def kolmogorov_check(diststr, args=(), N=20, significance=0.01): qtest = stats.ksoneisf(significance, N) cdf = eval("stats." + diststr + ".cdf") dist = eval("stats." + diststr) # Get random numbers kwds = {"size": N} vals = numpy.sort(dist.rvs(*args, **kwds)) cdfvals = cdf(vals, *args) q = max(abs(cdfvals - arange(1.0, N + 1) / N)) assert q < qtest, "Failed q=%f, bound=%f, alpha=%f" % (q, qtest, significance) return
def kolmogorov_check(diststr, args=(), N=20, significance=0.01): qtest = stats.ksoneisf(significance, N) cdf = eval('stats.'+diststr+'.cdf') dist = eval('stats.'+diststr) # Get random numbers kwds = {'size':N} vals = numpy.sort(dist.rvs(*args, **kwds)) cdfvals = cdf(vals, *args) q = max(abs(cdfvals - np.arange(1.0, N+1)/N)) assert_(q < qtest, msg="Failed q=%f, bound=%f, alpha=%f" % (q, qtest, significance)) return