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From "Phil Steitz (JIRA)" <>
Subject [jira] [Commented] (MATH-1179) kolmogorovSmirnovTest poor performance in monteCarloP method
Date Sun, 14 Dec 2014 20:18:14 GMT


Phil Steitz commented on MATH-1179:

Unfortunately, the Monte Carlo method can sometimes take a very long time to converge, so
you should do multiple runs and use a large number of iterations (unfortunately making it
even slower) to verify that the results are stable. 

I forgot to add above, if you can see ways to speed up either the Monte Carlo or exact implementations,
patches are welcome. 

> 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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