expect_distfit: Test a parametric distribution

In EstimDiagnostics: Diagnostic Tools and Unit Tests for Statistical Estimators

Description

Expectation checking whether a given sample comes from a certain parametric distribution. The underlying procedure is Anderson-Darling test of goodness-of-fit ad.test. The expectation throws an error when the test's p-value is smaller than the threshold p-value.

Usage

expect_distfit(sample, p_value = 0.001, nulldist, ...)

Arguments

sample	to test
p_value	threshold p-value of the test
nulldist	null distribution
...	parameters to pass to the null distribution

Value

Invisibly returns a p-value of the test.

Examples

 # Gaussianity test
## Not run: 
x<-rnorm(n=1e4,5,6)
expect_distfit(sample=x, nulldist="pnorm", mean=5, sd=6.3)
expect_distfit(sample=x, nulldist="pnorm", mean=5, sd=6)

## End(Not run)

# Uniformity test
x<-runif(n=1e4,-1,6)
expect_distfit(sample=x, nulldist="punif", min=-1, max=6)

EstimDiagnostics documentation built on April 17, 2021, 1:08 a.m.