ecdf.ks.CI: Kolmogorov's Confidence Band

In NSM3: Functions and Datasets to Accompany Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods, Third Edition

Kolmogorov's Confidence Band

Description

Function to compute and plot Kolmogorov's 95% confidence band for the distribution function F(x). This code is adapted from the code by Kjetil Halvorsen found at: https://stat.ethz.ch/pipermail/r-help/2003-July/036643.html

Usage

ecdf.ks.CI(x, main = NULL, sub = NULL, xlab = deparse(substitute(x)), ...)

Arguments

x	a vector of data of length n
main	the title of the plot. The default is ecdf(x) + 95% K.S.Bands
sub	subtitle, as used in the function plot()
xlab	the label for the x-axis of the plot. The default is x.
...	any additional plotting options

Value

The function returns a list with three elements:

lower	the values of the lower part of the confidence band
upper	the values of the upper part of the confidence band
D	the value of Kolmogorov's D statistic

Note

This function also plots the confidence bands.

Author(s)

Rachel Becvarik

Examples

methyl<-c(42, 43, 51, 61, 66, 69, 71, 81, 82, 82)
ecdf.ks.CI(methyl)

ecdf.ks.CI(methyl, lwd=2, main="KS Confidence Bands") 

NSM3 documentation built on Sept. 8, 2023, 5:52 p.m.