These functions perform a goodness-of-fit test of a Poisson point
  process model fitted to point pattern data. The observed distribution
  of the values of a spatial covariate at the data points,
  and the predicted distribution of the same values under the model,
  are compared using the Kolmogorov-Smirnov test.   The function kstest is generic, with methods for
  point patterns ("ppp") and point process models ("ppm").
  
- IfXis a point pattern dataset (object of class"ppp"), thenkstest(X, ...)performs a goodness-of-fit test of the
    uniform Poisson point process (Complete Spatial Randomness, CSR)
    for this dataset.
    For a multitype point pattern, the uniform intensity
    is assumed to depend on the type of point (sometimes called
    Complete Spatial Randomness and Independence, CSRI).
- Ifmodelis a fitted point process model
    (object of class"ppm") thenkstest(model, ...)performs
    a test of goodness-of-fit for this fitted model. In this case,modelshould be a Poisson point process.
The test is performed by comparing the observed distribution
  of the values of a spatial covariate at the data points,
  and the predicted distribution of the same covariate under the model,
  using the classical Kolmogorov-Smirnov test. Thus, you must nominate
  a spatial covariate for this test.
  
  IfX is a point pattern that does not have marks,
  the argument covariate should be either a function(x,y)
  or a pixel image (object of class "im" containing the values
  of a spatial function, or one of the characters "x" or
  "y" indicating the Cartesian coordinates.
  If covariate is an image, it should have numeric values,
  and its domain should cover the observation window of the
  model. If covariate is a function, it should expect
  two arguments x and y which are vectors of coordinates,
  and it should return a numeric vector of the same length
  as x and y.
  
  If X is a multitype point pattern, the argument covariate
  can be either a function(x,y,marks),
  or a pixel image, or a list of pixel images corresponding to
  each possible mark value, or one of the characters "x" or
  "y" indicating the Cartesian coordinates. 
  
  First the original data point pattern is extracted from model.
  The values of the covariate at these data points are
  collected.   The predicted distribution of the values of the covariate
  under the fitted model is computed as follows.
  The values of the covariate at all locations in the
  observation window are evaluated,
  weighted according to the point process intensity of the fitted model,
  and compiled into a cumulative distribution function $F$ using
  ewcdf.
  The probability integral transformation is then applied:
  the values of the covariate at the original data points
  are transformed by the predicted cumulative distribution function
  $F$ into numbers between 0 and 1. If the model is correct,
  these numbers are i.i.d. uniform random numbers. The
  Kolmogorov-Smirnov test of uniformity is applied using
  ks.test.
  This test was apparently first described (in the context of
  spatial data) by Berman (1986). See also Baddeley et al (2005).
  The return value is an object of class "htest" containing the
  results of the hypothesis test. The print method for this class
  gives an informative summary of the test outcome.
  The return value also belongs to the class "kstest"
  for which there is a plot method plot.kstest.
  The plot method displays the empirical cumulative distribution
  function of the covariate at the data points, and the predicted
  cumulative distribution function of the covariate under the model,
  plotted against the value of the covariate.
  The argument jitter controls whether covariate values are
  randomly perturbed, in order to avoid ties.
  If the original data contains any ties in the covariate (i.e. points
  with equal values of the covariate), and if jitter=FALSE, then 
  the Kolmogorov-Smirnov test implemented in ks.test
  will issue a warning that it cannot calculate the exact $p$-value.
  To avoid this, if jitter=TRUE each value of the covariate will
  be perturbed by adding a small random value. The perturbations are
  normally distributed with standard deviation equal to one hundredth of
  the range of values of the covariate. This prevents ties, 
  and the $p$-value is still correct. There is
  a very slight loss of power.