Package smile.stat

Interface Hypothesis.KS

Enclosing interface:
Hypothesis

public static interface Hypothesis.KS
The Kolmogorov-Smirnov test (K-S test).
  • Method Summary

    Static Methods
    Modifier and Type
    Method
    Description
    static KSTest
    test(double[] x, double[] y)
    The two-sample KS test for the null hypothesis that the data sets are drawn from the same distribution.
    static KSTest
    test(double[] x, Distribution dist)
    The one-sample KS test for the null hypothesis that the data set x is drawn from the given distribution.
  • Method Details

    • test

      static KSTest test(double[] x, Distribution dist)
      The one-sample KS test for the null hypothesis that the data set x is drawn from the given distribution. Small values of p-value show that the cumulative distribution function of x is significantly different from the given distribution. The array x is modified by being sorted into ascending order.
      Parameters:
      x - the sample values.
      dist - the distribution.
      Returns:
      the test results.
    • test

      static KSTest test(double[] x, double[] y)
      The two-sample KS test for the null hypothesis that the data sets are drawn from the same distribution. Small values of p-value show that the cumulative distribution function of x is significantly different from that of y. The arrays x and y are modified by being sorted into ascending order.
      Parameters:
      x - the sample values.
      y - the sample values.
      Returns:
      the test results.