Example usage for org.apache.commons.math3.stat.inference KolmogorovSmirnovTest kolmogorovSmirnovStatistic

Introduction

In this page you can find the example usage for org.apache.commons.math3.stat.inference KolmogorovSmirnovTest kolmogorovSmirnovStatistic.

Prototype

public double kolmogorovSmirnovStatistic(double[] x, double[] y) 

Source Link

Document

Computes the two-sample Kolmogorov-Smirnov test statistic, \(D_{n,m}=\sup_x |F_n(x)-F_m(x)|\) where \(n\) is the length of x , \(m\) is the length of y , \(F_n\) is the empirical distribution that puts mass \(1/n\) at each of the values in x and \(F_m\) is the empirical distribution of the y values.

Usage

From source file:be.uclouvain.mlg.jForest.importance.external.permutation.KSTestOnTreePredPerfs.java

@Override
public double[] getImportances() {
    KolmogorovSmirnovTest ks = new KolmogorovSmirnovTest();

    double[] res = new double[nfeat];
    for (int i = 0; i < nfeat; i++) {
        if (returnPval) {
            res[i] = ks.kolmogorovSmirnovTest(perfs, permPerfs[i]);
        } else {/*from  w w w.ja va  2 s  . co m*/
            res[i] = ks.kolmogorovSmirnovStatistic(perfs, permPerfs[i]);
        }
    }

    return res;
}

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From source file:io.yields.math.framework.data.DataProvidersTest.java

@Explore(name = "check distributional properties of random numbers", dataProvider = DataProviders.FixedMersenneTwisterDataProvider.class, nrOfRuns = 10000)
@Exploration(name = "2D uniform samples", context = FunctionExplorerWithoutProperties.class, group = "data providers")
public void testRandomDistribution(Explorer<Pair> explorer) {
    KolmogorovSmirnovTest ksTest = new KolmogorovSmirnovTest();
    DescriptiveStatistics xStats = new DescriptiveStatistics();
    DescriptiveStatistics yStats = new DescriptiveStatistics();
    explorer.all().forEach(result -> {
        Pair pair = result.getFunctionOutcome().orElse(new Pair());
        xStats.addValue(pair.getX1());/*from w w  w .  ja  v  a2 s  . c o  m*/
        yStats.addValue(pair.getX2());
    });
    DescriptiveStatistics cross = new DescriptiveStatistics();
    for (int i = 0; i < xStats.getN(); i++) {
        cross.addValue((xStats.getValues()[i] - .5) * (yStats.getValues()[i] - .5));
    }
    /**
     * x and y should be uniformly distributed
     */
    assertThat(ksTest.kolmogorovSmirnovStatistic(new UniformRealDistribution(0, 1), xStats.getValues()))
            .isEqualTo(0, Delta.delta(.015));
    assertThat(ksTest.kolmogorovSmirnovStatistic(new UniformRealDistribution(0, 1), yStats.getValues()))
            .isEqualTo(0, Delta.delta(.015));
    /**
     * and have zero correlation
     */
    assertThat(cross.getMean()).isEqualTo(0, Delta.delta(.05));
}

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From source file:org.apache.solr.client.solrj.io.eval.KolmogorovSmirnovEvaluator.java

@Override
public Object doWork(Object first, Object second) throws IOException {
    if (null == first || (first instanceof List<?>
            && 0 != ((List<?>) first).stream().filter(item -> null == item).count())) {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - null found for the first value", toExpression(constructingFactory)));
    }//  w w  w. j ava  2s. c o m
    if (null == second || (second instanceof List<?>
            && 0 != ((List<?>) second).stream().filter(item -> null == item).count())) {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - null found for the second value", toExpression(constructingFactory)));
    }
    if (!(second instanceof List<?>)
            || 0 != ((List<?>) second).stream().filter(item -> !(item instanceof Number)).count()) {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - found type %s for the second value, expecting a List of numbers",
                toExpression(constructingFactory), first.getClass().getSimpleName()));
    }

    KolmogorovSmirnovTest ks = new KolmogorovSmirnovTest();
    double[] data = ((List<?>) second).stream().mapToDouble(item -> ((Number) item).doubleValue()).toArray();

    if (first instanceof RealDistribution) {
        RealDistribution realDistribution = (RealDistribution) first;

        Map<String, Double> m = new HashMap<>();
        m.put("p-value", ks.kolmogorovSmirnovTest(realDistribution, data));
        m.put("d-statistic", ks.kolmogorovSmirnovStatistic(realDistribution, data));
        return new Tuple(m);
    } else if (first instanceof List<?>
            && 0 == ((List<?>) first).stream().filter(item -> !(item instanceof Number)).count()) {
        double[] data2 = ((List<?>) first).stream().mapToDouble(item -> ((Number) item).doubleValue())
                .toArray();

        Map<String, Double> m = new HashMap<>();
        m.put("d-statistic", ks.kolmogorovSmirnovTest(data, data2));
        return new Tuple(m);
    } else {
        throw new IOException(String.format(Locale.ROOT,
                "Invalid expression %s - found type %s for the first value, expecting a RealDistribution or list of numbers",
                toExpression(constructingFactory), first.getClass().getSimpleName()));
    }
}

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From source file:org.apache.solr.client.solrj.io.stream.StreamExpressionTest.java

@Test
public void fakeTest() {
    NormalDistribution a = new NormalDistribution(10, 2);
    NormalDistribution c = new NormalDistribution(100, 6);
    double[] d = c.sample(250);

    KolmogorovSmirnovTest ks = new KolmogorovSmirnovTest();
    double pv = ks.kolmogorovSmirnovStatistic(a, d);

    String s = "";
}

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