R: Anderson-Darling GoF test

ad.test {ADGofTest} | R Documentation

## Anderson-Darling GoF test

### Description

Implementation of the Anderson-Darling goodness of fit test.

### Usage

    ad.test(x, distr.fun, ...)

### Arguments

`x` | a random sample from a possibly unknown continuous distribution
`distr.fun` | a named CDF, such as `pnorm`, `punif`, etc.
`...` | extra parameters for the distribution function above, such as location and scale parameters, etc.

### Details

If the `distr.fun` is provided, the function checks whether `x` is a iid sample from the distribution described by such CDF. Otherwise, whether they follow a uniform law.

### Value

The output is an object of the class `htest` exactly like for the Kolmogorov-Smirnov test, `ks.test`. The `statistic` and `p.value` fields are the most relevant ones.

### Author(s)

Carlos J. Gil Bellosta

### References

G. and J. Marsaglia, "Evaluating the Anderson-Darling Distribution", Journal of Statistical Software, 2004

### Examples

        set.seed( 123 )
        x <- runif( 100 )

        ad.test( x )$p.value

        ad.test( x, pnorm, 0, 1 )$p.value

        replicate( ad.test( rnorm( 100 ), pnorm )$p.value, 100 )

[Package ADGofTest version 0.3 Index]