Kolmogorov - Smirnov test of the goodness-of-fit

Version 1.0.1 (2.13 KB) by Maria M.
Estimates p-value for the goodness of a given fit using Kolmogorov - Smirnov statistics.
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Updated 11 Jul 2020

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KSGOF estimates p-value for the goodness of a given fit using Kolmogorov - Smirnov statistics.

The goodness-of-fit can be estimated for five statistical distributions: the power law, power law with exponential cutoff, exponential, stretched exponential, and log-normal.

The empirical dataset should be provided in the binned form, i.e as two vectors containing bin edges and corresponding bin counts. The algorithm is insensitive to the binning scheme.

KSGOF is inspired by http://tuvalu.santafe.edu/~aaronc/powerlaws/bins/bplpva.m and requires best fit parameter estimates, which can be calculated using the scripts provided at http://tuvalu.santafe.edu/~aaronc/powerlaws/bins/

Cite As

Maria Mukhina. (2020). Kolmogorov - Smirnov test of the goodness-of-fit (https://www.mathworks.com/matlabcentral/fileexchange/78038-kolmogorov-smirnov-test-of-the-goodness-of-fit), MATLAB Central File Exchange. Retrieved July 11, 2020.

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.1

Citation link is corrected

1.0.0