[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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