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44 lines
1.4 KiB
R
44 lines
1.4 KiB
R
# Goal: Given two vectors of data,
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# superpose their CDFs
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# and show the results of the two-sample Kolmogorov-Smirnoff test
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# The function consumes two vectors x1 and x2.
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# You have to provide a pair of labels as `legendstrings'.
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# If you supply an xlab, it's used
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# If you specify log - e.g. log="x" - this is passed on to plot.
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# The remaining args that you specify are sent on into ks.test()
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two.cdfs.plot <- function(x1, x2, legendstrings, xlab="", log="", ...) {
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stopifnot(length(x1)>0,
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length(x2)>0,
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length(legendstrings)==2)
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hilo <- range(c(x1,x2))
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par(mai=c(.8,.8,.2,.2))
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plot(ecdf(x1), xlim=hilo, verticals=TRUE, cex=0,
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xlab=xlab, log=log, ylab="Cum. distribution", main="")
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grid()
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plot(ecdf(x2), add=TRUE, verticals=TRUE, cex=0, lwd=3)
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legend(x="bottomright", lwd=c(1,3), lty=1, bty="n",
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legend=legendstrings)
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k <- ks.test(x1,x2, ...)
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text(x=hilo[1], y=c(.9,.85), pos=4, cex=.8,
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labels=c(
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paste("KS test statistic: ", sprintf("%.3g", k$statistic)),
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paste("Prob value: ", sprintf("%.3g", k$p.value))
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)
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)
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k
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}
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x1 <- rnorm(100, mean=7, sd=1)
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x2 <- rnorm(100, mean=9, sd=1)
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# Check error detection --
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two.cdfs.plot(x1,x2)
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# Typical use --
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two.cdfs.plot(x1, x2, c("X1","X2"), xlab="Height (metres)", log="x")
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# Send args into ks.test() --
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two.cdfs.plot(x1, x2, c("X1","X2"), alternative="less") |