Package edu.cmu.tetrad.data

Class GeneralAndersonDarlingTest

java.lang.Object

edu.cmu.tetrad.data.GeneralAndersonDarlingTest

public class GeneralAndersonDarlingTest
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 - dist.get(x))) is infinite are ignored.

Version:

$Id: $Id

Author:

josephramsey

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	getASquared()	Getter for the field aSquared.
double	getASquaredStar()	Getter for the field aSquaredStar.
double	getP()	Getter for the field p.
double	getProbTail(double n, double z)	getProbTail.
static void	main(String[] args)	main.

Methods inherited from class java.lang.Object

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

Constructor Details

GeneralAndersonDarlingTest

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

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

Parameters:

data - a List object

dist - a RealDistribution object

Method Details

main

public static void main(String[] args)

main.

Parameters:

args - an array of String objects

getASquared

public double getASquared()

Getter for the field aSquared.

Returns:

the A^2 statistic.

getASquaredStar

public double getASquaredStar()

Getter for the field aSquaredStar.

Returns:

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

getP

public double getP()

Getter for the field p.

Returns:

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

getProbTail

public double getProbTail(double n,
 double z)

getProbTail.

Parameters:

n - a double

z - a double

Returns:

a double