KS test from ctest package
On Thu, 8 Apr 1999, David Middleton wrote:
This question is mainly aimed at Kurt Hornik as author of the ctest package, but I'm cc'ing it to r-help as I suspect there will be other valuable opinions out there. I have been attempting 2 sample Kolmogorov-Smirnov tests using the ks.test function from the ctest package (ctest v.0.9-15, R v.0.63.3 win32). I am comparing fish length-frequency distributions. My main reference for the KS test at present is Sokal & Rohlf, Biometry (2nd edn), pages 440-445). The individuals in my samples are measured to the nearest 0.5cm and so in most samples there are several identical length values. It appears that the KS test statistic D is being overestimated (and the p value therefore underestimated).
If the data are discretized the KS test does not have the standard (distribution-free) distribution. `Distribution-free' here means independent samples from a continuous distribution. So the KS test is not IMHO appropriate in your problem. My view is that the function should warn you off, and not give a p-value if it finds ties. It might be good to construct the exact statistic, though.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._