Jose Cambronero created SPARK-8884:
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Summary: 1-sample Anderson-Darling Goodness-of-Fit test
Key: SPARK-8884
URL: https://issues.apache.org/jira/browse/SPARK-8884
Project: Spark
Issue Type: New Feature
Components: MLlib
Reporter: Jose Cambronero
Priority: Minor
We have implemented a 1-sample Anderson-Darling goodness-of-fit test to add to
the current hypothesis testing functionality. The current implementation
supports various distributions (normal, exponential, gumbel, logistic, and
weibull). However, users must provide distribution parameters for all except
normal/exponential (in which case they are estimated from the data). In
contrast to other tests, such as the Kolmogorov Smirnov test, we only support
specific distributions as the critical values depend on the distribution being
tested.
The distributed implementation of AD takes advantage of the fact that we can
calculate a portion of the statistic within each partition of a sorted data
set, independent of the global order of those observations. We can then carry
some additional information that allows us to adjust the final amounts once we
have collected 1 result per partition.
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