An improved evaluation of kolmogorov's distribution

We propose a new algorithm for computing extreme probabilities of kolmogorov's goodness-of-fit measure,dn. this algorithm is an improved version of the method orig- inally proposed by wang,tsang,and marsaglia (2003) based on a result from durbin (1973). the new algorithm keeps the same numerical precision of the wang et al. (2003) method,but is more efficient: it features linear instead of quadratic space complexity and has better time complexity for a common range of input parameters of practical impor- tance. the proposed method is implemented in the r package kolmim,which also includes an improved routine to perform one-sample two-sided exact kolmogorov-smirnov tests. © 2015,journal of statistical software. all right reserved.