Anderson-Darling GoF test
Implementation of the Anderson-Darling goodness of fit test.
ad.test(x, distr.fun, ...)
x |
a random sample from a possibly unknown continuous distribution |
distr.fun |
a named CDF, such as |
... |
extra parameters for the distribution function above, such as location and scale parameters, etc. |
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.
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.
Carlos J. Gil Bellosta
G. and J. Marsaglia, "Evaluating the Anderson-Darling Distribution", Journal of Statistical Software, 2004
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 )Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.