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2009 Jul 22
0
ks.test - The two-sample two-sided Kolmogorov-Smirnov test with ties (PR#13848)
...s in computing the empirical CDFs of the
two data sets. The trick is to consider all occurrences of a repeated data
point together, when determining whether a path exceeds the input statistic or
not. A FORTRAN implementation of this algorithm was published by Nikiforov
(http://www.ams.sunysb.edu/~nkfr/5PUBL.HTM), but it's not for the faint of
heart.
It would be straightforward to change psmirnov2x to include this logic, but I
found it easier simply to rewrite it (with comments this time!) as follows:
void
psmirnov2x(double *x, Sint *m, Sint *n, double *pool)
{
/* Inputs: *x is the value o...