[SciPy-user] new Kolmogorov-Smirnov 2-sample test not Numerical Recipes based
Matthew Brett
matthew.brett at gmail.com
Wed Dec 3 21:58:49 EST 2008
Hi,
> I did a 2sample kstest based on the definition using search sorted,
> see function below.
[snip]
> If there is any interest, I can replace the existing implementation
> with the new function
[snip]
> * in n1=2, n2=3 example new version is correct, old version is wrong
> * Monte Carlo essentially identical results (sample sizes between 100 and 1000
> rejection rates for alpha = 1%,5%,10% sometimes differ in 3rd decimal
Given more secure license compatibility and that you think the current
version is correct where the other is wrong, I think this should go in
now, and into the 0.7 release. Any disagreement?
Matthew
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