[R] Problems with ks.test()
Jochen1980
info at jochen-bauer.net
Fri Jul 29 11:07:31 CEST 2011
Hi,
I got two data point vectors. Now I want to make a ks.test(). I you print
both vectors you will see, that they fit pretty fine. Here is a picture:
http://www.jochen-bauer.net/downloads/kstest-r-help-list-plot.png
As you can see there is one histogram and moreover there is the gumbel
density
function plotted. Now I took to bin-mids and the bin-height for vector1 and
computed the distribution-values to all bin-mids as vector2.
I pass these two vectors to ks.test(). Are those the right vectors, if I
want
to decide afterwards, if my experiment-data is gumbel-distributed?
Surprisingly the p-value changes tremendously if I calculate more digits out
of
my theoretical formula. If I round to 0 digits, p is 1, if I round to 4
digits,
p drops to 0 - how could this happen, I thought more digits will bring more
accurate results?!
XXXX Case 0 digits: XXXXXXXXXXXXXXXXXXXXXXXXXXX
[1] 0 0 0 0 0 24 74 98 133 147 134 120 89 69 46 31 16
7
[19] 7 3 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[37] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[55] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[73] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[91] 0 0 0 0 0 0 0 0 0 0
[1] 0 0 0 0 1 10 49 113 160 168 147 113 81 55 37 24 15
10
[19] 6 4 2 2 1 1 0 0 0 0 0 0 0 0 0 0 0
0
[37] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[55] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[73] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[91] 0 0 0 0 0 0 0 0 0 0
[1] "Ergebnisse"
[1] "Analyse der Eingangsdaten"
[1] "Mean: 0.104537195"
[1] "SAbw.: 0.0277657985898433"
[1] "Parameter-Berechnung der Daten bei angenommener Gumbelverteilung"
[1] "Mue: 0.0920411082987717"
[1] "Beta: 0.0216489043196013"
[1] "KS-Test -> 1000 Werte, 100 Bins, x: Klassenmitten, y1, y2 =
Histogrammhöhen"
[1] "KST D: 0.04"
[1] "KST P: 1"
XXX Case 4 digits: XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
[1] 0 0 0 0 0 24 74 98 133 147 134 120 89 69 46 31 16
7
[19] 7 3 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[37] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[55] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[73] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
[91] 0 0 0 0 0 0 0 0 0 0
[1] 0.000 0.000 0.000 0.006 0.622 10.094 49.271 112.776
160.174
[10] 168.419 146.527 113.137 81.026 55.344 36.690 23.870 15.347
9.793
[19] 6.220 3.939 2.490 1.572 0.992 0.625 0.394 0.248
0.157
[28] 0.099 0.062 0.039 0.025 0.016 0.010 0.006 0.004
0.002
[37] 0.002 0.001 0.001 0.000 0.000 0.000 0.000 0.000
0.000
[46] 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
0.000
[55] 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
0.000
[64] 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
0.000
[73] 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
0.000
[82] 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
0.000
[91] 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
0.000
[100] 0.000
[1] "Ergebnisse"
[1] "Analyse der Eingangsdaten"
[1] "Mean: 0.104537195"
[1] "SAbw.: 0.0277657985898433"
[1] "Parameter-Berechnung der Daten bei angenommener Gumbelverteilung"
[1] "Mue: 0.0920411082987717"
[1] "Beta: 0.0216489043196013"
[1] "KS-Test -> 1000 Werte, 100 Bins, x: Klassenmitten, y1, y2 =
Histogrammhöhen"
[1] "KST D: 0.2"
[1] "KST P: 0.0366"
Thanks in advance for some help.
Jochen
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