[R] R help

Richard.Cotton at hsl.gov.uk Richard.Cotton at hsl.gov.uk
Thu May 28 11:31:11 CEST 2009

> I am interested in modeling hydrological extreme events. I found 
> MSClaio2008 very interesting function. In this function four 
> criterions for choosing distributions. Can we call these criterions 
> as model selection techniques or goodness of fit techniques or both?
> Because goodness of fit techniques are usually performed after modle
> selection. 

What is MSClaio2008?  I don't quite understand this bit.  If you provide 
code examples, then questions are often easier to answer.

>  Can I found chi-square, kolmogrov-sminov and cramer-von mises tests
> for testing goodness of fit for proposed distributions?

Yes, you can do these things in R.  The functions you want are: 
chisq.test for the chi-square test
ks.test  for the kolmogorov-smirnoff test.

You can view the help pages for these functions by typing a question mark 
before the function name, e.g. ?chisq.test.

For the Cramer-von Mises tests, I didn't know, so I typed 
RSiteSearch("cramer von mises test"), from which there are several 
suggestions.  In particular, look at the CvM2SL1Test and CvM2SL2Test 


Mathematical Sciences Unit


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