Mercurial > hg > ltpda
comparison m-toolbox/classes/+utils/@math/SKcriticalvalues.m @ 0:f0afece42f48
Import.
| author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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| date | Wed, 23 Nov 2011 19:22:13 +0100 |
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| -1:000000000000 | 0:f0afece42f48 |
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| 1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 2 % | |
| 3 % Compute critical values of the Smirnov - Kolmogorov distribution | |
| 4 % | |
| 5 % CALL | |
| 6 % | |
| 7 % [F,X] = SKcriticalvalues(Y); | |
| 8 % | |
| 9 % | |
| 10 % INPUT | |
| 11 % | |
| 12 % - Y, a data series | |
| 13 % | |
| 14 % References: | |
| 15 % [1] Leslie H. Miller, Table of Percentage Points of Kolmogorov | |
| 16 % Statistics, Journal of the American Statistical Association, | |
| 17 % Vol. 51, No. 273 (Mar., 1956), pp. 111-121 | |
| 18 % | |
| 19 % | |
| 20 % L Ferraioli 06-12-2010 | |
| 21 % | |
| 22 % $Id: SKcriticalvalues.m,v 1.4 2011/03/31 15:38:18 luigi Exp $ | |
| 23 % | |
| 24 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 25 function cVal = SKcriticalvalues(n1,n2,alph) | |
| 26 | |
| 27 if isempty(n2) | |
| 28 n = n1; % test against theoretical distribution | |
| 29 else | |
| 30 n = n1*n2/(n1+n2); % test of two empirical distributions | |
| 31 end | |
| 32 A = 0.09037*(-log10(alph)).^1.5 + 0.01515*log10(alph).^2 - 0.08467*alph - 0.11143; | |
| 33 asympt = sqrt(-0.5*log(alph)./n); % Smirnov asymptothic formula | |
| 34 cVal = asympt - 0.16693./n - A./n.^1.5; | |
| 35 end | |
| 36 |