Function rv::misc::ks_test

source · 
pub fn ks_test<X, F>(xs: &[X], cdf: F) -> (f64, f64)
where
    X: Copy + PartialOrd,
    F: Fn(X) -> f64,
Expand description

Univariate one-sample Kolmogorov-Smirnov test.

Given a set of samples, xs, and a distribution F, the KS test determines whether xs were generated by F.

§Example

use rv::prelude::*;
use rv::misc::ks_test;
use rand::SeedableRng;

let gauss = Gaussian::standard();
let laplace = Laplace::new(0.0, 1.0).unwrap();

let gauss_cdf = |x: f64| gauss.cdf(&x);
let laplace_cdf = |x: f64| laplace.cdf(&x);

// Generate some samples from the Gaussian
let mut rng = rand::rngs::SmallRng::seed_from_u64(0x1234);
let xs = gauss.sample(1000, &mut rng);

// Check the the samples came from the one that generated them
let (_, p_gauss) = ks_test(&xs, gauss_cdf);
assert!(p_gauss > 0.05);

// They did not come from a Laplace
let (_, p_laplace) = ks_test(&xs, laplace_cdf);
assert!(p_laplace < 0.05);