Description Usage Arguments Details Value Author(s) References See Also Examples
Anderson-Darling test for univariate distributions with bootstrap-based p-value determination. It also enables the p-value determination from tabled critical values.
1 | adSim(x, distribution = "normal", b = 10000)
|
x |
A numeric vector. |
distribution |
A character string. Distributions "cauchy", "exponential", "gumbel", "gamma", "log-normal", "lognormal", "logistic", "normal" and "weibull" are recognized. |
b |
A numeric value giving the frequency of bootstraps. Any value in [1000,1000000] is allowed. If b is set to NA, the Anderson-Darling test will be applied without simulation. b should be chosen carefully. High values such as 1 mio can easily make your computer run up to 3 hours (depending on the distribution, on the sample size and on your computer system). |
First parameter estimation for the tested distribution is performed. In the majority of cases Maximum-Likelihood-Estimation is used as fitting method and is mainly provided by fitdistr() from package MASS. Parameters of normal and log-normal distribution are fitted by mean and standard deviation. Cauchy parameters are fitted by the sums of the weighted order statistic, when p-value determination should be done from tabled critical values. The Anderson-Darling statistic is calculated based on the estimated parameters. Parametric bootstrapping provides the distribution of the Anderson-Darling test which is used in order to determine a p-value. Simulation-based Anderson-Darling distribution and critical values for selected quantiles are printable. When simulation is not desired, a p-value is obtained from tabled critical values (no exact expression exists except for log-normal, normal and exponential distribution). Tabled critical values for selected quantiles are printable as well.
An object of class "adSim", a list with six components,
distribution |
the distribution the Anderson-Darling test was applied for |
parameter_estimation |
the estimated parameters |
Anderson_Darling |
the value of the Anderson-Darling test |
p_value |
the corresponding p-value (simulated or tabled value) |
crititical_values |
the corresponding critical values (simulated or tabled 0.75, 0.90, 0.95, 0.975 and 0.99 quantiles) |
simAD |
bootstrap-based Anderson-Darling distribution |
Marco Wannicke
Thomas Roth thomas.roth@tu-berlin.de
Stute, W./ Manteiga, W./ Quindimil, M.(1993): Bootstrap based goodness-of-fit-tests; Metrika, Vol. 40, p.243-256; Physica Verlag
D'Agostino, R.B./ Stephens, M.A. (1986): Goodness-Of-Fit Techniques; illustrated edition; p.97-193; Marcel Dekker Inc.
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