[R] ks.test not working?

Uwe Ligges ligges at statistik.uni-dortmund.de
Sun Jan 14 12:30:42 CET 2007



Benjamin Dickgiesser wrote:
> Hi,
> 
> I am trying the following:
> 
> library(ismev)
> library(evd)
> 
> fit <- gev.fit(x,show=FALSE)
> ks.test(x,pgev,fit$mle[1],fit$mle[2],fit$mle[3])

1. The test *is* working. It simply warns (and does not report an error) 
that you have ties in your data and the assumption for calculating 
p-values do not hold.
2. The KS tests tends to be very conservative given you specify 
estimated parameters of the distribution.

Uwe Ligges

> 
> but I am getting:
> Warning message:
> cannot compute correct p-values with ties in: ks.test(x, pgev,
> fit$mle[1], fit$mle[2], fit$mle[3])
> 
> where x is:
>  [1]  239   38    1   43   22    1    5    9   15    6    1    9  156
>  25    3  100    6
>  [18]    5  100   10  103   25    5    1    2   11    8   68   13  154
>   67   12    5   15
>  [35]    5  130   47  143  176  573  592  213   54   10   17    9  198
>  293   77   11   44
>  [52]    6   22    2   10    8    1    2   16    4   70   12    4    7
>  134   41  515    8
>  [69]  200  169    2   13   49  218   48   34   74   19   44  128    6
>   96  238   17  167
>  [86]  308  204   41    6   32   77   14   62   10    3    6    4    2
>    1    1    1    4
> [103]   22   15   13   12   34   14   13    3    1    1    2    2   52
>   34    6    9   31
> [120]  342  348    2    7   52   39   79    5   88  238   40  294   69
>  878   75    1    6
> [137]    5  381   58   84  588  345  161 1293    6  403  516   16    1
> 1112   54  381    2
> [154]  526   38   17   20   17  800  189    1   57   90   92   16   17
>   31   11    4   17
> [171]   12    9   10   46   14   23    1    1    1  313
> 
> 
> Can anyone tell me why that could be?
> 
> Thank you very much,
> Benjamin
> 
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