Anderson-Darling A^2 from probability-integral transforms

The bare statistic behind Adstat, kept separate so the GEV and GPD goodness-of-fit wrappers share one implementation. See Adstat for the source and the corrected form of Hedderich eq. (7.33).

Usage

Adcore(u)

Arguments

u

Numeric vector of probability-integral transforms in [0, 1].

Value

Numeric A^2; Inf if any value is 0 or 1.

Examples

Adcore(seq(0.05, 0.95, length.out = 20))
#> [1] 0.1037237