fasano.franceschini.test:多维KS测试的R语言实现
fasano.franceschini.test: An Implementation of a Multidimensional KS Test in R
摘要:
Kolmogorov-Smirnov(KS)检验是一种非参数统计检验,用于检验单变量概率分布之间的差异。KS检验的多功能性使其成为许多科学学科中统计分析的基石。然而,Kolmogorov和Smirnov提出的检验不容易扩展到多维分布。在这里,我们介绍了fasano.franceschini.test包,一个由Fasano和Franceschini(1987)描述的多维双样本KS测试的R实现。fasano.franceschini.test包提供了一个计算效率高的测试,适用于任何维度和类型的数据(连续,离散或混合),并且与类似的R包竞争。
英文摘要:
The Kolmogorov-Smirnov (KS) test is a nonparametric statistical test used to test for differences between univariate probability distributions. The versatility of the KS test has made it a cornerstone of statistical analysis across many scientific disciplines. However, the test proposed by Kolmogorov and Smirnov does not easily extend to multidimensional distributions. Here we present the fasano.franceschini.test package, an R implementation of a multidimensional two-sample KS test described by Fasano and Franceschini (1987). The fasano.franceschini.test package provides a test that is computationally efficient, applicable to data of any dimension and type (continuous, discrete, or mixed), and that performs competitively with similar R packages.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。