[R-pkgs] Update for R package KScorrect for K-S goodness-of-fit tests

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[R-pkgs] Update for R package KScorrect for K-S goodness-of-fit tests

Novack-Gottshall, Philip M.

We wanted to announce v. 1.4.0 of the R package 'KScorrect', which
carries out the Lilliefors correction to the Kolmogorov-Smirnoff (K-S)
test for use in (one-sample) goodness-of-fit tests.

Aside from several minor changes, the biggest change is that the Monte
Carlo algorithm now supports parallel implementation, using the
platform-independent 'doParallel' and 'foreach' infrastructure. For
complex distributions (such as Weibull, gamma, and mixture of normals),
running in parallel can significantly reduce computation time.

It's well-established that it inappropriate to use the K-S test when
sample statistics are used to estimate parameters, which results in
substantially increased Type-II errors. This warning is mentioned in the
ks.test Help page, but no general solution is currently available for
non-normal distributions. The 'KScorrect' package corrects for the bias
by using Monte Carlo simulation, a solution first recommended by
Lilliefors (1967) but not widely heeded.

Distribution functions are provided in the package for the loguniform
and univariate mixture of normal distributions, which are not included
in the R base installation.

Simple examples are provided by calling example(KScorrect) or example(LcKS).

Additional details are available at
https://cran.r-project.org/web/packages/KScorrect. Bug reports,
suggestions, and feature requests are encouraged at

We hope you find the functions useful when conducting goodness-of-fit
tests using the K-S test.

Phil Novack-Gottshall and Steve Wang

  Phil Novack-Gottshall
  Associate Professor
  Department of Biological Sciences
  Benedictine University
  5700 College Road  Lisle, IL 60532

  [hidden email]
  Phone: 630-829-6514
  Fax: 630-829-6547
  Office: 332 Birck Hall
  Lab: 316 Birck Hall

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