I need to compute distance between a cumulative distribution function and an empirical distribution function in R using Kolmogorov-Smirnov distance.
Can anyone he me how to do that?
Thank you in advance
Interesting
You can look at the "statistic" return value from built-in R function ks.test(). Example comparing empirical DF for x to standard normal CDF:
> set.seed(112358); x plot(ecdf(x)); plot(pnorm, add=T, xlim=c(-5,5))
Visually, we can see the vertical distance is biggest "at" the smallest observation, and indeed this matches the reported KS distance:
> pnorm(min(x)) - 0
[1] 0.3187551
> pnorm(min(x)) - ecdf(x)(min(x)-.Machine$double.eps)
Hi dear friend
I read your question
You can calculate Euclid's relation
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