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SSJ V. 2.6. |
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java.lang.Objectumontreal.iro.lecuyer.gof.FDist
public class FDist
This class provides methods to compute (or approximate) the distribution functions of special types of goodness-of-fit test statistics.
| Method Summary | |
|---|---|
static double |
kolmogorovSmirnovPlusJumpOne(int N,
double a,
double x)
Similar to KolmogorovSmirnovPlusDist
but for the case where the distribution function F has a jump of size
a at a given point x0, is zero at the left of x0,
and is continuous at the right of x0. |
static double |
scan(int N,
double d,
int m)
Returns F(m), the distribution function of the scan statistic with parameters N and d, evaluated at m. |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Method Detail |
|---|
public static double kolmogorovSmirnovPlusJumpOne(int N,
double a,
double x)
KolmogorovSmirnovPlusDist
but for the case where the distribution function F has a jump of size
a at a given point x0, is zero at the left of x0,
and is continuous at the right of x0.
Restriction: 0 < a < 1.
N - sample sizea - size of the jumpx - positive or negative Kolmogorov-Smirnov statistic
public static double scan(int N,
double d,
int m)
scan,
which computes its complementary distribution
bar(F)(m) = 1 - F(m - 1).
N - sample size ( >= 2)d - length of the test interval (∈(0, 1))m - scan statistic
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SSJ V. 2.6. |
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