Class KolmogorovSmirnovTest


public class KolmogorovSmirnovTest extends Object
Conduct the two-sided Kolmogorov Smirnov (KS) test for data sampled from a continuous distribution. By comparing the largest difference between the empirical cumulative distribution of the sample data and the theoretical distribution we can provide a test for the the null hypothesis that the sample data comes from that theoretical distribution. For more information on KS Test:
See Also:
  • Kolmogorov-Smirnov test (Wikipedia)

    Implementation note: We seek to implement the KS test with a minimal number of distributed passes. We sort the RDD, and then perform the following operations on a per-partition basis: calculate an empirical cumulative distribution value for each observation, and a theoretical cumulative distribution value. We know the latter to be correct, while the former will be off by a constant (how large the constant is depends on how many values precede it in other partitions). However, given that this constant simply shifts the empirical CDF upwards, but doesn't change its shape, and furthermore, that constant is the same within a given partition, we can pick 2 values in each partition that can potentially resolve to the largest global distance. Namely, we pick the minimum distance and the maximum distance. Additionally, we keep track of how many elements are in each partition. Once these three values have been returned for every partition, we can collect and operate locally. Locally, we can now adjust each distance by the appropriate constant (the cumulative sum of number of elements in the prior partitions divided by the data set size). Finally, we take the maximum absolute value, and this is the statistic.

  • Constructor Details

    • KolmogorovSmirnovTest

      public KolmogorovSmirnovTest()
  • Method Details

    • testOneSample

      public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data, String distName, double... params)
      A convenience function that allows running the KS test for 1 set of sample data against a named distribution
      data - the sample data that we wish to evaluate
      distName - the name of the theoretical distribution
      params - Variable length parameter for distribution's parameters
      KolmogorovSmirnovTestResult summarizing the test results (p-value, statistic, and null hypothesis)
    • testOneSample

      public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data, scala.Function1<Object,Object> cdf)
    • testOneSample

      public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data, org.apache.commons.math3.distribution.RealDistribution distObj)
    • testOneSample

      public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data, String distName, scala.collection.Seq<Object> params)
    • org$apache$spark$internal$Logging$$log_

      public static org.slf4j.Logger org$apache$spark$internal$Logging$$log_()
    • org$apache$spark$internal$Logging$$log__$eq

      public static void org$apache$spark$internal$Logging$$log__$eq(org.slf4j.Logger x$1)