If you want to test the null that all datasets come from the same distribution, then I would probably do this as a permutation test. Find the largest K-S distance between 2 groups, then randomly permute the data into a new set of k groups (with same sample sizes) and find the largest K-S distance again, repeat this a bunch of times (total around 2,000 is good, the replicate function works nicely for this). This gives the distribution of the largest K-S distance under the null, check to see if the value for the original data is in the tail or not.
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Sam Albers > Sent: Tuesday, June 22, 2010 12:28 PM > To: r-help@r-project.org > Subject: Re: [R] k-sample Kolmogorov-Smirnov test? > > Hello, > > I am curious if anyone has had any success with finding a R version of > a > k-sample Kolmogorov-Smirnov test. Most of the references that I have > able to > find on this are fairly old and I am wondering if this type of analysis > has > fallen out of favour. If so, how do people tend to compare > distributions > when they have more than two? Is it reasonable to pursue an adjusted p- > value > method. That is, could you compare say three distributions by > performing > three two-sample K-S test's then apply a bonferroni correction? > > Just curious what some peoples approaches are when they want to compare > more > than two distributions. > > Thanks in advance. > > Sam > > -- > ***************************************************** > Sam Albers > Geography Program > University of Northern British Columbia > 3333 University Way > Prince George, British Columbia > Canada, V2N 4Z9 > phone: 250 960-6777 > ***************************************************** > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
