Changeset 1687

Timestamp:

Dec 30, 2008, 11:00:24 PM (14 years ago)

Author:

Peter

Message:

fixes #455

Location:

trunk

Files:

• test/kolmogorov_smirnov_test.cc (modified) (3 diffs)
• yat/statistics/KolmogorovSmirnov.cc (modified) (1 diff)

trunk/test/kolmogorov_smirnov_test.cc

@@ -35 +35 @@
 void test_p_value(test::Suite&);
 void test_reset(test::Suite&);
+void test_ties(test::Suite&);
 
 int main(int argc, char* argv[])
@@ -44 +45 @@
   test_p_value(suite);
   test_reset(suite);
+  test_ties(suite);
 
   return suite.return_value();
@@ -150 +152 @@
   suite.add(suite.equal(ks.p_value(), p));
 }
+
+
+void test_ties(test::Suite& suite)
+{
+  suite.err() << "test ties" << std::endl;
+  statistics::KolmogorovSmirnov ks;
+  for (size_t i=0; i<5; ++i)
+    ks.add(i, true);
+  ks.add(0, false);
+  suite.equal(ks.score(), 1.0-0.2);
+}

trunk/yat/statistics/KolmogorovSmirnov.cc

@@ -143 +143 @@
     double f1=0;
     double f2=0;
-    // Peter, we should take care of ties!
     while(iter!=data_.end()){
-      if (iter->second)
-        f1 += iter->first.second;
-      else
-        f2 += iter->first.second;
-      res.push_back(f1/sum_w1_-f2/sum_w2_);
-      ++iter;
+      size_t count=0;
+      double value = iter->first.first;
+      while (iter!=data_.end() && iter->first.first==value) {
+        if (iter->second) {
+          f1 += iter->first.second;
+        }
+        else {
+          f2 += iter->first.second;
+        }
+        ++count;
+        ++iter;
+      }
+      res.resize(res.size()+count, f1/sum_w1_-f2/sum_w2_);
     }
   }