[SciPy-user] new Kolmogorov-Smirnov 2-sample test not Numerical Recipes based
Wed Dec 3 22:18:09 CST 2008
On Wed, Dec 3, 2008 at 20:58, Matthew Brett <email@example.com> wrote:
>> I did a 2sample kstest based on the definition using search sorted,
>> see function below.
>> If there is any interest, I can replace the existing implementation
>> with the new function
>> * in n1=2, n2=3 example new version is correct, old version is wrong
>> * Monte Carlo essentially identical results (sample sizes between 100 and 1000
>> rejection rates for alpha = 1%,5%,10% sometimes differ in 3rd decimal
> Given more secure license compatibility and that you think the current
> version is correct where the other is wrong, I think this should go in
> now, and into the 0.7 release. Any disagreement?
None from me.
"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
-- Umberto Eco
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