An Improved Evaluation of Kolmogorov's Distribution

Provides an alternative, more efficient evaluation of extreme probabilities of Kolmogorov's goodness-of-fit measure, Dn, when compared to the original implementation of Wang, Marsaglia, and Tsang. These probabilities are used in Kolmogorov-Smirnov tests when comparing two samples.


Reference manual

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1.0 by Luis Carvalho, 6 years ago

Browse source code at

Authors: Luis Carvalho

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL-2 license

Imported by SEA.

Depended on by ipptoolbox.

See at CRAN