ksTest - multiple declarations
Function ksTest
Performs a Kolmogorov-Smirnov (K-S) 2-sample test. The K-S test is a non-parametric test for a difference between two empirical distributions or between an empirical distribution and a reference distribution.
Returns
A TestRes with the K-S D value and a P value for the null that FPrime is distributed identically to F against the alternative that it isn't. This implementation uses a signed D value to indicate the direction of the difference between distributions. To get the D value used in standard notation, simply take the absolute value of this D value.
Bugs
Exact calculation not implemented. Uses asymptotic approximation.
References
http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
Function ksTest
One-sample Kolmogorov-Smirnov test against a reference distribution. Takes a callable object for the CDF of refernce distribution.
Returns
A TestRes with the Kolmogorov-Smirnov D value and a P value for the null that Femp is a sample from F against the alternative that it isn't. This implementation uses a signed D value to indicate the direction of the difference between distributions. To get the D value used in standard notation, simply take the absolute value of this D value.
Bugs
Exact calculation not implemented. Uses asymptotic approximation.
Examples
auto stdNormal = parametrize!(normalCDF)(0.0, 1.0);
auto empirical = [1, 2, 3, 4, 5];
auto res = ksTest(empirical, stdNormal);
References
http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test