dbtsai commented on a change in pull request #26197: [SPARK-29577] Implement
p-value simulation and unit tests for chi2 test
URL: https://github.com/apache/spark/pull/26197#discussion_r344415129
##########
File path:
mllib/src/main/scala/org/apache/spark/mllib/stat/test/ChiSqTest.scala
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@@ -195,7 +200,15 @@ private[spark] object ChiSqTest extends Logging {
}
}
val df = size - 1
- val pValue = 1.0 - new
ChiSquaredDistribution(df).cumulativeProbability(statistic)
+ val pValue = if (simulatePValue && !expArr.isEmpty) {
+ val spark =
SparkSession.getActiveSession.getOrElse(SparkSession.getDefaultSession.get)
+ val exp: BDV[Double] = BDV(expArr.map(_ * scale))
+ val digest = getChi2Digest(spark, exp, numDraw = numDraw)
+
+ 1.0 - digest.cdf(statistic)
+ } else {
+ 1.0 - new ChiSquaredDistribution(df).cumulativeProbability(statistic)
+ }
Review comment:
Make sense. Thanks for the explanation.
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