tests: Construct pboxes

In ipptoolbox: IPP Toolbox

Description

Kolmogorov-Smirnov-Fits for BPAs.

Usage

dskstest(val, ds, ...)

Arguments

val	Data for K-S / C-M test
ds	BPA or handle of a pbox
...	Optional pbox parameters (points, BPAs)

Details

dskstest

Evaluates the fit of a pbox using a Kolmogorov-Smirnov test

The method dskstest evaluates the fit of a pbox using a Kolmogorov-Smirnov test. The function works both on point values and interval data. The syntax is close to the R syntax for a probabilistic K-S test ks.test(). Both a BPA and a parametric pbox (in form of a CDF and a set of precise/imprecise parameters) can be tested.

The example generates a random set of points and a random set of intervals from a normal distribution (mean=0.3, sd=1.2). It tests, if a pbox with mean=[-0.5,0.5] and sd=1 fits the point data. In a second example, the user passes a normal CDF with parameters mean=0 and sd=[1,2] to the test. dskstest checks, if it fits the interval data.

Value

BPA representing a pbox sampled from fhandle / K-S test results.

Author(s)

Philipp Limbourg <[e-mail]>

Examples

data=rnorm(100,0.3,1.2)
intervaldata=cbind(data,data+runif(100,0,0.2))

mu=0; sigma=1
mu2=dsstruct(c(-0.5,0.5,1)); sigma2=dsstruct(c(1,2,1))
pbox=dsodf(qnorm,1000,mu2,sigma)

print("K-S result, pbox on data:")
ks=dskstest(data,pbox)
print(ks)
print("K-S result, precise mu, imprecise sigma on interval data:")
ks2=dskstest(intervaldata,pnorm,list(mu,sigma2))
print(ks2)

ipptoolbox documentation built on May 2, 2019, 2:09 a.m.