| Type: | Package |
| Title: | Permutation Based Paired Kolmogorov-Smirnov Test |
| Version: | 1.0 |
| Date: | 2025-09-21 |
| Author: | Michail Tsagris [aut, cre] |
| Maintainer: | Michail Tsagris <mtsagris@uoc.gr> |
| Depends: | R (≥ 4.0) |
| Imports: | Rfast, stats |
| Suggests: | Rfast2 |
| Description: | Permutation based Kolmogorov-Smirnov test for paired samples. The test was proposed by Wang W.S., Amsler C. and Schmidt, P. (2025) <doi:10.1007/s00181-025-02779-0>. |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Packaged: | 2025-09-21 08:34:58 UTC; mtsag |
| Repository: | CRAN |
| Date/Publication: | 2025-09-27 08:20:02 UTC |
Permutation Based Paired Kolmogorov-Smirnov Test
Description
Permutation Based Paired Kolmogorov-Smirnov Test
Details
| Package: | ppks |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2025-09-21 |
| License: | GPL-2 |
Maintainers
Michail Tsagris <mtsagris@uoc.gr>
Author(s)
Michail Tsagris mtsagris@uoc.gr.
References
Wang W.S., Amsler C. and Schmidt, P. (2025). A randomly swapped bootstrap for paired data: testing equality of distribution for correlated samples. Empirical Economics, To appear. https://link.springer.com/article/10.1007/s00181-025-02779-0
Permutation Based Paired Kolmogorov-Smirnov Test
Description
Permutation Based Paired Kolmogorov-Smirnov Test
Usage
colppks(x, y, R = 999)
Arguments
x |
A numerical matrix with data. |
y |
A numerical matrix with data. |
R |
The number of permutations to perform. |
Details
The permutation based Kolmogorov-Smirnov test for paired samples (Wang W.S., Amsler C. and Schmidt, P., 2025) is performed. The x and y matrices contain the paired observations. The i-th column of x is paired with the i-th column of y.
Value
A vector with permutation based p-values. Each p-value corresponds to a column in the matrices.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Wang W.S., Amsler C. and Schmidt, P. (2025). A randomly swapped bootstrap for paired data: testing equality of distribution for correlated samples. Empirical Economics, To appear. https://link.springer.com/article/10.1007/s00181-025-02779-0
Examples
x <- matrix( rnorm(30 * 10), ncol = 10 )
y <- x + rnorm(30 * 10)
colppks(x, y)
Permutation Based Paired Kolmogorov-Smirnov Test
Description
Permutation Based Paired Kolmogorov-Smirnov Test
Usage
ppks(x, y, R = 999)
Arguments
x |
A numerical vector with data. |
y |
A numerical vector with data. |
R |
The number of permutations to perform. |
Details
The permutation based Kolmogorov-Smirnov test for paired samples (Wang W.S., Amsler C. and Schmidt, P., 2025) is performed. The x and y vectors contain the paired observations.
Value
The permutation based p-value.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Wang W.S., Amsler C. and Schmidt, P. (2025). A randomly swapped bootstrap for paired data: testing equality of distribution for correlated samples. Empirical Economics, To appear. https://link.springer.com/article/10.1007/s00181-025-02779-0
Examples
x <- rnorm(30)
y <- x + rnorm(30)
ppks(x, y)