7 Feb
2011
7 Feb
'11
4:13 p.m.
AMDG On 2/7/2011 5:20 AM, John Maddock wrote:
Isn't there KS-distribution in boost.math? I didn't find this but maybe I missed something.
As far as I understand there is no way to perform KS-test using boost.math framework due to absence of needed statistic.
Point taken, it's not there because no-one has asked for it yet, and because it's dammed hard to calculate ;-)
I'll add it to the TODO list.
There's an approximation to it in libs/random/test/statistic_tests.hpp. I'm using it heavily to validate the distributions. I have no idea how accurate it is, though. In Christ, Steven Watanabe