Re: [R] Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution

Dear Sara, You could also use the Subbotools package by Giulio Bottazzi and test the goodness of fit of your data to this distribution. See: http://www.lem.sssup.it/WPLem/files/2004-14.pdf Also, http://cafim.sssup.it/~giulio/software/subbotools/install_cygwin.html Regards, José Mr José Luis

Re: [R] Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution

You have to problems: a) You need the cumulative distribution function, hence I suggest to look at package "normalp" which offers function pnormp() (as well as dnormp and other related functions that might be of interest) b) The KS test won't have much power given you are estimating the parame

[R] Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution

Hi, I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x comes from a Subbotin Distribution, whose density function is: function(x,location,scale,tail) # Exponential power (=Subbotin) { const<- 2*scale*tail^(1/tail) *gamma(1+1/tail) z<- (x-location)/scale exp(-1/tai