poisson.mtest(x, R = 999)
poisson.m(x)
poisson.m
returns the test statistic. The function
poisson.mtest
returns a list with class htest
containing
poisson.m
) is a Cramer-von Mises type of distance, with
M-estimates replacing the usual EDF estimates of the CDF:
$$M_n = n\sum_{j=0}^\infty (\hat F(j) - F(j\;; \hat \lambda))^2
f(j\;; \hat \lambda).$$ The test is implemented by parametric bootstrap with
R
replicates.
x <- rpois(20, 1)
poisson.m(x)
poisson.mtest(x, R = 199)
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