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comparison scripts/statistics/distributions/kolmogorov_smirnov_cdf.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents e4f4b2d26ee9
children 434790acb067
comparison
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3425:8625164a0a39 3426:f8dde1807dee
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik 1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ## 2 ##
3 ## This program is free software; you can redistribute it and/or modify 3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by 4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option) 5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version. 6 ## any later version.
7 ## 7 ##
8 ## This program is distributed in the hope that it will be useful, but 8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of 9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details. 11 ## General Public License for more details.
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## usage: kolmogorov_smirnov_cdf (x [, tol]) 17 ## usage: kolmogorov_smirnov_cdf (x [, tol])
19 ## Returns the CDF at x of the Kolmogorov-Smirnov distribution, 19 ## Returns the CDF at x of the Kolmogorov-Smirnov distribution,
20 ## i.e. Q(x) = sum_{k=-\infty}^\infty (-1)^k exp(-2 k^2 x^2), x > 0. 20 ## i.e. Q(x) = sum_{k=-\infty}^\infty (-1)^k exp(-2 k^2 x^2), x > 0.
21 ## 21 ##
22 ## The optional tol specifies the precision up to which the series 22 ## The optional tol specifies the precision up to which the series
23 ## should be evaluated; the default is tol = eps. 23 ## should be evaluated; the default is tol = eps.
24 24
25 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> 25 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
26 ## Description: CDF of the Kolmogorov-Smirnov distribution 26 ## Description: CDF of the Kolmogorov-Smirnov distribution
27 27
28 function cdf = kolmogorov_smirnov_cdf (x, tol) 28 function cdf = kolmogorov_smirnov_cdf (x, tol)
29 29
30 if (nargin < 1 || nargin > 2) 30 if (nargin < 1 || nargin > 2)
31 usage ("kolmogorov_smirnov_cdf (x [, tol])"); 31 usage ("kolmogorov_smirnov_cdf (x [, tol])");
32 endif 32 endif
33 33
34 if (nargin == 1) 34 if (nargin == 1)
35 tol = eps; 35 tol = eps;
36 else 36 else
37 if (!is_scalar (tol) || !(tol > 0)) 37 if (!is_scalar (tol) || !(tol > 0))
38 error (["kolmogorov_smirnov_cdf: ", ... 38 error (["kolmogorov_smirnov_cdf: ", ...
39 "tol has to be a positive scalar."]); 39 "tol has to be a positive scalar."]);
40 endif 40 endif
41 endif 41 endif
42 42
43 [nr, nc] = size(x); 43 [nr, nc] = size(x);
44 if (min (nr, nc) == 0) 44 if (min (nr, nc) == 0)
58 A(odd, :) = -A(odd, :); 58 A(odd, :) = -A(odd, :);
59 cdf(ind) = 1 + 2 * sum (A); 59 cdf(ind) = 1 + 2 * sum (A);
60 endif 60 endif
61 61
62 cdf = reshape (cdf, nr, nc); 62 cdf = reshape (cdf, nr, nc);
63 63
64 endfunction 64 endfunction