ks_stat {twosamples}R Documentation

Kolmogorov-Smirnov Test

Description

Performs a permutation based two sample test using the Kolmogorov-Smirnov test statistic (ks_stat).

Usage

ks_stat(a, b, power = 1)

ks_test(a, b, nboots = 2000, p = default.p)

Arguments

a

a vector of numbers

b

a vector of numbers

power

power to raise test stat to

nboots

Number of bootstrap iterations

p

power to raise test stat to

Details

The KS test compares two ECDFs by looking at the maximum difference between them. Formally – if E is the ECDF of sample 1 and F is the ECDF of sample 2, then KS = max |E(x)-F(x)| for values of x in the joint sample. The test p-value is calculated by randomly resampling two samples of the same size using the combined sample.

Value

Output is a length 2 Vector with test stat and p-value in that order. That vector has 3 attributes – the sample sizes of each sample, and the number of bootstraps performed for the pvalue.

Functions

Examples

vec1 = rnorm(20)
vec2 = rnorm(20,4)
ks_test(vec1,vec2)

[Package twosamples version 1.0.0 Index]