Jose Cambronero created SPARK-8598:
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Summary: Implementation of 1-sample, two-sided, Kolmogorov Smirnov
Test for RDDs
Key: SPARK-8598
URL: https://issues.apache.org/jira/browse/SPARK-8598
Project: Spark
Issue Type: New Feature
Components: MLlib
Reporter: Jose Cambronero
Priority: Minor
We have implemented a 1-sample, two-sided version of the Kolmogorov Smirnov
test, which tests the null hypothesis that the sample comes from a given
continuous distribution. We provide various functions to access the
functionality: namely, a function that takes an RDD[Double] of the data and a
lambda to calculate the CDF, a function that takes an RDD[Double] and an
Iterator[(Double,Double,Double)] => Iterator[Double] which uses mapPartition to
provide an optimized way to perform the calculation when the CDF calculation
requires a non-serializable object (e.g. the apache math commons real
distributions), and finally a function that takes an RDD[Double] and a String
name of the theoretical distribution to be used. The appropriate result class
has been added, as well as tests to the HypothesisTestSuite
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