ks检验与s-w 检验_R统计检验函数汇总-CSDN博客

资料来源：《R 语言核心技术手册》和 R 文档

数据基本来自胡编乱造和 R 文档

本文基本囊括了常用的统计检验在 R 中的实现函数和使用方法。

连续型数据

基于正态分布的检验

均值检验

t.test(1:10, 10:20)
#>
#>  Welch Two Sample t-test
#>
#> data:  1:10 and 10:20
#> t = -7, df = 19, p-value = 2e-06
#> alternative hypothesis: true difference in means is not equal to 0
#> 95 percent confidence interval:
#>  -12.4  -6.6
#> sample estimates:
#> mean of x mean of y
#>       5.5      15.0

配对 t 检验：

t.test(rnorm(10), rnorm(10, mean = 1), paired = TRUE)
#>
#>  Paired t-test
#>
#> data:  rnorm(10) and rnorm(10, mean = 1)
#> t = -5, df = 9, p-value = 7e-04
#> alternative hypothesis: true difference in means is not equal to 0
#> 95 percent confidence interval:
#>  -2.541 -0.962
#> sample estimates:
#> mean of the differences
#>                   -1.75

使用公式：

df   value = c(rnorm(10), rnorm(10, mean = 1)),
  group = c(rep("control", 10), rep("test", 10))
)

t.test(value ~ group, data = df)
#>
#>  Welch Two Sample t-test
#>
#> data:  value by group
#> t = -0.4, df = 15, p-value = 0.7
#> alternative hypothesis: true difference in means is not equal to 0
#> 95 percent confidence interval:
#>  -1.62  1.08
#> sample estimates:
#> mean in group control    mean in group test
#>                 0.532                 0.802

假设方差同质：

t.test(value ~ group, data = df, var.equal = TRUE)
#>
#>  Two Sample t-test
#>
#> data:  value by group
#> t = -0.4, df = 18, p-value = 0.7
#> alternative hypothesis: true difference in means is not equal to 0
#> 95 percent confidence interval:
#>  -1.60  1.06
#> sample estimates:
#> mean in group control    mean in group test
#>                 0.532                 0.802

更多查看 ?t.test。

两总体方差检验

上面的例子假设方差同质，我们通过检验查看。

服从正态分布的两总体方差比较。

# 进行的是 F 检验
var.test(value ~ group, data = df)
#>
#>  F test to compare two variances
#>
#> data:  value by group
#> F = 0.4, num df = 9, denom df = 9, p-value = 0.2
#> alternative hypothesis: true ratio of variances is not equal to 1
#> 95 percent confidence interval:
#>  0.103 1.671
#> sample estimates:
#> ratio of variances
#>              0.415

使用 Bartlett 检验比较每个组(样本)数据的方差是否一致。

bartlett.test(value ~ group, data = df)
#>
#>  Bartlett test of homogeneity of variances
#>
#> data:  value by group
#> Bartlett's K-squared = 2, df = 1, p-value = 0.2

多个组间均值的比较

对于两组以上数据间均值的比较，使用方差分析 ANOVA。

aov(wt ~ factor(cyl), data = mtcars)
#> Call:
#>    aov(formula = wt ~ factor(cyl), data = mtcars)
#>
#> Terms:
#>                 factor(cyl) Residuals
#> Sum of Squares         18.2      11.5
#> Deg. of Freedom           2        29
#>
#> Residual standard error: 0.63
#> Estimated effects may be unbalanced

查看详细信息：

model.tables(aov(wt ~ factor(cyl), data = mtcars))
#> Tables of effects
#>
#>  factor(cyl)
#>           4       6      8
#>     -