Thanks Dr Wicklin, This is really helpful. However if in the code above, x is a nxm matrix, y is a px1 vector, where n≠m≠p The value n,m and p can change each time I run the code. Now if I have to get the P value of the KS test for each column of matrix x by the column vector y, how do you suggest I modify this code above in IML. Thanks
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