Package edu.cmu.tetrad.data

Class AndersonDarlingTest

java.lang.Object

edu.cmu.tetrad.data.AndersonDarlingTest

public class AndersonDarlingTest
extends Object

Implements the Anderson-Darling test for normality, 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 - normal_cdf(x)) is infinite are ignored.

Author:

josephramsey

Constructor Summary

Constructors

Constructor	Description
AndersonDarlingTest(double[] data)	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

AndersonDarlingTest

public AndersonDarlingTest(double[] data)

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.