 46, 23, 12, 56, 40) dataEllipse(X, Y, level = 0.95, col = 'black', pch = 21, bg = 'red', las= 1, xlim = c(-20, 100), ylim = c(-20, 100), xlab = 'mnozstvi kys. mlecne v tele matky', ylab = 'mnozstvi kys. mlecne v tele novorozence') # teckovy diagram s 95% elipsou spolehlivosti #-------------------------------------------- # H0: rho = 0 # H1: rho != 0 #-------------------------------------------- # Exaktni test (KO) (R12 <- cor(X, Y, method = 'pearson')) # Pearsonuv koeficient poradove korelace - vypocet funkci n <- 6 (T0 <- R12 / sqrt(1 - R12^2)*sqrt(n-2)) # testovaci statistika alpha <- 0.05 qt(alpha / 2, n-2) qt(1 - alpha / 2, n-2) # W = (-infty ; -2.77> U < 2.77 ; infty) # (IS) (dh <- qt(alpha / 2, n - 2) / sqrt(qt(alpha / 2, n - 2)^2 + n - 2)) (hh <- qt(1 - alpha / 2, n - 2) / sqrt(qt(1 - alpha / 2, n - 2)^2 + n - 2)) ### !!! VYJIMKA: R12 nenalezi IS -> H0 zamitame (obvykle kontrolujeme, zda do IS patri c z H0, zde ale vyjimka) # (p-hodnota) 2 * min (pt(T0, n - 2), 1 - pt(T0, n - 2)) # Asymptoticky test (IS) R12 # Pearsonuv koeficient poradove korelace - vypocet funkci Z <- 1 / 2 * log((1 + R12) / (1 - R12)) # Z-transformace (dh.Z <- Z - qnorm(1-alpha / 2) / sqrt(n-3)) # dolni hranice IS pro Z-transformaci (hh.Z <- Z + qnorm(1-alpha / 2) / sqrt(n-3)) # horni hranice IS pro Z-transformaci (dh <- tanh(dh.Z)) # finalni dolni hranice (hh <- tanh(hh.Z)) # finalni horni hranice #c = 0 nenalezi do IS -> H0 zamitame #========================================================== # P R I K L A D 11.3 #========================================================== n1 <- 426 # pocet kluku n2 <- 430 # pocet holek R1 <- 0.6033 # korelacni koeficient pro kluky R2 <- 0.5833 # korelacni koeficient pro holky Z1 <- 1 / 2 * log((1 + R1) / (1-R1)) # Z-transformace pro kluky Z2 <- 1 / 2 * log((1 + R2) / (1 - R2)) # Z-transformace pro holky #-------------------------------------------- # H0: rho1 - rho2 = 0 # H1: rho1 - rho2 != 0 #-------------------------------------------- # (KO) (U <- (Z1 - Z2) / sqrt (1 / (n1 - 3) + 1 / (n2 - 3))) # testovaci statistika alpha <- 0.05 qnorm(alpha / 2) qnorm(1 - alpha / 2) # W = (-infty ; -1.96> U <1.96 ; infty) # p-hodnota 2 * min(pnorm(U), 1 - pnorm(U))