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C++ API

: kolmogorov_smirnov_cdf (x, tol)

Return the cumulative distribution function (CDF) at x of the Kolmogorov-Smirnov distribution.

This is defined as

         Inf
Q(x) =   SUM    (-1)^k exp (-2 k^2 x^2)
       k = -Inf

for x > 0.

The optional parameter tol specifies the precision up to which the series should be evaluated; the default is tol = eps.

Package: octave