ksResidualDistributions {CondIndTests}

Kolmogorov-Smirnov test to compare residual distributions

Description

Used as a subroutine in InvariantResidualDistributionTest to test whether residual distribution remains invariant across different levels of E.

Usage

ksResidualDistributions(Y, predicted, E, verbose)

Arguments

Y

An n-dimensional vector.

predicted

An n-dimensional vector of predictions for Y.

E

An n-dimensional vector. E needs to be a factor.

verbose

Set to TRUE if output should be printed.

Value

A list with the p-value for the test.