2010/11/16 <luc.maison...@free.fr>: > > ----- "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). Yeah - I also tried superclass'ing/interface'ing a bit yesterday without any luck. I agree that Double would probably be too slow. Maybe others have suggestions because the almost duplicate code at the moment is not very nice?
Cheers, Mikkel. > > 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 > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
