kolmogorov_smirnov Class Reference

Kolmogorov-Smirnov test for KLL or Quantiles sketches. More...

#include <kolmogorov_smirnov.hpp>

Static Public Member Functions
template<typename Sketch>
static double	delta (const Sketch &sketch1, const Sketch &sketch2)
	Computes the raw delta area between two quantile sketches for the Kolmogorov-Smirnov Test.
template<typename Sketch>
static double	threshold (const Sketch &sketch1, const Sketch &sketch2, double p)
	Computes the adjusted delta area threshold for the Kolmogorov-Smirnov Test.
template<typename Sketch>
static bool	test (const Sketch &sketch1, const Sketch &sketch2, double p)
	Performs the Kolmogorov-Smirnov Test between two quantile sketches.

Detailed Description

Kolmogorov-Smirnov test for KLL or Quantiles sketches.

Member Function Documentation

delta()

template<typename Sketch>

double delta ( const Sketch & sketch1, const Sketch & sketch2 )

static

Computes the raw delta area between two quantile sketches for the Kolmogorov-Smirnov Test.

Will work for a type-matched pair of KLL or Quantiles sketches of the same parameterized type T.

Parameters

sketch1	sketch 1
sketch2	sketch 2

Returns

the raw delta between two KLL quantile sketches

threshold()

template<typename Sketch>

double threshold ( const Sketch & sketch1, const Sketch & sketch2, double p )

static

Computes the adjusted delta area threshold for the Kolmogorov-Smirnov Test.

Adjusts the computed threshold by the error epsilons of the two given sketches. See Kolmogorov–Smirnov Test Will work for a type-matched pair of KLL or Quantiles sketches of the same parameterized type T.

Parameters

sketch1	sketch 1
sketch2	sketch 2
p	Target p-value. Typically .001 to .1, e.g., .05.

Returns

the adjusted threshold to be compared with the raw delta

test()

template<typename Sketch>

bool test ( const Sketch & sketch1, const Sketch & sketch2, double p )

static

Performs the Kolmogorov-Smirnov Test between two quantile sketches.

Will work for a type-matched pair of KLL or Quantiles sketches of the same parameterized type T. Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false.

Parameters

sketch1	sketch 1
sketch2	sketch 2
p	Target p-value. Typically .001 to .1, e.g., .05.

Returns

Boolean indicating whether we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value.

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The documentation for this class was generated from the following files:

• common/include/kolmogorov_smirnov.hpp
• common/include/kolmogorov_smirnov_impl.hpp