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Description: This function performs the one sample, two tailed Kolmogorov-Smirnov hypothesis
test on a set of data samples for a given cumulative distribution function.
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Size: 1024 |
Author: xie |
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Description: kstest_2s_2d.m：功能做两样本的二维Kolmogorov - Smirnov检验
它类似于MATLAB的内置函数的“kstest2“从统计工具箱除了“kstest_2s_2d“与二维数据处理。
[小时，pValue，KSstatistic] = kstest_2s_2d（为x1，x2，α，尾）
函数在两栏输入“ד，并以“ד，其中每一列代表一个维度。其他的选项和产出是相同的含义，是“kstest2“格式。
摘要算法（峰值，1983年）：考虑四个象限（十<的X，Y<Ÿ ），（十<X,y>年），（十>的X，Y<Y)和(x>的X，Y>Ÿ ）反过来，采取了两者之间的经验累积分布的四个最后堪萨斯州最大的统计学差异。
test_kstest_2s_2d.m：试验台的“kstest_2s_2d“
请随时与我联系，如果你发现代码中的任何错误。希望我的理解和实施正确的参考意见...
作者：秋艳鹏@欧洲经委会/香港科技大学
日期：2011年5月11日
参考文献：
茉莉孔雀，英国皇家天文学会每月通告202（1983）615-627“二维拟合优的拟合天文学测试“。-kstest_2s_2d.m: function to do two-sample two-dimensional Kolmogorov-Smirnov test
It s similar to the MATLAB built-in funtion "kstest2" from Statistics Toolbox except that "kstest_2s_2d" deals with two-dimensional data.
[H, pValue, KSstatistic] = kstest_2s_2d(x1, x2, alpha, tail)
The function takes in 2-column inputs "x1" and "x2", where each column represents one dimension. The other options and the outputs are of the same meaning and format as "kstest2".
Algorithm summary (Peak, 1983): consider the four quadrants (x<X,y<Y), (x<X,y>Y), (x>X,y<Y) and (x>X,y>Y) in turn, and adopt the largest of the four differences between the two empirical cumulative distributions as the final KS statistic.
test_kstest_2s_2d.m: test-bench of "kstest_2s_2d"
Please feel free to contact me if you find any bugs in the code. Hope I understood and implemented the ideas in the references correctly...
Author: Qiuyan Peng @ ECE/HKUST
Date: 11th May, 2011
Refere
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Size: 3072 |
Author: abeaqhax |
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Description: 这个代码是用 Kolmogorov-Smirnov test计算幂律分布中的度分布概率值的。它既适用于离散数据也适用于连续数据。-This code is a value calculated the probability of the power-law distribution of degree distribution using the Kolmogorov-Smirnov test. Applicable both to the discrete data is also applicable to continuous data.
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Size: 3072 |
Author: vincizhou |
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Description: Given a matrix with m rows and n cols (m points in R^n), use resampling and the Kolmogorov Smirnov test to score [0,1] all points (as potential outliers) in linear time.
This is an original algorithm that can be used for anomaly detection and general signal processing.
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Size: 65536 |
Author: markosovs |
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Description: K-S，即kolmogorov检验法，亦称拟合优度检验法。用来检验给定的一组数据是否来自分布F=F0，原理是若H0成立，则max|v/n-F0(qj)|应该很小，用手算几乎在绝大多数情况下是不可能的，通常借助统计软件，如SAS，S+等(K-S, namely Kolmogorov test, also known as goodness of fit test. It is used to test whether a given set of data comes from the distribution F=F0, and the principle is that if the H0 is set up, the max|v/n-F0 (QJ) should be very small, and the hand calculation is almost impossible in most cases, usually with the aid of statistical software, such as SAS, S+, etc.)
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Size: 14336 |
Author: old_chen |
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