GET: Global envelopes in R

This work describes the R package GET that implements global envelopes for a general set of $d$-dimensional vectors $T$ in various applications. A $100(1-\alpha)$% 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 $\alpha$. Global means that the 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, and the global envelopes included in the GET package that have the property are described. 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, graphical functional analysis of variance (ANOVA), and general linear model (GLM), and confidence bands in polynomial regression

False discovery rate envelope for functional test statistics

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. In this paper, the focus is on functional test statistics which are discretized into $m$ highly correlated hypotheses and thus resampling based methods are investigated. The aim is to find a graphical envelope that detects the outcomes of all individual hypotheses by a simple rule: the hypothesis is rejected if and only if the empirical test statistic is outside of the envelope. Such an envelope offers a straightforward interpretation of the test results similarly as in global envelope testing recently developed for controlling the family-wise error rate. Two different algorithms are developed to fulfill this aim. The proposed algorithms are adaptive single threshold procedures which include the estimation of the true null hypotheses. The new methods are illustrated by two real data examples

Hierarchical second-order analysis of replicated spatial point patterns with non-spatial covariates

In this paper we propose a method for incorporating the effect of non-spatial covariates into the spatial second-order analysis of replicated point patterns. The variance stabilizing transformation of Ripley’s K function is used to summarize the spatial arrangement of points, and the relationship between this summary function and covariates is modelled by hierarchical Gaussian process regression. In particular, we investigate how disease status and some other covariates affect the level and scale of clustering of epidermal nerve fibres. The data are point patterns with replicates extracted from skin blister samples taken from 47 subjects.Peer reviewe

Point process models for sweat gland activation observed with noise

The aim of the paper is to construct spatial models for the activation of sweat glands for healthy subjects and subjects suffering from peripheral neuropathy by using videos of sweating recorded from the subjects. The sweat patterns are regarded as realizations of spatial point processes and two point process models for the sweat gland activation and two methods for inference are proposed. Several image analysis steps are needed to extract the point patterns from the videos and some incorrectly identified sweat gland locations may be present in the data. To take into account the errors we either include an error term in the point process model or use an estimation procedure that is robust with respect to the errors.Comment: 27 pages, 12 figure

Global quantile regression

Quantile regression is used to study effects of covariates on a particular quantile of the data distribution. Here we are interested in the question whether a covariate has any effect on the entire data distribution, i.e., on any of the quantiles. To this end, we treat all the quantiles simultaneously and consider global tests for the existence of the covariate effect in the presence of nuisance covariates. This global quantile regression can be used as the extension of linear regression or as the extension of distribution comparison in the sense of Kolmogorov-Smirnov test. The proposed method is based on pointwise coefficients, permutations and global envelope tests. The global envelope test serves as the multiple test adjustment procedure under the control of the family-wise error rate and provides the graphical interpretation which automatically shows the quantiles or the levels of categorical covariate responsible for the rejection. The Freedman-Lane permutation strategy showed liberality of the test for extreme quantiles, therefore we propose four alternatives that work well even for extreme quantiles and are suitable in different conditions. We present a simulation study to inspect the performance of these strategies, and we apply the chosen strategies to two data examples.Comment: 44 pages, 12 figure

Tree species, crown cover, and age as determinants of the vertical distribution of airborne LiDAR returns

Light detection and ranging (LiDAR) provides information on the vertical structure of forest stands enabling detailed and extensive ecosystem study. The vertical structure is often summarized by scalar features and data-reduction techniques that limit the interpretation of results. Instead, we quantified the influence of three variables, species, crown cover, and age, on the vertical distribution of airborne LiDAR returns from forest stands. We studied 5,428 regular, even-aged stands in Quebec (Canada) with five dominant species: balsam fir (Abies balsamea (L.) Mill.), paper birch (Betula papyrifera Marsh), black spruce (Picea mariana (Mill.) BSP), white spruce (Picea glauca Moench) and aspen (Populus tremuloides Michx.). We modeled the vertical distribution against the three variables using a functional general linear model and a novel nonparametric graphical test of significance. Results indicate that LiDAR returns from aspen stands had the most uniform vertical distribution. Balsam fir and white birch distributions were similar and centered at around 50% of the stand height, and black spruce and white spruce distributions were skewed to below 30% of stand height (p<0.001). Increased crown cover concentrated the distributions around 50% of stand height. Increasing age gradually shifted the distributions higher in the stand for stands younger than 70-years, before plateauing and slowly declining at 90-120 years. Results suggest that the vertical distributions of LiDAR returns depend on the three variables studied