[AIT logo]

Institut für Astronomie und Astrophysik

Abteilung Astronomie

Sand 1, D-72076 Tübingen, Germany
[Uni logo]


KSONE Source code in ksone.pro

KSONE

Name
       KSONE
Purpose
       Compute the one-sided Kolmogorov-Smirnov statistic
Explanation
       Returns the Kolmogorov-Smirnov statistic and associated probability for
       for an array of data values and a user-supplied cumulative distribution
       function (CDF) of a single variable.   Algorithm from the procedure of
       the same name in "Numerical Recipes" by Press et al. 2nd edition (1992)
Calling Sequence
       ksone, data, func_name, D, prob, [ /PLOT ]
Input Parameters
       data -  vector of data values, must contain at least 4 elements for the
               K-S statistic to be meaningful
       func_name - scalar string giving the name of the cumulative distribution
               function.    The function must be defined to accept the data
               vector as its only input (see example), though keywords may be
               passed via the _EXTRA facility.
Output Parameters
       D - floating scalar giving the Kolmogorov-Smirnov statistic.   It
               specified the maximum deviation between the cumulative
               distribution of the data and the supplied function
       prob - floating scalar between 0 and 1 giving the significance level of
               the K-S statistic.   Small values of PROB show that the
               cumulative distribution function of DATA is significantly
               different from FUNC_NAME.
Keyword Parameters
       PLOT - If this keyword is set and non-zero, then KSONE will display a
               plot of the CDF of the data with the supplied function
               superposed.   The data value where the K-S statistic is
               computed (i.e. at the maximum difference between the data CDF
               and the function) is indicated by a vertical line.
               KSONE accepts the _EXTRA keyword, so that most plot keywords
               (e.g. TITLE, XTITLE, XSTYLE) can also be passed to KSONE.
Example
       Determine if a vector created by the RANDOMN function is really
       consistent with a Gaussian distribution with unit variance.
       The CDF of a Gaussian is the error function except that a factor
       of 2 is included in the error function.   So we must create a special
       function:
       function gauss_cdf, x
       return, errorf( x/sqrt(2) )
       end
       IDL> data = randomn(seed, 50)          ;create data array to be tested
       IDL> ksone, abs(data), 'gauss_cdf', D, prob, /PLOT     ;Use K-S test
       PROB gives the probability that the null hypothesis (DATA came from a
       Gaussian distribution with unit variance) is correct.
Note
       The code for PROB_KS is from the 2nd (1992) edition of Numerical
       Recipes which includes a more accurate computation of the K-S
       significance for small values of N than the first edition.
Procedures Used
       procedure PROB_KS - computes significance of K-S distribution
Revision History
       Written     W. Landsman                   August, 1992
       Accept _EXTRA keywords   W. Landsman      September, 1995
       Fixed possible bug in plot display showing position maximum difference
       in histogram   M. Fardal/ W. Landsman      March, 1997
       Converted to IDL V5.0   W. Landsman   September 1997
       Documentation updates   W. Landsman   June 2003
       Pass _EXTRA to func_name  M. Fitzgerald    April, 2005

Last modified by pro2html on 2005 April 27 at 03:11 UTC

[Home Page] [Software, Documentation] [IDL Documentation] [Quick Reference] [Feedback]

Jörn Wilms (wilms@astro.uni-tuebingen.de)
Updated automatically