How can i use kolmogrov-smirnov test in R software for bivariate or multivariate data?

Nasrin Hami @Nasrin_Hami3

12 December 2017 1 2K Report

I am trying to fit a new bi-variate distribution to the real data sets.

ks.test() is used In uni-variate cases as:

ks.test(x,actual cumulative distribution function, MLE of the parameters of the distribution)

But how do we apply a random vector (X,Y) in bi-variate case?

J. Rafiee

Dear Nasrin,

While I have not coded using ks.test() method, according to the link below, it appears to have a mathematical flaw to perform such test, of which I have no opinion:

https://stats.stackexchange.com/questions/100124/why-cant-one-generalize-the-kolmogorov-smirnov-test-to-2-or-more-dimensions

Yet, according to the attachments and links below, it is possible to do so and MatLab seems to have a "kstest2(x1,x2)" method for two-sample Kolmogorov-Smirnov test, if that would help.

Best,

✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪

https://www.rdocumentation.org/packages/dgof/versions/1.2/topics/ks.test

https://asaip.psu.edu/Articles/beware-the-kolmogorov-smirnov-test

http://halweb.uc3m.es/esp/Personal/personas/dpena/articles/kolpl97.pdf

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.498.7631&rep=rep1&type=pdf

https://cran.r-project.org/web/packages/MVN/vignettes/MVN.pdf

https://research.vu.nl/ws/files/836232/MVGoFTest.pdf

https://www.mathworks.com/help/stats/kstest2.html?requestedDomain=www.mathworks.com

https://www.youtube.com/watch?v=PJrZBDRlsJk

https://www.youtube.com/watch?v=ZO2RmSkXK3c

https://www.mathworks.com/help/stats/kstest.html

https://www.graphpad.com/guides/prism/7/statistics/stat_choosing_between_the_mann-whit.htm?toc=0&printWindow

✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪✪

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