Approximate Critical Values for Kolmogorov-Smirnov's D
Computes the critical value for Kolmogorov-Smirnov's D_n, for sample sizes n >= 10 and confidence level 95%.
KSd(n)
n |
the sample size, |
Based on tables values given in the reference below. For n <= 80 uses interpolations from exact values, elsewhere uses asymptotic approximation.
The critical value for D (two-sided) for significance level 0.05 (or confidence level 95%).
Kjetil Halvorsen and Martin Maechler
Peter J. Bickel and Kjell A. Doksum (1977), Mathematical Statistics: Basic Ideas and Selected Topics. Holden Day. Section 9.6 and table IX.
Is used from ecdf.ksCI
.
KSd(90) KSd(1:9)# now works op <- par(mfrow=c(2,1)) plot(KSd, 10, 150)# nice abline(v = c(75,85), col = "gray") plot(KSd, 79, 81, n = 1001)# *very* tiny discontinuity at 80 par(op)
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