ksig {ig}R Documentation

Test of Kolmogorov-Smirnov for the inverse Gaussian type distribution

Description

The function ksig gives the values for the KS test assuming an IGTD with parameters mu, lambda and an specific kernel. In addition, optionally, this function allows one to show a comparative graph between the empirical and theoretical cdfs for a given data set.

Usage

ksig(x, kernel = "normal", alternative = "two.sided", graph = TRUE, xlab = NULL, ylab = NULL)

Arguments

x Vector of observations.
kernel Kernel of the pdf of the associated symmetrical distribution by means of which the IGTD is obtained. The kernels: "Laplace", "logistic", "normal" and "t" are available.
alternative indicates the alternative hypothesis and must be one of "two.sided" (default), "less", or "greater".
graph Logical; if TRUE (default), the cdf plot is provided.
xlab A title for the x axis.
ylab A title for the y axis.

Details

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

Value

The function ksig() carries out the KS test for the IGTD.

Author(s)

Víctor Leiva <victor.leiva@uv.cl>, Hugo Hernández <hugo.hernandez@msn.com>, and Antonio Sanhueza <asanhue@ufro.cl>.


[Package ig version 1.0 Index]