fslaborg / FSharp.Stats

statistical testing, linear algebra, machine learning, fitting and signal processing in F#
https://fslab.org/FSharp.Stats/
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WIP: Kolmogorov-Smirnov test #177

Open omaus opened 2 years ago

omaus commented 2 years ago

Thank you for contributing to FSharp.Stats. Please take the time to tell us a bit more about your PR.

Closes #176

Please list the changes introduced in this PR

Description

Added a part of the KS GoF test. IMPORTANT: It cannot be finished since the Kolmogorov distribution is not implemented right now which is needed to create a full test (with p-values). Atm., only the test statistics can be calculated. Unit tests are also not added (since the test is not complete). KS Two-sample test is missing, too.

Don't merge this PR until at least the GoF test is complete and the Kolmogorov distribution is added, as well as unit tests are implemented.