computeTestCramerVonMisesNormal package:rotRPackage R Documentation

_C_o_m_p_u_t_e _t_h_e _C_r_a_m_e_r - _V_o_n _M_i_s_e_s _t_e_s_t _f_o_r _N_o_r_m_a_l _D_i_s_t_r_i_b_u_t_i_o_n.

_D_e_s_c_r_i_p_t_i_o_n:

     This ROT function, called from a Test C++ object, is given a
     sample, and optionnaly a test level. It then returns the result of
     a CVM test against the null hypothesis that the sample has un
     underlying Normal  distribution and returns a list containing the
     result and test p-value.

_U_s_a_g_e:

     computeTestCramerVonMisesNormal(numericalSample, testLevel = 0.95)

_A_r_g_u_m_e_n_t_s:

numericalSample: the sample to be tested (numeric vector)

testLevel: the test level. (scalar in [0:1])

_V_a_l_u_e:

     A list is returned, containing : 

testResult: The result. 1 means H0 is not rejected. (scalar)

threshold: The threshold applied to the p-value when deciding the
          outcome of the test.

  pValue: The test p-value. (scalar)

_A_u_t_h_o_r(_s):

     Pierre-Matthieu Pair, Softia for EDF.

_E_x_a_m_p_l_e_s:

     # Standard Normal distribution example. 

     print(computeTestCramerVonMisesNormal(rnorm(1000, 3, 1.5)))
     print(computeTestCramerVonMisesNormal(rexp(1000, 2.5)))

