Two Dimensional Kolmogorov-Smirnov/Peacock Two-Sample test

Description

This function implements the original definition of the two-dimensional Kolmogorov-Smirnov test by Peacock (1983). This test is not the widely used Fasano-Franceschini test (1987). The latter is a variant the Peacock test.

Usage

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peacock2(x, y)

Arguments

x

x is the object representing the first sample. x should be able to be converted a matrix, where each row represents a sample point. If the object cannot be converted to a matrix, the function will stop and throw an error message. Pleaste note that only the first two columns of the matrix will be used, and the rest columns are just ingored.

y

Similar to x, y is the object representing the second sample.

Value

the value of the test statistic

Author(s)

Yuanhui Xiao

Examples

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    x <- matrix(rnorm(12, 0, 1), ncol=2)
    y <-  matrix(rnorm(16, 0, 1), ncol=2)
    ks <- peacock2(x, y)
    ks