pub fn ks2_test<T>(
sample1: Vec<T>,
sample2: Vec<T>,
) -> Result<TestResult, TestError>where
T: PartialOrd + Copy,Expand description
Preform two sample Kolmogorov-Smirnov test
Evaluates the Kolmogorov-Smirnov statistic:
$$ KS = \max |F_1(x) - F_2(x)| $$
Where both $F_1$ and $F_2$ are empirical cumulative distribution functions. The p-value is calculated from the statistic as prescribed in (Press 2007)
ยงReferences
- Press W. H. , Teukolsky S. A., Vetterling W. T., Flannery B. P. (2007). Numerical Recipes 3rd Edition: The Art of Scientific Computing (3rd. ed.). Cambridge University Press, USA.