pro prob_ks, D, N_eff, probks ;+ ; NAME: ; PROB_KS ; PURPOSE: ; Return the significance of the Kolmogoroff-Smirnov statistic ; EXPLANATION: ; Returns the significance level of an observed value of the ; Kolmogorov-Smirnov statistic D for an effective number of data points ; N_eff. Called by KSONE and KSTWO ; ; CALLING SEQUENCE: ; prob_ks, D, N_eff, probks ; ; INPUT PARAMETERS: ; D - Kolmogorov statistic, floating scalar, always non-negative ; N_eff - Effective number of data points, scalar. For a 2 sided test ; this is given by (N1*N2)/(N1+N2) where N1 and N2 are the number ; of points in each data set. ; ; OUTPUT PARAMETERS: ; probks - floating scalar between 0 and 1 giving the significance level of ; the K-S statistic. Small values of PROB suggest that the ; distribution being tested are not the same ; ; REVISION HISTORY: ; Written W. Landsman August, 1992 ; Corrected typo (termbv for termbf) H. Ebeling/W.Landsman March 1996 ; Probably did not affect numeric result, but iteration went longer ; than necessary ; Converted to IDL V5.0 W. Landsman September 1997 ;- On_error,2 if N_params() LT 3 then begin print,'Syntax - prob_ks, D, N_eff, prob' print,' D - Komolgorov-Smirnov statistic, input' print,' N_eff - effective number of data points, input' print,' prob - Significance level of D, output' return endif eps1 = 0.001 ;Stop if current term less than EPS1 times previous term eps2 = 1.e-8 ;Stop if current term changes output by factor less than EPS2 en = sqrt( N_eff ) lambda = (en + 0.12 + 0.11/en)*D a2 = -2.*lambda^2 probks = 0. termbf = 0. sign = 1. for j = 1,100 do begin term = sign*2*exp(a2*j^2) probks = probks + term if ( abs(term) LE eps1*termbf ) or \$ ( abs(term) LE eps2*probks ) then return sign = -sign ;Series alternates in sign termbf = abs(term) endfor probks = 1. ;Sum did not converge after 100 iterations return end