Explicit formula for kstest p value

I want to use the KS test in an optimisation problem and I don't think the default logical output from kstest will do since it's only ever 0 or 1 – not good for an optimisation problem. What command do I use to only get the pvalue so I can use it in my objective function?
Thanks.

4 件のコメント

Jeff Miller
Jeff Miller 2023 年 3 月 28 日
Why can't you use this in your objective function?
[~,p] = kstest(___)
Christopher
Christopher 2023 年 3 月 28 日
Can the objective function have a = sign in it? Also, ideally I want the product of several pvalues from separate tests.
Jeff Miller
Jeff Miller 2023 年 3 月 28 日
Unless you insist on an anonymous function as the objective, then I think your objective function can do anything you want, e.g.
function prod3 = myobjective(xin)
[~,p1] = kstest(___);
[~,p2] = kstest(___);
[~,p3] = kstest(___);
prod3 = p1*p2*p3;
% or whatever
end
Christopher
Christopher 2023 年 3 月 28 日
編集済み: Christopher 2023 年 3 月 28 日
That's great! Thank you very much for your help.

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2023 年 3 月 27 日

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