NSM3: ecdf.ks.CI – R documentation

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ecdf.ks.CI

Kolmogorov's Confidence Band

Description

Function to compute and plot Kolmogorov's 95% confidence band for the distribution function F(x). This code is adapted from the code by Kjetil Halvorsen found at: https://stat.ethz.ch/pipermail/r-help/2003-July/036643.html

Usage

ecdf.ks.CI(x, main = NULL, sub = NULL, xlab = deparse(substitute(x)), ...)

Arguments

`x`	a vector of data of length n
`main`	the title of the plot. The default is ecdf(x) + 95% K.S.Bands
`sub`	subtitle, as used in the function plot()
`xlab`	the label for the x-axis of the plot. The default is x.
`...`	any additional plotting options

Value

The function returns a list with three elements:

`lower`	the values of the lower part of the confidence band
`upper`	the values of the upper part of the confidence band
`D`	the value of Kolmogorov's D statistic

Note

This function also plots the confidence bands.

Author(s)

Rachel Becvarik

Examples

methyl<-c(42, 43, 51, 61, 66, 69, 71, 81, 82, 82)
ecdf.ks.CI(methyl)

ecdf.ks.CI(methyl, lwd=2, main="KS Confidence Bands")

NSM3

Functions and Datasets to Accompany Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods, Third Edition

v1.16

GPL-2

Authors

Grant Schneider, Eric Chicken, Rachel Becvarik

Initial release

2021-04-05