GET: Global Envelopes in R

GET: Global Envelopes in R

functional linear model, central region, goodness-of-fit, graphical normality test,
Monte Carlo test, multiple testing, permutation test, R, spatial point pattern.

This work describes the R package GET that implements global envelopes for a general
set of d-dimensional vectors T in various applications. A 100(1−α)% global envelope is a
band bounded by two vectors such that the probability that T falls outside this envelope
in any of the d points is equal to α. The term ‘global’ means that this probability is
controlled simultaneously for all the d elements of the vectors. The global envelopes can
be employed for central regions of functional or multivariate data, for graphical Monte
Carlo and permutation tests where the test statistic is multivariate or functional, and
for global confidence and prediction bands. Intrinsic graphical interpretation property is
introduced for global envelopes. The global envelopes included in the GET package have
this property, which particularly helps to interpret test results, by providing a graphical
interpretation that shows the reasons of rejection of the tested hypothesis. Examples
of different uses of global envelopes and their implementation in the GET package are
presented, including global envelopes for single and several one- or two-dimensional functions, Monte Carlo goodness-of-fit tests for simple and composite hypotheses, comparison
of distributions, functional analysis of variance, functional linear model, and confidence
bands in polynomial regression

Mari Myllymäki

https://www.jstatsoft.org/article/view/v111i03

Natural Resources Institute Finland (Luke)

November 2024

Fajar bagus W

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