[jira] [Comment Edited] (MATH-1179) kolmogorovSmirnovTest poor performance in monteCarloP method

["Phil Steitz (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-1179?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14604705#comment-14604705 ] 

Phil Steitz edited comment on MATH-1179 at 6/28/15 2:45 PM:
------------------------------------------------------------

Nice work improving the Monte Carlo performance.  Unfortunately, it is slow to converge as you may have seen in testing.  I like the API improvement idea; but I don't like having APPROXIMATE as the default unless it is modified to be smarter than just KS sum based approximation for small samples.  See the discussion in the second reference (http://www.jstatsoft.org/v39/i11/paper) in the class javadoc for how bad that approximation is for small samples.


was (Author: psteitz):
Nice work improving the Monte Carlo performance.  Unfortunately, it is slow to converge as you may have seen in testing.  I like the API improvement idea; but I don't like having APPROXIMATE as the default unless it is modified to be smarter than just KS sum based approximation for small samples.  See the discussion in the references in the class javadoc for how bad that approximation is for small samples.

> kolmogorovSmirnovTest poor performance in monteCarloP method
> ------------------------------------------------------------
>
>                 Key: MATH-1179
>                 URL: https://issues.apache.org/jira/browse/MATH-1179
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Gilad
>             Fix For: 4.0
>
>         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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