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Contents
module Statsample
module Test
# == Kolmogorov-Smirnov's test of equality of distributions.
class KolmogorovSmirnov
attr_reader :d
include Statsample::Test
include Summarizable
# Creates a new Kolmogorov-Smirnov test
# d1 should have each method
# d2 could be a Distribution class, with a cdf method,
# a vector or a lambda
def initialize(d1,d2)
raise "First argument should have each method" unless d1.respond_to? :each
@d1=make_cdf(d1)
if d2.respond_to? :cdf or d2.is_a? Proc
@d2=d2
elsif d2.respond_to? :each
@d2=make_cdf(d2)
else
raise "Second argument should respond to cdf or each"
end
calculate
end
def calculate
d=0
@d1.each {|x|
v1=@d1.cdf(x);
v2=@d2.is_a?(Proc) ? @d2.call(x) : @d2.cdf(x)
d=(v1-v2).to_f.abs if (v1-v2).abs>d
}
@d=d
end
# Make a wrapper EmpiricDistribution to any method which implements
# each on Statsample::Vector, only uses non-missing data.
def make_cdf(v)
v.is_a?(Daru::Vector) ? EmpiricDistribution.new(v.only_valid.to_a) : EmpiricDistribution.new(v)
end
class EmpiricDistribution
def initialize(data)
@min=data.min
@max=data.max
@data=data.sort
@n=data.size
end
def each
@data.each {|x|
yield x
}
end
def cdf(x)
return 0 if x<@min
return 1 if x>=@max
v=@data.index{|v1| v1>=x}
v.nil? ? 0 : (v+(x==@data[v]? 1 : 0)).quo(@n)
end
end # End EmpiricDistribution
end
end
end
Version data entries
6 entries across 6 versions & 2 rubygems