[jira] [Updated] (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Luc Maisonobe updated MATH-437: --- Fix Version/s: (was: 3.3) Postponing to 4.0, as per previous comments. 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: Phil Steitz Priority: Minor Fix For: 4.0 Attachments: MATH437-with-test-take-1, ks-distribution.patch 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 was sent by Atlassian JIRA (v6.1.5#6160)
[jira] [Updated] (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Thomas Neidhart updated MATH-437: - Fix Version/s: 3.3 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: Phil Steitz Priority: Minor Fix For: 4.0, 3.3 Attachments: MATH437-with-test-take-1, ks-distribution.patch 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 was sent by Atlassian JIRA (v6.1.5#6160)
[jira] [Updated] (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Phil Steitz updated MATH-437: - Fix Version/s: (was: 3.2) 4.0 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: Phil Steitz Priority: Minor Fix For: 4.0 Attachments: ks-distribution.patch, MATH437-with-test-take-1 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. If you think it was sent incorrectly, please contact your JIRA administrators For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Luc Maisonobe updated MATH-437: --- Attachment: ks-distribution.patch Would the ks-distribution.patch patch be an acceptable way to implement the real distribution interface and solve the issue? Note that the implementations is really basic numerical computation using the cumulative probability as the reference. There are surely much better ways to do that. In particular, there seems to be exact formulas to compute the first moments (see the comments in the code and in the test case). I did not set up the test case to implement the abstract test shared by all distributions, but it would need to be done too. If the patch is not acceptable, could we push this issue to 4.0? 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 Priority: Minor Fix For: 3.2 Attachments: ks-distribution.patch, MATH437-with-test-take-1 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. If you think it was sent incorrectly, please contact your JIRA administrators For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Gilles updated MATH-437: Fix Version/s: (was: 3.1) 3.2 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 Priority: Minor Fix For: 3.2 Attachments: MATH437-with-test-take-1 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. If you think it was sent incorrectly, please contact your JIRA administrators For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Phil Steitz updated MATH-437: - Fix Version/s: (was: 3.0) 3.1 Assignee: (was: Phil Steitz) 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 Priority: Minor Fix For: 3.1 Attachments: MATH437-with-test-take-1 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. If you think it was sent incorrectly, please contact your JIRA administrators: https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Mikkel Meyer Andersen updated MATH-437: --- Attachment: MATH437-with-test-take-1 A proposal based on the method mainly by Marsaglia et al. optimised for extreme values as described by Simard et al. This method delivers consistent results comparing to R on the test cases tried. 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 Fix For: 3.0 Attachments: MATH437-with-test-take-1 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. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Phil Steitz updated MATH-437: - Fix Version/s: 3.0 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 Fix For: 3.0 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.
[jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Mikkel Meyer Andersen updated MATH-437: --- Attachment: (was: KolmogorovSmirnovDistribution.java) 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 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.
[jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Mikkel Meyer Andersen updated MATH-437: --- Attachment: KolmogorovSmirnovDistribution.java An error corrected. Now the results are consistent with those of R and implementation by Simard and L'Ecuyer. The implementation can be made faster, but then n approx. larger than 140 cannot be dealt with. Right now two efficient power functions are implemented because no matrix interface dictating add/multiply etc. exists. 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, 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.
[jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Mikkel Meyer Andersen updated MATH-437: --- Attachment: (was: KolmogorovSmirnovDistribution.java) 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.
[jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Mikkel Meyer Andersen updated MATH-437: --- Attachment: (was: KolmogorovSmirnovDistribution.java) 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 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.
[jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
[ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Mikkel Meyer Andersen updated MATH-437: --- Attachment: KolmogorovSmirnovDistribution.java Implementation of evaluating distribution of two sided test statistics. 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.