[
https://issues.apache.org/jira/browse/MATH-1197?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Thomas Neidhart updated MATH-1197:
----------------------------------
Attachment: MATH-1197.patch
The attached patch fixes the two-sample KS test statistic calculation.
Actually, I did not fully understand the way it was calculated before, but I
followed now the formula from the wiki page and it results in the correct
result.
After fixing this issue, another problem popped up in test
testTwoSampleProductSizeOverflow which relates to a TODO in the ksSum method.
> Incorrect Kolmogorov–Smirnov Statistic for two samples
> -------------------------------------------------------
>
> Key: MATH-1197
> URL: https://issues.apache.org/jira/browse/MATH-1197
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.4.1
> Environment: Ubuntu 14.04
> Reporter: Danaja Thiyunuwan Maldeniya
> Attachments: MATH-1197.patch
>
>
> kolmogorovSmirnovTest(double[],double[]) against the samples given below
> gives 5.699107852308316E-12 instead of 0.9793 (approx.) Traced the issue to
> kolmogorovSmirnovStatistic(double[],double[]) which gives 0.49507389162561577
> instead of 0.064 (verified with ks.test in R and JDistlib)
> double[] x =
> {0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,2.202653,2.202653,2.202653
>
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653
>
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653
>
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,3.181199,3.181199,3.181199,3.181199,3.181199,3.181199,3.723539
>
> ,3.723539,3.723539,3.723539,4.383482,4.383482,4.383482,4.383482,5.320671,5.320671,5.320671,5.717284,6.964001,7.352165
>
> ,8.710510,8.710510,8.710510,8.710510,8.710510,8.710510,9.539004,9.539004,
> 10.720619, 17.726077, 17.726077, 17.726077, 17.726077
> ,22.053875 ,23.799144 ,27.355308 ,30.584960 ,30.584960
> ,30.584960, 30.584960, 30.751808};
> double[] y =
> {0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
>
> ,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,2.202653
>
> ,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,2.202653,3.061758,3.723539,5.628420,5.628420,5.628420,5.628420
> ,5.628420,6.916982,6.916982,6.916982, 10.178538, 10.178538,
> 10.178538, 10.178538, 10.178538 };
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