From Kurt.Hornik@ci.tuwien.ac.at  Sun May 13 17:39:26 2001
From: Kurt.Hornik@ci.tuwien.ac.at (Kurt Hornik)
Date: Sun, 13 May 2001 18:39:26 +0200
Subject: [Rd] ks.test in ctest package (PR#934)
In-Reply-To: <200105080449.GAA03028@pubhealth.ku.dk>
References: <200105080449.GAA03028@pubhealth.ku.dk>
Message-ID: <15102.47294.305460.849618@mithrandir.hornik.net>

>>>>> mh smith writes:

> 1.  There is, I believe, some redundant code in the calculation of the
> test statistic in ks.test in the package ctest.

Thanks, fixed.

> 2.    The manual entry should also make it clear that the one-sided
> tests are not about theactual cdf in relation to the null hypothsis cdf
> Fo, but about the quantiles of the actual distribution in relation to
> the quantiles of the null hypothesis cdf.

> ...

THanks for catching this bug.  This should really give the usual
behavior that e.g. `alternative = "less"' means H_0: F >= F_0 for all
points vs H_a: F(t) < F_0(t) for some t.  Fixed now.

> 3.    Another feature that it would be very useful to add to ks.test
> would be the automatic return of  a confidence interval for the actual
> cdf F.  Adding a conf.level argument and taking the form of the interval
> from the value of the alternative argument would be a relatively simple
> task, although it would require .  This would bring the value of the
> function into line with the t.test function.

I am not sure whether we want to do this in the simple htest framework.
Attempting to print a confidence interval given by two functions rather
than two values will be confusing.  I'd much rather have users do

	confint(ecdf(x), conf.level = 0.95)

where a generic confint as in MASS with a method for objects of class
"ecdf" as in stepfun.

[The ``classical'' tests conceptually are really about a single
parameter only.  Should this be changed?  One could argue that if a
hypothesis about the underlying distribution function is tested ...]

-k
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[Rd] ks.test in ctest package (PR#934)
Kurt Hornik