Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/CramerVonMisesTwoSamples.R
This function computes the two-sample Cramer-von Mises statistics U.
1 | CramerVonMisesTwoSamples(S1, S2)
|
S1 |
Vector containing the sample 1 from which CDF1 will be estimated. |
S2 |
Vector containing the sample 2 from which CDF2 will be estimated. |
CDF1 and CDF2 are estimated empirically to compute the two-sample Cramer-von Mises statistics.
U: The value of the Cramer-von Mises statistics.
P.-A. Michelangeli (pam@climpact.com) and M. Vrac (mathieu.vrac@lsce.ipsl.fr)
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.
1 2 3 4 | # generate random values (for the example)
S1 = rnorm(100)
S2 = rnorm(100)
CramerVonMisesTwoSamples(S1, S2)
|
[1] 0.0345
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