search for: kolmogorov

Hi, I have a problem with Kolmogorov-Smirnov test fit. I try fit distribution to my data. Actualy I create two test: - # First Kolmogorov-Smirnov Tests fit - # Second Kolmogorov-Smirnov Tests fit see below. This two test return difrent result and i don't know which is properly. Which result is properly? The first test return lower...

I am trying to determine whether two samples are identical or not. I'm aware that somebody can use the Kolmogorov-Smirnoff test to compare empirical distributions, but since my samples have ties I'm not sure if I'm getting the right p-values for the comparison. Can the Kolmogorov-Smirnoff test be adjusted for the case when ties exists and are there any functions that already exists in R ( Kolmogoro...

Is the kolmogorov-smirnov test valid on both continuous and discrete data? I don't think so, and the example below helped me understand why. A suggestion on testing the discrete data would be appreciated. Thanks, a <- rnorm(1000, 10, 1);a # normal distribution a b <- rnorm(1000, 12, 1.5);b # normal dis...

Hi everybody, while performing ks.test for a standard exponential distribution on samples of dimension 2500, generated everytime as new, i had this strange behaviour: >data<-rexp(2500,0.4) >ks.test(data,"pexp",0.4) One-sample Kolmogorov-Smirnov test data: data D = 0.0147, p-value = 0.6549 alternative hypothesis: two.sided >data<-rexp(2500,0.4) >ks.test(data,"pexp",0.4) One-sample Kolmogorov-Smirnov test data: data D = 0.019, p-value = 0.3305 alternative hypothesis: two.sided >data<-rexp(2500,0.4) &...

I got a distribution function and a empirical distribution function. How do I make to Kolmogorov-Smirnov test in R. Lets call the empirical distribution function >Fn on [0,1] and the distribution function >F on [0,1] ks.test( ) thanks for the help -- View this message in context: http://www.nabble.com/Kolmogorov-Smirnov-test-tp23296096p23296096.html S...

...estimate Std. Error shape1 2.148779 0.1458042 shape2 810.067515 61.8608126 Loglikelihood: 1917.51 AIC: -3831.02 BIC: -3823.15 Correlation matrix: shape1 shape2 shape1 1.0000000 0.8880194 shape2 0.8880194 1.0000000 now if i do : >gofstat(fit1, print.test=TRUE) Kolmogorov-Smirnov statistic: 0.06630064 Kolmogorov-Smirnov test: not rejected The result of this test may be too conservative as it assumes that the distribution parameters are known Cramer-von Mises statistic: 0.3866663 Crame-von Mises test: not calculated Anderson-Darling statistic: 2.82057...

Although I saw this issue being discussed many times before, I still did not find the answer to: why does R can not calculate p-values for data with ties (i.e. - sample with two or more values the same)? Can anyone elaborate some details about how does R calculate the p- values for the Kolmogorov Smirnov test statistics? I can understand the theoretical problem that continuous distributions do not generate ties, but again - why isn't it possible to calculate accurate p-values with ties? how does it work? what is the procedure to calculate p-values for the Kolmogorov Smirnov test statis...

Hi r-users,   I would like to use Kolmogorov smirnov test but in my observed data(xobs) there are ties.  I got the warning message.  My question is can I do something about it?   ks.test(xobs, xsyn)           Two-sample Kolmogorov-Smirnov test data:  xobs and xsyn D = 0.0502, p-value = 0.924 alternative hypothesis: two-sided Warning messag...

I'm trying to use modified Kolmogorov-Smirnov test with a Normal which I don't know it's parameters. Somebody told me about the lilifor function in R, but just can't find it. Does anybody know how I can test with the modified Kolmogorov-Smirnov test? Porqu? usar una base de datos relacional cualquiera, si pod?s usar Postg...

Hi, I was wondering whether there is an implementation of the Kolmogorov-Smirnov goodness of fit test for discrete, ordinal scale data in R - I've only managed to find the test for continuous data. Thanks! Gila

Hello, I got a rather simple question: Can I find somewhere in R the significance values for a Kolmogorov distribution (I know the degrees of freedom and I have already the maximum deviation). ks.test is not really doing what I want. All I need is the values, like one can get the values for a chi-squared distribution by 'qchisq(0.05, 375)'. tnx, Kurt.

The reference below describes the utility of the two-dimensional Kolmogorov-Smirnow (2DKS) test for detecting relationships in bivariate data. If this test has been implemented in R I would love to know about it! Thanks, jake Garvey, J. E., E.A. Marschall, and R.A. Wright (1998). "From star charts to stoneflies: detecting relationships in continuous bivariate d...

...ked around them since then, let alone teh bug fixes and improvements in R .... > In article <xeQ_6.1949$xd.353840@typhoon.snet.net>, > johnt@tman.dnsalias.com writes > >Can someone help? In R, I am generating a vector of 1000 samples from > >Bin (1000, 0.25). I then do a Kolmogorov Smirnov test to test if the > >vector has been drawn from a population of Bin (1000, 0.25). I would > >expect a reasonably high p-value..... You do realize that the Kolmogorov tests (and the Kolmogorov-Smirnov extension) assume continuous distributions, so the distribution theory is n...

Hello, I am curious if anyone has had any success with finding a R version of a k-sample Kolmogorov-Smirnov test. Most of the references that I have able to find on this are fairly old and I am wondering if this type of analysis has fallen out of favour. If so, how do people tend to compare distributions when they have more than two? Is it reasonable to pursue an adjusted p-value method. That is,...

...    17  18.5445 [13,]       10   9.0345 [14,]       16  20.9220 Results: > chisq.test(obs_data, p = pre_gam, rescale.p = TRUE)         Chi-squared test for given probabilities data:  obs_data X-squared = 205.4477, df = 13, p-value < 2.2e-16 > ks.test(obs_data,pre_gam)         Two-sample Kolmogorov-Smirnov test data:  obs_data and pre_gam D = 0.2143, p-value = 0.9205 alternative hypothesis: two-sided Am I doing the right thing? Thank you so much for your help. [[alternative HTML version deleted]]

Hi, why don't you try try ks.test(VeriSeti1, VeriSeti2)$p.value All the best Jenny >How can i print only the P-Value of the kolmogorov smirnov test? > > >> ks.test(VeriSeti1, VeriSeti2) > > Two-sample Kolmogorov-Smirnov test > >data: VeriSeti1 and VeriSeti2 >D = 0.5, p-value = 0.4413 >alternative hypothesis: two-sided > > >This expression gives me the whole test results, i need only t...

...been using rpy in a chroot using the official lenny R packages (2.7.1) given that i have not been able to find compatible rpy deb packages to work with lenny-cran. I am able to build the rpy deb package from source in a 32-bit lenny chroot (with the stock R packages) using the following sequence kolmogorov:/tmp$ sudo apt-get source python-rpy kolmogorov:/tmp/rpy-1.0.3$ sudo apt-get build-dep python-rpy kolmogorov:/tmp/rpy-1.0.3$ sudo dch -l local 'localrpy' kolmogorov:/tmp/rpy-1.0.3$ sudo debuild -us -uc I am running into problems when I am trying to build the deb packages from source agains...

Hi - A little while ago I posted a question about the implementation of a two-dimensional analog of the Kolmogorov-Smirnov test in R[1][2]. As there isn't one, as far as I know, people might be interested in a very fast C++ implementation called MUAC which is available as a function and as a standalone program from http://www.acooke.org/jara/muac/index.html. Apparently the code is interesting from...

Dear List, I am new to R and find it very powerful. I would like to compute the permutational p-value for paired data using Kolmogorov-Smirnov, but the built-in ks.test does not have this option, unlike the t.test which has a paired=TRUE flag. Has someone written a library or a routine that does this? Alternatively, if someone could show me how to do pair-wise permutations in R, then I can compute the ks statistic for each permuta...

I am hereby forwarding the data & method use to calculate the Kolmogorov-Smirnov goodness of fit test made manually by me in R launguage which deffers with the actual inbuilt formula as shown below. Further I have plot the graph in R. In that graph how to add trendline (i.e. straight line passing through maximum points in plot) to a Plot. R script is as follows pleas...