Github user MrBago commented on a diff in the pull request: https://github.com/apache/spark/pull/19108#discussion_r171653583 --- Diff: mllib/src/main/scala/org/apache/spark/ml/stat/KolmogorovSmirnovTest.scala --- @@ -0,0 +1,103 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.spark.ml.stat + +import scala.annotation.varargs + +import org.apache.spark.annotation.{Experimental, Since} +import org.apache.spark.ml.util.SchemaUtils +import org.apache.spark.mllib.stat.{Statistics => OldStatistics} +import org.apache.spark.rdd.RDD +import org.apache.spark.sql.{DataFrame, Row} +import org.apache.spark.sql.functions.col + +/** + * :: Experimental :: + * + * Conduct the two-sided Kolmogorov Smirnov (KS) test for data sampled from a + * continuous distribution. By comparing the largest difference between the empirical cumulative + * distribution of the sample data and the theoretical distribution we can provide a test for the + * the null hypothesis that the sample data comes from that theoretical distribution. + * For more information on KS Test: + * @see <a href="https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test"> + * Kolmogorov-Smirnov test (Wikipedia)</a> + */ +@Experimental +@Since("2.4.0") +object KolmogorovSmirnovTest { + + /** Used to construct output schema of test */ + private case class KolmogorovSmirnovTestResult( + pValues: Double, + statistics: Double) + + private def getSampleRDD(dataset: DataFrame, sampleCol: String): RDD[Double] = { + SchemaUtils.checkNumericType(dataset.schema, sampleCol) + import dataset.sparkSession.implicits._ + dataset.select(col(sampleCol).cast("double")).as[Double].rdd + } + + /** + * Conduct the two-sided Kolmogorov-Smirnov (KS) test for data sampled from a + * continuous distribution. By comparing the largest difference between the empirical cumulative + * distribution of the sample data and the theoretical distribution we can provide a test for the + * the null hypothesis that the sample data comes from that theoretical distribution. + * + * @param dataset a `DataFrame` containing the sample of data to test + * @param sampleCol Name of sample column in dataset, of any numerical type + * @param cdf a `Double => Double` function to calculate the theoretical CDF at a given value + * @return DataFrame containing the test result for the input sampled data. + * This DataFrame will contain a single Row with the following fields: + * - `pValue: Double` + * - `statistic: Double` + */ + @Since("2.3.0") + def test(dataset: DataFrame, sampleCol: String, cdf: Double => Double): DataFrame = { + val spark = dataset.sparkSession + + val rdd = getSampleRDD(dataset, sampleCol) + val testResult = OldStatistics.kolmogorovSmirnovTest(rdd, cdf) + spark.createDataFrame(Seq(KolmogorovSmirnovTestResult( + testResult.pValue, testResult.statistic))) + } + + /** + * Convenience function to conduct a one-sample, two-sided Kolmogorov-Smirnov test for probability + * distribution equality. Currently supports the normal distribution, taking as parameters + * the mean and standard deviation. + * + * @param dataset a `DataFrame` containing the sample of data to test + * @param sampleCol Name of sample column in dataset, of any numerical type + * @param distName a `String` name for a theoretical distribution, currently only support "norm". + * @param params `Double*` specifying the parameters to be used for the theoretical distribution + * @return DataFrame containing the test result for the input sampled data. + * This DataFrame will contain a single Row with the following fields: + * - `pValue: Double` + * - `statistic: Double` + */ + @Since("2.3.0") --- End diff -- Same.
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