New group of built-in PSG functions
Functions from the group of Kolmogorov-Smirnov distance define the distance between distributions.
Kolmogorov-Smirnov Distance between Two Distributions (ksm_max);
Kolmogorov-Smirnov Distance from a Discrete Distribution to a Mixture of Normal Independent Distributions (ksm_max_ni);
CVaR Kolmogorov-Smirnov Distance between Two Distributions (ksm_CVaR);
CVaR Kolmogorov-Smirnov Distance from a Discrete Distribution to a Mixture of Normal Independent Distributions (ksm_cvar_ni);
Average Kolmogorov-Smirnov Distance between Two Distributions (ksm_avg).