Andreas Krause, José Pinheiro:

The American Statistician, Vol. 61, No. 4 (November 2007), pp.302-307.

This web page contains material to supplement the publication.

The publication itself is available online at the
AmStat web page.
We have implemented the algorithm described in the paper
(based on the paired t-test) in S-Plus and R.
The figures shown in the paper were generated using S-Plus.

In addition, the SAS code was kindly provided by Eugene Komaroff (thank you!).

The algorithm steps are:

**Note:**
On Windows sytems, clicking on the program code below starts the program if the extension (.ssc, .R, .sas) is known to the system.
We suggest you click on the links with the right mouse button and select the desired action from the menu.

S-Plus code | 1,000 simulations take about half an hour on a Windows XP
desktop with 2 GHz clock speed.
To change the number of iterations, change the line
`nsim <- 1000` to the desired value.
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R code | The code is almost identical to the S-Plus code.
Differences: % diff rttm.R rttm.ssc 3c3 < # This code is for the R programming system. --- > # This code is for the S-Plus programming system. 119c119 < library(lattice) --- > #library(lattice) 120a121 > 149,150c150,151 < scales=list(limits=c(-0.05, 1.05)), # for R < # scales=list(limits=c(0, 1)), # for S-PLUS --- > # scales=list(limits=c(-0.05, 1.05)), # for R > scales=list(limits=c(0, 1)), # for S-PLUS 153c154 < panel.xyplot(x, y, col = 8, ...) --- > panel.xyplot(x, y, ...)1,000 simulations take about seven minutes on a Windows XP desktop with 2 GHz clock speed, running R version 2.5.0. To change the number of iterations, change the line `nsim <- 1000` to the desired value.
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SAS code | SAS output. 1,000 simulations take about 2.5 hours on an HP workstation with 3.2 GHz clock speed. See the top of the code for how to change the number of iterations. |

Andreas Krause, José Pinheiro

August 2007