Description Usage Arguments Details Value Author(s) References Examples
Performs Dudewicz-van der Meulen test for the hypothesis of uniformity.
1 | dudewicz.unif.test(x, nrepl=2000,m=length(x)/2)
|
x |
a numeric vector of data values. |
nrepl |
the number of replications in Monte Carlo simulation. |
m |
a parameter of the test (see below). |
The Dudewicz-van der Meulen test for uniformity is based on the following statistic:
H(m, n) = -\frac{1}{n}∑_{i=1}^{n}{\log_2{\frac{n}{2m}(x_{(i+m)}-x_{(i-m)})}}
The p-value is computed by Monte Carlo simulation.
A list with class "htest" containing the following components:
statistic |
the value of the Dudewicz-van der Meulen statistic. |
p.value |
the p-value for the test. |
method |
the character string "Dudewicz-van der Meulen test for uniformity". |
data.name |
a character string giving the name(s) of the data. |
Maxim Melnik and Ruslan Pusev
Dudewicz E. J., van der Meulen E. C. (1981): Entropy-based tests of uniformity. — JASA, vol. 76, pp. 967–974.
1 2 | dudewicz.unif.test(runif(100,0,1))
dudewicz.unif.test(runif(100,0.1,0.9))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.