Explicit formula for kstest p value

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Christopher
Christopher on 27 Mar 2023
Edited: Christopher on 28 Mar 2023
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 Comments
Jeff Miller
Jeff Miller on 28 Mar 2023
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 on 28 Mar 2023
Edited: Christopher on 28 Mar 2023
That's great! Thank you very much for your help.

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