[
https://issues.apache.org/jira/browse/MATH-1179?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14524266#comment-14524266
]
Phil Steitz commented on MATH-1179:
-----------------------------------
I would be all for eliminating the Monte Carlo method for the mid-size samples
if we can get something else that we know is accurate. I wish I really
understood what R is doing or could find some references explaining it or
proposing something better. Regarding improving approximateP, we should do
that if we can in any case.
> 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
> Fix For: 4.0
>
> 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
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
