Cramer-Von Mises Test of Goodness-of-Fit
Performs the Cramer-von Mises test of goodness-of-fit to a specified continuous univariate probability distribution.
cvm.test(x, null = "punif", ..., estimated=FALSE, nullname)
x |
Numeric vector of data values. |
null |
A function, or a character string giving the name of a function, to compute the cumulative distribution function for the null distribution. |
... |
Additional arguments for the cumulative distribution function. |
estimated |
Logical value indicating whether the parameters of the distribution
were estimated using the data |
nullname |
Optional character string describing the null distribution.
The default is |
This command performs the
Cramer-von Mises test
of goodness-of-fit to the distribution specified by the argument
null. It is assumed that the values in x are
independent and identically distributed random values, with some
cumulative distribution function F.
The null hypothesis is that F is the function
specified by the argument null, while the alternative
hypothesis is that F is some other function.
By default, the test assumes that all the parameters of the null distribution are known in advance (a simple null hypothesis). This test does not account for the effect of estimating the parameters.
If the parameters of the distribution were estimated (that is,
if they were calculated from the same data x),
then this should be indicated by setting the argument estimated=TRUE.
The test will then use the method of Braun (1980)
to adjust for the effect of parameter estimation.
Note that Braun's method involves randomly
dividing the data into two equally-sized subsets, so the p-value
is not exactly the same if the test is repeated.
This technique is expected to work well when the number of
observations in x is large.
An object of class "htest" representing the result of
the hypothesis test.
Adrian Baddeley.
Braun, H. (1980) A simple method for testing goodness-of-fit in the presence of nuisance parameters. Journal of the Royal Statistical Society 42, 53–63.
Csorgo, S. and Faraway, J.J. (1996) The exact and asymptotic distributions of Cramer-von Mises statistics. Journal of the Royal Statistical Society, Series B 58, 221–234.
pCvM for the null distribution of the test statistic.
x <- rnorm(10, mean=2, sd=1) cvm.test(x, "pnorm", mean=2, sd=1) cvm.test(x, "pnorm", mean=mean(x), sd=sd(x), estimated=TRUE)
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