x: a numeric vector of data values, or a list of numeric data vectors.
...: further arguments to be passed to or from methods.
g: a vector or factor object giving the group for the corresponding elements of "x". Ignored with a warning if "x" is a list.
p.adjust.method: method for adjusting p values (see p.adjust).
formula: a formula of the form response ~ group where response gives the data values and group a vector or factor of the corresponding groups.
data: an optional matrix or data frame (or similar: see model.frame) containing the variables in the formula formula. By default the variables are taken from environment(formula).
subset: an optional vector specifying a subset of observations to be used.
na.action: a function which indicates what should happen when the data contain NAs. Defaults to getOption("na.action").
Returns
A list with class "PMCMR" containing the following components:
method: a character string indicating what type of test was performed.
data.name: a character string giving the name(s) of the data.
statistic: lower-triangle matrix of the estimated quantiles of the pairwise test statistics.
p.value: lower-triangle matrix of the p-values for the pairwise tests.
alternative: a character string describing the alternative hypothesis.
p.adjust.method: a character string describing the method for p-value adjustment.
model: a data frame of the input data.
dist: a string that denotes the test distribution.
Details
For all-pairs comparisons in an one-factorial layout with non-normally distributed residuals Lu and Smith's normal scores transformation can be used prior to an all-pairs comparison test. A total of m=k(k−1)/2
hypotheses can be tested. The null hypothesis Hij:Fi(x)=Fj(x) is tested in the two-tailed test against the alternative Aij:Fi(x)=Fj(x),i=j. For p.adjust.method = "single-step" the Tukey's studentized range distribution is used to calculate p-values (see Tukey). Otherwise, the t-distribution is used for the calculation of p-values with a latter p-value adjustment as performed by p.adjust.
References
Lu, H., Smith, P. (1979) Distribution of normal scores statistic for nonparametric one-way analysis of variance. Journal of the American Statistical Association 74 , 715--722.