| /* |
| * Licensed to the Apache Software Foundation (ASF) under one |
| * or more contributor license agreements. See the NOTICE file |
| * distributed with this work for additional information |
| * regarding copyright ownership. The ASF licenses this file |
| * to you under the Apache License, Version 2.0 (the |
| * "License"); you may not use this file except in compliance |
| * with the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, |
| * software distributed under the License is distributed on an |
| * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY |
| * KIND, either express or implied. See the License for the |
| * specific language governing permissions and limitations |
| * under the License. |
| */ |
| |
| #ifndef KOLMOGOROV_SMIRNOV_HPP_ |
| #define KOLMOGOROV_SMIRNOV_HPP_ |
| |
| namespace datasketches { |
| |
| class kolmogorov_smirnov { |
| public: |
| /** |
| * Computes the raw delta area between two KLL quantile sketches for the Kolmogorov-Smirnov Test. |
| * @param sketch1 KLL sketch 1 |
| * @param sketch2 KLL sketch 2 |
| * @return the raw delta between two KLL quantile sketches |
| */ |
| template<typename Sketch> |
| static double delta(const Sketch& sketch1, const Sketch& sketch2); |
| |
| /** |
| * Computes the adjusted delta area threshold for the Kolmogorov-Smirnov Test. |
| * Adjusts the computed threshold by the error epsilons of the two given sketches. |
| * See <a href="https://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test">Kolmogorov–Smirnov Test</a> |
| * @param sketch1 KLL sketch 1 |
| * @param sketch2 KLL sketch 2 |
| * @param p Target p-value. Typically .001 to .1, e.g., .05. |
| * @return the adjusted threshold to be compared with the raw delta |
| */ |
| template<typename Sketch> |
| static double threshold(const Sketch& sketch1, const Sketch& sketch2, double p); |
| |
| /** |
| * Performs the Kolmogorov-Smirnov Test between two KLL quantiles sketches. |
| * Note: if the given sketches have insufficient data or if the sketch sizes are too small, |
| * this will return false. |
| * @param sketch1 KLL sketch 1 |
| * @param sketch2 KLL sketch 2 |
| * @param p Target p-value. Typically .001 to .1, e.g., .05. |
| * @return Boolean indicating whether we can reject the null hypothesis (that the sketches |
| * reflect the same underlying distribution) using the provided p-value. |
| */ |
| template<typename Sketch> |
| static bool test(const Sketch& sketch1, const Sketch& sketch2, double p); |
| |
| }; |
| |
| } /* namespace datasketches */ |
| |
| #include "kolmogorov_smirnov_impl.hpp" |
| |
| #endif |