public class KolmogorovTwoSamplesDistribution extends Object implements ProbabilityDistribution
Modifier and Type | Class and Description |
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static class |
KolmogorovTwoSamplesDistribution.Side
the available types of Kolmogorov-Smirnov two-sample test
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Constructor and Description |
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KolmogorovTwoSamplesDistribution(double[] sample1,
double[] sample2,
KolmogorovTwoSamplesDistribution.Side side)
Construct a two-sample Kolmogorov distribution.
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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.
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Modifier and Type | Method and Description |
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double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
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double |
density(double x)
Deprecated.
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double |
entropy()
Deprecated.
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double |
kurtosis()
Deprecated.
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double |
mean()
Deprecated.
|
double |
median()
Deprecated.
|
double |
moment(double x)
Deprecated.
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double |
quantile(double q)
Deprecated.
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double |
skew()
Deprecated.
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double |
variance()
Deprecated.
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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()
ProbabilityDistribution
mean
in interface ProbabilityDistribution
@Deprecated public double median()
ProbabilityDistribution
median
in interface ProbabilityDistribution
@Deprecated public double variance()
ProbabilityDistribution
variance
in interface ProbabilityDistribution
@Deprecated public double skew()
ProbabilityDistribution
skew
in interface ProbabilityDistribution
@Deprecated public double kurtosis()
ProbabilityDistribution
kurtosis
in interface ProbabilityDistribution
@Deprecated public double entropy()
ProbabilityDistribution
entropy
in interface ProbabilityDistribution
public double cdf(double x)
ProbabilityDistribution
cdf
in interface ProbabilityDistribution
x
- x@Deprecated public double quantile(double q)
ProbabilityDistribution
This may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile
in interface ProbabilityDistribution
q
- u
, a quantile@Deprecated public double density(double x)
ProbabilityDistribution
f(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 ProbabilityDistribution
x
- x@Deprecated public double moment(double x)
ProbabilityDistribution
E(etX)This may not always exist.
moment
in interface ProbabilityDistribution
x
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