;+ ; NAME: ; KSTWO ; ; PURPOSE: ; Given an array data1, and an array data2, this routine returns ; the Kolmogorov-Smirnov statistic d, and the significance level ; prob for the null hypothesis that two given data sets are drawn ; from the same distribution. Small values of prob show that the ; cumulative distribution function of data1 is significantly ; different from that of data2. The arrays data1 and data2 are ; modified by being sorted into ascending order ; ; (Adapted from a routine of the same name in Numerical Recipes in C, ; Second edition). ; ; CATEGORY: ; Math. ; ; CALLING SEQUENCE: ; ; KSTWO, Data1, Data2, D, Prob ; ; INPUTS: ; Data1/2: First/second data array. ; ; OUTPUTS: ; ; Data1/2: Original Data1/2 array sorted into ascending order. ; ; D: K-S statistic. ; ; Prob: K-S significance level. ; ; MODIFICATION HISTORY: ; Written by: Han Wen, August 1996. ;- function PROBKS, Alam ; ; Kolmogorov-Smirnov probability function EPS1 = 0.001 EPS2 = 1.0e-8 fac = 2.0 sum =( termbf = 0.0 ) a2 = -2.0*alam^2 for j=1,100 do begin term = fac*EXP(double(a2)*j^2) sum = sum + term if (ABS(term) le EPS1*termbf) or \$ (ABS(term) le EPS2*sum) then return, sum fac = -fac ; Alternating signs in sum termbf = abs(term) endfor return, 1.0 end pro KSTWO, Data1, Data2, D, Prob ; n1 = N_ELEMENTS(Data1) n2 = N_ELEMENTS(Data2) j1 =( j2=1L ) fn1 =( fn2=0.0 ) Data1= Data1(SORT(Data1)) Data2= Data2(SORT(Data2)) en1 = float(n1) en2 = float(n2) D = 0.0 while (j1 le n1) and (j2 le n2) do begin ; If we are not done... d1 = float(data1(j1-1)) d2 = float(data2(j2-1)) if (d1 le d2) then begin ; Next step is in data1 fn1 = j1/en1 j1 = j1 + 1 endif if (d2 le d1) then begin ; Next step is in data2 fn2 = j2/en2 j2 = j2 + 1 endif dt = ABS(fn2-fn1) if (dt gt D) then D=dt endwhile en = SQRT(en1*en2/(en1+en2)) Prob = PROBKS((en+0.12+0.11/en)*d) ; Compute significance end