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
www.jstatsoft.org/article/view/v008i18/kolmo.pdf
sa-ijas.stat.unipd.it/sites/sa-ijas.stat.unipd.it/files/IJAS_3-4_2009_07_Facchinetti.pdf
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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
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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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