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https://issues.apache.org/jira/browse/MATH-1179?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14246387#comment-14246387
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Gilad commented on MATH-1179:
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By the way, i did find a small bug in your code in the
kolmogorovSmirnovTest(double[], double[]) method.
All of your conditions are based on the product of the vector lengths in the
following way: x.length * y.length.
However, if you have long vectors, such as 50,000 each (as in my case) the
product is out of integer bounds, and therefore you get a negative number which
applies to the exact calculation. This takes forever, and is obviously not
intended.
A possible patch could include casting to long data type.
Gilad
> 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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