smile.stat

Class Stat.KS

java.lang.Object

smile.stat.Stat.KS

Enclosing class:

Stat

public static class Stat.KS
extends java.lang.Object

The Kolmogorov-Smirnov test (K-S test).

Method Summary

Modifier and Type	Method and Description
static KSTest	test(double[] x, Distribution dist) The one-sample KS test for the null hypothesis that the data set x is drawn from the given distribution.
static KSTest	test(double[] x, double[] y) The two-sample KS test for the null hypothesis that the data sets are drawn from the same distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

test

public static KSTest test(double[] x,
                          Distribution dist)

The one-sample KS test for the null hypothesis that the data set x is drawn from the given distribution. Small values of p-value show that the cumulative distribution function of x is significantly different from the given distribution. The array x is modified by being sorted into ascending order.

test

public static KSTest test(double[] x,
                          double[] y)

The two-sample KS test for the null hypothesis that the data sets are drawn from the same distribution. Small values of p-value show that the cumulative distribution function of x is significantly different from that of y. The arrays x and y are modified by being sorted into ascending order.