I'm trying to apply the Kolmogorov-Smirnov test for goodness-of-fit to a dataset. I have a large set of values, and would like to know whether it fits a Poisson distribution with given $\lambda$.
As I am using Java to generate the dataset, I have found a Java class which is supposed to calculate what I want - it's called jsc.goodnessfit.KolmogorovTest.
There are three methods,
approxUpperTailProb(int n,double D),
exactUpperTailProb(int n,double D), and
Did I understand correctly that
approxUpperTailProb() calculates the approximate probability that my data fits the given distribution?
Also, the value
n is the size of the sample set, but what is
D? It's described as "the Kolmogorov-Smirnov statistic; must not be $< 0$ or $> 1$."
As far as I understand, it's the maximum distance of any point from my dataset to the corresponding point in the distribution I am comparing with. However, as I am comparing to a general Poisson distribution, I don't know how to calculate
Finally, what is
getSP()? The documentation states that it "Returns the value of the significance probability." What does that mean?
Any help on this would be much appreciated!