datasketches-cpp
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include
kolmogorov_smirnov.hpp
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/*
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* Licensed to the Apache Software Foundation (ASF) under one
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* or more contributor license agreements. See the NOTICE file
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* distributed with this work for additional information
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* regarding copyright ownership. The ASF licenses this file
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* to you under the Apache License, Version 2.0 (the
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* "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing,
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* software distributed under the License is distributed on an
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* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
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* KIND, either express or implied. See the License for the
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* specific language governing permissions and limitations
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* under the License.
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*/
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#ifndef KOLMOGOROV_SMIRNOV_HPP_
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#define KOLMOGOROV_SMIRNOV_HPP_
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namespace
datasketches
{
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class
kolmogorov_smirnov
{
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public
:
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template
<
typename
Sketch>
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static
double
delta
(
const
Sketch& sketch1,
const
Sketch& sketch2);
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template
<
typename
Sketch>
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static
double
threshold
(
const
Sketch& sketch1,
const
Sketch& sketch2,
double
p);
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template
<
typename
Sketch>
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static
bool
test
(
const
Sketch& sketch1,
const
Sketch& sketch2,
double
p);
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};
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}
/* namespace datasketches */
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#include "kolmogorov_smirnov_impl.hpp"
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#endif
datasketches::kolmogorov_smirnov
Kolmogorov-Smirnov test for KLL or Quantiles sketches.
Definition
kolmogorov_smirnov.hpp:28
datasketches::kolmogorov_smirnov::delta
static double delta(const Sketch &sketch1, const Sketch &sketch2)
Computes the raw delta area between two quantile sketches for the Kolmogorov-Smirnov Test.
Definition
kolmogorov_smirnov_impl.hpp:29
datasketches::kolmogorov_smirnov::test
static bool test(const Sketch &sketch1, const Sketch &sketch2, double p)
Performs the Kolmogorov-Smirnov Test between two quantile sketches.
Definition
kolmogorov_smirnov_impl.hpp:69
datasketches::kolmogorov_smirnov::threshold
static double threshold(const Sketch &sketch1, const Sketch &sketch2, double p)
Computes the adjusted delta area threshold for the Kolmogorov-Smirnov Test.
Definition
kolmogorov_smirnov_impl.hpp:58
datasketches
DataSketches namespace.
Definition
binomial_bounds.hpp:38
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