nmad_test {distributionsrd} | R Documentation |
Calculates the Normalized Absolute Deviation between the empirical moments and the moments of the provided distribution. Corresponds to the Kolmogorov-Smirnov test statistic for the zeroth moment.
nmad_test( x, r = 0, dist, prior = 1, coeff, stat = c("NULL", "max", "sum"), ... )
x |
data vector |
r |
moment parameter |
dist |
character vector containing distribution |
prior |
named list of priors, defaults to 1 |
coeff |
named list of coefficients |
stat |
character vector indicating which statistic should be calculated: none (NULL), the maximum deviation "max" or the sum of deviations "sum". Defaults to NULL. |
... |
Additional arguments can be passed to the parametric moment call. |
x <- rlnorm(1e2, meanlog = -0.5, sdlog = 0.5) nmad_test(x = x, r = 0, dist = "lnorm", coeff = c(meanlog = -0.5, sdlog = 0.5)) nmad_test(x = x, r = 0, dist = "lnorm", coeff = c(meanlog = -0.5, sdlog = 0.5), stat = "max") nmad_test(x = x, r = 0, dist = "lnorm", coeff = c(meanlog = -0.5, sdlog = 0.5), stat = "sum")