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Posted to issues@spark.apache.org by "Jose Cambronero (JIRA)" <ji...@apache.org> on 2015/06/24 21:39:04 UTC

[jira] [Created] (SPARK-8598) Implementation of 1-sample, two-sided, Kolmogorov Smirnov Test for RDDs

Jose Cambronero created SPARK-8598:
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             Summary: Implementation of 1-sample, two-sided, Kolmogorov Smirnov Test for RDDs
                 Key: SPARK-8598
                 URL: https://issues.apache.org/jira/browse/SPARK-8598
             Project: Spark
          Issue Type: New Feature
          Components: MLlib
            Reporter: Jose Cambronero
            Priority: Minor


We have implemented a 1-sample, two-sided version of the Kolmogorov Smirnov test, which tests the null hypothesis that the sample comes from a given continuous distribution. We provide various functions to access the functionality: namely, a function that takes an RDD[Double] of the data and a lambda to calculate the CDF, a function that takes an RDD[Double] and an Iterator[(Double,Double,Double)] => Iterator[Double] which uses mapPartition to provide an optimized way to perform the calculation when the CDF calculation requires a non-serializable object (e.g. the apache math commons real distributions), and finally a function that takes an RDD[Double] and a String name of the theoretical distribution to be used. The appropriate result class has been added, as well as tests to the HypothesisTestSuite



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