Plot Distribution from a Permutation Test

Description

Shows the distribution of the scores of the random permutations relative to the score from the actual data.

Usage

plot.permtstBurSt(x, col = c("black", "red"), width = 10, 
        uniqlim = 10, main = "", xlab = "Scores", ...)

Arguments

x an object of class permtstBurSt, which is generally the result of permutation.test.discrete or permutation.test.fun.
col the colors to use in the plot – mainly for the bar-type plot when there are only a few scores in the permutation distribution. The first color is the one used for the insignificant part of the distribution, the second color is for the significant part of the distribution. The second color is used to identify the original score when a histogram is used.
width the width of the bars.
uniqlim the value that determines which type of plot to use.
main character string giving the main title for the plot.
xlab character string giving the label for the x-axis.
... additional graphics parameters may be given.

Side effects

a plot is produced.

Details

Two styles of plot are possible. A histogram is more appropriate when there are more than a few values in the permutation distribution. When there are only a few distinct values, then a bar-type plot is more informative. The uniqlim argument controls the definition of "a few".

This function is related to "Permuting Super Bowl Theory" which can be found in the working papers section of http://www.burns-stat.com. The paper explains permutation tests via a discussion of the Super Bowl indicator of the stock market.

See Also

permutation.test.discrete.

Examples

pt1 <- permutation.test.discrete(winner, market, smat)
plot(pt1)