R/mixed_ks_test.R

Defines functions mixed_ks_test

Documented in mixed_ks_test

##############################################
## This function computes the p-value of one sample two-sided
## Kolmogorov-Smirnov test when the distribution under the
## null hypothesis is mixed

mixed_ks_test <- function(x, jump_points, Mixed_dist, ..., tol = 1e-10){

  Vec_Mixed_cdf <- function(x)
  {
    return (sapply(x,Mixed_dist))
  }

  DNAME <- deparse(substitute(x))
  x <- x[!is.na(x)]
  n <- length(x)
  if (n < 1L){
    stop("not enough 'x' data")
  }
  PVAL <- NULL

  METHOD <- "One-sample Kolmogorov-Smirnov test"

  dev_up <- max(abs(c(0, ecdf(x)(x) - Vec_Mixed_cdf(x))))
  dev_low <- max(abs(c(0, ecdf(x)(x-tol) - Vec_Mixed_cdf(x-tol))))
  STATISTIC <- max(dev_up, dev_low)
  ############################################
  a <- rep(NA,n)
  f_a <- a
  b <- a
  f_b <- a

  temp_a <- a
  temp_b <- a

  temp_length <- length(jump_points) - 1

  temp <- rep(0, (2*temp_length))

  for (i in 1:temp_length){
    temp[2*i-1] <- Vec_Mixed_cdf(jump_points[i])
    temp[2*i] <- Vec_Mixed_cdf(jump_points[i+1] - (1e-13))

    i <- i + 1
  }

  for (i in 1:n){

    # Rectangle for the uniform order statistics obtained from Gleser(1985)
    # The rectangles are found in a similar way as in the function ks.test
    # in package dgof by Arnold and Emerson (2011)

    a[i] <- min(c(jump_points[which(Vec_Mixed_cdf(jump_points) + STATISTIC >= i/n + tol)[1]], Inf), na.rm = TRUE)
    b[i] <- min(c(jump_points[which(Vec_Mixed_cdf(jump_points) - STATISTIC > (i-1)/n - tol)[1]], Inf), na.rm = TRUE)

    f_a[i] <- ifelse(!(a[i] %in% jump_points), Vec_Mixed_cdf(a[i]), Vec_Mixed_cdf(a[i] - tol))

    f_b[i] <- Vec_Mixed_cdf(b[i])

    temp_a[i] <- max(i/n - STATISTIC + tol, 0)
    temp_b[i] <- min((i-1)/n + STATISTIC - tol, 1)

    for (j in 1:temp_length){


      if (((temp_a[i] > temp[2*j-1]) && (temp_a[i] <= temp[2*j])) || ((temp_a[i] <= Vec_Mixed_cdf(jump_points[1] - (1e-13)))) || ((temp_a[i] > Vec_Mixed_cdf(jump_points[length(jump_points)])))){


        f_a[i] <- i/n - STATISTIC
      }

      if (((temp_b[i] >= temp[2*j-1]) && (temp_b[i] < temp[2*j])) || ((temp_b[i] < Vec_Mixed_cdf(jump_points[1] - (1e-13)))) || ((temp_b[i] >= Vec_Mixed_cdf(jump_points[length(jump_points)])))){

        f_b[i] <- (i-1)/n + STATISTIC
      }

      j <- j + 1
    }

    if (f_a[i] < 0){
      f_a[i] <- 0
    }
    if (f_b[i] > 1){
      f_b[i] <- 1
    }

    i <- i + 1

  }

  df <- data.frame(rbind(f_b, f_a))
  write.table(df,"Boundary_Crossing_Time.txt", sep = ", ", row.names = FALSE, col.names = FALSE)

  PVAL <- KSgeneral::ks_c_cdf_Rcpp(n)

  file.remove("Boundary_Crossing_Time.txt")

  nm_alternative <- "two-sided"

  names(STATISTIC) <- "D"

  PVAL <- min(1.0, max(0.0, PVAL))
  RVAL <- list(statistic = STATISTIC, p.value = PVAL, alternative = nm_alternative, method = METHOD, data.name = DNAME)

  class(RVAL) <- "htest"


  return(RVAL)

}

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KSgeneral documentation built on Jan. 13, 2021, 1:06 p.m.