ksTest

Performs a Kolmogorov-Smirnov (K-S) 2-sample test. The K-S test is a non-parametric test for a difference between two empirical distributions or between an empirical distribution and a reference distribution.

  1. TestRes ksTest(T F, U Fprime)
    ksTest
    (
    T
    U
    )
    (
    T F
    ,
    )
    if ()
  2. TestRes ksTest(T Femp, Func F)

Return Value

Type: TestRes

A TestRes with the K-S D value and a P value for the null that FPrime is distributed identically to F against the alternative that it isn't. This implementation uses a signed D value to indicate the direction of the difference between distributions. To get the D value used in standard notation, simply take the absolute value of this D value.

Bugs

Exact calculation not implemented. Uses asymptotic approximation.

References: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test

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