[R] Kolmogorov-Smirnov test

From: m.marcinmichal <m.marcinmichal_at_gmail.com>
Date: Wed, 27 Apr 2011 14:22:43 -0700 (PDT)

I have a problem with Kolmogorov-Smirnov test fit. I try fit distribution to my data. Actualy I create two test:
- # First Kolmogorov-Smirnov Tests fit
- # Second Kolmogorov-Smirnov Tests fit
see below. This two test return difrent result and i don't know which is properly. Which result is properly? The first test return lower D = 0.0234 and lower p-value = 0.00304. The lower 'D' indicate that distribution function (empirical and teoretical) coincide but low p-value indicate that i can reject hypotezis H0. For another side this p-value is most higer than p-value from second test (2.2e-16). Which result, test is most propertly?

matr = rbind(c(1,2))

# length vectorSentence = 11999

vectorSentence <- c(....)
vectorLength <- length(vectorSentence)

# assume that we have a table(vectorSentence)
# 1 2 3 4 5 6 7 8 9
# 512 1878 2400 2572 1875 1206 721 520 315

# Poisson parameter

param <- fitdistr(vectorSentence, "poisson")

# Expected density

density.exp <- dpois(1:9, lambda=param[[1]][1])

# Expected frequ.

frequ.exp <- dpois(1:9, lambda=param[[1]][1])*vectorLength

# Construct numeric vector of data values (y = vFrequ for Kolmogorov-Smirnov
vFrequ <- c()
for(i in 1:length(frequ.exp)) {

        vFrequ <- append(vFrequ, rep(i, times=frequ.exp[i])) }

# Check transformation plot(density.exp, ylim=c(0,0.20)) ==

plot(table(vFrequ)/vectorLength, ylim=c(0,0.20))
plot(density.exp, ylim=c(0,0.20))

plot(table(vFrequ)/vectorLength, ylim=c(0,0.20))

# First Kolmogorov-Smirnov Tests fit

ks.test(vectorSentence, vFrequ)

# Second Kolmogorov-Smirnov Tests fit

ks.test(vectorSentence, "dpois", lambda=param[[1]][1])

# First Kolmogorov-Smirnov Tests fit return data

Two-sample Kolmogorov-Smirnov test

data: vectorSentence and vFrequ
D = 0.0234, p-value = 0.00304
alternative hypothesis: two-sided

Warning message:
In ks.test(vectorSentence, vFrequ) :
  cannot compute correct p-values with ties

# Second Kolmogorov-Smirnov Tests fit return data

One-sample Kolmogorov-Smirnov test

data: vectorSentence
D = 0.9832, p-value < 2.2e-16
alternative hypothesis: two-sided

Warning message:
In ks.test(vectorSentence, "dpois", lambda = param[[1]][1]) :   cannot compute correct p-values with ties


Marcin M.

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Received on Thu 28 Apr 2011 - 03:01:44 GMT

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