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k-sample Kolmogorov-Smirnov test?

4 messages · Mark, Adam D. I. Kramer, Rolf Turner +1 more

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On 15/09/2008, at 10:02 AM, Adam D. I. Kramer wrote:

            
Please do read the guy's question!!!

	Hello, I would like to conduct a k-sample K-S test, but cannot find
	reference to its implementation in R. Does anyone have experience  
with this?

It's about a ***k-sample*** K-S test.  As far as I can discern,  
help.search("Kolmogorov")
points one only to ks.test() which (again, as far as I can discern)  
effects only one
or two sample KS tests.

The multi-sample KS test does exist --- I must admit this was a new  
one on me.  (But then,
so many things are!) See e.g. JASA vol. 68, No. 344, pp. 994--997  
``Tables of Critical Values
for a k-sample Kolmogorov-Smirnov Test Statistic'' by Edward H. Wolf  
and Joseph I. Naus.

		cheers,

			Rolf Turner

P.S. RSiteSearch("Kolmogorov k-sample") turned up nothing useful.

			R. T.

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On Sep 14, 2008, at 5:46 PM, Mark Na wrote:

            
I didn't have any luck with the method Kramer suggested, perhaps  
because I do not have a large number of packages installed.

There is S-Plus code at the end of the article "k-Sample tests based  
on the likelihood ratio" Jin Zhang, Yuehua Wu;  Computational  
Statistics & Data Analysis, Volume 51, Issue 9, 15 May 2007, Pages  
4682-4691