This is the mail archive of the
gsl-discuss@sources.redhat.com
mailing list for the GSL project.
KS routines
- From: "Robert G. Brown" <rgb at phy dot duke dot edu>
- To: GSL Discussion list <gsl-discuss at sources dot redhat dot com>
- Date: Mon, 22 Nov 2004 22:55:55 -0500 (EST)
- Subject: KS routines
I asked before if there were any KS routines in the GSL and got no
response -- possibly because the "S" in KS triggers anti-vodka-spam
rules, I don't know -- and couldn't find them in the documentation. So I
wrote my own: a "regular" KS routine and a Kuiper KS routine, including
the underlying distribution functions. I'm still seeking an
Anderson-Darling KS routine.
Is there any interest in my contributing the KS stuff I wrote back to
the GSL? If so should I just submit the code (it is pretty simple) or
try to wrap it up GSL style first? The two routines are the simplest KS
test -- compare a vector of e.g. p-values or other presumably uniform
random deviants to a truly uniform distribution and produce a p-value
that the one came from the other. It would be fairly straightforward to
add a routine that compared a vector of samples from two distributions
to see what the probability is they could (not) be drawn from the same
distribution, as well, although I haven't written it yet.
rgb
Robert G. Brown http://www.phy.duke.edu/~rgb/
Duke University Dept. of Physics, Box 90305
Durham, N.C. 27708-0305
Phone: 1-919-660-2567 Fax: 919-660-2525 email:rgb@phy.duke.edu