smile.stat

Interface Hypothesis.KS

Enclosing interface:

Hypothesis

public static interface Hypothesis.KS

The Kolmogorov-Smirnov test (K-S test).

Method Summary

Modifier and Type	Method and Description
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.
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.

Method Detail

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.

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.