Mercurial > octave-nkf
diff scripts/statistics/tests/kolmogorov_smirnov_test.m @ 3454:d8b731d3f7a3
[project @ 2000-01-18 10:13:31 by jwe]
author | jwe |
---|---|
date | Tue, 18 Jan 2000 10:13:39 +0000 |
parents | f8dde1807dee |
children | 434790acb067 |
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--- a/scripts/statistics/tests/kolmogorov_smirnov_test.m Tue Jan 18 08:32:15 2000 +0000 +++ b/scripts/statistics/tests/kolmogorov_smirnov_test.m Tue Jan 18 10:13:39 2000 +0000 @@ -14,31 +14,34 @@ ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. -## usage: -## [pval, ks] = kolmogorov_smirnov_test (x, dist [, params] [, alt]) -## +## -*- texinfo -*- +## @deftypefn {Function File} {[@var{pval}, @var{ks}] =} kolmogorov_smirnov_test (@var{x}, @var{dist}, @var{params}, @var{alt}) +## Perform a Kolmogorov-Smirnov test of the null hypothesis that the +## sample @var{x} comes from the (continuous) distribution dist. I.e., +## if F and G are the CDFs corresponding to the sample and dist, +## respectively, then the null is that F == G. ## -## Performs a Kolmogorov-Smirnov test of the null hypothesis that the -## sample x comes from the (continuous) distribution dist. I.e., if F -## and G are the CDFs corresponding to the sample and dist, respectively, -## then the null is that F == G. +## The optional argument @var{params} contains a list of parameters of +## @var{dist}. For example, to test whether a sample @var{x} comes from +## a uniform distribution on [2,4], use ## -## The optional argument params contains a list of parameters of dist. -## E.g., to test whether a sample x comes from a uniform distribution on -## [2,4], use `kolmogorov_smirnov_test(x, "uniform", 2, 4)'. +## @example +## kolmogorov_smirnov_test(x, "uniform", 2, 4) +## @end example ## -## With the optional argument string alt, the alternative of interest -## can be selected. If alt is "!=" or "<>", the null is tested against -## the two-sided alternative F != G. In this case, the test statistic -## ks follows a two-sided Kolmogorov-Smirnov distribution. -## If alt is ">", the one-sided alternative F > G is considered, -## similarly for "<". In this case, the test statistic ks has a -## one-sided Kolmogorov-Smirnov distribution. -## The default is the two-sided case. +## With the optional argument string @var{alt}, the alternative of +## interest can be selected. If @var{alt} is @code{"!="} or +## @code{"<>"}, the null is tested against the two-sided alternative F +## != G. In this case, the test statistic @var{ks} follows a two-sided +## Kolmogorov-Smirnov distribution. If @var{alt} is @code{">"}, the +## one-sided alternative F > G is considered, similarly for @code{"<"}. +## In this case, the test statistic @var{ks} has a one-sided +## Kolmogorov-Smirnov distribution. The default is the two-sided case. ## -## pval is the p-value of the test. +## The p-value of the test is returned in @var{pval}. ## ## If no output argument is given, the p-value is displayed. +## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: One-sample Kolmogorov-Smirnov test