pAD
computes the cumulative distribution function,
and qAD
computes the quantile function,
of the null distribution of the Anderson-Darling test
statistic.pAD(q, n = Inf, lower.tail = TRUE, fast=TRUE)
qAD(p, n = Inf, lower.tail = TRUE, fast=TRUE)
TRUE
(the default),
probabilities are $P(X \le q)$,
and otherwise they are $P(X > q)$.n=Inf
.p
or q
.pAD
uses the algorithms and C code described
in Marsaglia and Marsaglia (2004). qAD
uses uniroot
to find the
quantiles.
The argument fast
applies only when n=Inf
and determines whether the asymptotic distribution is approximated
using the faster algorithm adinf
(accurate to 4-5 places)
or the slower algorithm ADinf
(accurate to 11 places)
described in Marsaglia and Marsaglia (2004).
Anderson, T.W. and Darling, D.A. (1954) A test of goodness of fit. Journal of the American Statistical Association 49, 765--769.
Marsaglia, G. and Marsaglia, J. (2004)
Evaluating the Anderson-Darling Distribution.
Journal of Statistical Software 9 (2), 1--5.
February 2004.
ad.test
pAD(1.1, n=5)
pAD(1.1)
pAD(1.1, fast=FALSE)
qAD(0.5, n=5)
qAD(0.5)
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