README file:  Confidence bands for a distribution function 
              based on the Berk - Jones and reversed Berk - Jones
              statistics

1.  These C-programs were developed by Leah Jager starting from 
    C-programs written by Art Owen at Stanford.  They implement
    the confidence bands discussed in the (forthcoming) paper: 
    
       Jager, L. and Wellner, J. A. (2004). 
       A new goodness of fit test:  the reversed Berk-Jones statistic.
       Technical Report No. xxx, Department of Statistics, University 
       of Washington.

    We are very grateful to Art Owen for sharing his C-programs
    with us.  We have modified his programs in several respects 
    so that the resulting bands have accurate / correct coverage 
    probabilities.  We take full responsibility for any errors resulting
    from the changes made.

2.  Steps for producing plots of the empirical distribution function and 
    (1-alpha)% confidence bands for the edf:

   (1)  Put data in a file "data.dat" separated by spaces.  Format should be:

	d1 d2 d3 d4 d5 d6 d7 d8 d9 d10 d11 d12 d13 d14 d15 d16 d17 d18 d19 
	d20 d21 d22 ...

   (2)  Open either "bj.c" (for bands based on the Berk-Jones statistic) or 
	"reversed.c" (for bands based on the reversed Berk-Jones statistic) 
	and insert proper values for N, outputFileName, and ALPHA in lines 
	50-52.
		
	N is the number of data points  (must be 2 <= N <= 1000 for bj.c)
					(must be 3 <= N <= 1000 for reversed.c)
	outputFileName is the file where you want the confidence bands written
	ALPHA is your confidence level  (must be 1e-8 <= ALPHA < 1)

   (3)  Compile and run "reversed.c" or "bj.c":  
              gcc -lm bj.c -o bj
              bj .

   (4)  In R or Splus, run the script in "plot.txt".  This can be done by 
	typing source("plot.txt").  In this file, you will have to designate 
	the pathways to the files containing the data and the confidence bands.

   (5)  The confidence bands corresponding to either 
        the Berk-Jones statistic (Owen) or the reversed Berk-Jones
        statistic (Jager and Wellner) should appear!

Written by Leah Jager and Jon Wellner,  January 2004.