[R] Bug in truncgof package?

[Duncan Murdoch]

Carlos J. Gil Bellosta wrote:
> Dear R-helpers,
>
> I was testing the truncgof CRAN package, found something that looked
> like a bug, and did my job: contacted the maintainer. But he did not
> reply, so I am resending my query here.
>
> I installed package truncgof and run the example for function ad.test. I
> got the following output:
>
> set.seed(123)
> treshold <- 10
> xc  <- rlnorm(100, 2, 2)    # complete sample
> xt <- xc[xc >= treshold]    # left truncated sample
> ad.test(xt, "plnorm", list(meanlog = 2, sdlog = 2), H = 10)
>
>
> 	Supremum Class Anderson-Darling Test
>
> data:  xt 
> AD = 3.124, p-value = 0.12
> alternative hypothesis: two.sided 
>
> treshold = 10, simulations: 100
>
>
> So I cannot reject the hipothesis (at a standard confidence level) that
> the original sample comes from a lognormal distribution (as it is the
> case).
>
> But let us try to iterate on this example:
>
> set.seed( 123 )
> treshold <- 10
>
> foo <- function(){
>       xc  <- rlnorm(100, 2, 2)     # complete sample
>       xt <- xc[xc >= treshold]     # left truncated sample
>       ks.test(xt, "plnorm", list(meanlog = 2, sdlog = 2), H =
> 10)$p.value
> }
>
> results <- replicate( 100, foo() )
>
>
> Then:
>
>   
>> table( results )
>>     
> results
>    0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09  0.1 0.11 0.16 0.18
> 0.19  0.2 
>   25    7    9    3    1    2    3    4    1    1    2    2    1    1
> 3    2 
> 0.21 0.22 0.26 0.27 0.28  0.3 0.31 0.32 0.33 0.36 0.38  0.4 0.44 0.49
> 0.54 0.55 
>    2    2    1    3    1    2    1    1    1    2    1    2    1    1
> 2    1 
> 0.56 0.57 0.62  0.7 0.76 0.78 0.96 0.98 
>    1    2    1    1    1    1    1    1 
>
>
> This is, in a 45% of the cases, you would reject the H_0 hypothesis,
> which happens to be true, at the 5% "standard" confidence level.
>   

That looks to me that the test as implemented is not very good.  This 
could be an implementation bug, but it could also be a limitation of the 
test itself.  I don't know the theory underlying this particular test, 
but a way to determine it is in implementation bug is to carefully 
implement the test and see if you got the same answer. 

Duncan Murdoch

> Do you think this behaviour is buggy? If so, given that the maintainer
> does not seem to be contactable, what would be the next step to take?
>
> Best regards,
>
> Carlos J. Gil Bellosta
> http://www.datanalytics.com
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>