class Statsample::Test::KolmogorovSmirnov

Kolmogorov-Smirnov's test of equality of distributions.¶ ↑

Attributes

d[R]

Public Class Methods

new(d1,d2) click to toggle source

Creates a new Kolmogorov-Smirnov test d1 should have each method d2 could be a Distribution class, with a cdf method, a vector or a lambda

# File lib/statsample/test/kolmogorovsmirnov.rb, line 13
def initialize(d1,d2)
  raise "First argument should have each method" unless d1.respond_to? :each
  @d1=make_cdf(d1)
  if d2.respond_to? :cdf or d2.is_a? Proc
    @d2=d2
  elsif d2.respond_to? :each
    @d2=make_cdf(d2)
  else
     raise "Second argument should respond to cdf or each"    
   end
   calculate
end

Public Instance Methods

calculate() click to toggle source

# File lib/statsample/test/kolmogorovsmirnov.rb, line 25
def calculate
   d=0
  @d1.each {|x|
  v1=@d1.cdf(x);
  v2=@d2.is_a?(Proc) ? @d2.call(x) : @d2.cdf(x)
  d=(v1-v2).to_f.abs if (v1-v2).abs>d
  }
  @d=d
end

make_cdf(v) click to toggle source

Make a wrapper EmpiricDistribution to any method which implements each On Statsample::Vector, only uses valid_data

# File lib/statsample/test/kolmogorovsmirnov.rb, line 37
def make_cdf(v)
  v.is_a?(Statsample::Vector) ? EmpiricDistribution.new(v.valid_data) : EmpiricDistribution.new(v)
end