[R] k-sample Kolmogorov-Smirnov test?

[Greg Snow]

If you want to test the null that all datasets come from the same distribution, then I would probably do this as a permutation test.  Find the largest K-S distance between 2 groups, then randomly permute the data into a new set of k groups (with same sample sizes) and find the largest K-S distance again, repeat this a bunch of times (total around 2,000 is good, the replicate function works nicely for this).  This gives the distribution of the largest K-S distance under the null, check to see if the value for the original data is in the tail or not.



-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Sam Albers
> Sent: Tuesday, June 22, 2010 12:28 PM
> To: r-help at r-project.org
> Subject: Re: [R] k-sample Kolmogorov-Smirnov test?
> 
>     Hello,
> 
> I am curious if anyone has had any success with finding a R version of
> a
> k-sample Kolmogorov-Smirnov test. Most of the references that I have
> able to
> find on this are fairly old and I am wondering if this type of analysis
> has
> fallen out of favour. If so, how do people tend to compare
> distributions
> when they have more than two? Is it reasonable to pursue an adjusted p-
> value
> method. That is, could you compare say three distributions by
> performing
> three two-sample K-S test's then apply a bonferroni correction?
> 
> Just curious what some peoples approaches are when they want to compare
> more
> than two distributions.
> 
> Thanks in advance.
> 
> Sam
> 
> --
> *****************************************************
> Sam Albers
> Geography Program
> University of Northern British Columbia
> 3333 University Way
> Prince George, British Columbia
> Canada, V2N 4Z9
> phone: 250 960-6777
> *****************************************************
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> 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.