# Re: [R] Parametric bootstrapped Kolmogorov-Smirnov GoF: what's wrong

From: Shiazy Fuzzy <shiazy_at_gmail.com>
Date: Mon, 28 May 2007 16:28:03 +0200

(... sorry! the first post was in HTML format ...)

Dear R-users,

I want to perform a One-Sample parametric bootstrapped Kolmogorov-Smirnov GoF test (note package "Matching" provides "ks.boot" which is a 2-sample non-parametric bootstrapped K-S version).
So I wrote this code:

---[R Code] ---

ks.test.bootnp <- function( x, dist, ..., alternative=c("two.sided", "less", "greater"), B = 1000 )
{

n.x <- length(x);

```        cdf <- paste( "p", dist, sep="" );
rvg <- paste( "r", dist, sep="" ) ;
rvg <- get( rvg, mode = "function" );

ks <- ks.test( x, cdf, ..., alternative = alternative ); # KS
```
stat from sample
```        # bootstrapping K-S ...
ks.pval <- 0;
for ( i in 1:B )
{
# Samples from the theoretical distribution
y <- rvg( n.x, ... );

# Performs a K-S test
ks.boot <- ks.test( x, y, alternative = alternative );

if ( ks.boot\$statistic >= ks\$statistic )
{
ks.pval <- ks.pval + 1;
}
}
ks.pval <- ks.pval / B;

return( list( statistic = ks\$statistic, p.value = ks\$p.value,
```
p.value.boot = ks.pval ) );
}
---[/R Code] ---

If you try to run:

---[R Code] ---

set.seed(1);
x <- rweibull( 200, 1.3, 8.7 );
ks.test.bootnp(x,"norm",100,10,B=1000);
---[/R Code] ---

you obtain something like this:

---[R Code] ---

\$statistic
D
1

\$p.value
[1] 0

\$p.value.boot
[1] 1
---[/R Code] ---

So what's wrong?!?

Thank you very much!

Best Regards,

• Marco

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 28 May 2007 - 14:44:14 GMT

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