computeTestKolmogorovGumbel {rotRPackage} | R Documentation |
This ROT function, called from a Test C++ object, is given a sample, a point, the necessary distribution parameters and optionnaly a test level. It then returns the result of a K-S test against the null hypothesis that the sample has un underlying Gumbel distribution of the given parameters and returns a list containing the result and test p-value.
computeTestKolmogorovGumbel(numericalSample, alpha, beta, testLevel = 0.95, estimatedParameters)
numericalSample |
the sample to be tested (numeric vector) |
alpha |
The Gumbel distribution alphaParameter. |
beta |
The Gumbel distribution betaParameter. |
testLevel |
the test level. (scalar in [0:1]) |
estimatedParameters |
the test level. (scalar in [0:1]) |
A list is returned, containing :
testResult |
The result. 1 means H0 is not rejected. (scalar) |
threshold |
The threshold applied to the p-value when deciding the outcome of the test. |
pValue |
The test p-value. (scalar) |
Pierre-Matthieu Pair, Softia for EDF.
# Standard Gumbel distribution example. print(computeTestKolmogorovGumbel(3.0 - log(-log(runif(1000)) / 1.5), 1.5, 3)) print(computeTestKolmogorovGumbel(2.0 - log(-log(runif(1000)) / 1.5), 1.5, 3))