[Master Index] [Index for export/lyngby]

lyngby_ks_prob

(export/lyngby/lyngby_ks_prob.m)


Function Synopsis

P = lyngby_ks_prob(M, tol)

Help text

 lyngby_ks_prob       - Kolmogorov-Smirnov probability

       function P = lyngby_ks_prob(M, tol)

       Input: M     The Kolmogorov-Smirnov test value
              tol   (optional) {eps} precision required for 
                    the convergence. The default value is MATLAB's
                    eps. 
    
       This function computes the function that enters 
       into the calculation of the significance level in a 
       Kolmogorov-Smirnov test.

                      +oo
                     .-- [    k-1         2  2  ]
          Q  (x) = 2  >  [ (-1)   exp(-2.x .k ) ]
           KS        '-- [                      ]
                      k=1

       The probability is calculated from an infinite series. If a
       term in the series is lower than 'tol' the iteration will stop.
       The algorithm will maximal use 100 terms.
      
       The probability is close to one the algorithm will use many
       terms for the convergence. The user might want to lower the
       value of 'tol' to get a faster (though less precise)
       computation in the case where many data point have a
       probability close to one.

       Ref.: Numerical Recipes, 2nd ed. pp.623-628

       See also: lyngby_ks_test, lyngby_ks_main

Cross-Reference Information

This function calls
This function is called by

Produced by mat2html on Wed Jul 29 15:43:40 2009
Cross-Directory links are: OFF