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// 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
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