#' G Test for presence - absence analysis
#'
#' Log-likelihood test for independence & goodness of fit.
#' g.test() performs Williams' and Yates' correction;
#' Monte Carlo simulation of p-values, via gtestsim.c.
#' MC requires recompilation of R.
#' Written by Peter Hurd (V3.3 Pete Hurd Sept 29 2001, phurd AT ualberta.ca).
#' Yuliya Karpievitch added comments for ease of understanding and
#' incorporated into ProteoMM.
#' G & q calculation from Sokal & Rohlf (1995) Biometry 3rd ed.,
#' TOI Yates correction taken from Mike Camanns 2x2 G-test function,
#' GOF Yates correction as described in Zar (2000),
#' more stuff taken from ctest's chisq.test().
#'
#'
#'
#' @param x vector of boolean values corresponding to presence & absence
#' eg: c(TRUE, TRUE, FALSE, FALSE) for present present absent absent
#' values. Order of TRUE/FALSE does not matter, can be used
#' interchangeably. Same length as parameter y
#'
#' @param y vector treatments (factor) corresponding to values in x,
#' same length as x
#' eg: as.factor(c('grp1;, 'grp1', 'grp2', 'grp2'))
#'
#' @param correct correction to apply, options: "yates", "williams", "none"
#' default: "none"
#' NOTE: in ProteoMM we only tested & used correction = "none"
#'
#' @param p default: rep(1/length(x), length(x)), used in Yates correction
#' NOTE: in ProteoMM we only tested & used the default parameter value
#'
#' @return htest object the following variables
#' \describe{
#' \item{statistic}{value of the G statistic produced by g test}
#' \item{parameter}{degrees of freedom of the test}
#' \item{p.value}{p-value}
#' \item{method}{method used to produce statistic and p-value}
#' \item{data.name}{data passed in to the function}
#' \item{observed}{matrix of observed counts}
#' \item{expected}{matrix of expected counts}
#' }
#' @examples
#' g.test(c(TRUE, TRUE, FALSE, FALSE),
#' as.factor(c('grp1', 'grp1', 'grp2', 'grp2')))
#' @export
g.test = function(x, y = NULL, correct="none",
p = rep(1/length(x), length(x) ) )
{
DNAME <- deparse(substitute(x))
if (is.data.frame(x)) x <- as.matrix(x)
if (is.matrix(x)) {
if (min(dim(x)) == 1)
x <- as.vector(x)
}
if (!is.matrix(x) && !is.null(y)) {
if (length(x) != length(y))
stop("x and y must have the same length")
DNAME <- paste(DNAME, "and", deparse(substitute(y)))
OK <- stats::complete.cases(x, y)
x <- as.factor(x[OK])
y <- as.factor(y[OK])
if ((nlevels(x) < 2) || (nlevels(y) < 2))
stop("x and y must have at least 2 levels")
x <- table(x, y)
}
if (any(x < 0) || any(is.na(x)))
stop("all entries of x must be nonnegative and finite")
if ((n <- sum(x)) == 0)
stop("at least one entry of x must be positive")
# If x is matrix, do test of independence
if (is.matrix(x)) {
# Test of Independence
nrows<-nrow(x)
ncols<-ncol(x)
if (correct=="yates"){ # Do Yates' correction?
if(dim(x)[1]!=2 || dim(x)[2]!=2) # check for 2x2 matrix
stop("Yates' correction requires a 2 x 2 matrix")
if((x[1,1]*x[2,2])-(x[1,2]*x[2,1]) > 0)
{
x[1,1] <- x[1,1] - 0.5
x[2,2] <- x[2,2] - 0.5
x[1,2] <- x[1,2] + 0.5
x[2,1] <- x[2,1] + 0.5
}
else
{
x[1,1] <- x[1,1] + 0.5
x[2,2] <- x[2,2] + 0.5
x[1,2] <- x[1,2] - 0.5
x[2,1] <- x[2,1] - 0.5
}
}
sr = matrixStats::rowSums2(x)
sc = matrixStats::colSums2(x)
E <- outer(sr,sc, "*")/n
# we are not doing a monte-carlo, calculate G
# no monte-carlo
# calculate G
g <- 0
for (i in seq_len(nrows)) {
for (j in seq_len(ncols)) {
if (x[i,j] != 0) g <- g + x[i,j] * log(x[i,j]/E[i,j])
}
}
q <- 1
if (correct=="williams"){ # Do Williams' correction
row.tot = 0
col.tot = 0
# yuliya: vectorized the for-loops
row.tot = sum( 1 / (rowSums(x) ) )
col.tot = sum( 1 / (colSums(x) ) )
q <- 1+ ((n*row.tot-1)*(n*col.tot-1))/(6*n*(ncols-1)*(nrows-1))
}
STATISTIC <- G <- 2 * g / q
PARAMETER <- (nrow(x)-1)*(ncol(x)-1)
PVAL <- 1-stats::pchisq(STATISTIC,df=PARAMETER)
if(correct=="none")
METHOD =
"Log likelihood ratio/G test of independence without correction"
if(correct=="williams")
METHOD =
"Log likelihood ratio/G test of independence with Williams' correction"
if(correct=="yates")
METHOD =
"Log likelihood ratio/G test of independence with Yates' correction"
} else {
# x is not a matrix, so we do Goodness of Fit
METHOD = "Log likelihood ratio/G goodness of fit test"
if (length(x) == 1)
stop("x must at least have 2 elements")
if (length(x) != length(p))
stop("x and p must have the same number of elements")
E <- n * p
if (correct=="yates"){ # Do Yates' correction
if(length(x)!=2)
stop("Yates' correction requires 2 data values")
if ( (x[1]-E[1]) > 0.25) {
x[1] <- x[1]-0.5
x[2] <- x[2]+0.5
}
else if ( (E[1]-x[1]) > 0.25){
x[1] <- x[1]+0.5
x[2] <- x[2]-0.5
}
}
names(E) <- names(x)
g = 0
# yuliya: vectorized
ppos = x != 0
g = sum(x[ppos] * log(x[ppos]/E[ppos]))
q <- 1
if (correct=="williams"){ # Do Williams' correction
q <- 1+(length(x)+1)/(6*n)
}
STATISTIC <- G <- 2*g/q
PARAMETER <- length(x) - 1
PVAL <- stats::pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
}
names(STATISTIC) = "Log likelihood ratio statistic (G)"
names(PARAMETER) = "X-squared df"
names(PVAL) = "p.value"
structure(list(statistic=STATISTIC,parameter=PARAMETER,p.value=PVAL,
method=METHOD,data.name=DNAME, observed=x, expected=E),
class="htest")
}
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