[R-sig-eco] New R package for K-S goodness-of-fit tests

Novack-Gottshall, Philip M. pnovack-gottshall at ben.edu
Fri Mar 25 13:57:01 CET 2016


Greetings,

We wanted to announce a new R package 'KScorrect' that carries out the
Lilliefors correction to the Kolmogorov-Smirnoff test for use in
goodness-of-fit tests. It's well-established it's inappropriate to use
the K-S test when sample statistics are used to estimate parameters,
which results in substantially increased Type-II errors. This package
corrects for the bias by using Monte Carlo simulation, a solution first
recommended by Lilliefors (1967) but not widely used. The primary
function 'LcKS()' is written to complement, and can be used directly in
place of, 'ks.test()'. It can be used with most continuous distribution
functions, including normal, univariate mixture of normals, lognormal,
uniform, loguniform (flat when data are log-transformed), exponential,
gamma, and Weibull. Distribution functions are provided in the package
for the loguniform and univariate mixture of normal distributions, which
are not included in the base R installation.  Additional details are
available at https://cran.r-project.org/web/packages/KScorrect.

We hope you find the functions useful when conducting goodness-of-fit
tests using the K-S test.

Sincerely,
Phil Novack-Gottshall and Steve Wang

-- 
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 Phil Novack-Gottshall
 Associate Professor
 Department of Biological Sciences
 Benedictine University
 5700 College Road 
 Lisle, IL 60532

 pnovack-gottshall at ben.edu
 Phone: 630-829-6514
 Fax: 630-829-6547
 Office: 332 Birck Hall
 Lab: 316 Birck Hall
 http://www.ben.edu/faculty/pnovack-gottshall
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