Github user srowen commented on a diff in the pull request:
https://github.com/apache/spark/pull/7075#discussion_r35951096
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/stat/test/KolmogorovSmirnovTest.scala
---
@@ -190,5 +191,93 @@ private[stat] object KolmogorovSmirnovTest extends
Logging {
val pval = 1 - new KolmogorovSmirnovTest().cdf(ksStat, n.toInt)
new KolmogorovSmirnovTestResult(pval, ksStat,
NullHypothesis.OneSampleTwoSided.toString)
}
+
+ /**
+ * Implements a two-sample, two-sided Kolmogorov-Smirnov test, which
tests if the 2 samples
+ * come from the same distribution
+ * @param data1 `RDD[Double]` first sample of data
+ * @param data2 `RDD[Double]` second sample of data
+ * @return
[[org.apache.spark.mllib.stat.test.KolmogorovSmirnovTestResult]] with the test
+ * statistic, p-value, and appropriate null hypothesis
+ */
+ def testTwoSamples(data1: RDD[Double], data2: RDD[Double]):
KolmogorovSmirnovTestResult = {
+ val n1 = data1.count().toDouble
+ val n2 = data2.count().toDouble
+ val isSample1 = true // identifier for sample 1, needed after co-sort
+ // combine identified samples
+ val joinedData = data1.map(x => (x, isSample1)) ++ data2.map(x => (x,
!isSample1))
+ // co-sort and operate on each partition
+ val localData = joinedData.sortBy { case (v, id) => v }.mapPartitions
{ part =>
--- End diff --
`.sortByKey`? I think the `mapPartitions` doesn't need braces, just parens,
but that's tiny.
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