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Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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2 %
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3 % Compute critical values of the Smirnov - Kolmogorov distribution
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4 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % CALL
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6 %
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7 % [F,X] = SKcriticalvalues(Y);
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8 %
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9 %
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10 % INPUT
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11 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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12 % - Y, a data series
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13 %
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14 % References:
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15 % [1] Leslie H. Miller, Table of Percentage Points of Kolmogorov
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16 % Statistics, Journal of the American Statistical Association,
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17 % Vol. 51, No. 273 (Mar., 1956), pp. 111-121
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18 %
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19 %
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20 % L Ferraioli 06-12-2010
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21 %
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22 % $Id: SKcriticalvalues.m,v 1.4 2011/03/31 15:38:18 luigi Exp $
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23 %
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24 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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25 function cVal = SKcriticalvalues(n1,n2,alph)
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26
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27 if isempty(n2)
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28 n = n1; % test against theoretical distribution
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29 else
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30 n = n1*n2/(n1+n2); % test of two empirical distributions
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31 end
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32 A = 0.09037*(-log10(alph)).^1.5 + 0.01515*log10(alph).^2 - 0.08467*alph - 0.11143;
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33 asympt = sqrt(-0.5*log(alph)./n); % Smirnov asymptothic formula
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34 cVal = asympt - 0.16693./n - A./n.^1.5;
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35 end
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