CramerVonMisesTwoSamples: Computation of the two-sample Cramer-von Mises statistics

Description Usage Arguments Details Value Author(s) References See Also

View source: R/CramerVonMisesTwoSamples.R

Description

This function computes the two-sample Cramer-von Mises statistics U.

Usage

1

Arguments

S1

Vector containing the sample 1 from which CDF1 will be estimated.

S2

Vector containing the sample 2 from which CDF2 will be estimated.

Details

CDF1 and CDF2 are estimated empirically to compute the two-sample Cramer-von Mises statistics.

Value

U: The value of the Cramer-von Mises statistics.

Author(s)

P.-A. Michelangeli ([email protected]) and M. Vrac ([email protected])

References

T.W. Anderson "On the distribution of the Two-sample Cramer-von Mises criterion". The Annals of Mathematical Statistics, 33 (3), 1148-1159 (1962).

P.-A. Michelangeli, M. Vrac, H. Loukos. "Probabilistic downscaling approaches: Application to wind cumulative distribution functions", Geophys. Res. Lett., doi:10.1029/2009GL038401, 2009.

See Also

KolmogorovSmirnov,CDFt


CDFt documentation built on May 30, 2017, 8:15 a.m.