KS.test.t {LambertW} | R Documentation |
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
).
KS.test.t(y, theta = NULL)
y |
data |
theta |
theta incl. df parameter nu |
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. |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished