CvM2SL1Test: L1-version of Cramer-von Mises Two Sample Tests

The package contains two functions for L1-version of Cramer-von Mises Tests: one computes Cramer-von Mises two sample test scores, the other cmoputes the exact p-value(s) for given Cramer-von Mises two-sample test score(s) under the assumption that the populations under comparison have the same probability distribution. The L1-version Cramer-von Mises test, like its L2 counterpart, is distribution-free, but of less computational intensity. In certain cases, this version of Cramer-von Mises test is almost as powerful as its L2 counterpart. Simulation study also shows that it is more powerful than the Kolmogorov-Smirnov test in certain cases.

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