KOLMOGOROV_SMIRNOV computes the two-sample Kolmogorov-Smirnov test for
each pair columns. If data size does not match, the data can be
filled up with not-a-number (NaN).
Usage:
[D,ks,pval,df] = kolmogorov_smirnov(x,y);
[...] = kolmogorov_smirnov(X);
[...] = kolmogorov_smirnov(..,'Tail',tail);
Input:
x,y input vectors for comparison
X data matrix, each column represents a sample distribution
in case, the number of samples do not match, the matrix can
can be filled up with not-a-number (NaN) values.
tail: 'unequal' (default), 'larger', 'smaller'
Output:
D maximum absolute difference between sample data
D(k,l) is the m.a.d. from X(:,k) and X(:,l)
df is the degree-of freedom
df(k,l) = n(k)*n(l)/(n(k)+n(l)) with n samples of corresponding
column X.
pval p-value, it's also a matrix where
pval(k,l) is the p-value from column k and l.
NOTE: For M data sets (M-columns of X), there are M*(M-1)/2 tests,
you might want to consider some correction for multiple
comparision.
see also:
kstest2, statistic/kolmogorov_smirnov_test_2
Package: nan