Function rv::misc::ks_two_sample

pub fn ks_two_sample<X>(
    xs: &[X], 
    ys: &[X], 
    mode: KsMode, 
    alternative: KsAlternative
) -> Result<(f64, f64), KsError> where
    X: Copy + PartialOrd, 

Two sample Kolmogorov-Smirnov statistic on two samples.

Heavily inspired by https://github.com/scipy/scipy/blob/v1.4.1/scipy/stats/stats.py#L6087 Exact computations are derived from: Hodges, J.L. Jr., "The Significance Probability of the Smirnov Two-Sample Test," Arkiv fiur Matematik, 3, No. 43 (1958), 469-86.

Example

use rv::misc::{ks_two_sample, KsMode, KsAlternative};

let xs = [
    0.95692026,  1.1348812 , -0.76579239, -0.58065653, -0.05122393,
    0.71598754,  1.39873528,  0.42790527,  1.84580764,  0.64228521
];

let ys = [
    0.6948678 , -0.3741825 ,  0.36657279,  1.15834174, -0.32421706,
    -0.38499295,  1.44976991,  0.2504608 , -0.53694774,  1.42221993
];

let (stat, alpha) = ks_two_sample(&xs, &ys, KsMode::Auto, KsAlternative::TwoSided).unwrap();

assert::close(stat, 0.3, 1E-8);
assert::close(alpha, 0.7869297884777761, 1E-8);