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).
Package details 


Author  Dimitrina S. Dimitrova <[email protected]> Vladimir K. Kaishev <[email protected]> Senren Tan <[email protected]> 
Date of publication  20180108 18:46:36 UTC 
Maintainer  Senren Tan <[email protected]> 
License  GPL (>= 2.0) 
Version  0.1.0 
URL  https://github.com/raymondtsr/KSgeneral 
Package repository  View on CRAN 
Installation 
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