Anderson-Darling GoF test

Description

Implementation of the Anderson-Darling goodness of fit test.

Usage

ad.test(x, distr.fun, ...)

Arguments

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.

Author(s)

Carlos J. Gil Bellosta

References

G. and J. Marsaglia, "Evaluating the Anderson-Darling Distribution", Journal of Statistical Software, 2004

Examples

    set.seed( 123 )
    x <- runif( 100 )

    ad.test( x )$p.value

    ad.test( x, pnorm, 0, 1 )$p.value

    replicate( ad.test( rnorm( 100 ), pnorm )$p.value, 100 )

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ADGofTest)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ADGofTest/ad.test.Rd_%03d_medium.png", width=480, height=480)
> ### Name: ad.test
> ### Title: Anderson-Darling GoF test
> ### Aliases: ad.test
> ### Keywords: htest
> 
> ### ** Examples
> 
>     set.seed( 123 )
>     x <- runif( 100 )
> 
>     ad.test( x )$p.value
       AD 
0.9900337 
> 
>     ad.test( x, pnorm, 0, 1 )$p.value
   AD 
6e-06 
> 
>     replicate( ad.test( rnorm( 100 ), pnorm )$p.value, 100 )
list()
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>