Package org.apache.datasketches.quantilescommon

Class KolmogorovSmirnov

java.lang.Object

org.apache.datasketches.quantilescommon.KolmogorovSmirnov

public final class KolmogorovSmirnov
extends Object

Kolmogorov-Smirnov Test See Kolmogorov–Smirnov Test

Constructor Summary

Constructors

Constructor	Description
KolmogorovSmirnov()

Method Summary

Modifier and Type	Method	Description
static double	computeKSDelta(QuantilesDoublesAPI sketch1, QuantilesDoublesAPI sketch2)	Computes the raw delta between two QuantilesDoublesAPI sketches for the kolmogorovSmirnovTest(...) method.
static double	computeKSDelta(QuantilesFloatsAPI sketch1, QuantilesFloatsAPI sketch2)	Computes the raw delta between two QuantilesFloatsAPI sketches for the kolmogorovSmirnovTest(...) method.
static double	computeKSThreshold(QuantilesAPI sketch1, QuantilesAPI sketch2, double tgtPvalue)	Computes the adjusted delta height threshold for the kolmogorovSmirnovTest(...) method.
static boolean	kolmogorovSmirnovTest(QuantilesAPI sketch1, QuantilesAPI sketch2, double tgtPvalue)	Performs the Kolmogorov-Smirnov Test between two QuantilesAPI sketches.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

KolmogorovSmirnov

public KolmogorovSmirnov()

Method Detail

computeKSDelta

public static double computeKSDelta(QuantilesDoublesAPI sketch1,
                                    QuantilesDoublesAPI sketch2)

Computes the raw delta between two QuantilesDoublesAPI sketches for the kolmogorovSmirnovTest(...) method.

Parameters:

sketch1 - first Input QuantilesDoublesAPI

sketch2 - second Input QuantilesDoublesAPI

Returns:

the raw delta area between two QuantilesDoublesAPI sketches

computeKSDelta

public static double computeKSDelta(QuantilesFloatsAPI sketch1,
                                    QuantilesFloatsAPI sketch2)

Computes the raw delta between two QuantilesFloatsAPI sketches for the kolmogorovSmirnovTest(...) method. method.

Parameters:

sketch1 - first Input QuantilesFloatsAPI sketch

sketch2 - second Input QuantilesFloatsAPI sketch

Returns:

the raw delta area between two QuantilesFloatsAPI sketches

computeKSThreshold

public static double computeKSThreshold(QuantilesAPI sketch1,
                                        QuantilesAPI sketch2,
                                        double tgtPvalue)

Computes the adjusted delta height threshold for the kolmogorovSmirnovTest(...) method. This adjusts the computed threshold by the error epsilons of the two given sketches. The two sketches must be of the same primitive type, double or float. This will not work with the REQ sketch.

Parameters:

sketch1 - first Input QuantilesAPI sketch

sketch2 - second Input QuantilesAPI sketch

tgtPvalue - Target p-value. Typically .001 to .1, e.g., .05.

Returns:

the adjusted threshold to be compared with the raw delta area.

kolmogorovSmirnovTest

public static boolean kolmogorovSmirnovTest(QuantilesAPI sketch1,
                                            QuantilesAPI sketch2,
                                            double tgtPvalue)

Performs the Kolmogorov-Smirnov Test between two QuantilesAPI sketches. Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. The two sketches must be of the same primitive type, double or float. This will not work with the REQ sketch.

Parameters:

sketch1 - first Input QuantilesAPI

sketch2 - second Input QuantilesAPI

tgtPvalue - 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 tgtPValue.