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java.lang.Object gov.sandia.cognition.util.AbstractCloneableSerializable gov.sandia.cognition.statistics.method.KolmogorovSmirnovConfidence
@ConfidenceTestAssumptions(name="KolmogorovSmirnov test", alsoKnownAs="KS test", description={"Determines if two datasets were drawn from the same univariate distribution.","Robust, nonparameteric test that makes no assumptions on the underlying distribution (continuous, discrete, etc.)."}, assumptions="The data were sampled independently from each other.", nullHypothesis="The data were drawn from the same distribution.", dataPaired=false, dataSameSize=false, distribution=KolmogorovDistribution.CDF.class, reference=@PublicationReference(author="Wikipedia",title="KolmogorovSmirnov test",type=WebPage,year=2009,url="http://en.wikipedia.org/wiki/KolmogorovSmirnov_test")) public class KolmogorovSmirnovConfidence
Performs a KolmogorovSmirnov Confidence Test. This is often simply called the "KS test". This is a powerful nonparametric test that determines the probability that two distributions were generated by the same distribution. There are minimal (no?) assumptions on the underlying data or distributions. That is, the distributions are NOT assumed to be Gaussian, etc.
Nested Class Summary  

static class 
KolmogorovSmirnovConfidence.Statistic
Computes the ConfidenceStatistic associated with a KS test 
Field Summary  

static KolmogorovSmirnovConfidence 
INSTANCE
Default instance of the KS test. 
Constructor Summary  

KolmogorovSmirnovConfidence()
Creates a new instance of KolmogorovSmirnovConfidence 
Method Summary  

protected static double[] 
computeAscendingArray(Collection<? extends Number> data)
Returns an array of ascending sorted values from the given Collection 

static KolmogorovSmirnovConfidence.Statistic 
evaluateGaussianHypothesis(Collection<Double> data)
Evaluates the Hypothesis that the given data were generated according to a UnivariateGaussian distribution. 

static

evaluateNullHypothesis(Collection<? extends DomainType> data1,
CumulativeDistributionFunction<DomainType> function)
This is the standard KS test for determining if the given data were generated by the given CDF. 

KolmogorovSmirnovConfidence.Statistic 
evaluateNullHypothesis(Collection<? extends Number> data1,
Collection<? extends Number> data2)
This is the standard KS test for two distributions of data. 
Methods inherited from class gov.sandia.cognition.util.AbstractCloneableSerializable 

clone 
Methods inherited from class java.lang.Object 

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait 
Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable 

clone 
Field Detail 

public static final KolmogorovSmirnovConfidence INSTANCE
Constructor Detail 

public KolmogorovSmirnovConfidence()
Method Detail 

protected static double[] computeAscendingArray(Collection<? extends Number> data)
data
 Collection of doubles to sort into ascending order
@PublicationReference(author={"William H. Press","Saul A. Teukolsky","William T. Vetterling","Brian P. Flannery"}, title="Numerical Recipes in C, Second Edition", type=Book, year=1992, pages={625,626}, notes={"Section 14.3","Function kstwo()"}, url="http://www.nrbook.com/a/bookcpdf.php") public KolmogorovSmirnovConfidence.Statistic evaluateNullHypothesis(Collection<? extends Number> data1, Collection<? extends Number> data2)
evaluateNullHypothesis
in interface NullHypothesisEvaluator<Collection<? extends Number>>
data1
 First dataset to considerdata2
 Second dataset to consider
@PublicationReference(author={"William H. Press","Saul A. Teukolsky","William T. Vetterling","Brian P. Flannery"}, title="Numerical Recipes in C, Second Edition", type=Book, year=1992, pages=625, notes={"Section 14.3","Function ksone()"}) public static <DomainType extends Number> KolmogorovSmirnovConfidence.Statistic evaluateNullHypothesis(Collection<? extends DomainType> data1, CumulativeDistributionFunction<DomainType> function)
DomainType
 Type of Number to considerdata1
 Dataset to considerfunction
 CDF to compare against the given data
public static KolmogorovSmirnovConfidence.Statistic evaluateGaussianHypothesis(Collection<Double> data)
data
 Data to evaluate the possibility that they were generated according to
a Gaussian Distribution


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