Re: [Boost-users] math statistical: Kolmogorov-Smirnov distribution

Subject: Re: [Boost-users] math statistical: Kolmogorov-Smirnov distribution
From: Steven Watanabe (watanabesj_at_[hidden])
Date: 2011-02-07 11:13:25

AMDG

On 2/7/2011 5:20 AM, John Maddock wrote:
>> Isn't there KS-distribution in boost.math? I didn't find this but maybe I
>> missed something.
>>
>> As far as I understand there is no way to perform KS-test using
>> boost.math
>> framework due to absence of needed statistic.
>
> Point taken, it's not there because no-one has asked for it yet, and
> because it's dammed hard to calculate ;-)
>
> I'll add it to the TODO list.
>

There's an approximation to it in
libs/random/test/statistic_tests.hpp.
I'm using it heavily to validate the
distributions.  I have no idea how
accurate it is, though.

In Christ,
Steven Watanabe