Description Usage Arguments Value Author(s) See Also Examples
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.
1 2 3 | ks.plot.unif(U, conf.level = 0.95, exact = NULL,
col.conf = "gray", col.ref = "gray",
xlab = expression(u[(i)]), ylab = "Cumulative distribution")
|
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 |
col.conf |
colour of the confidence lines. |
col.ref |
colour of the diagonal reference line. |
xlab, ylab |
axis labels. |
NULL
(invisibly).
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/.
ks.test
for the Kolmogorov-Smirnov test, as well as
checkResidualProcess
, which makes use of this plot
function.
1 2 3 | 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)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.