Library: | stats |
See also: | adstat |
Quantlet: | kstat | |
Description: | calculates Kolmogorov statistics |
Usage: | {cval,pv} = kstat(x,cdf) | |
Input: | ||
x | n x 1 vector, sample | |
cdf | n x 1 vector, values of the hypothesized cumulative distribution function of x | |
Output: | ||
cval | scalar, test value | |
pv | scalar, p-value |
library("stats") randomize(10) x = normal(10000) kstat(x,cdfn(x))
Contents of _tmp.cval [1,] 0.98289 Contents of _tmp.pv [1,] 0.2888