# another R new trick [new for me!]

**Xi'an's Og » R**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

**W**hile working with Andrew and a student from Dauphine on importance sampling, we wanted to assess the distribution of the resulting sample via the Kolmogorov-Smirnov measure

where F is the target. This distance (times √n) has an asymptotic distribution that does not depend on n, called the Kolmogorov distribution. After searching for a little while, we could not figure where this distribution was available in R. It had to, since ks.test was returning a p-value. Hopefully correct! So I looked into the ks.test function, which happens not to be entirely programmed in C, and found the line

PVAL <- 1 - if (alternative == "two.sided") .Call(C_pKolmogorov2x, STATISTIC, n)

which means that the Kolmogorov distribution is coded as a C function C_pKolmogorov2x in R. However, I could not call the function myself.

> .Call(C_pKolmogorov2x,.3,4) Error: object 'C_pKolmogorov2x' not found

Hence, as I did not want to recode this distribution cdf, I posted the question on stackoverflow (long time no see!) and got a reply almost immediately as to use the package kolmim. Followed by the extra comment from the same person that calling the C code only required to add the path to its name, as in

> .Call(stats:::C_pKolmogorov2x,STAT=.3,n=4) [1] 0.2292

Filed under: Books, Kids, R, Statistics, University life Tagged: C code, importance sampling, Introducing Monte Carlo Methods with R, kolmim, Kolmogorov-Smirnov distance, R, stackoverflow, Université Paris Dauphine

**leave a comment**for the author, please follow the link and comment on their blog:

**Xi'an's Og » R**.

R-bloggers.com offers

**daily e-mail updates**about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.