commons-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Mikkel Meyer Andersen <m...@mikl.dk>
Subject [MATH] MATH-437 Kolmogorov Smirnov Distribution
Date Fri, 18 Mar 2011 15:45:51 GMT
Hi,

I've now finished the first proposal of calculating two sided
probabilities in the KS distribution.

Please feel free to comment.

The method to calculate powers efficiently could need some attention,
but my previously raised MATH-435 (
https://issues.apache.org/jira/browse/MATH-435 ) haven't got any
attention, so now it's included as a private method although that
obviously isn't the way to do it.

Cheers, Mikkel.

2011/3/18 Mikkel Meyer Andersen (JIRA) <jira@apache.org>:
>
>     [ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
>
> Mikkel Meyer Andersen updated MATH-437:
> ---------------------------------------
>
>    Attachment: MATH437-with-test-take-1
>
> A proposal based on the method mainly by Marsaglia et al. optimised for extreme values
as described by Simard et al. This method delivers consistent results comparing to R on the
test cases tried.
>
>> Kolmogorov Smirnov Distribution
>> -------------------------------
>>
>>                 Key: MATH-437
>>                 URL: https://issues.apache.org/jira/browse/MATH-437
>>             Project: Commons Math
>>          Issue Type: New Feature
>>            Reporter: Mikkel Meyer Andersen
>>            Assignee: Mikkel Meyer Andersen
>>            Priority: Minor
>>             Fix For: 3.0
>>
>>         Attachments: MATH437-with-test-take-1
>>
>>   Original Estimate: 0.25h
>>  Remaining Estimate: 0.25h
>>
>> Kolmogorov-Smirnov test (see [1]) is used to test if one sample against a known probability
density functions or if two samples are from the same distribution. To evaluate the test statistic,
the Kolmogorov-Smirnov distribution is used. Quite good asymptotics exist for the one-sided
test, but it's more difficult for the two-sided test.
>> [1]: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
>
> --
> This message is automatically generated by JIRA.
> For more information on JIRA, see: http://www.atlassian.com/software/jira
>

---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org


Mime
View raw message