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R Under development (unstable) (2012-03-05 r58590)
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-unknown-linux-gnu (64-bit)
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> ##
> ## RNG tests using DKW inequality for rate of convergence
> ##
> ## P(sup | F_n - F | > t) < 2 exp(-2nt^2)
> ##
> ## The 2 in front of exp() was derived by Massart. It is the best possible
> ## constant valid uniformly in t,n,F. For large n*t^2 this agrees with the
> ## large-sample approximation to the Kolmogorov-Smirnov statistic.
> ##
>
>
> superror <- function(rfoo,pfoo,sample.size,...) {
+ x <- rfoo(sample.size,...)
+ tx <- table(signif(x, 12)) # such that xi will be sort(unique(x))
+ xi <- as.numeric(names(tx))
+ f <- pfoo(xi,...)
+ fhat <- cumsum(tx)/sample.size
+ max(abs(fhat-f))
+ }
>
> pdkwbound <- function(n,t) 2*exp(-2*n*t*t)
>
> qdkwbound <- function(n,p) sqrt(log(p/2)/(-2*n))
>
> dkwtest <- function(stub = "norm", ...,
+ sample.size = 10000, pthreshold = 0.001,
+ print.result = TRUE, print.detail = FALSE,
+ stop.on.failure = TRUE)
+ {
+ rfoo <- eval(as.name(paste("r", stub, sep="")))
+ pfoo <- eval(as.name(paste("p", stub, sep="")))
+ s <- superror(rfoo, pfoo, sample.size, ...)
+ if (print.result || print.detail) {
+ printargs <- substitute(list(...))
+ printargs[[1]] <- as.name(stub)
+ cat(deparse(printargs))
+ if (print.detail)
+ cat("\nsupremum error = ",signif(s,2),
+ " with p-value=",min(1,round(pdkwbound(sample.size,s),4)),"\n")
+ }
+ rval <- (s < qdkwbound(sample.size,pthreshold))
+ if (print.result)
+ cat(c(" FAILED\n"," PASSED\n")[rval+1])
+ if (stop.on.failure && !rval)
+ stop("dkwtest failed")
+ rval
+ }
>
> .proctime00 <- proc.time() # start timing
>
>
> dkwtest("binom",size = 1,prob = 0.2)
binom(size = 1, prob = 0.2) PASSED
[1] TRUE
> dkwtest("binom",size = 2,prob = 0.2)
binom(size = 2, prob = 0.2) PASSED
[1] TRUE
> dkwtest("binom",size = 100,prob = 0.2)
binom(size = 100, prob = 0.2) PASSED
[1] TRUE
> dkwtest("binom",size = 1e4,prob = 0.2)
binom(size = 10000, prob = 0.2) PASSED
[1] TRUE
> dkwtest("binom",size = 1,prob = 0.8)
binom(size = 1, prob = 0.8) PASSED
[1] TRUE
> dkwtest("binom",size = 100,prob = 0.8)
binom(size = 100, prob = 0.8) PASSED
[1] TRUE
> dkwtest("binom",size = 100,prob = 0.999)
binom(size = 100, prob = 0.999) PASSED
[1] TRUE
>
> dkwtest("pois",lambda = 0.095)
pois(lambda = 0.095) PASSED
[1] TRUE
> dkwtest("pois",lambda = 0.95)
pois(lambda = 0.95) PASSED
[1] TRUE
> dkwtest("pois",lambda = 9.5)
pois(lambda = 9.5) PASSED
[1] TRUE
> dkwtest("pois",lambda = 95)
pois(lambda = 95) PASSED
[1] TRUE
>
> dkwtest("nbinom",size = 1,prob = 0.2)
nbinom(size = 1, prob = 0.2) PASSED
[1] TRUE
> dkwtest("nbinom",size = 2,prob = 0.2)
nbinom(size = 2, prob = 0.2) PASSED
[1] TRUE
> dkwtest("nbinom",size = 100,prob = 0.2)
nbinom(size = 100, prob = 0.2) PASSED
[1] TRUE
> dkwtest("nbinom",size = 1e4,prob = 0.2)
nbinom(size = 10000, prob = 0.2) PASSED
[1] TRUE
> dkwtest("nbinom",size = 1,prob = 0.8)
nbinom(size = 1, prob = 0.8) PASSED
[1] TRUE
> dkwtest("nbinom",size = 100,prob = 0.8)
nbinom(size = 100, prob = 0.8) PASSED
[1] TRUE
> dkwtest("nbinom",size = 100,prob = 0.999)
nbinom(size = 100, prob = 0.999) PASSED
[1] TRUE
>
> dkwtest("norm")
norm() PASSED
[1] TRUE
> dkwtest("norm",mean = 5,sd = 3)
norm(mean = 5, sd = 3) PASSED
[1] TRUE
>
> dkwtest("gamma",shape = 0.1)
gamma(shape = 0.1) PASSED
[1] TRUE
> dkwtest("gamma",shape = 0.2)
gamma(shape = 0.2) PASSED
[1] TRUE
> dkwtest("gamma",shape = 10)
gamma(shape = 10) PASSED
[1] TRUE
> dkwtest("gamma",shape = 20)
gamma(shape = 20) PASSED
[1] TRUE
>
> dkwtest("hyper",m = 40,n = 30,k = 20)
hyper(m = 40, n = 30, k = 20) PASSED
[1] TRUE
> dkwtest("hyper",m = 40,n = 3,k = 20)
hyper(m = 40, n = 3, k = 20) PASSED
[1] TRUE
> dkwtest("hyper",m = 6,n = 3,k = 2)
hyper(m = 6, n = 3, k = 2) PASSED
[1] TRUE
> dkwtest("hyper",m = 5,n = 3,k = 2)
hyper(m = 5, n = 3, k = 2) PASSED
[1] TRUE
> dkwtest("hyper",m = 4,n = 3,k = 2)
hyper(m = 4, n = 3, k = 2) PASSED
[1] TRUE
>
>
> dkwtest("signrank",n = 1)
signrank(n = 1) PASSED
[1] TRUE
> dkwtest("signrank",n = 2)
signrank(n = 2) PASSED
[1] TRUE
> dkwtest("signrank",n = 10)
signrank(n = 10) PASSED
[1] TRUE
> dkwtest("signrank",n = 30)
signrank(n = 30) PASSED
[1] TRUE
>
> dkwtest("wilcox",m = 40,n = 30)
wilcox(m = 40, n = 30) PASSED
[1] TRUE
> dkwtest("wilcox",m = 40,n = 10)
wilcox(m = 40, n = 10) PASSED
[1] TRUE
> dkwtest("wilcox",m = 6,n = 3)
wilcox(m = 6, n = 3) PASSED
[1] TRUE
> dkwtest("wilcox",m = 5,n = 3)
wilcox(m = 5, n = 3) PASSED
[1] TRUE
> dkwtest("wilcox",m = 4,n = 3)
wilcox(m = 4, n = 3) PASSED
[1] TRUE
>
> dkwtest("chisq",df = 1)
chisq(df = 1) PASSED
[1] TRUE
> dkwtest("chisq",df = 10)
chisq(df = 10) PASSED
[1] TRUE
>
> dkwtest("logis")
logis() PASSED
[1] TRUE
> dkwtest("logis",location = 4,scale = 2)
logis(location = 4, scale = 2) PASSED
[1] TRUE
>
> dkwtest("t",df = 1)
t(df = 1) PASSED
[1] TRUE
> dkwtest("t",df = 10)
t(df = 10) PASSED
[1] TRUE
> dkwtest("t",df = 40)
t(df = 40) PASSED
[1] TRUE
>
> dkwtest("beta",shape1 = 1, shape2 = 1)
beta(shape1 = 1, shape2 = 1) PASSED
[1] TRUE
> dkwtest("beta",shape1 = 2, shape2 = 1)
beta(shape1 = 2, shape2 = 1) PASSED
[1] TRUE
> dkwtest("beta",shape1 = 1, shape2 = 2)
beta(shape1 = 1, shape2 = 2) PASSED
[1] TRUE
> dkwtest("beta",shape1 = 2, shape2 = 2)
beta(shape1 = 2, shape2 = 2) PASSED
[1] TRUE
> dkwtest("beta",shape1 = .2,shape2 = .2)
beta(shape1 = 0.2, shape2 = 0.2) PASSED
[1] TRUE
>
> dkwtest("cauchy")
cauchy() PASSED
[1] TRUE
> dkwtest("cauchy",location = 4,scale = 2)
cauchy(location = 4, scale = 2) PASSED
[1] TRUE
>
> dkwtest("f",df1 = 1,df2 = 1)
f(df1 = 1, df2 = 1) PASSED
[1] TRUE
> dkwtest("f",df1 = 1,df2 = 10)
f(df1 = 1, df2 = 10) PASSED
[1] TRUE
> dkwtest("f",df1 = 10,df2 = 10)
f(df1 = 10, df2 = 10) PASSED
[1] TRUE
> dkwtest("f",df1 = 30,df2 = 3)
f(df1 = 30, df2 = 3) PASSED
[1] TRUE
>
> dkwtest("weibull",shape = 1)
weibull(shape = 1) PASSED
[1] TRUE
> dkwtest("weibull",shape = 4,scale = 4)
weibull(shape = 4, scale = 4) PASSED
[1] TRUE
>
> ## regression test for PR#7314
> dkwtest("hyper", m=60, n=100, k=50)
hyper(m = 60, n = 100, k = 50) PASSED
[1] TRUE
> dkwtest("hyper", m=6, n=10, k=5)
hyper(m = 6, n = 10, k = 5) PASSED
[1] TRUE
> dkwtest("hyper", m=600, n=1000, k=500)
hyper(m = 600, n = 1000, k = 500) PASSED
[1] TRUE
>
> ## regression test for non-central t bug
> dkwtest("t", df=20, ncp=3)
t(df = 20, ncp = 3) PASSED
[1] TRUE
> ## regression test for non-central F bug
> dkwtest("f", df1=10, df2=2, ncp=3)
f(df1 = 10, df2 = 2, ncp = 3) PASSED
[1] TRUE
>
>
> cat('Time elapsed: ', proc.time() - .proctime00,'\n')
Time elapsed: 2.213 0.009 2.232 0 0
>
>
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