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Posted to dev@commons.apache.org by Mikkel Meyer Andersen <mi...@mikl.dk> on 2011/03/18 16:45:51 UTC
[MATH] MATH-437 Kolmogorov Smirnov Distribution
Hi,
I've now finished the first proposal of calculating two sided
probabilities in the KS distribution.
Please feel free to comment.
The method to calculate powers efficiently could need some attention,
but my previously raised MATH-435 (
https://issues.apache.org/jira/browse/MATH-435 ) haven't got any
attention, so now it's included as a private method although that
obviously isn't the way to do it.
Cheers, Mikkel.
2011/3/18 Mikkel Meyer Andersen (JIRA) <ji...@apache.org>:
>
> [ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
>
> Mikkel Meyer Andersen updated MATH-437:
> ---------------------------------------
>
> Attachment: MATH437-with-test-take-1
>
> A proposal based on the method mainly by Marsaglia et al. optimised for extreme values as described by Simard et al. This method delivers consistent results comparing to R on the test cases tried.
>
>> Kolmogorov Smirnov Distribution
>> -------------------------------
>>
>> Key: MATH-437
>> URL: https://issues.apache.org/jira/browse/MATH-437
>> Project: Commons Math
>> Issue Type: New Feature
>> Reporter: Mikkel Meyer Andersen
>> Assignee: Mikkel Meyer Andersen
>> Priority: Minor
>> Fix For: 3.0
>>
>> Attachments: MATH437-with-test-take-1
>>
>> Original Estimate: 0.25h
>> Remaining Estimate: 0.25h
>>
>> Kolmogorov-Smirnov test (see [1]) is used to test if one sample against a known probability density functions or if two samples are from the same distribution. To evaluate the test statistic, the Kolmogorov-Smirnov distribution is used. Quite good asymptotics exist for the one-sided test, but it's more difficult for the two-sided test.
>> [1]: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
>
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Re: [Math] MATH-435 (Was: Re: [MATH] MATH-437 Kolmogorov Smirnov
Distribution)
Posted by Phil Steitz <ph...@gmail.com>.
On 3/18/11 4:09 PM, Gilles Sadowski wrote:
> Hi.
>
>> [...]
>>
>> The method to calculate powers efficiently could need some attention,
>> but my previously raised MATH-435 (
>> https://issues.apache.org/jira/browse/MATH-435 ) haven't got any
>> attention,
> Please update the patch w.r.t trunk and I'll apply it unless somebody has a
> reason for not to including that code (method "power").
Mikkel can do it himself :)
I will have a look this weekend.
Thanks!
Phil
>
> Regards,
> Gilles
>
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[Math] MATH-435 (Was: Re: [MATH] MATH-437 Kolmogorov Smirnov
Distribution)
Posted by Gilles Sadowski <gi...@harfang.homelinux.org>.
Hi.
> [...]
>
> The method to calculate powers efficiently could need some attention,
> but my previously raised MATH-435 (
> https://issues.apache.org/jira/browse/MATH-435 ) haven't got any
> attention,
Please update the patch w.r.t trunk and I'll apply it unless somebody has a
reason for not to including that code (method "power").
Regards,
Gilles
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