laplace.test {lawstat} | R Documentation |
Goodness-of-fit Test Statistics for the Laplace Distribution
Description
Goodness-of-fit test statistics
A2
(Anderson–Darling),
W2
(Cramer–von Mises),
U2
(Watson),
D
(Kolmogorov–Smirnov), and
V
(Kuiper).
By default, NA
s are omitted. For the tables of critical values, see
Stephens (1986) and
Puig and Stephens (2000).
Usage
laplace.test(y)
Arguments
y |
a numeric vector of data values. |
Details
The function originally used plaplace
function from R package VGAM
(Yee 2019), however, to resolve dependencies between packages,
the plaplace
function was copied entirely to the current package under the name VGAM_plaplace
.
Value
A list with the following numeric components:
A2 |
the Anderson–Darling statistic. |
W2 |
the Cramer–von Mises statistic. |
U2 |
the Watson statistic. |
D |
the Kolmogorov–Smirnov statistic. |
V |
the Kuiper statistic. |
Author(s)
Kimihiro Noguchi, Yulia R. Gel
References
Puig P, Stephens MA (2000).
“Tests of fit for the Laplace distribution, with applications.”
Technometrics, 42(4), 417–424.
doi:10.1080/00401706.2000.10485715.
Stephens MA (1986).
“Tests for the Uniform Distribution.”
In D'Agostino RB, Stephens MA (eds.), Goodness-of-fit Techniques, volume 68 of Statistics, textbooks and monographs, chapter 8.
Marcel Dekker, New York.
Yee T (2019).
VGAM: Vector Generalized Linear and Additive Models.
R package version 1.1-2, https://CRAN.R-project.org/package=VGAM.
Examples
## Differences in flood levels example taken from Puig and Stephens (2000)
y <- c(1.96,1.97,3.60,3.80,4.79,5.66,5.76,5.78,6.27,6.30,6.76,7.65,7.84,7.99,8.51,9.18,
10.13,10.24,10.25,10.43,11.45,11.48,11.75,11.81,12.33,12.78,13.06,13.29,13.98,14.18,
14.40,16.22,17.06)
laplace.test(y)$D
## [1] 0.9177726
## The critical value at the 0.05 significance level is approximately 0.906.
## Thus, the null hypothesis should be rejected at the 0.05 level.