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Shifted kolmogorov-smirnov statistic. Calculate KS distance between Y0 and Y1 shifted by sample tau.
SKS.stat(Y, Z)
The value of the test.
Observed outcome vector
Treatment assigment vector
KS.stat, SKS.stat.cov
detect_idiosyncratic
df <- make.randomized.dat( 1000, gamma.vec=c(1,1,1,2), beta.vec=c(-1,-1,1,0) ) SKS.stat(df$Yobs, df$Z)
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