Kolmogorov-Smirnov test for KLL or Quantiles sketches.
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#include <kolmogorov_smirnov.hpp>
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| 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. More...
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| 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. More...
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| template<typename Sketch > |
| static bool | test (const Sketch &sketch1, const Sketch &sketch2, double p) |
| | Performs the Kolmogorov-Smirnov Test between two quantile sketches. More...
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Kolmogorov-Smirnov test for KLL or Quantiles sketches.
◆ delta()
| double delta |
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const Sketch & |
sketch1, |
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const Sketch & |
sketch2 |
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) |
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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
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| sketch1 | sketch 1 |
| sketch2 | sketch 2 |
- Returns
- the raw delta between two KLL quantile sketches
◆ threshold()
| double threshold |
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const Sketch & |
sketch1, |
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const Sketch & |
sketch2, |
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double |
p |
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) |
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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
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| 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()
| bool test |
( |
const Sketch & |
sketch1, |
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const Sketch & |
sketch2, |
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double |
p |
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) |
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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.
The documentation for this class was generated from the following files:
