org.apache.spark.mllib.stat.test

Class KolmogorovSmirnovTest

Object

org.apache.spark.mllib.stat.test.KolmogorovSmirnovTest

public class KolmogorovSmirnovTest
extends Object

Conduct the two-sided Kolmogorov Smirnov (KS) test for data sampled from a continuous distribution. By comparing the largest difference between the empirical cumulative distribution of the sample data and the theoretical distribution we can provide a test for the the null hypothesis that the sample data comes from that theoretical distribution. For more information on KS Test:

See Also:

Kolmogorov-Smirnov test (Wikipedia)

Implementation note: We seek to implement the KS test with a minimal number of distributed passes. We sort the RDD, and then perform the following operations on a per-partition basis: calculate an empirical cumulative distribution value for each observation, and a theoretical cumulative distribution value. We know the latter to be correct, while the former will be off by a constant (how large the constant is depends on how many values precede it in other partitions). However, given that this constant simply shifts the empirical CDF upwards, but doesn't change its shape, and furthermore, that constant is the same within a given partition, we can pick 2 values in each partition that can potentially resolve to the largest global distance. Namely, we pick the minimum distance and the maximum distance. Additionally, we keep track of how many elements are in each partition. Once these three values have been returned for every partition, we can collect and operate locally. Locally, we can now adjust each distance by the appropriate constant (the cumulative sum of number of elements in the prior partitions divided by the data set size). Finally, we take the maximum absolute value, and this is the statistic.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	KolmogorovSmirnovTest.NullHypothesis$

Constructor Summary

Constructors

Constructor and Description
KolmogorovSmirnovTest()

Method Summary

Modifier and Type	Method and Description
static void	org$apache$spark$internal$Logging$$log__$eq(org.slf4j.Logger x$1)
static org.slf4j.Logger	org$apache$spark$internal$Logging$$log_()
static KolmogorovSmirnovTestResult	testOneSample(RDD<Object> data, scala.Function1<Object,Object> cdf)
static KolmogorovSmirnovTestResult	testOneSample(RDD<Object> data, org.apache.commons.math3.distribution.RealDistribution distObj)
static KolmogorovSmirnovTestResult	testOneSample(RDD<Object> data, String distName, double... params) A convenience function that allows running the KS test for 1 set of sample data against a named distribution
static KolmogorovSmirnovTestResult	testOneSample(RDD<Object> data, String distName, scala.collection.Seq<Object> params)

Methods inherited from class Object

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

Constructor Detail

KolmogorovSmirnovTest

public KolmogorovSmirnovTest()

Method Detail

testOneSample

public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data,
                                                        String distName,
                                                        double... params)

A convenience function that allows running the KS test for 1 set of sample data against a named distribution

Parameters:

data - the sample data that we wish to evaluate

distName - the name of the theoretical distribution

params - Variable length parameter for distribution's parameters

Returns:

KolmogorovSmirnovTestResult summarizing the test results (p-value, statistic, and null hypothesis)

testOneSample

public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data,
                                                        scala.Function1<Object,Object> cdf)

testOneSample

public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data,
                                                        org.apache.commons.math3.distribution.RealDistribution distObj)

testOneSample

public static KolmogorovSmirnovTestResult testOneSample(RDD<Object> data,
                                                        String distName,
                                                        scala.collection.Seq<Object> params)

org$apache$spark$internal$Logging$$log_

public static org.slf4j.Logger org$apache$spark$internal$Logging$$log_()

org$apache$spark$internal$Logging$$log__$eq

public static void org$apache$spark$internal$Logging$$log__$eq(org.slf4j.Logger x$1)