public KS2(double[] valuesA, double[] valuesB, double binSize)
{
this.valuesA = valuesA;
this.valuesB = valuesB;
bins = KSTools.CreateBins(valuesA, valuesB, binSize);
countsA = KSTools.GetHistogram(valuesA, bins);
countsB = KSTools.GetHistogram(valuesB, bins);
cphA = KSTools.CumulativeSum(countsA);
cphB = KSTools.CumulativeSum(countsB);
cphAbsDiff = KSTools.CreateKsLine(cphA, cphB);
D = cphAbsDiff.Max() / 100.0;
P = KSTools.CalculateKsP(D, valuesA.Length, valuesB.Length);
}
private void BtnRun_Click(object sender, EventArgs e)
{
// BOOTSTRAP KS TEST
double[] valuesA = valueSetA.values;
double[] valuesB = valueSetB.values;
double binSize = (double)nudBinSize.Value;
double[] bins = KSTools.CreateBins(valuesA, valuesB, binSize);
int bootstrapCount = (int)nudRunCount.Value;
int sampleSize = (int)nudSampleSize.Value;
double[] bootstrapDs = new double[bootstrapCount];
double[] bootstrapPs = new double[bootstrapCount];
progressBar1.Maximum = bootstrapCount;
btnRun.Enabled = false;
for (int i = 0; i < bootstrapCount; i++)
{
progressBar1.Value = i + 1;
progressBar1.Value = i;
double[] cphA = KSTools.CumulativeSum(KSTools.GetHistogram(valueSetA.GetRandomSample(sampleSize), bins));
double[] cphB = KSTools.CumulativeSum(KSTools.GetHistogram(valueSetB.GetRandomSample(sampleSize), bins));
double D = KSTools.CalculateKsD(cphA, cphB);
double P = KSTools.CalculateKsP(D, sampleSize, sampleSize);
bootstrapDs[i] = D;
bootstrapPs[i] = P;
}
progressBar1.Value = 0;
btnRun.Enabled = true;
double meanD = Meta.Numerics.Statistics.Univariate.Mean(bootstrapDs);
double stdevD = Meta.Numerics.Statistics.Univariate.StandardDeviation(bootstrapDs);
double meanP = Meta.Numerics.Statistics.Univariate.Mean(bootstrapPs);
double stdevP = Meta.Numerics.Statistics.Univariate.StandardDeviation(bootstrapPs);
rtbBootstrapResults.Clear();
rtbBootstrapResults.Text += string.Format("D = {0} +/- {1} ({2:0.00} %)\n", FormatNumber(meanD), FormatNumber(stdevD), 100 * stdevD / meanD);
rtbBootstrapResults.Text += string.Format("P = {0} +/- {1}\n", FormatNumber(meanP), FormatNumber(stdevP));
rtbBootstrapResults.Text += string.Format("P(D) = {0}", KSTools.CalculateKsP(meanD, sampleSize, sampleSize));
}