----- "Mikkel Meyer Andersen" <m...@mikl.dk> a écrit : > Dear developers,
Hi Mikkel, > > We now have a working implementation of the cdf for the two-sided > Kolmogorov Smirnov Distribution [1]. What do you think about it? Now > both rounding (RealMatrix and its cousins) and exact (using > BigFraction and its cousins) are provided - the exact should only be > used for verification purposes because its way too slow in practise. > Should the exact be removed or should be JavaDoc just reflect this > fact clearly? I like it being there - it also gives the user to > possibility to use it for e.g. n <= 50. On the negative side, two > pow-functions are required (no common superclass for FieldMatrix<T> > and RealMatrix providing multiply-functionality - unfortunately). Two implementations are a good thing. I guess some users would be happy with an accurate one even if it is slow. Concerning RealMatrix/FieldMatrix, I would be happy to have more code shared, but I was not able to do that (well, we could of course extend the Double class to implement FieldElement, but that I guess that would be really slow). regards, Luc > > Cheers, Mikkel. > > [1]: https://issues.apache.org/jira/browse/MATH-437 > > ---------- Forwarded message ---------- > From: Mikkel Meyer Andersen (JIRA) <j...@apache.org> > Date: 2010/11/16 > Subject: [jira] Commented: (MATH-437) Kolmogorov Smirnov Distribution > To: m...@mikl.dk > > > > [ > https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932361#action_12932361 > ] > > Mikkel Meyer Andersen commented on MATH-437: > -------------------------------------------- > > The last part of the roundedK kan be replaced with > {{ > double pFrac = Hpower.getEntry(k - 2, k - 2); > > for (int i = 1; i <= n; ++i) { > pFrac *= (double)i / (double)n; > } > > return pFrac; > }} > to get even better running time and still precise results: > {{ > F(n, x) = F(200, 0.02): > Lecuyer (3.0 ms.) = > 5.151982014280042E-6 > KolmogorovSmirnovDistribution exact (760.0 ms.) = > 5.15198201428005E-6 > KolmogorovSmirnovDistribution !exact (16.0 ms.) = > 5.151982014280049E-6 > ------------------------- > > > F(n, x) = F(200, 0.031111): > Lecuyer (2.0 ms.) = > 0.012916146481628863 > KolmogorovSmirnovDistribution exact (51902.0 ms.) = > 0.012149763742041911 > KolmogorovSmirnovDistribution !exact (9.0 ms.) = > 0.012149763742041922 > ------------------------- > > > F(n, x) = F(200, 0.04): > Lecuyer (0.0 ms.) = > 0.1067121882956352 > KolmogorovSmirnovDistribution exact (5903.0 ms.) = > 0.10671370113626812 > KolmogorovSmirnovDistribution !exact (6.0 ms.) = > 0.10671370113626813 > ------------------------- > }} > > > 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 > > Attachments: KolmogorovSmirnovDistribution.java > > > > 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 > > -- > This message is automatically generated by JIRA. > - > You can reply to this email to add a comment to the issue online. > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
