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KSTest — Kolmogorov-Smirnov Test Statistic with High Precision
The KSTest package is, basically, a C++ adaptation and autotools repackaging of the code that accompanies the article Computing the Two-Sided Kolmogorov-Smirnov Distribution by Richard Simard and Pierre L'Ecuyer in the Journal of Statistical Software,
vol 39, issue 11, pp 1-18 (2011). It calculates, with high precision,
the cumulative probability and the exceedance (complementary cumulative
probability) of the Kolmogorov-Smirnov test statistic. Further
information about this code is provided in the package README file.
Download KSTest
Contact: Igor Volobouev
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