pro kuiperone, data, func_name, d, prob, PLOT = plot, WINDOW=window, $ _EXTRA = extra ;+ ; NAME: ; KUIPERONE ; PURPOSE: ; Compute the one-sided Kuiper statistic (invariant Kolmogorov-Smirnov) ; EXPLANATION: ; Returns the Kuiper statistic and associated probability ; for an array of data values and a user-supplied cumulative distribution ; function (CDF) of a single variable. Algorithm adapted from KSONE ; in "Numerical Recipes" by Press et al. 2nd edition (1992) ; ; Kuiper's test is especially useful for data defined on a circle or ; to search for periodicity (see Paltani 2004, A&A, 420, 789). ; CALLING SEQUENCE: ; kuiperone, data, func_name, D, prob, [ /PLOT ] ; ; INPUT PARAMETERS: ; data - vector of data values, must contain at least 4 elements for the ; Kuiper statistic to be meaningful ; func_name - scalar string giving the name of the cumulative distribution ; function. The function must be defined to accept the data ; vector as its only input (see example). ; ; OUTPUT PARAMETERS: ; D - floating scalar giving the Kuiper statistic. It ; specifies the sum of positive and negative deviations between the ; cumulative distribution of the data and the supplied function ; prob - floating scalar between 0 and 1 giving the significance level of ; the Kuiper statistic. Small values of PROB show that the ; cumulative distribution function of DATA is significantly ; different from FUNC_NAME. ; ; OPTIONAL INPUT KEYWORD: ; /PLOT - If this keyword is set and non-zero, then KUIPERONE will display a ; plot of the CDF of the data with the supplied function ; superposed. The data values where the Kuiper statistic is ; computed (i.e. at the maximum difference between the data CDF ; and the function) are indicated by vertical dashed lines. ; KUIPERONE accepts the _EXTRA keyword, so that most plot keywords ; (e.g. TITLE, XTITLE, XSTYLE) can also be passed to KUIPERONE. ; ; EXAMPLE: ; Determine if a vector created by the RANDOMN function is really ; consistent with a Gaussian distribution. ; The CDF of a Gaussian is the error function except that a factor ; of 2 is included in the error function. So we must create a special ; function: ; ; function gauss_cdf, x ; return, errorf( x/sqrt(2) ) ; end ; ; IDL> data = randomn(seed, 50) ;create data array to be tested ; IDL> kuiperone, data, 'gauss_pdf', D, prob, /PLOT ;Use Kuiper test ; ; A small value of PROB indicates that the cumulative distribution of ; DATA is significantly different from a Gaussian ; ; NOTES: ; Note that the 2nd (1992) edition of Numerical Recipes includes ; a more accurate computation of the K-S significance for small ; values of N. ; ; PROCEDURE CALLS ; procedure PROB_KUIPER - computes significance of Kuiper distribution ; ; REVISION HISTORY: ; Written W. Landsman August, 1992 ; Accept _EXTRA keywords W. Landsman September, 1995 ; Fixed possible bug in plot display showing position maximum difference ; in histogram M. Fardal/ W. Landsman March, 1997 ; Adapted from KSONE J. Ballet July 2003 ; Use Coyote graphics W. Landsman Feb 2011 ;- On_error, 2 compile_opt idl2 if ( N_params() LT 3 ) then begin print,'Syntax - kuiperone, data, func_name, D, [prob ,/PLOT]' return endif N = N_elements( data ) if N LT 3 then message, $ 'ERROR - Input data values (first param) must contain at least 3 values' sortdata = data[ sort( data ) ] f0 = findgen(N)/ N fn = ( findgen( N ) +1. ) / N ff = call_function( func_name, sortdata ) ; Maximum distance above the reference D1 = max( fn-ff, subn ) ; Maximum distance below the reference D2 = max( ff-f0, sub0 ) D = D1 + D2 if keyword_set(plot) || keyword_set(WINDOW) then begin ; Prepare the step function xx = REBIN(sortdata,2*N,/SAMPLE) yy = REBIN(f0,2*N,/SAMPLE) yy = [yy[1:*],1.] cgplot, xx,yy,_EXTRA = extra, WINDOW=window cgplots, [sortdata[sub0], sortdata[sub0]], [0,ff[sub0]], linestyle=2, $ WINDOW=window cgplots, [sortdata[subn], sortdata[subn]], [ff[subn],1], linestyle=2, $ WINDOW=window ; Plot the expected cumulative distribution n2 = n > 100 x2 = FINDGEN(n2+1)*(!X.CRANGE[1]-!X.CRANGE[0])/n2 + !X.CRANGE[0] y2 = call_function( func_name, x2 ) cgplot,/over, x2,y2,lines=1,thick=2, WINDOW=window endif prob_kuiper, D, N, prob ;Compute significance of Kuiper statistic return end