[R] Kolmogorov-smirnov test

[Greg Snow]

The KS test was designed for continuous variables.  The vcd package has tools for exploring categorical variables and distributions.

-- 
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 tsippel
> Sent: Friday, February 18, 2011 7:52 PM
> To: r-help at r-project.org
> Subject: [R] Kolmogorov-smirnov test
> 
> Is the kolmogorov-smirnov test valid on both continuous and discrete
> data?
>  I don't think so, and the example below helped me understand why.
> 
> A suggestion on testing the discrete data would be appreciated.
> 
> Thanks,
> 
> a <- rnorm(1000, 10, 1);a # normal distribution a
> b <- rnorm(1000, 12, 1.5);b # normal distribution b
> c <- rnorm(1000, 8, 1);c # normal distribution c
> d <- rnorm(1000, 12, 2.5);d # normal distribution d
> 
> par(mfrow=c(2,2), las=1)
> ahist<-hist(a, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms
> of a
> bhist<-hist(b, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms
> of b
> chist<-hist(c, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms
> of c
> dhist<-hist(d, breaks=1:25, prob=T, ylim=c(0,0.4));box() # histograms
> of d
> 
> ks.test(c(a,b), c(c,d), alternative="two.sided") # kolmogorov-smirnov
> on
> continuous data
> ks.test(c(ahist$density, bhist$density), c(chist$density,
> dhist$density),
> alternative="two.sided") # kolmogorov-smirnov on discrete data
> 
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> 
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