dudewicz.unif.test: Dudewicz-van der Meulen test for uniformity

Description Usage Arguments Details Value Author(s) References Examples

Description

Performs Dudewicz-van der Meulen test for the hypothesis of uniformity.

Usage

1
dudewicz.unif.test(x, nrepl=2000,m=length(x)/2)

Arguments

x

a numeric vector of data values.

nrepl

the number of replications in Monte Carlo simulation.

m

a parameter of the test (see below).

Details

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.

Value

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.

Author(s)

Maxim Melnik and Ruslan Pusev

References

Dudewicz E. J., van der Meulen E. C. (1981): Entropy-based tests of uniformity. — JASA, vol. 76, pp. 967–974.

Examples

1
2

Example output

Loading required package: orthopolynom
Loading required package: polynom

	Dudewicz-van der Meulen test for uniformity

data:  runif(100, 0, 1)
H = 0.47601, p-value = 0.408


	Dudewicz-van der Meulen test for uniformity

data:  runif(100, 0.1, 0.9)
H = 0.75076, p-value < 2.2e-16

uniftest documentation built on May 1, 2019, 7:33 p.m.