p.kolomogarov: Kolmogarov-Smirnov goodness-of-fit p-value.

Description Usage Arguments Details

Description

Kolmogarov-Smirnov goodness-of-fit p-value calculation.

Usage

1
p.kolomogarov(x, inf = 1000, dp = 1e-04)

Arguments

x

value of Kolmogarov-distributed random variable at which to evaluate.

inf

approximation to infinity (a large number).

dp

approximation convergence criterion.

Details

Calculates p-value for Kolmogarov distribution at x, approximating infite sum sqrt(2*pi)/x*sum{i=1}^infty exp(-(2i-1)^2*pi^2/(8x^2))) by a finite sum to inf (default 1000) if sum to inf and inf+1 differ by less than dp (default 1e-4), else sum until difference is less than dp.


DistanceDevelopment/hsltm documentation built on June 21, 2019, 2:22 p.m.