public class KolmogorovTwoSamplesDistribution extends Object implements ProbabilityDistribution
| Modifier and Type | Class and Description |
|---|---|
static class |
KolmogorovTwoSamplesDistribution.Side
the available types of Kolmogorov-Smirnov two-sample test
|
| Constructor and Description |
|---|
KolmogorovTwoSamplesDistribution(double[] sample1,
double[] sample2,
KolmogorovTwoSamplesDistribution.Side side)
Construct a two-sample Kolmogorov distribution.
|
KolmogorovTwoSamplesDistribution(int n1,
int n2,
double[] samples,
KolmogorovTwoSamplesDistribution.Side side,
int bigN)
Construct a two-sample Kolmogorov distribution.
|
KolmogorovTwoSamplesDistribution(int n1,
int n2,
KolmogorovTwoSamplesDistribution.Side side,
double[] samples)
Construct a two-sample Kolmogorov distribution.
|
KolmogorovTwoSamplesDistribution(int n1,
int n2,
KolmogorovTwoSamplesDistribution.Side side,
int bigN)
Construct a two-sample Kolmogorov distribution,
assuming that there is no tie in the samples.
|
| Modifier and Type | Method and Description |
|---|---|
double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
|
double |
density(double x)
Deprecated.
|
double |
entropy()
Deprecated.
|
double |
kurtosis()
Deprecated.
|
double |
mean()
Deprecated.
|
double |
median()
Deprecated.
|
double |
moment(double x)
Deprecated.
|
double |
quantile(double q)
Deprecated.
|
double |
skew()
Deprecated.
|
double |
variance()
Deprecated.
|
public KolmogorovTwoSamplesDistribution(int n1,
int n2,
double[] samples,
KolmogorovTwoSamplesDistribution.Side side,
int bigN)
n1 - the size of sample 1n2 - the size of sample 2samples - the concatenation of the two samples in ascending orderside - one-sided or two-sided testbigN - the threshold to use the asymptotic distribution when n > bigNpublic KolmogorovTwoSamplesDistribution(int n1,
int n2,
KolmogorovTwoSamplesDistribution.Side side,
int bigN)
n1 - the size of sample 1n2 - the size of sample 2side - one-sided or two-sided testbigN - the threshold to use the asymptotic distribution when n > bigNpublic KolmogorovTwoSamplesDistribution(int n1,
int n2,
KolmogorovTwoSamplesDistribution.Side side,
double[] samples)
n1 - the size of sample 1n2 - the size of sample 2side - one-sided or two-sided testsamples - the concatenation of the two samples in ascending orderpublic KolmogorovTwoSamplesDistribution(double[] sample1,
double[] sample2,
KolmogorovTwoSamplesDistribution.Side side)
sample1 - sample 1sample2 - sample 2side - one-sided or two-sided test@Deprecated public double mean()
ProbabilityDistributionmean in interface ProbabilityDistribution@Deprecated public double median()
ProbabilityDistributionmedian in interface ProbabilityDistribution@Deprecated public double variance()
ProbabilityDistributionvariance in interface ProbabilityDistribution@Deprecated public double skew()
ProbabilityDistributionskew in interface ProbabilityDistribution@Deprecated public double kurtosis()
ProbabilityDistributionkurtosis in interface ProbabilityDistribution@Deprecated public double entropy()
ProbabilityDistributionentropy in interface ProbabilityDistributionpublic double cdf(double x)
ProbabilityDistributioncdf in interface ProbabilityDistributionx - x@Deprecated public double quantile(double q)
ProbabilityDistributionThis may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile in interface ProbabilityDistributionq - u, a quantile@Deprecated public double density(double x)
ProbabilityDistributionf(x) = dF(X) / dxThis may not always exist. For the discrete cases, this is the probability mass function. It gives the probability that a discrete random variable is exactly equal to some value.
density in interface ProbabilityDistributionx - x@Deprecated public double moment(double x)
ProbabilityDistributionE(etX)This may not always exist.
moment in interface ProbabilityDistributionx - tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.