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object GoodnessOfFit_KS

The GoodnessOfFit_KS object provides methods to approximate the critical values/p-values for the KS Test.

P(D_n < d)

See also

sa-ijas.stat.unipd.it/sites/sa-ijas.stat.unipd.it/files/IJAS_3-4_2009_07_Facchinetti.pdf

www.jstatsoft.org/article/view/v008i18/kolmo.pdf

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  12. def ksCDF(d: Double, n: Int): Double

    Compute the Cumulative Distribution Function (CDF) for 'P(D_n < d)'.

    Compute the Cumulative Distribution Function (CDF) for 'P(D_n < d)'. It can used for p-values or critical values for the KS test. Translated from C code given in paper below.

    d

    the maximum distance between empirical and theoretical distribution

    n

    the number of data points

    See also

    www.jstatsoft.org/article/view/v008i18/kolmo.pdf

  13. def lilliefors(d: Double, n: Int): Double

    Compute the critical value for the KS Test using the Lilliefors approximation.

    Compute the critical value for the KS Test using the Lilliefors approximation. Caveat: assumes alpha = .05 and is only accurate to two digits.

    d

    the maximum distance between empirical and theoretical distribution

    n

    the number of data points

    See also

    www.utdallas.edu/~herve/Abdi-Lillie2007-pretty.pdf FIX - use a more flexible and accurate approximation.

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