Such as Cramér-von Mises test, K-S test, etc.
I have my observational data. I have done some Monte-Carlo simulations (which take long time) with different initial conditions and then have I bootstrap them. So I get possible ways to reproduce my observational data. I have to decide which ones are the highly likely options. I am using KS-test but it would be nice if different nonparametric tests were applied.
Which others do you recommend? Which other tools may be useful?
Hi,
Alan Miller has pretty decent set of different routines in Fortran - maybe you can find something there: http://jblevins.org/mirror/amiller/
NIST has developed many different routines as well: http://dlmf.nist.gov/
BTW, there is a nice free tool from NIST called Dataplot: http://www.itl.nist.gov/div898/software/dataplot/document.htm
Anytime I need a quick statistical analysis I use Dataplot. You need to spend 0.5 hour to learn how to use it but later it's pretty handy.
Hope it helped,
Regards,
Boguslaw
The KS-test is mentioned in Numerical Recipes. An old version is online here: http://apps.nrbook.com/fortran/index.html (have a look at p. 617)
Hi Camacho,
What software environment are you using for your simulation? The venerable Chi Square test is probably a good choice. I don't know of an algorithm off the top of my head. Try looking for Statistical Algorithms or FORTRAN Algorithms. I believe the Chi Square and KS measures are available in MatLab. If you are interested, there are Bayesian alternates that may have a more meaningful interpretation and allow you to include estimates of current knowledge regarding your simulation model.
George Schiro
Hi,
You can find a set of web services for statistical analysis at http://moses.us.es/statservice, maybe you can invoke them from fortran. Moreover if you have your data in text files you can importit and perform the analysis directly from your browser in the web portal. I hope it helps.
José Antonio Parejo
Sponsored by the United States National Institute of Standards and Technology, the site, NIST Digital Library of Mathematical Functions (http://dlmf.nist.gov/), is a digitized version of the standard mathematical reference, the Handbook of Mathematical Functions with Formulas Graphs, and Mathematical Tables, edited by Milton Abramowitz and Irene A. Stegun. The web site includes a link to the Guide to Available Mathematical Software (http://gams.nist.gov/), which is a cross index of mathematical software in use at NIST, and includes many Open Source implementations of the procedures detailed in the Handbook, many written in Fortran.
Another possible source you might consider would be http://netlib.org/.
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