How I campute a distance between a cumulative distribution and an empirical distribution in R?

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error in running a model in Abaqus

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error in modelling model in Abaqus

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MGL tools

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The procedure compute?

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David M Kaplan

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)