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:
josephramsey
  • 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.