Taylor Arnold and I have developed a package ks.test (available on R-Forge in beta version) that modifies stats::ks.test to handle discrete null distributions for one-sample tests. We also have a draft of a paper we could provide (email us). The package uses methodology of Conover (1972) and Gleser (1985) to provide exact p-values. It also corrects an algorithmic problem with stats::ks.test in the calculation of the test statistic. This is not a bug, per se, because it was never intended to be used this way. We will submit this new function for inclusion in package stats once we're done testing.
So, for example: # With the default ks.test (ouch): > stats::ks.test(c(0,1), ecdf(c(0,1))) One-sample Kolmogorov-Smirnov test data: c(0, 1) D = 0.5, p-value = 0.5 alternative hypothesis: two-sided # With our new function (what you would want in this toy example): > ks.test::ks.test(c(0,1), ecdf(c(0,1))) One-sample Kolmogorov-Smirnov test data: c(0, 1) D = 0, p-value = 1 alternative hypothesis: two-sided Original Message: Date: Mon, 28 Feb 2011 21:31:26 +1100 From: Glen Barnett <glnbr...@gmail.com> To: tsippel <tsip...@gmail.com> Cc: r-help@r-project.org Subject: Re: [R] Kolmogorov-smirnov test Message-ID: <aanlktikcjigrgjuotkozqfxfqatin6arzjvt_appi...@mail.gmail.com> Content-Type: text/plain; charset=ISO-8859-1 It's designed for continuous distributions. See the first sentence here: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test K-S is conservative on discrete distributions On Sat, Feb 19, 2011 at 1:52 PM, tsippel <tsip...@gmail.com> wrote: > Is the kolmogorov-smirnov test valid on both continuous and discrete data? > ?I don't think so, and the example below helped me understand why. > > A suggestion on testing the discrete data would be appreciated. > > Thanks, -- John W. Emerson (Jay) Associate Professor of Statistics Department of Statistics Yale University http://www.stat.yale.edu/~jay ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.