Displaying 20 results from an estimated 2000 matches similar to: "Kolmogorov-Smirnov: calculate p value given as input the test statistic"
2009 Dec 15
2
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov test (PR#14145)
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I am using R version 2.6.2 (2008-02-08) on a Ubuntu Linux system.
I seemed to be finding occasional errors in the p-values produced by
ks.test(a,b)
2009 Jul 22
0
ks.test - The two-sample two-sided Kolmogorov-Smirnov test with ties (PR#13848)
Full_Name: Thomas Waterhouse
Version: 2.9.1
OS: OS X 10.5.7
Submission from: (NULL) (216.239.45.4)
ks.test uses a biased approximation to the p-value in the case of the two-sample
test with ties in the pooled data. This has been justified in R in the past by
the argument that the KS test assumes a continuous distribution. But the
two-sample test can be extended to arbitrary distributions by a
2009 Dec 18
0
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov (PR#14158)
I've fixed this by adding 0.5/mn to q. The problem (at least in principle) with multiplying them all up is integer overflow.
By the time 0.5/mn underflows to zero, missing one value in the distribution won't matter.
-thomas
On Fri, 18 Dec 2009, David John Allwright wrote:
> Dear Thomas, Right, thank you. Yes, I haven't looked at the source code
> (because I don't
2009 Dec 18
0
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov (PR#14157)
Dear Thomas, Right, thank you. Yes, I haven't looked at the source code
(because I don't know C) but something like what you mention could
well cause the kind of problems I am seeing: a loop being exectued one too
few or one too many times. And yes, I think those quantities should be
multiplied up by m*n to all become integers so we escape rounding error
problems. David.
2010 Jan 05
0
apparently incorrect p-values from 2-sided Kolmogorov-Smirnov (PR#14178)
Dear Thomas, Thank you, yes, that sounds good, and I take the point about
integer overflow.
Various questions:
(a) Is there some way I can try out the routine with this modification? (I
am on a Linux system where I am just a user - I cannot install new
versions of software myself) ?
(b) Is there a reference you can give me to a published paper where the
method being used to compute the
2011 Jan 26
1
How to calculate p-value for Kolmogorov Smirnov test statistics?
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
2007 May 27
1
Parametric bootstrapped Kolmogorov-Smirnov GoF: what's wrong
Dear R-users,
I want to perform a One-Sample parametric bootstrapped Kolmogorov-Smirnov
GoF test (note package "Matching" provides "ks.boot" which is a 2-sample
non-parametric bootstrapped K-S version).
So I wrote this code:
---[R Code] ---
ks.test.bootnp <- function( x, dist, ..., alternative=c("two.sided", "less",
"greater"), B = 1000 )
{
2009 Apr 29
2
Kolmogorov-Smirnov test
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
--
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Sent
2009 Oct 12
1
Kolmogorov smirnov test
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 message:
In ks.test(xobs, xsyn) : cannot compute correct
2002 Jul 01
1
modified kolmogorov-smirnov
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 PostgreSQL?
2004 Sep 09
1
kolmogorov-smirnov for discrete ordinal scale data
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
2004 Jun 17
0
2D Kolmogorov-Smirnov test: solution
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
2005 Oct 07
1
permutational Kolmogorov-Smirnov p-value for paired data
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
2010 Jun 22
1
k-sample Kolmogorov-Smirnov test?
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,
2010 Aug 05
1
Kolmogorov-Smirnov test, which one to use?
Hi,
I have two sets of data, an observed data and generated data.
The generated data is obtained from the model where the parameters is estimated
from the observed data.
So I'm not sure which to use either
one-sample test
ks.test(x+2, "pgamma", 3, 2) # two-sided, exact
or
two-sample test
ks.test(x, x2, alternative="l")
If I use the one-sample test I need to
2006 Jun 16
0
The qurey about kolmogorov-smirnov test & adding the trendline to graph
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 please run this script to see
2003 May 15
2
kolmogorov-smirnov
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.
2011 Jul 29
1
How to interpret Kolmogorov-Smirnov stats
Hi,
Interpretation problem ! so what i did is by using the:
>fit1 <- fitdist(vectNorm,"beta")
Warning messages:
1: In dbeta(x, shape1, shape2, log) : NaNs produced
2: In dbeta(x, shape1, shape2, log) : NaNs produced
3: In dbeta(x, shape1, shape2, log) : NaNs produced
4: In dbeta(x, shape1, shape2, log) : NaNs produced
5: In dbeta(x, shape1, shape2, log) : NaNs produced
6: In
2011 Apr 27
3
Kolmogorov-Smirnov test
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 D = 0.0234
and lower p-value = 0.00304. The lower 'D'
2011 Feb 19
3
Kolmogorov-smirnov test
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 distribution b
c <- rnorm(1000, 8, 1);c # normal distribution c
d <- rnorm(1000,