| ks2Test {fBasics} | R Documentation |
Tests if two series are distributional equivalent.
ks2Test(x, y, title = NULL, description = NULL)
x, y |
numeric vectors of data values. |
title |
an optional title string, if not specified the inputs data name is deparsed. |
description |
optional description string, or a vector of character strings. |
The test ks2Test performs a Kolmogorov–Smirnov two sample test
that the two data samples x and y come from the same
distribution, not necessarily a normal distribution. That means that
it is not specified what that common distribution is.
In contrast to R's output report from S3 objects of class "htest"
a different output report is produced. The classical tests presented
here return an S4 object of class "fHTEST". The object contains
the following slots:
@call |
the function call. |
@data |
the data as specified by the input argument(s). |
@test |
a list whose elements contain the results from the statistical
test. The information provided is similar to a list object of
class |
@title |
a character string with the name of the test. This can be overwritten specifying a user defined input argument. |
@description |
a character string with an optional user defined description. By default just the current date when the test was applied will be returned. |
The slot @test returns an object of class "list"
containing (at least) the following elements:
statistic |
the value(s) of the test statistic. |
p.value |
the p-value(s) of the test. |
parameters |
a numeric value or vector of parameters. |
estimate |
a numeric value or vector of sample estimates. |
conf.int |
a numeric two row vector or matrix of 95 |
method |
a character string indicating what type of test was performed. |
data.name |
a character string giving the name(s) of the data. |
R-core team for hypothesis tests implemented from R's
package ctest.
Conover, W. J. (1971); Practical nonparametric statistics, New York: John Wiley & Sons.
Lehmann E.L. (1986); Testing Statistical Hypotheses, John Wiley and Sons, New York.
## rnorm - # Generate Series: x = rnorm(50) y = rnorm(50) ## ks2Test - ks2Test(x, y)