Package smile.stat
Interface Hypothesis.KS
 Enclosing interface:
Hypothesis
public static interface Hypothesis.KS
The KolmogorovSmirnov test (KS test).

Method Summary
Modifier and TypeMethodDescriptionstatic KSTest
test
(double[] x, double[] y) The twosample KS test for the null hypothesis that the data sets are drawn from the same distribution.static KSTest
test
(double[] x, Distribution dist) The onesample KS test for the null hypothesis that the data set x is drawn from the given distribution.

Method Details

test
The onesample KS test for the null hypothesis that the data set x is drawn from the given distribution. Small values of pvalue 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
The twosample KS test for the null hypothesis that the data sets are drawn from the same distribution. Small values of pvalue 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.
