Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/Benford_tests.R
usq.benftest
takes any numerical vector reduces the sample to the specified number of significant digits and performs the Freedman-Watson test for discreet distributions between the first digits' distribution and Benford's distribution to assert if the data conforms to Benford's law.
1 | usq.benftest(x = NULL, digits = 1, pvalmethod = "simulate", pvalsims = 10000)
|
x |
A numeric vector. |
digits |
An integer determining the number of first digits to use for testing, i.e. 1 for only the first, 2 for the first two etc. |
pvalmethod |
Method used for calculating the p-value. Currently only |
pvalsims |
An integer specifying the number of replicates used if |
A Freedman-Watson test for discreet distributions is performed between signifd(x,digits)
and pbenf(digits)
.
Specifically:
U^2 = \frac{n}{9\cdot 10^{k-1}}\cdot≤ft[ \displaystyle∑_{i={10^{k-1}}}^{10^{k}-2}≤ft( \displaystyle∑_{j=1}^{i}(f_j^o - f_j^e) \right)^2 - \frac{1}{9\cdot 10^{k-1}}\cdot≤ft(\displaystyle∑_{i={10^{k-1}}}^{10^{k}-2}\displaystyle∑_{j=1}^{i}(f_i^o - f_i^e)\right)^2\right]
where f_i^o denotes the observed frequency of digits i, and f_i^e denotes the expected frequency of digits i.
x
is a numeric vector of arbitrary length. Values of x
should be continuous, as dictated by theory, but may also be integers.
digits
should be chosen so that signifd(x,digits)
is not influenced by previous rounding.
A list with class "htest
" containing the following components:
statistic |
the value of the U^2 test statistic |
p.value |
the p-value for the test |
method |
a character string indicating the type of test performed |
data.name |
a character string giving the name of the data |
Dieter William Joenssen Dieter.Joenssen@googlemail.com
Benford, F. (1938) The Law of Anomalous Numbers. Proceedings of the American Philosophical Society. 78, 551–572.
Freedman, L.S. (1981) Watson's Un2 Statistic for a Discrete Distribution. Biometrika. 68, 708–711.
Joenssen, D.W. (2013) Two Digit Testing for Benford's Law. Proceedings of the ISI World Statistics Congress, 59th Session in Hong Kong. [available under http://www.statistics.gov.hk/wsc/CPS021-P2-S.pdf]
Watson, G.S. (1961) Goodness-of-Fit Tests on a Circle. Biometrika. 48, 109–114.
1 2 3 4 5 6 7 8 | #Set the random seed to an arbitrary number
set.seed(421)
#Create a sample satisfying Benford's law
X<-rbenf(n=20)
#Perform Freedman-Watson U-squared Test on
#the sample's first digits using defaults
usq.benftest(X)
#p-value = 0.4847
|
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