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Posted to issues@spark.apache.org by "Feynman Liang (JIRA)" <ji...@apache.org> on 2015/07/10 02:03:05 UTC
[jira] [Comment Edited] (SPARK-8884) 1-sample Anderson-Darling
Goodness-of-Fit test
[ https://issues.apache.org/jira/browse/SPARK-8884?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14621474#comment-14621474 ]
Feynman Liang edited comment on SPARK-8884 at 7/10/15 12:02 AM:
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Hi [~sandyr] and [~josepablocam],
I haven't heard of this test before this JIRA and have not seen it in {{R}}. Do you mind providing some example use cases demonstrating applicability of this test to MLlib users? Is there a reference for the distributed algorithm you are implementing? What does this provide on top of KS?
was (Author: fliang):
Hi [~sandyr] and [~josepablocam],
Do you mind providing some example use cases demonstrating applicability of this test to MLlib users? Is there a reference for the distributed algorithm you are implementing? What does this provide on top of KS?
> 1-sample Anderson-Darling Goodness-of-Fit test
> ----------------------------------------------
>
> Key: SPARK-8884
> URL: https://issues.apache.org/jira/browse/SPARK-8884
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Reporter: Jose Cambronero
> Priority: Minor
>
> We have implemented a 1-sample Anderson-Darling goodness-of-fit test to add to the current hypothesis testing functionality. The current implementation supports various distributions (normal, exponential, gumbel, logistic, and weibull). However, users must provide distribution parameters for all except normal/exponential (in which case they are estimated from the data). In contrast to other tests, such as the Kolmogorov Smirnov test, we only support specific distributions as the critical values depend on the distribution being tested.
> The distributed implementation of AD takes advantage of the fact that we can calculate a portion of the statistic within each partition of a sorted data set, independent of the global order of those observations. We can then carry some additional information that allows us to adjust the final amounts once we have collected 1 result per partition.
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