[R] alternatives to KS test applicable to K-samples

[David Winsemius]

On May 29, 2015, at 9:31 AM, Wensui Liu wrote:

> Good morning, All
> I have a stat question not specifically related to the the programming language.
> To compare distributional consistency / discrepancy between two
> samples, we usually use kolmogorov-smirnov test, which is implemented
> in R with ks.test() or in SAS with "pro npar1way edf".
> I am wondering if there is any alternative to KS test that could be
> generalized to K-samples.

The 'coin' package (Hothorn, Hornick, van de Weil, and Zeileis) presents a variety of permutation and rank-based tests that would probably be more powerful than any multi-group variant of the KS test. The multi-group variant of the Wilcoxon Rank Sum Test presented in the examples for the help page: ?wilcox_test is the Nemenyi-Damico-Wolfe-Dunn test.

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David Winsemius
Alameda, CA, USA