Nothing
VS.KS <-
function(Trad_data,MC_data,
scatter_alpha=0.01,line_alpha=0.001,
scatter_col="black",line_col="red",
xlab=NULL,ylab="KS test p_value",title="KS (Kolmogorov-Smirnov) test"){
rowNum=nrow(Trad_data)
KS=c()
for(j in 1:rowNum){
temp=ks.test(Trad_data[j,],MC_data[j,])$p.value
KS=c(KS,temp)
}
index=KS[which(KS<scatter_alpha)]
plot(index,type="p",main=title,xlab=xlab,ylab=ylab,col=scatter_col,ylim=c(0,scatter_alpha))
abline(h=line_alpha,lwd=2,col=line_col)
result=list("KS_p"=KS)
invisible(result)
}
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