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lyngby_ks_test

PURPOSE ^

lyngby_ks_test - Kolmogorov-Smirnov test of two arrays.

SYNOPSIS ^

function [p, d] = lyngby_ks_test(v1, v2, tol)

DESCRIPTION ^

 lyngby_ks_test       - Kolmogorov-Smirnov test of two arrays.

       function [p, d] = lyngby_ks_test(v1, v2, tol)

       Input:  V1, V2   The locations of the samples.

       Output: p   The probability of the KS statistics to be greater
                   than observed on V1 and V2,
               d   The observed KS statistics.

       The Kolmogorov-Smirnov gives the significance level of V1 and
       V2 being sampled from the same distribution.

       When PROB is close to 0, the samples are probably from
       different distributions.

       To test a sample V against a distribution, produce a *big* sample VS
       from this distribution, and test KTEST(V, VS).

       See also: lyngby_ks_prob, lyngby_ks_main

CROSS-REFERENCE INFORMATION ^

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