KSplot

KSplot(CIF, y, ploton)

KSPLOT Run a Kolmogorov-Smirnov test on the time-rescaled CIF and optionally plot the KS plot

Usage:

[ks, ksT] = KSplot(CIF, y, ploton)

Inputs:

CIF : 1xN double - conditional intensity function – required y : 1xN double - binary event train – required ploton : logical/double - if 1, draw the KS plot in the current axes – required

Outputs:

ks : double - KS statistic (max |model CDF - empirical CDF|) ksT : double - KS test result (0 = pass, 1 = reject the null)

Notes

Applies the time-rescaling theorem to a point process described by CIF and evaluates the rescaled ISIs against an exponential reference, with 95% Kolmogorov bands at 1.36/sqrt(N).

See also: kstest, ecdf

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