/* Kolmogorov-Smirnov test modified for normality */
/* This program is a GAUSS version of Fortran code by Paul Johnson. */
new; cls;
x=rndn(100,1);
call KStest(x);



proc KStest(x);
   local n,fx,z,d1,t,d2,dmax,KS;
   if ismiss(x);
      errorlog "Warning: missing data found.";
      x=packr(x);
   endif;
   n=rows(x);
   x=(x-meanc(x))/stdc(x);
   fx=cdfn(x);
   z=seqa(1,1,n)/n-fx;
   z=sortc(z,1);
   d1=z[n];
   t=fx-(seqa(1,1,n)-1)/n;
   t=sortc(t,1);
   d2=t[n];
   dmax=maxc(d1|d2);
   KS=dmax*(sqrt(n)+(0.85/sqrt(n))-0.01);
   print "stat=" KS;
   retp(KS);
endp;