KSgeneral: Computing P-Values of the One-Sample K-S Test and the Two-Sample
K-S and Kuiper Tests for (Dis)Continuous Null Distribution
Contains functions to compute p-values for the one-sample and two-sample Kolmogorov-Smirnov (KS) tests and the two-sample Kuiper test for any fixed critical level and arbitrary (possibly very large) sample sizes. For the one-sample KS test, this package implements a novel, accurate and efficient method named Exact-KS-FFT, which allows the pre-specified cumulative distribution function under the null hypothesis to be continuous, purely discrete or mixed. In the two-sample case, it is assumed that both samples come from an unspecified (unknown) continuous, purely discrete or mixed distribution, i.e. ties (repeated observations) are allowed, and exact p-values of the KS and the Kuiper tests are computed. Note, the two-sample Kuiper test is often used when data samples are on the line or on the circle (circular data). To cite this package in publication: (for the use of the one-sample KS test) Dimitrina S. Dimitrova, Vladimir K. Kaishev, and Senren Tan. Computing the Kolmogorov-Smirnov Distribution When the Underlying CDF is Purely Discrete, Mixed, or Continuous. Journal of Statistical Software. 2020; 95(10): 1–42. <doi:10.18637/jss.v095.i10>. (for the use of the two-sample KS and Kuiper tests) Dimitrina S. Dimitrova, Yun Jia and Vladimir K. Kaishev (2024). The R functions KS2sample and Kuiper2sample: Efficient Exact Calculation of P-values of the Two-sample Kolmogorov-Smirnov and Kuiper Tests. submitted.
| Version: |
2.0.0 |
| Depends: |
R (≥ 3.3.0) |
| Imports: |
Rcpp (≥ 0.12.12), MASS, dgof |
| LinkingTo: |
Rcpp |
| Published: |
2024-05-21 |
| Author: |
Dimitrina S. Dimitrova,
Yun Jia,
Vladimir K. Kaishev,
Senren Tan |
| Maintainer: |
Dimitrina S. Dimitrova <D.Dimitrova at city.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| Copyright: |
Copyright holders of FFTW3: Copyright (c) 2003, 2007-11
Matteo Frigo; Copyright (c) 2003, 2007-11 Massachusetts
Institute of Technology |
| URL: |
https://github.com/d-dimitrova/KSgeneral |
| NeedsCompilation: |
yes |
| SystemRequirements: |
fftw3 (>=3.3.4) |
| Citation: |
KSgeneral citation info |
| CRAN checks: |
KSgeneral results |
Documentation:
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