[SciPy-dev] stats - kstest

Travis Oliphant oliphant at ee.byu.edu
Mon Jul 19 11:13:57 CDT 2004


Manuel Metz wrote:

> So the main difference is, that in the NR algorithm the "D" is 
> calculated as the maximum distance D = max |S_N(x) - P(x)| by 
> calculating the distances to the upper AND the lower side of P(X) to 
> the step function S_N(x), while in the SciPy routine only the distance 
> to the upper side is calculated.
>
> Is my suggestion right, that the error is in the SciPy algorithm? If 
> yes, could anyone correct it with the next release of SciPy?
>
Is the following correction acceptable?  If so we will change kstest...  
If not suggestions are
encouraged...

    D1 = sb.amax(abs(cdfvals - sb.arange(1.0,N+1)/N))
    D2 = sb.amax(abs(cdfvals - sb.arange(0.0,N)/N))
    D = max(D1,D2)


-Travis




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