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add the license term
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bicycle1885 committed Jun 28, 2014
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32 changes: 32 additions & 0 deletions src/univariate/ksdist.jl
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# This program is a Julia port of KolmogorovSmirnovDist.c, which is
# distributed under the GNU GPL v3 license.
# The original code is available from http://simul.iro.umontreal.ca/ksdir/
#
# /********************************************************************
# *
# * File: KolmogorovSmirnovDist.c
# * Environment: ISO C99 or ANSI C89
# * Author: Richard Simard
# * Organization: DIRO, Université de Montréal
# * Date: 1 February 2012
# * Version 1.1
#
# * Copyright 1 march 2010 by Université de Montréal,
# Richard Simard and Pierre L'Ecuyer
# =====================================================================
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, version 3 of the License.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
# =====================================================================*/


# Distribution of the (two-sided) Kolmogorov-Smirnoff statistic
# D_n = \sup_x |\hat{F}_n(x) - F(x)|
# sqrt(n) D_n converges a.s. to the Kolmogorov distribution.
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