swMATH ID: 26216
Software Authors: George Marsaglia; John Marsaglia
Description: ADinf.c; AnDarl.c: Evaluating the Anderson-Darling Distribution. Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical integration, saddlepoint or other approximation methods. We give here our method for evaluating that asymptotic distribution to great accuracy–directly, via series with two-term recursions. We also give, for any particular n, a procedure for evaluating the distribution to the fourth digit, based on empirical CDF’s from samples of size 1010 .
Homepage: https://www.jstatsoft.org/v009/i02
Keywords: Anderson-Darling Distribution; C code; ADinf.c; AnDarl.c; Journal of Statistical Software
Related Software: R; k.c; LBFGS-B; AS 177; sn; copula; copula; bvcopula; pyvine; Algorithm 462; pandas; Python; BRENT; CDVine; VineCopula; nacopula; Matplotlib; SciPy; F2PY; L-BFGS
Cited in: 8 Documents

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