ad.test {ADGofTest} | R Documentation |
Anderson-Darling GoF test
Description
Implementation of the Anderson-Darling goodness of fit test.
Usage
ad.test(x, distr.fun, ...)
Arguments
x |
a random sample from a possibly unknown continuous distribution |
distr.fun |
a named CDF, such as |
... |
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.
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 )
[Package ADGofTest version 0.3 Index]