fBasics (version 2110.79)

ks2Test: Two Sample Kolmogorov--Smirnov Test

Description

Tests if two series are distributional equivalent.

Usage

ks2Test(x, y, title = NULL, description = NULL)

Arguments

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.

Value

• 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 contail the results from the statistical test. The information provided is similar to a list object of class "htest".
• @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.

Details

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.

References

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.

Examples

## rnorm - 
   # Generate Series:
   x = rnorm(50)
   y = rnorm(50)
  
## ks2Test - 
   ks2Test(x, y)