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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Mon, 05 Dec 2011 16:20:06 +0100 |
parents | f0afece42f48 |
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % Compute critical values of the Smirnov - Kolmogorov distribution % % CALL % % [F,X] = SKcriticalvalues(Y); % % % INPUT % % - Y, a data series % % References: % [1] Leslie H. Miller, Table of Percentage Points of Kolmogorov % Statistics, Journal of the American Statistical Association, % Vol. 51, No. 273 (Mar., 1956), pp. 111-121 % % % L Ferraioli 06-12-2010 % % $Id: SKcriticalvalues.m,v 1.4 2011/03/31 15:38:18 luigi Exp $ % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function cVal = SKcriticalvalues(n1,n2,alph) if isempty(n2) n = n1; % test against theoretical distribution else n = n1*n2/(n1+n2); % test of two empirical distributions end A = 0.09037*(-log10(alph)).^1.5 + 0.01515*log10(alph).^2 - 0.08467*alph - 0.11143; asympt = sqrt(-0.5*log(alph)./n); % Smirnov asymptothic formula cVal = asympt - 0.16693./n - A./n.^1.5; end