ddst.exp.test | R Documentation |
Performs data driven smooth test for composite hypothesis of exponentiality.
Null density is given by f(z;gamma) = exp(-z/gamma)
for z >= 0 and 0 otherwise.
Modelling alternatives similarly as in Kallenberg and Ledwina (1997 a,b).
ddst.exp.test(
x,
base = ddst.base.legendre,
d.n = 10,
c = 100,
nr = 1e+05,
compute.p = TRUE,
alpha = 0.05,
compute.cv = TRUE,
...
)
x |
a (non-empty) numeric vector of data values |
base |
a function which returns an orthonormal system, possible choice: |
d.n |
an integer specifying the maximum dimension considered, only for advanced users |
c |
a calibrating parameter in the penalty in the model selection rule |
nr |
an integer specifying the number of runs for a p-value and a critical value computation if any |
compute.p |
a logical value indicating whether to compute a p-value or not |
alpha |
a significance level |
compute.cv |
a logical value indicating whether to compute a critical value corresponding to the significance level alpha or not |
... |
further arguments |
An object of class htest
statistic |
the value of the test statistic. |
parameter |
the number of choosen coordinates (k). |
method |
a character string indicating the parameters of performed test. |
data.name |
a character string giving the name(s) of the data. |
p.value |
the p-value for the test, computed only if |
Kallenberg, W.C.M., Ledwina, T. (1997 a). Data driven smooth tests for composite hypotheses: Comparison of powers. J. Statist. Comput. Simul.
59, 101–121.
Kallenberg, W.C.M., Ledwina, T. (1997 b). Data driven smooth tests when the hypothesis is composite. J. Amer. Statist. Assoc.
92, 1094–1104.
set.seed(7)
# H0 is true
z <- rexp(80,4)
## Not run:
t <- ddst.exp.test (z, compute.p = TRUE, d.n = 10)
t
plot(t)
# H0 is false
z = rchisq(80,4)
(t = ddst.exp.test (z, compute.p = TRUE, d.n = 10))
t$p.value
plot(t)
## End(Not run)
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