KS: The Kolmogorov Smirnov Distribution

In robts: Robust Time Series Analysis

Description

Computes the distribution function and the quantiles of the two-sided Kolmogorov Smirnov (KS) test.

Usage

pKS(q)
qKS(p)

Arguments

q	numeric vector of quantiles.
p	numeric value with one probability (not a vector of probabilities).

Details

The distribution equals that of the supremum of the absolute values of a standard Brownian bridge and therefore often occurs in change point testing. The function is only a wrapper for the C code used in the function ks.test.

Value

Function pKS returns a numeric vector with values of the distribution function at the given quantiles.

Function qKS returns a numeric value of the desired quantile.

Author(s)

R Core Team and Alexander Dürre

See Also

pKS for the distribution function.

Examples

curve(pKS(x), from = 0, to = 2)

qKS(0.95)

robts documentation built on May 2, 2019, 4:55 p.m.