lawstat (version 3.2)

laplace.test: Goodness-of-fit tests for the Laplace distribution

Description

The function returns five goodness-of-fit test statistics for the Laplace distribution. The four statistics are: A2 (Anderson-Darling), W2 (Cramer-von Mises), U2 (Watson), D (Kolmogorov-Smirnov), and V (Kuiper). By default, NAs are omitted. This function requires the VGAM package.

Usage

laplace.test(y)

Arguments

y

a numeric vector of data values.

Value

A list with the following numeric components.

A2

the Anderson-Darling statistic.

W2

the Cramer-von Mises statistic.

U2

the Watson statistic.

D

the Kolmogorov-Smirnov statistic.

V

the Kuiper statistic.

References

Puig, P. and Stephens, M. A. (2000). Tests of fit for the Laplace distribution, with applications. Technometrics 42, 417-424.

Stephens, M. A. (1986). Tests for the Uniform Distribution, in Goodness-of-Fit techniques, eds. R. B. D'Agostino and M. A. Stephens, New York: Marcel Dekker, chapter 8.

See Also

plaplace (in VGAM package)

Examples

# NOT RUN {
## Differences in flood levels example taken from Puig and Stephens (2000)
library(VGAM)
y<-c(1.96,1.97,3.60,3.80,4.79,5.66,5.76,5.78,6.27,6.30,6.76,7.65,7.84,7.99,8.51,9.18,
10.13,10.24,10.25,10.43,11.45,11.48,11.75,11.81,12.33,12.78,13.06,13.29,13.98,14.18,
14.40,16.22,17.06)
laplace.test(y)$D

## [1] 0.9177726
## The critical value at the 0.05 significance level is approximately 0.906.
## Thus, the null hypothesis would be rejected at the 0.05 level.
## For the tables of critical values, see Stephens (1986) or Puig and Stephens (2000).

# }