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Posted to issues@commons.apache.org by "Thomas Neidhart (JIRA)" <ji...@apache.org> on 2015/04/26 21:14:39 UTC
[jira] [Resolved] (MATH-1197) Incorrect Kolmogorov–Smirnov Statistic for two samples
[ https://issues.apache.org/jira/browse/MATH-1197?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Thomas Neidhart resolved MATH-1197.
-----------------------------------
Resolution: Fixed
Fix Version/s: 4.0
3.6
Committed patch in commit
* a6abb8b00355db97486ab5023305c3f4e9e19ad3 for 4.0
* 870e1d3d98318745d0552c7a6a6f5dada90d7c82 for 3.6
> Incorrect Kolmogorov–Smirnov Statistic for two samples
> -------------------------------------------------------
>
> Key: MATH-1197
> URL: https://issues.apache.org/jira/browse/MATH-1197
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.4.1
> Environment: Ubuntu 14.04
> Reporter: Danaja Thiyunuwan Maldeniya
> Fix For: 3.6, 4.0
>
> Attachments: MATH-1197.patch
>
>
> kolmogorovSmirnovTest(double[],double[]) against the samples given below gives 5.699107852308316E-12 instead of 0.9793 (approx.) Traced the issue to kolmogorovSmirnovStatistic(double[],double[]) which gives 0.49507389162561577 instead of 0.064 (verified with ks.test in R and JDistlib)
> double[] x = {0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,2.202653,2.202653,2.202653
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,3.181199,3.181199,3.181199,3.181199,3.181199,3.181199,3.723539
> ,3.723539,3.723539,3.723539,4.383482,4.383482,4.383482,4.383482,5.320671,5.320671,5.320671,5.717284,6.964001,7.352165
> ,8.710510,8.710510,8.710510,8.710510,8.710510,8.710510,9.539004,9.539004, 10.720619, 17.726077, 17.726077, 17.726077, 17.726077
> ,22.053875 ,23.799144 ,27.355308 ,30.584960 ,30.584960 ,30.584960, 30.584960, 30.751808};
> double[] y = {0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,2.202653
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,3.061758,3.723539,5.628420,5.628420,5.628420,5.628420
> ,5.628420,6.916982,6.916982,6.916982, 10.178538, 10.178538, 10.178538, 10.178538, 10.178538 };
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