Hi! Any one knows how to obtain critical values for the k-s statistic, using R? Thanks, Alex -- View this message in context: http://r.789695.n4.nabble.com/kolmogorov-Smirnov-critical-values-tp4630245.html Sent from the R help mailing list archive at Nabble.com.
On Wed, May 16, 2012 at 9:52 AM, aramos <aramos at fep.up.pt> wrote:> Hi! > > Any one knows how to obtain critical values for the k-s statistic, using R? >Take a look at ?ks.test and the code of ks.test to see how R does it. OSS is super helpful for these sorts of things. Michael> Thanks, > Alex > > -- > View this message in context: http://r.789695.n4.nabble.com/kolmogorov-Smirnov-critical-values-tp4630245.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
On 16.05.2012 15:52, aramos wrote:> Hi! > > Any one knows how to obtain critical values for the k-s statistic, using R?ks.test(.....)$statistic Uwe ligges> Thanks, > Alex > > -- > View this message in context: http://r.789695.n4.nabble.com/kolmogorov-Smirnov-critical-values-tp4630245.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
I think that command will give me the statistics observed value!! Not quantiles from the k-s distribution! -- View this message in context: http://r.789695.n4.nabble.com/kolmogorov-Smirnov-critical-values-tp4630245p4630275.html Sent from the R help mailing list archive at Nabble.com.
On Wed, May 16, 2012 at 06:52:48AM -0700, aramos wrote:> Hi! > > Any one knows how to obtain critical values for the k-s statistic, using R?Hi. I do not know, whether there is a function for this. However, the following randomized approach allows to extract a table of statistic/p.value pairs from ks.test() for fixed sample sizes. n1 <- 30 n2 <- 50 d <- 10000 res <- matrix(nrow=d, ncol=2) for (i in seq.int(length=d)) { x1 <- runif(n1) + runif(1) x2 <- runif(n2) + runif(1) out <- ks.test(x1, x2) res[i, 1] <- out$statistic res[i, 2] <- out$p.value } tab <- unique(res[order(res[, 1]), ]) colnames(tab) <- c("statistic", "p.val") If you are mainly interested in the range of the p-values for relatively close distributions, then replace x1 <- runif(n1) + runif(1) x2 <- runif(n2) + runif(1) by x1 <- runif(n1) x2 <- runif(n2) Part of the obtained table is statistic p.val [39,] 0.30000000 5.642910e-02 [40,] 0.30666667 4.815638e-02 [41,] 0.31333333 4.091424e-02 [42,] 0.32000000 3.466530e-02 [43,] 0.32666667 2.925540e-02 [44,] 0.33333333 2.458672e-02 [45,] 0.34000000 2.060188e-02 [46,] 0.34666667 1.719140e-02 [47,] 0.35333333 1.428992e-02 [48,] 0.36000000 1.183727e-02 [49,] 0.36666667 9.767969e-03 Hope this helps. Petr Savicky.