reliaR (version 0.01)

ks.log.gamma: Test of Kolmogorov-Smirnov for the log-gamma(LG) distribution

Description

The function ks.log.gamma() gives the values for the KS test assuming a log-gamma(LG) with shape parameter alpha and scale parameter lambda. In addition, optionally, this function allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.

Usage

ks.log.gamma(x, alpha.est, lambda.est,  alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)

Arguments

x

vector of observations.

alpha.est

estimate of the parameter alpha

lambda.est

estimate of the parameter lambda

alternative

indicates the alternative hypothesis and must be one of "two.sided" (default), "less", or "greater".

plot

Logical; if TRUE, the cdf plot is provided.

...

additional arguments to be passed to the underlying plot function.

Value

ks.log.gamma() carries out the KS test for the log-gamma(LG)

Details

The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.

References

Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.

Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.

See Also

pp.log.gamma for PP plot and qq.log.gamma for QQ plot

Examples

## Load data sets
data(conductors)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 0.0088741, lambda.est = 0.6059935

ks.log.gamma(conductors, 0.0088741, 0.6059935, alternative = "two.sided", plot = TRUE)