KS.test.t {LambertW}R Documentation

One-sided Kolmogorov - Smirnov test for student-t distribution

Description

Performs a one-sided KS test if data is student-t with nu degrees of freedom, mean mu_x, and stand. dev. sigma_x. If these parameters are not specified, the MLE estimates for the data are used (see fitdistr).

Usage

KS.test.t(y, theta = NULL)

Arguments

y data
theta theta incl. df parameter nu

Value

A list with class "htest" containing the following components:

statistic the value of the Kolomogorv-Smirnov statistic.
p.value the p-value for the test.
method the character string "One-sample Kolmogorov-Smirnov test student-t" plus rounded parameter values.
data.name a character string giving the name(s) of the data.

Author(s)

Georg M. Goerg

References

Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished

See Also

fitdistr, ks.test


[Package LambertW version 0.1.6 Index]