summaryrefslogtreecommitdiffstats
path: root/database/KolmogorovSmirnovDist.h
diff options
context:
space:
mode:
Diffstat (limited to 'database/KolmogorovSmirnovDist.h')
-rw-r--r--database/KolmogorovSmirnovDist.h91
1 files changed, 0 insertions, 91 deletions
diff --git a/database/KolmogorovSmirnovDist.h b/database/KolmogorovSmirnovDist.h
deleted file mode 100644
index cf455042a..000000000
--- a/database/KolmogorovSmirnovDist.h
+++ /dev/null
@@ -1,91 +0,0 @@
-// SPDX-License-Identifier: GPL-3.0
-
-#ifndef KOLMOGOROVSMIRNOVDIST_H
-#define KOLMOGOROVSMIRNOVDIST_H
-
-#ifdef __cplusplus
-extern "C" {
-#endif
-
-
-/********************************************************************
- *
- * File: KolmogorovSmirnovDist.h
- * Environment: ISO C99 or ANSI C89
- * Author: Richard Simard
- * Organization: DIRO, Université de Montréal
- * Date: 1 February 2012
- * Version 1.1
- *
- * Copyright March 2010 by Université de Montréal,
- Richard Simard and Pierre L'Ecuyer
- =====================================================================
-
- This program is free software: you can redistribute it and/or modify
- it under the terms of the GNU General Public License as published by
- the Free Software Foundation, version 3 of the License.
-
- This program is distributed in the hope that it will be useful,
- but WITHOUT ANY WARRANTY; without even the implied warranty of
- MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- GNU General Public License for more details.
-
- You should have received a copy of the GNU General Public License
- along with this program. If not, see <http://www.gnu.org/licenses/>.
-
- =====================================================================*/
-/*
- *
- * The Kolmogorov-Smirnov test statistic D_n is defined by
- *
- * D_n = sup_x |F(x) - S_n(x)|
- *
- * where n is the sample size, F(x) is a completely specified theoretical
- * distribution, and S_n(x) is an empirical distribution function.
- *
- *
- * The function
- *
- * double KScdf (int n, double x);
- *
- * computes the cumulative probability P[D_n <= x] of the 2-sided 1-sample
- * Kolmogorov-Smirnov distribution with sample size n at x.
- * It returns at least 13 decimal digits of precision for n <= 500,
- * at least 7 decimal digits of precision for 500 < n <= 100000,
- * and a few correct decimal digits for n > 100000.
- *
- */
-
-double KScdf (int n, double x);
-
-
-/*
- * The function
- *
- * double KSfbar (int n, double x);
- *
- * computes the complementary cumulative probability P[D_n >= x] of the
- * 2-sided 1-sample Kolmogorov-Smirnov distribution with sample size n at x.
- * It returns at least 10 decimal digits of precision for n <= 500,
- * at least 6 decimal digits of precision for 500 < n <= 200000,
- * and a few correct decimal digits for n > 200000.
- *
- */
-
-double KSfbar (int n, double x);
-
-
-/*
- * NOTE:
- * The ISO C99 function log1p of the standard math library does not exist in
- * ANSI C89. Here, it is programmed explicitly in KolmogorovSmirnovDist.c.
-
- * For ANSI C89 compilers, change the preprocessor condition to make it
- * available.
- */
-
-#ifdef __cplusplus
-}
-#endif
-
-#endif