Github user sryza commented on the pull request:

    https://github.com/apache/spark/pull/7278#issuecomment-120179329
  
    It's also worth mentioning that it's implemented in the common stats 
packages for scipy:
    
http://docs.scipy.org/doc/scipy-0.15.1/reference/generated/scipy.stats.anderson.html
    
    and Matlab:
    http://www.mathworks.com/help/stats/adtest.html
    
    and SAS:
    
http://support.sas.com/documentation/cdl/en/procstat/63104/HTML/default/viewer.htm#procstat_univariate_sect037.htm


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