[R] calculation of the p value in ks.test()
Uwe Ligges
ligges at statistik.uni-dortmund.de
Wed Sep 17 08:58:39 CEST 2003
Rajarshi Guha wrote:
> Hi,
> I'm working with the ks.test() function and I have also implemented
> the test using Conover as the reference. My D value matches that
> produced by R. However to calculate the p value I am using the code
> described in Numerical Recipes in C++ (2nd Ed.) pg 631.
>
> The p value produced by the NRC code is generally larger than that
> produced by R by a factor of 10. Currently I am not in a position to
> download the R source and look at it - lack of space :(
Cannot believe: Lack of *_space_*???
> has anybody used the NRC code? The text mentions that it calculates the
> sum
>
> Q(L) = 2 \sum^{-\infty}_{j=1} (-1)^(j-1) \exp^{-2 j^2 L^2}
>
> and the value of L is given by
>
> [ sqrt(n) + 0.12 + 0.11 / sqrt(n) ] * D
>
> where n = n1*n2/(n1+n2) .. n1, n2 are lengths of the vectors
> and D is the calculated statistic.
>
> Is this the same definition as used in R?
No. Since you have a working copy of R (obviously a binary version?),
you only need the file ks.c. If that 3kB file won't flood your harddisk,
I'll send it in a private message.
Uwe Ligges
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