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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-437) Kolmogorov Smirnov Distribution
Date Sun, 20 Mar 2011 18:48:29 GMT

    [ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13008936#comment-13008936
] 

Phil Steitz commented on MATH-437:
----------------------------------

+1 to commit as is, adding some algorithm notes to the class javadoc and the MATH-435 power
impl.  I am ambivalent on whether or not to "fix" the error in Marsaglia's code that is apparently
included in R.  Having the verification tests is good, though, so I would leave as is in the
patch, since the Marsaglia C impl can be seen as a reference in this case.  I can see the
other side of the argument here, though and would be fine with just going with the fixed code,
suitably documented.  What do others think about this?

It looks like you forgot to add the references to the class javadoc for the impl class.

Per comment on MATH-435, I think we should add the matrix power impl there and use it here.

> 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

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