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chris-wood/kolmogorov_smirnov_statistic.py

Created August 4, 2016 16:34
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kolmogorov_smirnov_statistic.py
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kolmogorov_smirnov_statistic.py
def distribution_supremum(F0, Fk):
delta = map(lambda ((x1, y1), (x2, y2)) : abs(y2 - y1), zip(F0, Fk))
support = filter(lambda x : x > 0.0, delta)
return max(support)
def kolmogorov_smirnov_statistic(F0, Fk):
'''
Compute the statistic according to:
https://onlinecourses.science.psu.edu/stat414/node/322
'''
return distribution_supremum(F0, Fk)
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