Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: anddat kstat

Quantlet: adstat
Description: calculates Anderson-Darling statistics

Reference(s):

Usage: {cval,pv} = adstat(x,cdf)
Input:
x n x 1 vector, sample
cdf n x 1 vector, values of the hypothesized cumulative distribution function of x
Output:
cval scalar, test value
pv scalar, p-value

Example:
library("stats")
randomize(10)
x = uniform(10000)
adstat(x,x)

Result:
Contents of _tmp.cval
[1,]  0.50033
Contents of _tmp.pv
[1,]  0.60401



Author: Szymon Borak, Rafal Weron 20030116 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006