anxoestevez
anxoestevez

Reputation: 188

How to automatise Kolmogorov - Smirnoff tests using R?

It's possible to automatise this (using a loop, a function or something)? Currently I'm doing all the work "manually" (in other words, step by step), and it's very annoying for me. I use kstest().

Consider the null hypothesis H0 : X ∼ N(0, 1).

For different values of µ (for instance µ = 0, 0.25, 0.50, 0.75, 1,) and for different values of n (for instance n = 25, 50, 100), do the following steps:

Thank you so much.

Upvotes: 0

Views: 351

Answers (1)

liuminzhao
liuminzhao

Reputation: 2455

I wrote a function to get the proportion of number for accepting null hypothesis, when you input the $\mu$, n and $\alpha$:

library(stats)
anxo <- function(mu, n, alpha){
  prop <- 0
  for (i in 1:n) {
     x <- rnorm(1000, mu, 1)
     if (ks.test(x, pnorm)$p.value > alpha) {
     prop <- prop + 1
     }
  }
  return(prop/n)
}

Upvotes: 1

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