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Kolmogorov-Smirnov Test for Invariance

Source: R/ks_test.R
ks_test.Rd

Perform two-sample Kolmogorov-Smirnov test by splitting the target invariant in two pieces.

Usage

ks_test(.invariant, ...)

# S3 method for default
ks_test(.invariant, ...)

# S3 method for tbl_df
ks_test(.invariant, ...)

# S3 method for xts
ks_test(.invariant, ...)

# S3 method for matrix
ks_test(.invariant, ...)

# S3 method for numeric
ks_test(.invariant, ...)

Arguments

.invariant

An univariate timeseries.

...

Additional arguments to be passed to ks.test.

Value

A ggplot2 object.

Details

This function wrappers ks.test.

Examples

x <- diff(log(EuStockMarkets))[ , 2]

ks_test(matrix(x))
#> 
#> 	Asymptotic two-sample Kolmogorov-Smirnov test
#> 
#> data:  x and y
#> D = 0.063241, p-value = 0.04859
#> alternative hypothesis: two-sided
#>