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Fasano-Franceschini Test

The fasano.franceschini.test package is an R implementation of the multivariate Kolmogorov-Smirnov two-sample test as defined by Fasano and Franceschini (1987).

Fasano, G. & Franceschini, A. (1987). A multidimensional version of the
Kolmogorov-Smirnov test. Monthly Notices of the Royal Astronomical Society,
225:155-170. doi: 10.1093/mnras/225.1.155.

A manuscript accompanying this package was published in The R Journal.

Puritz, C., Ness-Cohn, E., Braun, R. (2023). fasano.franceschini.test: An Implementation
of a Multivariate KS Test in R. The R Journal, 15(3):159-171. doi: 10.32614/RJ-2023-067.

Installation

You can install the released version of the fasano.franceschini.test package from CRAN with:

install.packages("fasano.franceschini.test")

The development version of the fasano.franceschini.test package can be installed from GitHub with:

if (!require("devtools", quietly = TRUE))
    install.packages("devtools")
devtools::install_github("braunlab-nu/fasano.franceschini.test")

Examples

Underlying distributions are the same

library(fasano.franceschini.test)

# set seed for reproducibility
set.seed(0)

# create 2D samples from the same underlying distribution
S1 <- data.frame(x = rnorm(n = 50, mean = 0, sd = 1),
                 y = rnorm(n = 50, mean = 0, sd = 3))
S2 <- data.frame(x = rnorm(n = 100, mean = 0, sd = 1),
                 y = rnorm(n = 100, mean = 0, sd = 3))

fasano.franceschini.test(S1, S2, seed = 0)
#> 
#>  Fasano-Franceschini Test
#> 
#> data:  S1 and S2
#> D = 1700, p-value = 0.6333

Underlying distributions are different

# set seed for reproducibility
set.seed(1)

# create 3D samples from different underlying distributions
S1 <- cbind(rgamma(n = 43, shape = 2),
            rpois(n = 43, lambda = 5),
            rpois(n = 43, lambda = 3.5))
S2 <- cbind(rgamma(n = 72, shape = 2),
            rpois(n = 72, lambda = 5),
            rpois(n = 72, lambda = 5))

fasano.franceschini.test(S1, S2, seed = 1)
#> 
#>  Fasano-Franceschini Test
#> 
#> data:  S1 and S2
#> D = 2022, p-value = 0.01977

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.