ks.test.t {LambertW}R Documentation

One-sample Kolmogorov-Smirnov test for student-t distribution

Description

Performs a two-sided KS test for H_0 that the data comes from a student-t distribution with nu degrees of freedom, mean μ_x, and standard deviation σ_x (not scale!). If the parameters are not specified, the ML estimates given the data are used (see fitdistr).

Usage

ks.test.t(y, theta = NULL)

Arguments

y a numeric vector of data values.
theta parameter vector including the degrees of freedom parameter: theta = (delta, μ_x, σ_x, nu); default: theta = NULL, thus theta is estimated from y.

Details

This test does not give correct p-values if the parameters are estimated from the data. Future versions will include simulation based p-values. See ks.test and the references therein (Durbin (1973)).

Value

A list with class "htest" containing the following components:

statistic the value of the Kolomogorv-Smirnov statistic.
p.value the p-value for the test.
alternative a character string describing the alternative hypothesis.
method the character string "One-sample Kolmogorov-Smirnov test student-t" plus rounded parameter values.
data.name a character string giving the name(s) of the data.

Author(s)

Georg M. Goerg

See Also

fitdistr,ks.test


[Package LambertW version 0.1.9 Index]