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jfbercher / jfb_kstest.py
Last active August 29, 2015 14:16
Implementation of Kolmogorov-Smirnov test (with selectable level $\alpha$) , returns decision, p-values, verbose mode
# Last update: october 19, 2014
## Kolmogorov-Smirnov test
# Author: JF Bercher
# This work is licensed under CreativeCommons Attribution-ShareAlike license
# http://creativecommons.org/licenses/by-sa/4.0/
from pylab import *
import numpy as np
def ecdf(v_data):