[R] Kolmogorov-Smirnov test and the plot of max distance between two ecdf curves

[Rui Barradas]

Hello,

That's a very difficult question. See

Marsaglia, Tsang, Wang (2003)
http://www.jstatsoft.org/v08/i18/

Simard, L'Ecuyer (2011)
http://www.jstatsoft.org/v39/i11

R's ks functions are a port of Marsaglia et al. to the .C interface.

Rui Barradas

maxbre wrote
> 
> thanks rui
> 
> that's what I was looking for
> 
> I have another related question: 
> - why of the difference between the max distance D calculated with
> ks.test() and the max distance D  “manually” calculated as in (2)?
> 
> I guess it has something to do with the fact that KS is obtained with a
> maximisation that depends on the range of x values not necessarly
> coincident in the two different approaches
> 
> ...any thought about this?
> 
> maxbre
> 


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