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

In NeKp0T/uniftest: Tests for Uniformity

Description

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

Usage

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

dudewicz.unif.test(runif(100,0,1))
dudewicz.unif.test(runif(100,0.1,0.9))

NeKp0T/uniftest documentation built on Dec. 1, 2019, 12:33 a.m.