Description Usage Arguments Details Value References See Also Examples
Kolmogorov-Smirnov, Anderson-Darling and PPS goodness of fit tests to validate a PPS fit (typically from PPS.fit()
).
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PPSfit |
A |
k |
The number of iterations in the bootstrap procedure to approximate the p-values. |
parallel |
A logical argument specifying if parallelization is allowed in the bootstrap iteration procedure. |
ncores |
is the number of cores that we use if parallel is TRUE. |
... |
Other arguments. |
It returns the Kolmogorov-Smirnov, the Anderson-Darling tests and a specific test for PPS distributions. p-values are approximated by a bootstrap procedure. The specific goodness of fit test for PPS distributions is based on the linearity of the survival function vs. the scaled observations in a double log-log scale (see Sarabia and Prieto, 2009).
A list with the values of the tests statistics and the approximated p-values.
Sarabia, J.M and Prieto, F. (2009). The Pareto-positive stable distribution: A new descriptive model for city size data, Physica A: Statistical Mechanics and its Applications, 388(19), 4179-4191.
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