| 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