Computes a pvalue of the onesample twosided (or onesided, as a special case) KolmogorovSmirnov (KS) statistic, for any fixed critical level, and an arbitrary, possibly large sample size for a prespecified purely discrete, mixed or continuous cumulative distribution function (cdf) under the null hypothesis. If a data sample is supplied, 'KSgeneral' computes the pvalue corresponding to the value of the KS test statistic computed based on the user provided data sample. The package 'KSgeneral' implements a novel, accurate and efficient method named ExactKSFFT, expressing the pvalue as a doubleboundary noncrossing probability for a homogeneous Poisson process, which is then efficiently computed using Fast Fourier Transform (FFT). The package can also be used to compute and plot the complementary cdf of the KS statistic which is known to depend on the hypothesized distribution when the latter is discontinuous (i.e. purely discrete or mixed). To cite this package in publication use: Dimitrina S. Dimitrova, Vladimir K. Kaishev, and Senren Tan. Computing the KolmogorovSmirnov Distribution When the Underlying CDF is Purely Discrete, Mixed, or Continuous. Journal of Statistical Software. 2020; 95(10): 142. <doi:10.18637/jss.v095.i10>.
Package details 


Author  Dimitrina S. Dimitrova <D.Dimitrova@city.ac.uk>, Vladimir K. Kaishev <Vladimir.Kaishev.1@city.ac.uk> and Senren Tan <senren.tan@cass.city.ac.uk> 
Maintainer  Senren Tan <senren.tan@cass.city.ac.uk> 
License  GPL (>= 2.0) 
Version  1.0.0 
URL  https://github.com/raymondtsr/KSgeneral 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.