Probabilistic multi-resolution scanning for cross-sample variation

This package fits the MRS algorithm for comparison across probability distributions. The model is based on a nonparametric process taking the form of a Markov model that transitions between a “null” and an “alternative” state on a multi-resolution partition tree of the sample space. MRS effectively detects and characterizes a variety of underlying differences. These differences can be visualized using several plotting functions.

Install

The development version can be installed from GitHub on Linux, macOS, or Windows:

install.packages("remotes")
remotes::install_github("MaStatLab/MRS")

Use

The main functions and their descriptions are provided in the help files:

ans = mrs(X, G)
ans = andova(X, G, H)
summary(ans)
plot1D(ans)
plot2D(ans)
plotTree(ans)
plot1DSigWindows(ans)

Visual demos

The package includes three reproducible demonstrations of the main workflows:

demo(package = "MRS")

demo("mrs_1d", package = "MRS", ask = FALSE)
demo("mrs_2d", package = "MRS", ask = FALSE)
demo("andova_replicates", package = "MRS", ask = FALSE)

The former standalone scripts in examples/ have been consolidated into these demos. Each workflow now has one purpose:

All simulations use fixed random seeds. The obsolete mrs_nested() examples are represented by the supported andova() workflow, while developer-oriented numerical diagnostics are covered by the automated tests.

Reference

Soriano J. and Ma L. (2017). Probabilistic multi-resolution scanning for two-sample differences. Journal of the Royal Statistical Society: Series B, 79(2), 547-572. https://doi.org/10.1111/rssb.12180

Ma L. and Soriano J. (2018). Analysis of distributional variation through multi-scale Beta-Binomial modeling. Journal of Computational and Graphical Statistics, 27(3), 529-541. https://doi.org/10.1080/10618600.2017.1402774