Changeset 3002 for trunk/yat/statistics/KolmogorovSmirnovOneSample.cc

Timestamp:

Mar 20, 2013, 11:02:44 AM (10 years ago)

Author:

Peter

Message:

closes #686

File:

• trunk/yat/statistics/KolmogorovSmirnovOneSample.cc (modified) (1 diff)

trunk/yat/statistics/KolmogorovSmirnovOneSample.cc

@@ -115 +115 @@
     iterator iter = data_.begin();
     double w = 0;
+    // Finding the max value of |F(x)-x|, where F(x) is empirical
+    // cumulative distribution. Since F is stepwise constant and
+    // right-continuous by definition we only need to look at the end
+    // of every step, i.e., at x_i and x_i - dx.
     while (iter != data_.end()) {
       double x = iter->first;
+      // calculate |F(x-dx) - (x-dx)|
+      double s = w / sum_w_ - x;
+      if (std::abs(s) > std::abs(score_))
+        score_ = s;
       while (iter!=data_.end() && iter->first==x) {
         w += iter->second;
         ++iter;
       }
-      double s = w / sum_w_ - x;
+      // calculate |F(x) - x|
+      s = w / sum_w_ - x;
       if (std::abs(s) > std::abs(score_))
         score_ = s;