Class: Statsample::Test::KolmogorovSmirnov

Inherits:
Object
  • Object
show all
Includes:
Summarizable, Statsample::Test
Defined in:
lib/statsample/test/kolmogorovsmirnov.rb

Overview

Kolmogorov-Smirnov’s test of equality of distributions.

Defined Under Namespace

Classes: EmpiricDistribution

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods included from Summarizable

#summary

Methods included from Statsample::Test

chi_square, levene, #p_using_cdf, #t_critical, t_one_sample, t_two_samples_independent, u_mannwhitney, wilcoxon_signed_rank, #z_critical

Constructor Details

#initialize(d1, d2) ⇒ KolmogorovSmirnov

Creates a new Kolmogorov-Smirnov test d1 should have each method d2 could be a Distribution class, with a cdf method, a vector or a lambda



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# File 'lib/statsample/test/kolmogorovsmirnov.rb', line 13

def initialize(d1,d2)
  raise "First argument should have each method" unless d1.respond_to? :each
  @d1=make_cdf(d1)
  if d2.respond_to? :cdf or d2.is_a? Proc
    @d2=d2
  elsif d2.respond_to? :each
    @d2=make_cdf(d2)
  else
     raise "Second argument should respond to cdf or each"    
   end
   calculate
end

Instance Attribute Details

#d ⇒ Object (readonly)

Returns the value of attribute d.



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# File 'lib/statsample/test/kolmogorovsmirnov.rb', line 6

def d
  @d
end

Instance Method Details

#calculate ⇒ Object 



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# File 'lib/statsample/test/kolmogorovsmirnov.rb', line 26

def calculate
   d=0
  @d1.each {|x|
  v1=@d1.cdf(x);
  v2=@d2.is_a?(Proc) ? @d2.call(x) : @d2.cdf(x)
  d=(v1-v2).to_f.abs if (v1-v2).abs>d
  }
  @d=d
end

#make_cdf(v) ⇒ Object

Make a wrapper EmpiricDistribution to any method which implements each on Statsample::Vector, only uses non-missing data.



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# File 'lib/statsample/test/kolmogorovsmirnov.rb', line 38

def make_cdf(v)
  v.is_a?(Daru::Vector) ? EmpiricDistribution.new(v.only_valid.to_a) : EmpiricDistribution.new(v)
end