computeTestCramerVonMisesNormal {rotRPackage}R Documentation

Compute the Cramer - Von Mises test for Normal Distribution.

Description

This ROT function, called from a Test C++ object, is given a sample, and optionnaly a test level. It then returns the result of a CVM test against the null hypothesis that the sample has un underlying Normal distribution and returns a list containing the result and test p-value.

Usage

computeTestCramerVonMisesNormal(numericalSample, testLevel = 0.95)

Arguments

numericalSample the sample to be tested (numeric vector)
testLevel the test level. (scalar in [0:1])

Value

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)

Author(s)

Pierre-Matthieu Pair, Softia for EDF.

Examples

# Standard Normal distribution example. 

print(computeTestCramerVonMisesNormal(rnorm(1000, 3, 1.5)))
print(computeTestCramerVonMisesNormal(rexp(1000, 2.5)))

[Package rotRPackage version 1.4.3 Index]