Computes Cramer-von Mises and Kolmogorov-Smirnov statistics for
random projection goodness-of-fit testing.
Usage
rp.stat(proj.x.ord, residuals, n.proj)
Arguments
- proj.x.ord
Integer vector of projection orderings.
- residuals
Numeric vector of residuals.
- n.proj
Number of random projections.
Value
A list with cvm and ks vectors of test statistics.
Examples
# \donttest{
set.seed(1)
n <- 10
n_proj <- 3
proj <- unlist(replicate(n_proj, sample(n), simplify = FALSE))
rp.stat(proj, rnorm(n), n.proj = n_proj)
#> $cvm
#> [1] 0.05562997 0.16858091 0.19217356
#>
#> $ks
#> [1] 0.3426421 0.6733942 0.7741449
#>
# }