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

Wensui Liu liuwensui at gmail.com
Sat May 30 16:09:01 CEST 2015


Thanks for your insight, David
But I am not interested in comparing means among multiple groups.
Instead, I want to compare empirical distributions. In this case, I am
not sure if wilcoxon should be still applicable.

still appreciate it.

On Fri, May 29, 2015 at 1:32 PM, David Winsemius <dwinsemius at comcast.net> wrote:
>
> 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.
>
> --
>
> David Winsemius
> Alameda, CA, USA
>



-- 
==============================
WenSui Liu
Credit Risk Manager, 53 Bancorp
wensui.liu at 53.com
513-295-4370
==============================



More information about the R-help mailing list