ksTest
Syntax
ksTest(X, Y)
Details
Conduct Kolmogorov-Smirnov test on X and Y.
Note:
DolphinDB's
ksTestexclusively accepts
numeric vectors and returns a dictionary with a fixed structure. In contrast,
SciPy's kstestimplements a more generalized abstract interface,
automatically adapting to both one-sample and two-sample scenarios based on input
types, while offering finer-grained control parameters for statistical
inference.Parameters
X and Y are numeric vectors indicating the samples for the test.
Returns
A dictionary with the following keys:
-
ksValue: Kolmogorov-Smirnov statistic
-
pValue: p-value of the test
-
D: D-stat
-
method: "Two-sample Kolmogorov-Smirnov test"
Examples
x = norm(0.0, 1.0, 50)
y = norm(0.0, 1.0, 20)
ksTest(x, y);
/* output:
ksValue->0.739301
pValue->0.645199
D->0.19
method->Two-sample Kolmogorov-Smirnov test
*/