Package edu.cmu.tetrad.data

Class MultiGeneralAndersonDarlingTest

java.lang.Object

edu.cmu.tetrad.data.MultiGeneralAndersonDarlingTest

public class MultiGeneralAndersonDarlingTest
extends Object

Implements the Anderson-Darling test against the given CDF, with P values calculated as in R's ad.test method (in package nortest).

Note that in the calculation, points x such that log(1 - distributions.get(x))) is infinite are ignored.

Author:

Joseph Ramsey

Constructor Summary

Constructors

Constructor	Description
MultiGeneralAndersonDarlingTest(List<List<Double>> data, List<org.apache.commons.math3.distribution.RealDistribution> distributions)	Constructs an Anderson-Darling test for the given column of data.

Method Summary

Modifier and Type	Method	Description
double	getASquared()
double	getASquaredStar()
double	getP()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MultiGeneralAndersonDarlingTest

public MultiGeneralAndersonDarlingTest(List<List<Double>> data,
 List<org.apache.commons.math3.distribution.RealDistribution> distributions)

Constructs an Anderson-Darling test for the given column of data.

Method Details

getASquared

public double getASquared()

Returns:

the A^2 statistic.

getASquaredStar

public double getASquaredStar()

Returns:

the A^2* statistic, which is the A^2 statistic adjusted heuristically for sample size.

getP

public double getP()

Returns:

the p value of the A^2* statistic, which is interpolated using exponential functions.