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https://issues.apache.org/jira/browse/MATH-1179?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14246089#comment-14246089
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Phil Steitz commented on MATH-1179:
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Unfortunately, the Monte Carlo method can sometimes take a very long time to
converge, so you should do multiple runs and use a large number of iterations
(unfortunately making it even slower) to verify that the results are stable.
I forgot to add above, if you can see ways to speed up either the Monte Carlo
or exact implementations, patches are welcome.
> kolmogorovSmirnovTest poor performance in monteCarloP method
> ------------------------------------------------------------
>
> Key: MATH-1179
> URL: https://issues.apache.org/jira/browse/MATH-1179
> Project: Commons Math
> Issue Type: Bug
> Reporter: Gilad
> Attachments: KSTest-JavaAndR.txt, KSTestSnippet.txt
>
>
> I'm using the kolmogovSmirnovTest method to calculate pvalues.
> However, when i try running the test on two double[] of sizes 5 and 45 the
> results take over 10 seconds to calculate.
> This seems very long, whereas in R it takes a few miliseconds for the same
> calculation.
> I'd be very happy to hear any comment you may have on the subject.
> Gilad
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