Function to compute and plot Kolmogorov's 95% confidence band for the distribution function F(x). This code is adapted from the code by Kjetil Halvorsen found at: https://stat.ethz.ch/pipermail/r-help/2003-July/036643.html
Usage
ecdf.ks.CI(x, main = NULL, sub = NULL, xlab = deparse(substitute(x)), ...)
Value
The function returns a list with three elements:
lower
the values of the lower part of the confidence band
upper
the values of the upper part of the confidence band
D
the value of Kolmogorov's D statistic
Arguments
x
a vector of data of length n
main
the title of the plot. The default is ecdf(x) + 95% K.S.Bands
sub
subtitle, as used in the function plot()
xlab
the label for the x-axis of the plot. The default is x.