R/global.Kolmogorov.R

In lgeistlinger/safe: Significance Analysis of Function and Expression

global.Kolmogorov <-
function (C.mat, u, args.global)
{
    m2 <- length(u)
    size2 <- (rep(1, m2) %*% C.mat)[1, ]
    if (!args.global$one.sided) {
        return(function(u, C.mat2 = as.matrix(C.mat), m = m2,
            g.vec = size2) {
            G <- rep(1, m) %*% t(g.vec)
            ranked.Cmatrix <- C.mat2[order(-abs(u)), ] * sqrt((m -
                G)/G) - (1 - C.mat2[order(-abs(u)), ]) * sqrt(G/(m -
                G))
            return(apply(apply(ranked.Cmatrix, 2, cumsum), 2,
                max))
        })
    }
    else {
        return(function(u, C.mat2 = as.matrix(C.mat), m = m2,
            g.vec = size2) {
            G <- rep(1, m) %*% t(g.vec)
            ranked.Cmatrix <- C.mat2[order(-u), ] * sqrt((m -
                G)/G) - (1 - C.mat2[order(-u), ]) * sqrt(G/(m -
                G))
            return(apply(apply(ranked.Cmatrix, 2, cumsum), 2,
                max))
        })
    }
}