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.

Version:

$Id: $Id

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()	Constructs an Anderson-Darling test for the given column of data.
double	getASquaredStar()	Constructs an Anderson-Darling test for the given column of data.
double	getP()	Constructs an Anderson-Darling test for the given column of data.

Methods inherited from class java.lang.Object

equals, 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.

Parameters:

data - the column of data to be analyzed.

Method Details

getASquared

public double getASquared()

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

Returns:

the A^2 statistic.

getASquaredStar

public double getASquaredStar()

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

Returns:

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

getP

public double getP()

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

Returns:

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