GET: Global envelopes in R

11/15/2019

∙

by   Mari Myllymäki, et al.

∙

0

∙

share

This work describes the R package GET that implements global envelopes, which 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 and compared. Examples of different use of global envelopes and their implementation in the GET package are presented, including global envelopes for single and several one- or two-dimensional functions, goodness-of-fit and permutation tests, graphical functional analysis of variance (ANOVA) and general linear model (GLM), comparison of distributions, and confidence bands in polynomial regression.