Ajout chisquare.test

.Rbuildignore

@@ -1,4 +1,6 @@
+^.*\.Rproj$
+^\.Rproj\.user$
 .gitignore
 .project
 .git
-.settings
+.settings

R/chisquare.test.R

@@ -5,18 +5,30 @@
 
 #' Pearson's Chi-Squared test based on the characteristic function
 #' @param DATA.hist histogram object of the data
-#' @param char.fun Characteristic function
-#' @param ... Characteristic function arguments
+#' @param FUN Characteristic function (integral) or 
+#' Saddlepoint distribution approximation (saddlepoint)
+#' @param ... FUN arguments
 #' @param alpha tolerance level
+#' @param method Method to approximate the distribution function. "integral" or "saddlepoint"
 #' 
 #' @return A list containing the chi-square statistic, 
 #' degree of freedom, hypothesis reject boolean and p.value
 #' @author François Pelletier
-chisquare.test <- function(DATA.hist,char.fun,...,alpha=0.05)
+chisquare.test <- function(DATA.hist,FUN,...,alpha=0.05,method="integral")
 {
 	# Compute expected values for each histogram breaks using the characteristic function
-	expected <- diff(cftocdf(classes <- DATA.hist$breaks,char.fun,...)*
-					sum(observed <- DATA.hist$counts))
+	classes <- DATA.hist$breaks
+	if(method=="integral")
+	{
+		expected <- diff(cftocdf(classes,FUN,...)*
+						sum(observed <- DATA.hist$counts))
+	}
+	else if(method=="saddlepoint")
+	{
+		expected <- diff(FUN(classes,...)*
+						sum(observed <- DATA.hist$counts))
+	}
+	
 	# Compute the test statistic using chi-square distribution
 	p.value <- pchisq(chisquare.stat<-sum((observed-expected)^2/expected),
 			df<-length(classes)-2,lower.tail=FALSE)

man/chisquare.test.Rd

@@ -2,16 +2,20 @@
 \alias{chisquare.test}
 \title{Pearson's Chi-Squared test based on the characteristic function}
 \usage{
-chisquare.test(DATA.hist, char.fun, ..., alpha = 0.05)
+chisquare.test(DATA.hist, FUN, ..., alpha = 0.05, method = "integral")
 }
 \arguments{
   \item{DATA.hist}{histogram object of the data}
 
-  \item{char.fun}{Characteristic function}
+  \item{FUN}{Characteristic function (integral) or
+  Saddlepoint distribution approximation (saddlepoint)}
 
-  \item{...}{Characteristic function arguments}
+  \item{...}{FUN arguments}
 
   \item{alpha}{tolerance level}
+
+  \item{method}{Method to approximate the distribution
+  function. "integral" or "saddlepoint"}
 }
 \value{
 A list containing the chi-square statistic, degree of