Performs the
Cramer-von Mises test
of goodness-of-fit to a specified continuous univariate
probability distribution.
Usage
cvm.test(x, null = "punif", ..., nullname)
Arguments
x
Numeric vector of data values.
null
A function, or a character string giving the name of a function,
to compute the cumulative distribution function for the
null distribution.
…
Additional arguments for the cumulative distribution function.
nullname
Optional character string describing the null distribution.
The default is "uniform distribution".
Value
An object of class "htest" representing the result of
the hypothesis test.
Details
This command performs the
Cramer-von Mises test
of goodness-of-fit to the distribution specified by the argument
null. It is assumed that the values in x are
independent and identically distributed random values, with some
cumulative distribution function \(F\).
The null hypothesis is that \(F\) is the function
specified by the argument null, while the alternative
hypothesis is that \(F\) is some other function.
References
Csorgo, S. and Faraway, J.J. (1996)
The exact and asymptotic distributions of
Cramer-von Mises statistics.
Journal of the Royal Statistical Society, Series B58, 221--234.
See Also
pCvM for the null distribution of the test statistic.