numRecipes

Class KSTest

java.lang.Object

numRecipes.KSTest

public class KSTest
extends java.lang.Object

Utilities for Kolmogorov-Smirnov Test. Based on the Numerical Recipes Library

Constructor Summary

Constructors

Constructor and Description
KSTest()

Method Summary

Methods

Modifier and Type	Method and Description
static double	getKSSignificance(double[] data, Function func, int functionIndex, double[] parameters, double lowerBound, double upperBound, boolean isCumulative) calculate the KS significance for a given data array and a user-supplied func describing probability by a model prediction in the range [lowerBound upperBound].
static double	probabilityFunction(double lambda) Return the Kolmogorov-Smirnov probability Q_ks(lambda)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

KSTest

public KSTest()

Method Detail

getKSSignificance

public static double getKSSignificance(double[] data,
                       Function func,
                       int functionIndex,
                       double[] parameters,
                       double lowerBound,
                       double upperBound,
                       boolean isCumulative)

calculate the KS significance for a given data array and a user-supplied func describing probability by a model prediction in the range [lowerBound upperBound]. Its normalization is taken care internally so that you do not have to worry it. When isCumulative = true, then func must be a cummulative probability distribution. isCumulative = false, then this method cauclates the cumullative distribution internally.

probabilityFunction

public static double probabilityFunction(double lambda)

Return the Kolmogorov-Smirnov probability Q_ks(lambda)