ks.plot.unif: Plot the ECDF of a uniform sample with Kolmogorov-Smirnov...

In jimhester/surveillance: Temporal and Spatio-Temporal Modeling and Monitoring of Epidemic Phenomena

Description

This plot function takes a univariate sample that should be tested for a U(0,1) distribution, plots its empirical cumulative distribution function (ecdf), and adds a confidence band by inverting the corresponding Kolmogorov-Smirnov test (ks.test). The uniform distribution is rejected if the ECDF is not completely inside the confidence band.

Usage

ks.plot.unif(U, conf.level = 0.95, exact = NULL,
             col.conf = "gray", col.ref = "gray",
             xlab = expression(u[(i)]), ylab = "Cumulative distribution")

Arguments

U	numeric vector containing the sample. Missing values are (silently) ignored.
conf.level	confidence level for the K-S-test (defaults to 0.95), can also be a vector of multiple levels.
exact	see ks.test.
col.conf	colour of the confidence lines.
col.ref	colour of the diagonal reference line.
xlab, ylab	axis labels.

Value

NULL (invisibly).

Author(s)

Michael Höhle and Sebastian Meyer. The code contains segments originating from the source of the ks.test function http://svn.r-project.org/R/trunk/src/library/stats/R/ks.test.R, which is Copyright (C) 1995-2012 The R Core Team available under GPL-2 (or later) and C functionality from http://svn.r-project.org/R/trunk/src/library/stats/src/ks.c, which is copyright (C) 1999-2009 the R Core Team and available under GPL-2 (or later). Somewhat hidden in their ‘ks.c’ file is a statement that part of their code is based on code published in George Marsaglia and Wai Wan Tsang and Jingbo Wang (2003), "Evaluating Kolmogorov's distribution". Journal of Statistical Software, Volume 8, 2003, Issue 18. URL: http://www.jstatsoft.org/v08/i18/.

See Also

ks.test for the Kolmogorov-Smirnov test, as well as checkResidualProcess, which makes use of this plot function.

Examples

samp <- runif(99)
ks.plot.unif(samp, conf.level=c(0.95, 0.99), exact=TRUE)
ks.plot.unif(samp, conf.level=c(0.95, 0.99), exact=FALSE)

jimhester/surveillance documentation built on May 19, 2019, 10:33 a.m.