If the ecdf is to be read as y=Pr(xx_i), for each x_i , well at which x_i
does D occur?
The definition is Pr(x = x_i), but that doesn't matter much here.
You know the maximum occurs at one of the points in union(x, y) so
you can find it by comparing the ecdf's at each of those points:
f - function(x, y) {
xy - union(x, y)
d - abs(ecdf(x)(xy) - ecdf(y)(xy))
xy[ d == max(d) ]
}
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf
Of sitterlyb
Sent: Monday, September 30, 2013 10:39 AM
To: r-help@r-project.org
Subject: [R] ks.test or other Kolmogorov-Smirnov code
Can any of the tools available provide where the supremum happens?
So classically D = sup|F1 - F2| or something to that affect, and then we use
D to figure out significance.
If the ecdf is to be read as y=Pr(xx_i), for each x_i , well at which x_i
does D occur?
Sorry for the repetition just trying to give all the context of what I'm
asking.
Thanks in advance.
--
View this message in context: http://r.789695.n4.nabble.com/ks-test-or-other-
Kolmogorov-Smirnov-code-tp4677290.html
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