def testBasic(self):
self.assertAlmostEqual(
kolmogorov_smirnov.KolmogorovSmirnov(range(10), range(20, 30)),
1.8879793657162556e-05)
self.assertAlmostEqual(
kolmogorov_smirnov.KolmogorovSmirnov(range(5), range(10)),
0.26680230985258474)
def _CompareValues(values_a, values_b):
"""Decide whether two samples are the same, different, or unknown.
Arguments:
values_a: A list of sortable values. They don't need to be numeric.
values_b: A list of sortable values. They don't need to be numeric.
Returns:
_DIFFERENT: The samples likely come from different distributions.
Reject the null hypothesis.
_SAME: Not enough evidence to say that the samples come from different
distributions. Fail to reject the null hypothesis.
_UNKNOWN: Not enough evidence to say that the samples come from different
distributions, but it looks a little suspicious, and we would like more
data before making a final decision.
"""
if not (values_a and values_b):
# A sample has no values in it.
return _UNKNOWN
# MWU is bad at detecting changes in variance, and K-S is bad with discrete
# distributions. So use both. We want low p-values for the below examples.
# a b MWU(a, b) KS(a, b)
# [0]*20 [0]*15+[1]*5 0.0097 0.4973
# range(10, 30) range(10)+range(30, 40) 0.4946 0.0082
p_value = min(
kolmogorov_smirnov.KolmogorovSmirnov(values_a, values_b),
mann_whitney_u.MannWhitneyU(values_a, values_b))
if p_value < _SIGNIFICANCE_LEVEL:
# The p-value is less than the significance level. Reject the null
# hypothesis.
return _DIFFERENT
index = min(len(values_a), len(values_b)) / 10
index = min(index, len(_QUESTIONABLE_SIGNIFICANCE_LEVELS) - 1)
questionable_significance_level = _QUESTIONABLE_SIGNIFICANCE_LEVELS[index]
if p_value < questionable_significance_level:
# The p-value is not less than the significance level, but it's small enough
# to be suspicious. We'd like to investigate more closely.
return _UNKNOWN
# The p-value is quite large. We're not suspicious that the two samples might
# come from different distributions, and we don't care to investigate more.
return _SAME
def testAllValuesIdentical(self):
self.assertEqual(
kolmogorov_smirnov.KolmogorovSmirnov([0] * 5, [0] * 5), 1.0)
def testSmallSamples(self):
self.assertEqual(kolmogorov_smirnov.KolmogorovSmirnov([0], [1]),
0.2890414283708268)
def testDuplicateValues(self):
self.assertAlmostEqual(
kolmogorov_smirnov.KolmogorovSmirnov([0] * 5, [1] * 5),
0.0037813540593701006)