Displaying 1 result from an estimated 1 matches for "superror".
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superior
2006 Jul 04
1
problem getting R 2.3.1 svn r38481 to pass make check-all
...- F | > t) < 2 exp(-2nt^2)
> ##
> ## The 2 in front of exp() was derived by Massart. It is the best
possible
> ## constant valid uniformly in t,n,F. For large n*t^2 this agrees with
the
> ## large-sample approximation to the Kolmogorov-Smirnov statistic.
> ##
>
>
> superror <- function(rfoo,pfoo,sample.size,...) {
+ x <- rfoo(sample.size,...)
+ tx <- table(x)
+ xi <- as.numeric(names(tx))
+ f <- pfoo(xi,...)
+ fhat <- cumsum(tx)/sample.size
+ max(abs(fhat-f))
+ }
>
> pdkwbound <- function(n,t) 2*exp(-2*n*t*t)
>
&...