KolmogorovSmirnov: Computation of the Kolmogorov-Smirnov statistics

Description Usage Arguments Details Value Author(s) References See Also

View source: R/KolmogorovSmirnov.R

Description

This function computes the Kolmogorov-Smirnov statistics (KS).

Usage

1

Arguments

S1

Vector containing the sample 1 from which CDF1 will be estimated.

S2

Vector containing the sample 2 from which CDF2 will be estimated.

Details

CDF1 and CDF2 are estimated empirically to compute the Kolmogorov-Smirnov statistics.

Value

Returns the value of the Kolmogorov-Smirnov statistics.

Author(s)

P.-A. Michelangeli ([email protected]) and M. Vrac ([email protected])

References

D.A. Darling. "The Kolmogorov-Smirnov, Cramer-von Mises tests", Ann. Math. Statist., 28 (4), 823-838 (1957).

P.-A. Michelangeli, M. Vrac, H. Loukos. "Probabilistic downscaling approaches: Application to wind cumulative distribution functions", Geophys. Res. Lett., doi:10.1029/2009GL038401, 2009.

See Also

CramerVonMisesTwoSamples,CDFt


CDFt documentation built on May 30, 2017, 8:15 a.m.