Phil Novack-Gottshall
2019-Jul-05 16:37 UTC
[R] [R-pkgs] Update for R package KScorrect for K-S goodness-of-fit tests
Greetings, We wanted to announce v. 1.4.0 of the R package 'KScorrect', which carries out the Lilliefors correction to the Kolmogorov-Smirnoff (K-S) test for use in (one-sample) goodness-of-fit tests. Aside from several minor changes, the biggest change is that the Monte Carlo algorithm now supports parallel implementation, using the platform-independent 'doParallel' and 'foreach' infrastructure. For complex distributions (such as Weibull, gamma, and mixture of normals), running in parallel can significantly reduce computation time. It's well-established that it inappropriate to use the K-S test when sample statistics are used to estimate parameters, which results in substantially increased Type-II errors. This warning is mentioned in the ks.test Help page, but no general solution is currently available for non-normal distributions. The 'KScorrect' package corrects for the bias by using Monte Carlo simulation, a solution first recommended by Lilliefors (1967) but not widely heeded. Distribution functions are provided in the package for the loguniform and univariate mixture of normal distributions, which are not included in the R base installation. Simple examples are provided by calling example(KScorrect) or example(LcKS). Additional details are available at https://cran.r-project.org/web/packages/KScorrect. Bug reports, suggestions, and feature requests are encouraged at https://github.com/pnovack-gottshall/KScorrect. We hope you find the functions useful when conducting goodness-of-fit tests using the K-S test. Sincerely, Phil Novack-Gottshall and Steve Wang -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Phil Novack-Gottshall Associate Professor Department of Biological Sciences Benedictine University 5700 College Road Lisle, IL 60532 pnovack-gottshall at ben.edu Phone: 630-829-6514 Fax: 630-829-6547 Office: 332 Birck Hall Lab: 316 Birck Hall http://www.ben.edu/faculty/pnovack-gottshall ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages