charles-river-analytics / figaro

Figaro Programming Language and Core Libraries
Other
756 stars 151 forks source link

An algorithm for comparing distributions? #746

Open wasowski opened 6 years ago

wasowski commented 6 years ago

I was poking around but could not find anything: does Figaro include any test for comparing whether two elements are generating from the same distribution? (could be KL divergence, but pretty much anything will do for me that reasonably reliably detects if we are dealing with the same distribution)