ADGofTest

Anderson-Darling GoF test
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  • Rating:
  • License:
  • GPL
  • Publisher Name:
  • Carlos J. Gil Bellosta
  • Operating Systems:
  • Windows All
  • File Size:
  • 12 KB

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ADGofTest Description

This package provides an Anderson-Darling GoF test with p-value calculation based on Marsaglia's 2004 paper "Evaluating the Anderson-Darling Distribution". Usage: ad.test(x, distr.fun, ...) ad.test Arguments: x - a random sample from a possibly unknown continuous distribution distr.fun - a named CDF, such as pnorm, punif, etc. ... - extra parameters for the distribution function above, such as location and scale parameters, etc. Details: If the distr.fun is provided, the function checks whether x is a iid sample from the distribution described by such CDF. Otherwise, whether they follow a uniform law. Value: The output is an object of the class htest exactly like for the Kolmogorov-Smirnov test, ks.test. The statistic and p.value fields are the most relevant ones.


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