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@@ -1076,180 +1076,7 @@ Sat Apr 01 07:32:27 2000 ripley moved from incoming to Add-ons
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Directory: Analyses
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* PR# 934 *
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Subject: ks.test in ctest package
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From: Murray Smith <[email protected]>
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Date: Tue, 08 May 2001 16:52:07 +1200
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--code and documentations suggestions
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~~~~~~~~~~ original reports follow ~~~~~~~~~~
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==> 934 <==
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From [email protected] Tue May 8 06:49:45 2001
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Message-ID: <[email protected]>
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Date: Tue, 08 May 2001 16:52:07 +1200
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From: Murray Smith <[email protected]>
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Organization: University of Auckland
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X-Mailer: Mozilla 4.76 [en] (WinNT; U)
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X-Accept-Language: en
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MIME-Version: 1.0
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Subject: ks.test in ctest package
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Content-Type: text/plain; charset=us-ascii
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Content-Transfer-Encoding: 7bit
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1. There is, I believe, some redundant code in the calculation of the
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test statistic in ks.test in the package ctest.
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Lines 34-37 of the code read
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x <- y(sort(x), ...) - (0:(n - 1))/n
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STATISTIC <- switch(alternative, two.sided = max(abs(c(x,
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x - 1/n))), greater = max(c(x, x - 1/n)), less = -min(c(x,
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x - 1/n)))
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Lines 35-37 could read
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STATISTIC <- switch(alternative, two.sided = max(c(x,1/n - x)),
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greater = max(x), less = max(1/n - x))
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Because
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x > x - 1/n and 1/n - x > -x,
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and thus
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max(abs(c(x, x - 1/n))) = max(c(x,1/n - x)),
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max(c(x, x - 1/n)) = max(x)
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and
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-min(c(x, x - 1/n)) = max (1/n - x)
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2. The manual entry should also make it clear that the one-sided
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tests are not about theactual cdf in relation to the null hypothsis cdf
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Fo, but about the quantiles of the actual distribution in relation to
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the quantiles of the null hypothesis cdf.
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For example the "greater" test has the STATISTIC, from line 34,
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y(sort(x)) - (0:(n-1))/n
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If this is large positive it would contain evidence that the actual cdf
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F is less than the null hypothesis Fo. This is the traditional form of
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the "less" alternative hypothesis.
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Ha: F < Fo
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is equivalent to the quantiles of the actual distribution being greater
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than quantiles of the null hypothesised cdf Fo, consequently the manual
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entry should make clear that the one sided alternatives "greater" or
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"less" refers to the quantiles and not the cdf's.
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3. Another feature that it would be very useful to add to ks.test
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would be the automatic return of a confidence interval for the actual
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cdf F. Adding a conf.level argument and taking the form of the interval
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from the value of the alternative argument would be a relatively simple
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task, although it would require . This would bring the value of the
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function into line with the t.test function.
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--
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+++++++++++++++++++++++++++++++++++++++++++++++++++++++++
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Murray H. Smith, Senior Lecturer in Engineering Statistics
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Engineering Science Department
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The University of Auckland
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Private Bag 92019
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Auckland
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New Zealand
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Phone: +64 9 373 7599 x4517, Fax: +64 9 373 7468
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+++++++++++++++++++++++++++++++++++++++++++++++++++++++++
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==> 934.audit <==
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Thu May 10 14:14:33 2001 ripley changed notes
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Thu May 10 14:14:33 2001 ripley foobar
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Thu May 10 14:14:33 2001 ripley moved from incoming to Analyses
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==> 934.reply.1 <==
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From [email protected] Sun May 13 18:46:16 2001
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id 14yyty-0005XY-00; Sun, 13 May 2001 18:39:26 +0200
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From: Kurt Hornik <[email protected]>
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MIME-Version: 1.0
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Content-Type: text/plain; charset=us-ascii
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Content-Transfer-Encoding: 7bit
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Message-ID: <[email protected]>
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Date: Sun, 13 May 2001 18:39:26 +0200
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Subject: Re: [Rd] ks.test in ctest package (PR#934)
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In-Reply-To: <[email protected]>
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References: <[email protected]>
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X-Mailer: VM 6.92 under Emacs 20.7.2
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Sender: Kurt Hornik <[email protected]>
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>>>>> mh smith writes:
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> 1. There is, I believe, some redundant code in the calculation of the
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> test statistic in ks.test in the package ctest.
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Thanks, fixed.
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> 2. The manual entry should also make it clear that the one-sided
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> tests are not about theactual cdf in relation to the null hypothsis cdf
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> Fo, but about the quantiles of the actual distribution in relation to
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> the quantiles of the null hypothesis cdf.
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> ...
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THanks for catching this bug. This should really give the usual
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behavior that e.g. `alternative = "less"' means H_0: F >= F_0 for all
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points vs H_a: F(t) < F_0(t) for some t. Fixed now.
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> 3. Another feature that it would be very useful to add to ks.test
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> would be the automatic return of a confidence interval for the actual
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> cdf F. Adding a conf.level argument and taking the form of the interval
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> from the value of the alternative argument would be a relatively simple
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> task, although it would require . This would bring the value of the
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> function into line with the t.test function.
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I am not sure whether we want to do this in the simple htest framework.
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Attempting to print a confidence interval given by two functions rather
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than two values will be confusing. I'd much rather have users do
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confint(ecdf(x), conf.level = 0.95)
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where a generic confint as in MASS with a method for objects of class
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"ecdf" as in stepfun.
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[The ``classical'' tests conceptually are really about a single
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parameter only. Should this be changed? One could argue that if a
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hypothesis about the underlying distribution function is tested ...]
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-k
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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none
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Directory: Documentation
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