Description Usage Arguments Details Value Author(s) References Examples

Tests if two series are distributional equivalent.

1 |

`x, y` |
numeric vectors of data values. |

`title` |
an optional title string, if not specified the inputs data name is deparsed. |

`description` |
optional description string, or a vector of character strings. |

The test `ks2Test`

performs a Kolmogorov–Smirnov two sample test
that the two data samples `x`

and `y`

come from the same
distribution, not necessarily a normal distribution. That means that
it is not specified what that common distribution is.

In contrast to R's output report from S3 objects of class `"htest"`

a different output report is produced. The classical tests presented
here return an S4 object of class `"fHTEST"`

. The object contains
the following slots:

`@call` |
the function call. |

`@data` |
the data as specified by the input argument(s). |

`@test` |
a list whose elements contain the results from the statistical
test. The information provided is similar to a list object of
class |

`@title` |
a character string with the name of the test. This can be overwritten specifying a user defined input argument. |

`@description` |
a character string with an optional user defined description. By default just the current date when the test was applied will be returned. |

The slot `@test`

returns an object of class `"list"`

containing (at least) the following elements:

`statistic` |
the value(s) of the test statistic. |

`p.value` |
the p-value(s) of the test. |

`parameters` |
a numeric value or vector of parameters. |

`estimate` |
a numeric value or vector of sample estimates. |

`conf.int` |
a numeric two row vector or matrix of 95 |

`method` |
a character string indicating what type of test was performed. |

`data.name` |
a character string giving the name(s) of the data. |

R-core team for hypothesis tests implemented from **R**'s
package `ctest`

.

Conover, W. J. (1971);
*Practical nonparametric statistics*,
New York: John Wiley & Sons.

Lehmann E.L. (1986);
*Testing Statistical Hypotheses*,
John Wiley and Sons, New York.

1 2 3 4 5 6 7 |

```
Loading required package: timeDate
Loading required package: timeSeries
Rmetrics Package fBasics
Analysing Markets and calculating Basic Statistics
Copyright (C) 2005-2014 Rmetrics Association Zurich
Educational Software for Financial Engineering and Computational Science
Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
https://www.rmetrics.org --- Mail to: info@rmetrics.org
Title:
Kolmogorov-Smirnov Two Sample Test
Test Results:
STATISTIC:
D | Two Sided: 0.12
D^- | Less: 0.08
D^+ | Greater: 0.12
P VALUE:
Alternative Two-Sided: 0.8693
Alternative Exact Two-Sided: 0.8693
Alternative Less: 0.7261
Alternative Greater: 0.4868
Description:
Wed Aug 30 13:04:39 2017
```

fBasics documentation built on Nov. 17, 2017, 2:14 p.m.

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