Carlos J. Gil Bellosta wrote:> Dear R-helpers,
>
> I was testing the truncgof CRAN package, found something that looked
> like a bug, and did my job: contacted the maintainer. But he did not
> reply, so I am resending my query here.
>
> I installed package truncgof and run the example for function ad.test. I
> got the following output:
>
> set.seed(123)
> treshold <- 10
> xc <- rlnorm(100, 2, 2) # complete sample
> xt <- xc[xc >= treshold] # left truncated sample
> ad.test(xt, "plnorm", list(meanlog = 2, sdlog = 2), H = 10)
>
>
> Supremum Class Anderson-Darling Test
>
> data: xt
> AD = 3.124, p-value = 0.12
> alternative hypothesis: two.sided
>
> treshold = 10, simulations: 100
>
>
> So I cannot reject the hipothesis (at a standard confidence level) that
> the original sample comes from a lognormal distribution (as it is the
> case).
>
> But let us try to iterate on this example:
>
> set.seed( 123 )
> treshold <- 10
>
> foo <- function(){
> xc <- rlnorm(100, 2, 2) # complete sample
> xt <- xc[xc >= treshold] # left truncated sample
> ks.test(xt, "plnorm", list(meanlog = 2, sdlog = 2), H >
10)$p.value
> }
>
> results <- replicate( 100, foo() )
>
>
> Then:
>
>
>> table( results )
>>
> results
> 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1 0.11 0.16 0.18
> 0.19 0.2
> 25 7 9 3 1 2 3 4 1 1 2 2 1 1
> 3 2
> 0.21 0.22 0.26 0.27 0.28 0.3 0.31 0.32 0.33 0.36 0.38 0.4 0.44 0.49
> 0.54 0.55
> 2 2 1 3 1 2 1 1 1 2 1 2 1 1
> 2 1
> 0.56 0.57 0.62 0.7 0.76 0.78 0.96 0.98
> 1 2 1 1 1 1 1 1
>
>
> This is, in a 45% of the cases, you would reject the H_0 hypothesis,
> which happens to be true, at the 5% "standard" confidence level.
>
That looks to me that the test as implemented is not very good. This
could be an implementation bug, but it could also be a limitation of the
test itself. I don't know the theory underlying this particular test,
but a way to determine it is in implementation bug is to carefully
implement the test and see if you got the same answer.
Duncan Murdoch
> Do you think this behaviour is buggy? If so, given that the maintainer
> does not seem to be contactable, what would be the next step to take?
>
> Best regards,
>
> Carlos J. Gil Bellosta
> http://www.datanalytics.com
>
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