Opened 10 years ago

Closed 9 years ago

#686 closed request (fixed)

KS for one class

Reported by: Peter Owned by: Peter
Priority: major Milestone: yat 0.11
Component: statistics Version: trunk
Keywords: Cc:

Description (last modified by Peter)

Current KS class assumes two classes and compares the two distributions. It may also be useful to compare distribution of one class against a theoretical distribution, e.g., standard normal.

Change History (6)

comment:1 Changed 10 years ago by Peter

Description: modified (diff)

comment:2 Changed 9 years ago by Peter

Milestone: yat 0.x+yat 0.11

comment:3 Changed 9 years ago by Peter

Resolution: fixed
Status: newclosed

(In [2998]) New class KolmogorovSmirnovOneSample?. closes #686

comment:4 Changed 9 years ago by Peter

Resolution: fixed
Status: closedreopened

The current version only checks |F(x) - x| at values of data values but one should check all possible values. So we need to check at all x_i as well as x_i+epsilon.

comment:5 Changed 9 years ago by Peter

F is right continuous so should be x_i-epsilon.

comment:6 Changed 9 years ago by Peter

Resolution: fixed
Status: reopenedclosed

(In [3002]) closes #686

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