computeTestKolmogorovGumbel {rotRPackage}R Documentation

Compute the Kolmogorov-Smirnoff test on a Gumbel Distribution sample.

Description

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.

Usage

computeTestKolmogorovGumbel(numericalSample, alpha, beta, testLevel = 0.95, estimatedParameters)

Arguments

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])

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 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))


[Package rotRPackage version 1.4.3 Index]