- kolmogorovSmirnovTest
Computes the p-value, or observed significance level, of a two-sample
Kolmogorov-Smirnov test [http
- <init>
Construct a KolmogorovSmirnovTest with the provided random data generator. The
#monteCarloP(double,
- kolmogorovSmirnovStatistic
Computes the two-sample Kolmogorov-Smirnov test statistic, \(D_{n,m}=\sup_x
|F_n(x)-F_m(x)|\) where
- bootstrap
Estimates the p-value of a two-sample Kolmogorov-Smirnov test
[http://en.wikipedia.org/wiki/Kolmogor
- c
The function C(i, j) defined in [4] (class javadoc), formula (5.5). defined to
return 1 if |i/n - j/
- calculateIntegralD
Given a d-statistic in the range [0, 1] and the two sample sizes n and m, an
integral d-statistic in
- cdf
Calculates P(D_n < d) using method described in [1] with quick decisions for
extreme values given in
- checkArray
Verifies that array has length at least 2.
- createExactH
Creates H of size m x m as described in [1] (see above).
- createRoundedH
Creates H of size m x m as described in [1] (see above) using double-precision.
- exactK
Calculates the exact value of P(D_n < d) using the method described in [1]
(reference in class javad
- exactP
Computes \(P(D_{n,m} > d)\) if strict is true; otherwise \(P(D_{n,m} \ge d)\),
where \(D_{n,m}\) is