KSTWO

       Return the two-sided Kolmogorov-Smirnov statistic

       Returns the Kolmogorov-Smirnov statistic and associated probability
       that two arrays of data values are drawn from the same distribution
       Algorithm taken from procedure of the same name in "Numerical
       Recipes" by Press et al., 2nd edition (1992), Chapter 14

       kstwo, data1, data2, D, prob

       data1 -  vector of data values, at least 4 data values must be included
               for the K-S statistic to be meaningful
       data2 -  second set of data values, does not need to have the same
               number of elements as data1

       D - floating scalar giving the Kolmogorov-Smirnov statistic.   It
               specifies 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 DATA1 is significantly
               different from DATA2

       Test whether two vectors created by the RANDOMN function likely came
       from the same distribution
       IDL> data1 = randomn(seed,40)        ;Create data vectors to be
       IDL> data2 = randomn(seed,70)        ;compared
       IDL> kstwo, data1, data2, D, prob   & print,D,prob

       procedure PROB_KS - computes significance of K-S distribution

       Written     W. Landsman                August, 1992
       FP computation of N_eff      H. Ebeling/W. Landsman  March 1996
       Converted to IDL V5.0   W. Landsman   September 1997
       Fix for arrays containing equal values J. Ballet/W. Landsman Oct. 2001

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