laplace.test {lawstat} | R Documentation |
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.
laplace.test(y)
y |
a numeric vector of data values. |
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. |
Kimihiro Noguchi, Yulia R. Gel
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.
plaplace
(in VGAM package)
## 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).