/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var binomcoefln = require( '@stdlib/math/base/special/binomcoefln' ); var floor = require( '@stdlib/math/base/special/floor' ); var exp = require( '@stdlib/math/base/special/exp' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Evaluates the CDF for the one-sided test statistics, i.e., the maximum by which the empirical CDF exceeds / is less than the hypothesized CDF. * * @private * @param {number} d - the argument of the CDF of D_n^+ / D_n^- * @param {PositiveInteger} n - number of variates * @returns {number} evaluated CDF, i.e., P( D_n^+ < d ) */ function pKolmogorov1( d, n ) { var len; var out; var tmp; var i; if ( d <= 0.0 ) { return 0.0; } if ( d >= 1.0 ) { return 1.0; } len = floor( n * (1.0-d) ) + 1; out = 0.0; for ( i = 0; i < len; i++ ) { tmp = binomcoefln( n, i ); tmp += ( n - i ) * ln( 1.0 - d - (i/n) ); tmp += ( i - 1.0 ) * ln( d + (i/n) ); out += exp( tmp ); } return 1.0 - (d * out); } // EXPORTS // module.exports = pKolmogorov1;