GitHub user josepablocam opened a pull request:
https://github.com/apache/spark/pull/7278
[SPARK-8884] [MLlib] 1-sample Anderson-Darling Goodness-of-Fit test
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.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/josepablocam/spark adtest1s
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/7278.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #7278
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commit 92900a95ce29c262f8b523f6b7a1e8e46713efad
Author: jose.cambronero <[email protected]>
Date: 2015-07-01T03:31:36Z
first working iteration of anderson darling test for 1 sample
commit f8deea64241bf819e1d728240f59f95cf315accd
Author: jose.cambronero <[email protected]>
Date: 2015-07-02T21:31:23Z
cleaned up and matched up with scipy
commit 17c02d582fcce8cfeef3d8e5d48b58ee75b5a4b4
Author: jose.cambronero <[email protected]>
Date: 2015-07-06T20:50:39Z
added tests for AD
commit b908d700754de88de75d723940daa48824208a95
Author: jose.cambronero <[email protected]>
Date: 2015-07-06T22:27:41Z
removed distirbutions not in 3.1.1
commit 86ce95f2111f8c5a26149cbdd18d336362bd6a16
Author: jose.cambronero <[email protected]>
Date: 2015-07-07T00:01:38Z
fixed error in foldLeft accumulator for partition stats, added tests
verifying correctness
commit 6e8ff03bbfe810229021f0bd54e4b8de95134f4c
Author: jose.cambronero <[email protected]>
Date: 2015-07-07T23:59:24Z
Merge remote-tracking branch 'upstream/master'
commit e90afed30602c928f271ed268074d87359df71b0
Author: jose.cambronero <[email protected]>
Date: 2015-07-08T01:31:51Z
cleaned up AD test 1 sample docs, tests, and website markdown
commit feb80a7b90a5bd007560b7abe1893019bfedba6a
Author: jose.cambronero <[email protected]>
Date: 2015-07-08T01:54:39Z
fixes to conform to style check
----
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