/// <summary>
/// Creates a new Anderson-Darling test.
/// </summary>
///
/// <param name="sample">The sample we would like to test as belonging to the <paramref name="hypothesizedDistribution"/>.</param>
/// <param name="hypothesizedDistribution">A fully specified distribution.</param>
///
public AndersonDarlingTest(double[] sample, IUnivariateDistribution <double> hypothesizedDistribution)
{
// Create the test statistic distribution
this.TheoreticalDistribution = hypothesizedDistribution;
if (hypothesizedDistribution is UniformContinuousDistribution)
{
StatisticDistribution = new AndersonDarlingDistribution(AndersonDarlingDistributionType.Uniform, sample.Length);
}
else if (hypothesizedDistribution is NormalDistribution)
{
StatisticDistribution = new AndersonDarlingDistribution(AndersonDarlingDistributionType.Normal, sample.Length);
}
else
{
Trace.WriteLine(String.Format("Unsupported distribution in AndersonDarling: {0}. P-values will not be computed, but test statistic may be useful.",
hypothesizedDistribution.ToString(), hypothesizedDistribution.GetType().ToString()));
}
// Create a copy of the samples to prevent altering the
// constructor's original arguments in the sorting step
double[] sortedSamples = sample.Sorted();
// Create the theoretical and empirical distributions
this.TheoreticalDistribution = hypothesizedDistribution;
this.Statistic = GetStatistic(sortedSamples, TheoreticalDistribution);
this.PValue = StatisticToPValue(Statistic);
}
