ks.cdf: Kolmogorov-Smirnov cumulative density function, copy from...

In codadiags: Markov chain Monte Carlo burn-in based on "bridge" statistics

Description

Kolmogorov-Smirnov cumulative density function, copy from stats::ks.test.

Usage

  ks.cdf(x, n = 100)

Arguments

x	value to test
n	sample size for Kolmogorov-Smirnov statistic

References

George Marsaglia, Wai Wan Tsang and Jingbo Wang (2003), Evaluating Kolmogorov's distribution. Journal of Statistical Software, 8/18. http://www.jstatsoft.org/v08/i18/.

See Also

package stats, ks.c

Examples

require(codadiags)
plot(null.lim.cdf("extremum.brownianbridge",forceUseECDF=TRUE),col='blue',xlim=c(0.01,4))
plot(Vectorize(ks.cdf),col='green',add=TRUE,xlim=c(0.01,4))

Example output

Loading required package: coda

codadiags documentation built on May 1, 2019, 9:26 p.m.