ks2Test {fBasics} | R Documentation |
Two sample Kolmogorov-Smirnov test
Description
Tests if two series are distributionally equivalent using two sample Kolmogorov-Smirnov test.
Usage
ks2Test(x, y, title = NULL, description = NULL)
Arguments
x , y |
numeric vectors of data values. |
title |
an optional title string, if not specified the inputs data name is deparsed. |
description |
optional description string, or a vector of character strings. |
Details
The test ks2Test
performs a Kolmogorov-Smirnov two sample
test that the two data samples, x
and y
, come from the
same distribution, not necessarily a normal distribution. That means
that it is not specified what that common distribution is.
ks2Test
calls several times base R's ks.test
p-values for all three alternatives (two-sided, less, and greater),
as well as the exact p-value for the two-sided case.
Note that the p-values are computed under a hypothesis of i.i.d., which is rarely the case for time series. So, the results should be interpreted cautiosly if that is the case. The same applies when the data are residuals from fitted models.
Value
an object from class fHTEST
References
Conover, W. J. (1971); Practical nonparametric statistics, New York: John Wiley & Sons.
Lehmann E.L. (1986); Testing Statistical Hypotheses, John Wiley and Sons, New York.
Examples
## rnorm -
# Generate Series:
x = rnorm(50)
y = rnorm(50)
## ks2Test -
ks2Test(x, y)