Two-sample Two-diensional Kolmogorov-Smirnov Test 1.0

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kstest_2s_2d.m: function to do two-sample two-dimensional Kolmogorov-Smirnov testIt's similar to the MATLAB built-in funtion "kstest2" from Statistics Toolbox except that "kstest_2s_2d" deals with two-dimensional data.[H, pValue, KSstatistic] = kstest_2s_2d(x1, x2, alpha, tail);The function takes in 2-column inputs "x1" and "x2", where each column represents one dimension. The other options and the outputs are of the same meaning and format as "kstest2".Algorithm summary (Peak, 1983): consider the four quadrants (xY) in turn, and adopt the largest of the four differences between the two empirical cumulative distributions as the final KS statistic.test_kstest_2s_2d.m: test-bench of "kstest_2s_2d"Please feel free to contact me if you find any bugs in the code. Hope I understood and implemented the ideas in the references correctly...Author: Qiuyan Peng @ ECE/HKUSTDate: 11th May, 2011References:J. A. Peacock, "Two-dimensional goodness-of-fit testing in astronomy", Monthly Notices Royal Astronomy Society 202 (1983) 615-627.

Requirements: No special requirements

Platforms: Matlab

Keyword: Contact, Cumulative, Distributions, Empirical, Final, Statistic, Test Kstest, Testbench, Understood

Users rating: 0/10

License: Shareware

Size: 10 KB

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