public void TwoSampleKS2()
{
int n = 2 * 3 * 3; int m = 2 * 2 * 3;
Random rng = new Random(0);
NormalDistribution d = new NormalDistribution();
Histogram h = new Histogram((int) AdvancedIntegerMath.LCM(n, m) + 1);
//int[] h = new int[AdvancedIntegerMath.LCM(n, m) + 1];
int count = 1000;
for (int i = 0; i < count; i++) {
Sample A = new Sample();
for (int j = 0; j < n; j++) A.Add(d.GetRandomValue(rng));
Sample B = new Sample();
for (int j = 0; j < m; j++) B.Add(d.GetRandomValue(rng));
TestResult r = Sample.KolmogorovSmirnovTest(A, B);
int k = (int) Math.Round(r.Statistic * AdvancedIntegerMath.LCM(n, m));
//Console.WriteLine("{0} {1}", r.Statistic, k);
h[k].Increment();
//h[k] = h[k] + 1;
}
KolmogorovTwoSampleExactDistribution ks = new KolmogorovTwoSampleExactDistribution(n, m);
double chi2 = 0.0; int dof = 0;
for (int i = 0; i < h.Count; i++) {
double ne = ks.ProbabilityMass(i) * count;
Console.WriteLine("{0} {1} {2}", i, h[i].Counts, ne);
if (ne > 4) {
chi2 += MoreMath.Sqr(h[i].Counts - ne) / ne;
dof++;
}
}
Console.WriteLine("chi^2={0} dof={1}", chi2, dof);
TestResult r2 = h.ChiSquaredTest(ks);
ChiSquaredDistribution rd = (ChiSquaredDistribution) r2.Distribution;
Console.WriteLine("chi^2={0} dof={1} P={2}", r2.Statistic, rd.DegreesOfFreedom, r2.RightProbability);
}
public void TwoSampleKS()
{
int n = 2 * 3 * 3 * 2; int m = 2 * 2 * 3;
int lcm = (int) AdvancedIntegerMath.LCM(n, m);
int gcf = (int) AdvancedIntegerMath.GCF(n, m);
Console.WriteLine("{0} {1} {2} {3}", n, m, lcm, gcf);
KolmogorovTwoSampleExactDistribution d0 = new KolmogorovTwoSampleExactDistribution(n, m);
for (int k = d0.Minimum; k <= d0.Maximum; k++) {
Console.WriteLine("{0} {1} {2}", k, d0.LatticePathSum(k * gcf), d0.LatticePathSum(k * gcf - 1));
}
//for (int c = 1; c <= n; c++) {
// Console.WriteLine("{0} {1}", c, EqualKS(n, c));
//}
}