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From "Phil Steitz (JIRA)" <>
Subject [jira] [Commented] (MATH-1179) kolmogorovSmirnovTest poor performance in monteCarloP method
Date Sun, 14 Dec 2014 19:53:13 GMT


Phil Steitz commented on MATH-1179:

Read the articles referenced in the javadoc.  It is not obvious that the R answer is accurate.
 If you have suggestions for alternative algorithms and can justify them numerically, patches
are welcome.  If you can find bugs in the implementations (i.e. can show they do not match
the algorithms or are incorrect mathematically) pls do report them.  

> kolmogorovSmirnovTest poor performance in monteCarloP method
> ------------------------------------------------------------
>                 Key: MATH-1179
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Gilad
>         Attachments: KSTest-JavaAndR.txt, KSTestSnippet.txt
> I'm using the kolmogovSmirnovTest method to calculate pvalues.
> However, when i try running the test on two double[] of sizes 5 and 45 the results take
over 10 seconds to calculate.
> This seems very long, whereas in R it takes a few miliseconds for the same calculation.
> I'd be very happy to hear any comment you may have on the subject.
>    Gilad

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