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Re: KS routines
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: "Robert G. Brown" <rgb at phy dot duke dot edu>
- Cc: GSL Discussion list <gsl-discuss at sources dot redhat dot com>
- Date: Tue, 23 Nov 2004 19:50:23 +0000
- Subject: Re: KS routines
- References: <Pine.LNX.4.58.0411222250320.22497@lilith.rgb.private.net>
- Reply-to: GSL Discussion list <gsl-discuss at sources dot redhat dot com>
Robert G. Brown writes:
> Is there any interest in my contributing the KS stuff I wrote back to
> the GSL? If so should I just submit the code (it is pretty simple) or
> try to wrap it up GSL style first? The two routines are the simplest KS
> test -- compare a vector of e.g. p-values or other presumably uniform
> random deviants to a truly uniform distribution and produce a p-value
> that the one came from the other. It would be fairly straightforward to
> add a routine that compared a vector of samples from two distributions
> to see what the probability is they could (not) be drawn from the same
> distribution, as well, although I haven't written it yet.
We don't have any statistical tests. The algorithms for the tests
themselves are usually straightforward, it's mainly a question of
designing a nice api and naming convention that can handle everything
in a coherent way.
--
Brian Gough
Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/