Description Usage Arguments Value Author(s) References Examples
Kuiper test statistic is a non parametric test for distribution equality and is closely related to KS test. Formally, the Kuiper test statistic is :
D*=\max_i\{F(X_i)-\hat{F(x_i)}+\max_i\{\hat{F}(X_i)-F(X_i)\}
1 | KuiperTestStat(number.trials, sample.size, confidence.interval)
|
number.trials |
Number of trials |
sample.size |
Sizes of the trial samples |
confidence.interval |
Confidence interval expressed as a fraction of 1 |
Confidence Interval for KS test stat
Dinesh Acharya
Dowd, K. Measuring Market Risk, Wiley, 2007.
1 2 3 4 | # Plots the cdf for Kuiper Test statistic and returns Kuiper confidence
# interval for 100 trials with 1000 sample size and 0.95 confidence
# interval.
KuiperTestStat(100, 1000, 0.95)
|
Loading required package: bootstrap
Loading required package: MASS
Loading required package: forecast
[1] 0.02480146 0.05463396
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.