LillieforsTest Constructor

public LillieforsTest(
	double[] sample,
	ISampleableDistribution<double> hypothesizedDistribution,
	KolmogorovSmirnovTestHypothesis alternate = KolmogorovSmirnovTestHypothesis.SampleIsDifferent,
	int iterations = 10000,
	bool reestimate = true
)

Public Sub New ( 
	sample As Double(),
	hypothesizedDistribution As ISampleableDistribution(Of Double),
	Optional alternate As KolmogorovSmirnovTestHypothesis = KolmogorovSmirnovTestHypothesis.SampleIsDifferent,
	Optional iterations As Integer = 10000,
	Optional reestimate As Boolean = true
)

Parameters

sample

Type: SystemDouble
The sample we would like to test as belonging to the hypothesizedDistribution.

hypothesizedDistribution

Type: Accord.Statistics.DistributionsISampleableDistributionDouble
A fully specified distribution (which could have been estimated from the data).

alternate (Optional)

Type: Accord.Statistics.TestingKolmogorovSmirnovTestHypothesis
The alternative hypothesis (research hypothesis) to test.

iterations (Optional)

Type: SystemInt32
The number of Monte-Carlo iterations to perform. Default is 10,000.

reestimate (Optional)

Type: SystemBoolean
Whether the target distribution should be re-estimated from the sampled data at each Monte-Carlo iteration. Pass true in case hypothesizedDistribution has been estimated from the data.

Reference