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)
    Computes the probability of the tail for a given value of sample size and AD test statistic values as given in Marsaglia, G., & Marsaglia, J.
    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)
      Computes the probability of the tail for a given value of sample size and AD test statistic values as given in Marsaglia, G., & Marsaglia, J. (2004). Evaluating the anderson-darling distribution. Journal of statistical software, 9, 1-5.
      Parameters:
      n - the sample size.
      z - the test statistic value.
      Returns:
      the computed tail probability as a double.