R help - Dec 2008 - Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution

Hi, 
I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x
comes from a Subbotin Distribution, whose density function is:

function(x,location,scale,tail) # Exponential power (=Subbotin)
{
  const<- 2*scale*tail^(1/tail) *gamma(1+1/tail)
  z<- (x-location)/scale
  exp(-1/tail*abs(z)^tail)/const
}

How can i do this? Thank you
--

You have to problems:

a) You need the cumulative distribution function, hence I suggest to 
look at package "normalp" which offers function pnormp() (as well as 
dnormp and other related functions that might be of interest)
b) The KS test won't have much power given you are estimating the 
parameters of your distribution from the data.

Best wishes,
Uwe Ligges


Sara Sievert wrote:
> Hi, 
> I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if
x comes from a Subbotin Distribution, whose density function is:
> 
> function(x,location,scale,tail) # Exponential power (=Subbotin)
> {
>   const<- 2*scale*tail^(1/tail) *gamma(1+1/tail)
>   z<- (x-location)/scale
>   exp(-1/tail*abs(z)^tail)/const
> }
> 
> How can i do this? Thank you
> --
> 
> ______________________________________________
> 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.

Dear Sara,

You could also use the Subbotools package by Giulio Bottazzi and test the
goodness of fit of your data to this distribution.

See: 
http://www.lem.sssup.it/WPLem/files/2004-14.pdf

Also, http://cafim.sssup.it/~giulio/software/subbotools/install_cygwin.html

Regards,
Jos?

Mr Jos? Luis Iparraguirre
Senior Research Economist
Economic Research Institute of Northern Ireland
2 -14 East Bridge Street
Belfast BT1 3NQ
Northern Ireland
United Kingdom

Tel: +44 (0)28 9072 7365