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