kolmogorovSmirnovInterquartileError

Compute an interquartile Kolmogorov-Smirnov fit statistic.

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Declaration

 totalError = kolmogorovSmirnovInterquartileError(self,epsilon)

Parameters

• epsilon sample values to compare against the distribution

Returns

• totalError interquartile Kolmogorov-Smirnov discrepancy statistic

Discussion

This method evaluates the empirical-versus-theoretical CDF mismatch on the middle half of the sorted sample and returns the scaled interquartile KS discrepancy.