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  • Last update: 5 years ago
  • Total downloads: 74
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Qiuyan PENG
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scripts default iconTwo-sample Two-diensional Kolmogorov-Smirnov Test (Scripts) Publisher's description

kstest_2s_2d.m: function to do two-sample two-dimensional Kolmogorov-Smirnov test

kstest_2s_2d.m: function to do two-sample two-dimensional Kolmogorov-Smirnov test

It's similar to the MATLAB built-in funtion "kstest2" from Statistics Toolbox except that "kstest_2s_2d" deals with two-dimensional data.

[H, pValue, KSstatistic] = kstest_2s_2d(x1, x2, alpha, tail);

The function takes in 2-column inputs "x1" and "x2", where each column represents one dimension. The other options and the outputs are of the same meaning and format as "kstest2".

Algorithm summary (Peak, 1983): consider the four quadrants (x<X,y<Y), (x<X,y>Y), (x>X,y<Y) and (x>X,y>Y) in turn, and adopt the largest of the four differences between the two empirical cumulative distributions as the final KS statistic.

test_kstest_2s_2d.m: test-bench of "kstest_2s_2d"

Please feel free to contact me if you find any bugs in the code. Hope I understood and implemented the ideas in the references correctly...

Author: Qiuyan Peng @ ECE/HKUST
Date: 11th May, 2011

J. A. Peacock, "Two-dimensional goodness-of-fit testing in astronomy", Monthly Notices Royal Astronomy Society 202 (1983) 615-627.

System Requirements:

MATLAB 7.11 (2010b)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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