[R] (no subject)
Sara Sievert
sara.sievert at gmx.de
Wed Dec 10 20:48:42 CET 2008
Hello!
I've fitted a time series to the exponential power density (Subbotin) with the following function:
library(MASS)
dep<- function(x,location,scale,tail) # Exponential power (=Subbotin)
{
const<- 2*scale*tail^(1/tail) *gamma(1+1/tail)
z<- (x-location)/scale
exp(-1/tail*abs(z)^tail)/const
}
x <- rt(100,df=3)
a <- fitdistr(x, dep, start=list(location=0, scale=1, tail=1.5))
print(a$estimate)
print(a$sd)
Now i want to test the goodness of fit with the Kolmogorow-Smirnov Test! How can i do this?
thank you very much!
Sara
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