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elki-project / elki

ELKI Data Mining Toolkit
https://elki-project.github.io/
GNU Affero General Public License v3.0
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How to get the p-value of the Anderson-Darling test? #52

Closed betrw closed 2 years ago

betrw commented 5 years ago

How can I get the p-value of the two samples Anderson-Darling-Test?

I used

        StandardizedTwoSampleAndersonDarlingTest ad = new StandardizedTwoSampleAndersonDarlingTest();
        pi.AndersonDarlingValue = ad.unstandardized(d1, d2);        
        pi.AndersonDarlingPValue = ad.deviation(d1, d2); //p-value ???
kno10 commented 5 years ago

The critical values (and p-values) depend on the distribution assumptions you make on the data. There is currently no implementation for this included - please contribute.

kno10 commented 2 years ago

ELKI now includes code to compute p-Values for the anderson-darling test since a9b9987598f170dbeac1f943229bebd6216bbf11