Classical Goodness-of-Fit Tests

Description

Cramer-von Mises and Anderson-Darling tests of goodness-of-fit for continuous univariate distributions, using modern algorithms to compute the null distributions.

Details

The goftest package contains implementations of the classical Cramer-von Mises and Anderson-Darling tests of goodness-of-fit for continuous univariate distributions.

The Cramer-von Mises test is performed by cvm.test. The cumulative distribution function of the null distribution of the test statistic is computed by pCvM using the algorithm of Csorgo and Faraway (1996). The quantiles are computed by qCvM by root-finding.

The Anderson-Darling test is performed by ad.test. The cumulative distribution function of the null distribution of the test statistic is computed by pAD using the algorithm of Marsaglia and Marsaglia (2004). The quantiles are computed by qAD by root-finding.

Author(s)

Adrian Baddeley, Julian Faraway, John Marsaglia, George Marsaglia.

Maintainer: Adrian Baddeley <adrian.baddeley@uwa.edu.au>

References

Csorgo, S. and Faraway, J.J. (1996) The exact and asymptotic distributions of Cramer-von Mises statistics. Journal of the Royal Statistical Society, Series B 58, 221–234.

Marsaglia, G. and Marsaglia, J. (2004) Evaluating the Anderson-Darling Distribution. Journal of Statistical Software 9 (2), 1–5. February 2004. http://www.jstatsoft.org/v09/i02

See Also

ks.test

Examples

  x <- rnorm(10, mean=2, sd=1)
  cvm.test(x, "pnorm", mean=2, sd=1)
  ad.test(x, "pnorm", mean=2, sd=1)