test.KS {gofgamma}

The Kolmogorov-Smirnov goodness-of-fit test for the gamma family

Description

This function computes the goodness-of-fit test for the gamma family in the spirit of Kolmogorov and Smirnov. Note that this tests the composite hypothesis of fit to the family of gamma distributions, i.e. a bootstrap procedure is implemented to perform the test.

Usage

test.KS(data, boot = 500, alpha = 0.05)

Arguments

data

a vector of positive numbers.

boot

number of bootstrap iterations used to obtain critical value.

alpha

level of significance of the test.

Details

The Kolmogorov Smirnov test is computed as described in Henze et. al. (2012). Critical values are obtained by a parametric bootstrap procedure, see crit.values.

Value

a list containing the value of the test statistic, the approximated critical value and a test decision on the significance level alpha:

$T.value

the value of the test statistic.

$cv

the approximated critical value.

$par.est

number of points used in approximation.

$Decision

the comparison of the critical value and the value of the test statistic.

$sig.level

level of significance chosen.

$boot.run

number of bootstrap iterations.

References

Henze, N., Meintanis, S.G., Ebner, B. (2012) "Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform". Communications in Statistics - Theory and Methods, 41(9): 1543-1556. DOI

Examples

test.KS(stats::rgamma(20,3,6),boot=100)