public void TestInverseKS()
{
KolmogorovDistribution d = new KolmogorovDistribution();
double x;
Stopwatch s = Stopwatch.StartNew();
for (double Q = 0.00001; Q <= 0.5; Q += 0.00001) {
x = InverseQ(Q);
}
s.Stop();
Console.WriteLine(s.ElapsedMilliseconds);
s.Restart();
for (double Q = 0.00001; Q <= 0.5; Q += 0.00001) {
x = d.InverseRightProbability(Q);
}
s.Stop();
Console.WriteLine(s.ElapsedMilliseconds);
Console.WriteLine(InverseQ(0.5));
Console.WriteLine(d.InverseRightProbability(0.5));
}
public void SampleComparisonTest()
{
// create one set of samples from our distributions
Sample[] aSamples = new Sample[distributions.Length];
for (int i = 0; i < distributions.Length; i++) {
aSamples[i] = CreateSample(distributions[i], 40, 1);
}
// create another set
Sample[] bSamples = new Sample[distributions.Length];
for (int i = 0; i < distributions.Length; i++) {
bSamples[i] = CreateSample(distributions[i], 80, 2);
}
KolmogorovDistribution kd = new KolmogorovDistribution();
Console.WriteLine("P={0} => D={1}", 0.50, kd.InverseLeftProbability(0.50));
Console.WriteLine("P={0} => D={1}", 0.90, kd.InverseLeftProbability(0.90));
Console.WriteLine("P={0} => D={1}", 0.95, kd.InverseLeftProbability(0.95));
Console.WriteLine("P={0} => D={1}", 0.99, kd.InverseLeftProbability(0.99));
// cross-test using KS; like samples should agree and unlike samples should be distinguished
for (int i = 0; i < 3; i++) {
for (int j = 0; j < 3; j++) {
//aSamples[0] = new Sample(new double[] { 10, 19, 15, 20, 12, 8, 15, 21 });
//bSamples[0] = new Sample(new double[] { 15, 22, 17, 9, 12, 10, 29, 11, 25, 31 });
//foreach (double datum in aSamples[i]) Console.WriteLine("a={0}", datum);
//foreach (double datum in bSamples[j]) Console.WriteLine("b={0}", datum);
TestResult result = Sample.KolmogorovSmirnovTest(aSamples[i], bSamples[j]);
Console.WriteLine("{0} v. {1}: D={2} P={3}", i, j, result.Statistic, result.LeftProbability);
if (i == j) {
Assert.IsTrue(result.LeftProbability < 0.90);
} else {
Assert.IsTrue(result.LeftProbability > 0.90);
}
// the order shouldn't matter
TestResult reverse = Sample.KolmogorovSmirnovTest(bSamples[j], aSamples[i]);
Assert.IsTrue(reverse.Statistic == result.Statistic);
Assert.IsTrue(reverse.RightProbability == result.RightProbability);
}
}
}