dudewicz.unif.test: Dudewicz-van der Meulen test for uniformity
Description
Performs Dudewicz-van der Meulen test for the hypothesis of uniformity.
Usage
dudewicz.unif.test(x, nrepl=2000,m=length(x)/2)
Arguments
x
a numeric vector of data values.
nrepl
the number of replications in Monte Carlo simulation.
m
a parameter of the test (see below).
Value
A list with class "htest" containing the following components:
statisticthe value of the Dudewicz-van der Meulen statistic.
p.valuethe p-value for the test.
methodthe character string "Dudewicz-van der Meulen test for uniformity".
data.namea character string giving the name(s) of the data.
Details
The Dudewicz-van der Meulen test for uniformity is based on the following statistic:
$$H(m, n) = -\frac{1}{n}\sum_{i=1}^{n}{\log_2{\frac{n}{2m}(x_{(i+m)}-x_{(i-m)})}}$$
The p-value is computed by Monte Carlo simulation.
References
Dudewicz E. J., van der Meulen E. C. (1981): Entropy-based tests of uniformity. --- JASA, vol. 76, pp. 967--974.