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

View source: R/gof.R

p.kolomogarovR Documentation

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

Description

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

Usage

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.


david-borchers/hmltm documentation built on Oct. 29, 2023, 9:07 p.m.