Kolmogorov-Smirnov test and the plot of max distance between two ecdf curves
Hello, That's a very difficult question. See Marsaglia, Tsang, Wang (2003) http://www.jstatsoft.org/v08/i18/ Simard, L'Ecuyer (2011) http://www.jstatsoft.org/v39/i11 R's ks functions are a port of Marsaglia et al. to the .C interface. Rui Barradas maxbre wrote
thanks rui that's what I was looking for I have another related question: - why of the difference between the max distance D calculated with ks.test() and the max distance D ?manually? calculated as in (2)? I guess it has something to do with the fact that KS is obtained with a maximisation that depends on the range of x values not necessarly coincident in the two different approaches ...any thought about this? maxbre
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