v.test: Kuiper test

Description Usage Arguments Details Value References See Also Examples

Description

Kuiper test providing a comparison of a fitted distribution with the empirical distribution.

Usage

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v.test(x, distn, fit, H = NA, sim = 100, tol = 1e-04, estfun = NA)

Arguments

x

a numeric vector of data values

distn

character string naming the null distribution

fit

list of distribution parameters

H

a treshold value

sim

maximum number of szenarios in the Monte-Carlo simulation

tol

if the difference of two subsequent p-value calculations is lower than tol the Monte-Carlo simulation stops

estfun

an function as character string or NA (default). See mctest.

Details

The Kolmogorov-Smirnov test compares the null distribution with the empirical distribution of the observed data, where left truncated data samples are allowed. The test statistic (see ks.test) is given by KS = max(KS+, KS-).

Value

A list with class "mchtest" containing the following components

statistic

the value of the Kuiper statistic

treshold

the treshold value

p.value

the p-value of the test

data.name

a character string giving the name of the data

method

the character string "Kuiper test"

sim.no

number of simulated szenarios in the Monte-Carlo simulation

References

Chernobay, A., Rachev, S., Fabozzi, F. (2005), Composites goodness-of-fit tests for left-truncated loss samples, Tech. rep., University of Calivornia Santa Barbara

See Also

ks.test, ad.test, adup.test for other supremum class tests and ad2.test, ad2up.test, w2.test for quadratic class tests. For more details see mctest.

Examples

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set.seed(123)
treshold <- 10
xc  <- rlnorm(100, 2, 2)     # complete sample
xt <- xc[xc >= treshold]     # left truncated sample
v.test(xt, "plnorm", list(meanlog = 2, sdlog = 2), H = 10)

Example output

Loading required package: MASS

Attaching package: 'truncgof'

The following object is masked from 'package:stats':

    ks.test


	Kuiper Test

data:  xt
V = 0.62095, p-value = 1
alternative hypothesis: NA

treshold = 10, simulations: 100

truncgof documentation built on May 29, 2017, 2:22 p.m.