Description Details Author(s) Examples
Implements the Lilliefors-corrected Kolmogorov-Smirnov test for use in goodness-of-fit tests.
KScorrect implements the Lilliefors-corrected Kolmogorov-Smirnov test for
use in goodness-of-fit tests, suitable when population parameters are unknown
and must be estimated by sample statistics. P-values are estimated by
simulation. Coded to complement ks.test
, it can be used
with a variety of continuous distributions, including normal, lognormal,
univariate mixtures of normals, uniform, loguniform, exponential, gamma, and
Weibull distributions.
Functions to generate random numbers and calculate density, distribution, and quantile functions are provided for use with the loguniform and mixture distributions.
Phil Novack-Gottshall pnovack-gottshall@ben.edu
Steve C. Wang scwang@swarthmore.edu
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | # Get the package version and citation of KScorrect
packageVersion("KScorrect")
citation("KScorrect")
x <- runif(200)
Lc <- LcKS(x, cdf="pnorm", nreps=999)
hist(Lc$D.sim)
abline(v = Lc$D.obs, lty = 2)
print(Lc, max=50) # Print first 50 simulated statistics
# Approximate p-value (usually) << 0.05
# Confirmation uncorrected version has increased Type II error rate when
# using sample statistics to estimate parameters:
ks.test(x, "pnorm", mean(x), sd(x)) # p-value always larger, (usually) > 0.05
x <- rlunif(200, min=exp(1), max=exp(10)) # random loguniform sample
Lc <- LcKS(x, cdf="plnorm")
Lc$p.value # Approximate p-value: (usually) << 0.05
|
[1] '1.2.0'
To cite package 'KScorrect' in publications use:
Phil Novack-Gottshall and Steve C. Wang (2016). KScorrect:
Lilliefors-Corrected Kolmogorov-Smirnoff Goodness-of-Fit Tests. R
package version 1.2.0. https://CRAN.R-project.org/package=KScorrect
A BibTeX entry for LaTeX users is
@Manual{,
title = {KScorrect: Lilliefors-Corrected Kolmogorov-Smirnoff Goodness-of-Fit Tests},
author = {Phil Novack-Gottshall and Steve C. Wang},
year = {2016},
note = {R package version 1.2.0},
url = {https://CRAN.R-project.org/package=KScorrect},
}
ATTENTION: This citation information has been auto-generated from the
package DESCRIPTION file and may need manual editing, see
'help("citation")'.
$D.obs
[1] 0.09114347
$D.sim
[1] 0.04565911 0.03190328 0.04737380 0.03071354 0.04508665 0.02935098
[7] 0.04282106 0.06095178 0.05173946 0.05343180 0.05030270 0.04207781
[13] 0.05625275 0.06238326 0.03522480 0.04650097 0.02962732 0.03463333
[19] 0.04142999 0.05599441 0.02827065 0.04788359 0.04036313 0.03743886
[25] 0.05522633 0.03562870 0.04227442 0.03386727 0.04840123 0.04039188
[31] 0.04132396 0.02959564 0.04364906 0.04438291 0.05756264 0.04201633
[37] 0.03527176 0.03776829 0.04516687 0.03397409 0.03171127 0.03340024
[43] 0.03994028 0.04621413 0.04484181 0.03824021 0.04564599 0.05107912
[49] 0.03449863 0.06591203
[ reached getOption("max.print") -- omitted 949 entries ]
$p.value
[1] 0.001
One-sample Kolmogorov-Smirnov test
data: x
D = 0.091143, p-value = 0.0721
alternative hypothesis: two-sided
[1] 4e-04
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