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https://issues.apache.org/jira/browse/MATH-1179?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14604716#comment-14604716
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Thomas Neidhart commented on MATH-1179:
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{quote}
Nice work improving the Monte Carlo performance. Unfortunately, it is slow to
converge as you may have seen in testing.
{quote}
Do you mean that the improved monte carlo method is slower for some inputs? I
did not see such a behavior while testing, and in fact the method is the same,
it is just more efficiently implemented.
{quote}
I like the API improvement idea; but I don't like having APPROXIMATE as the
default unless it is modified to be smarter than just KS sum based
approximation for small samples. See the discussion in the second reference
(http://www.jstatsoft.org/v39/i11/paper) in the class javadoc for how bad that
approximation is for small samples.
{quote}
I did previously tests with the methods (using Pelz-Good instead of the ksSum)
explained in the referenced paper, and the results were much better.
Unfortunately, one unit-test did fail afterwards
(testTwoSampleApproximateCritialValues), and I did not understand why in this
case it was wrong. The paper also does not mention for which values of n
Pelz-Good should be preferred, and as the one test failed, I was not sure how
to continue.
> 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
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