computeTestTwoSampleSmirnov {rotRPackage}R Documentation

Compute the 2-sample Smirnov test.

Description

This ROT function, called from a Test C++ object, is given two samples, and optionnaly a test level. It then computes the result of a Smirnov test against the null hypothesis that the samples have the same underlying distribution and returns a list containing the result, statistic and test p-value.

Usage

computeTestTwoSampleSmirnov(numericalSample1,  numericalSample2, testLevel = 0.95)

Arguments

numericalSample1 The first sample to be tested (numeric vector)
numericalSample2 The second 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

?ks.test

[Package rotRPackage version 1.4.3 Index]