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| <section id="kolmogorov-smirnov-test"> |
| <h1>Kolmogorov-Smirnov Test<a class="headerlink" href="#kolmogorov-smirnov-test" title="Link to this heading"></a></h1> |
| <p>A <cite>Kolmogorov-Smirnov Test <https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test>`_</cite> is |
| a test of equality of two distributions to determine if they are likely to have come from the same |
| underlying distribution. |
| The DataSketches library provides a modified form of the test that takes into account the error |
| in each underlying sketch in the analysis.</p> |
| <p>Currently, the test assumes both input sketches are of the same family and data type.</p> |
| <dl class="py function"> |
| <dt class="sig sig-object py" id="datasketches.ks_test"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_ints_sketch" title="_datasketches.kll_ints_sketch"><span class="pre">_datasketches.kll_ints_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_ints_sketch" title="_datasketches.kll_ints_sketch"><span class="pre">_datasketches.kll_ints_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span><a class="headerlink" href="#datasketches.ks_test" title="Link to this definition"></a></dt> |
| <dt class="sig sig-object py"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_floats_sketch" title="_datasketches.kll_floats_sketch"><span class="pre">_datasketches.kll_floats_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_floats_sketch" title="_datasketches.kll_floats_sketch"><span class="pre">_datasketches.kll_floats_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span></dt> |
| <dt class="sig sig-object py"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_doubles_sketch" title="_datasketches.kll_doubles_sketch"><span class="pre">_datasketches.kll_doubles_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_doubles_sketch" title="_datasketches.kll_doubles_sketch"><span class="pre">_datasketches.kll_doubles_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span></dt> |
| <dt class="sig sig-object py"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_items_sketch" title="_datasketches.kll_items_sketch"><span class="pre">_datasketches.kll_items_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/kll.html#datasketches.kll_items_sketch" title="_datasketches.kll_items_sketch"><span class="pre">_datasketches.kll_items_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span></dt> |
| <dt class="sig sig-object py"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_ints_sketch" title="_datasketches.quantiles_ints_sketch"><span class="pre">_datasketches.quantiles_ints_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_ints_sketch" title="_datasketches.quantiles_ints_sketch"><span class="pre">_datasketches.quantiles_ints_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span></dt> |
| <dt class="sig sig-object py"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_floats_sketch" title="_datasketches.quantiles_floats_sketch"><span class="pre">_datasketches.quantiles_floats_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_floats_sketch" title="_datasketches.quantiles_floats_sketch"><span class="pre">_datasketches.quantiles_floats_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span></dt> |
| <dt class="sig sig-object py"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_doubles_sketch" title="_datasketches.quantiles_doubles_sketch"><span class="pre">_datasketches.quantiles_doubles_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_doubles_sketch" title="_datasketches.quantiles_doubles_sketch"><span class="pre">_datasketches.quantiles_doubles_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span></dt> |
| <dt class="sig sig-object py"> |
| <span class="sig-name descname"><span class="pre">ks_test</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">sk_1</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_items_sketch" title="_datasketches.quantiles_items_sketch"><span class="pre">_datasketches.quantiles_items_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">sk_2</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><a class="reference internal" href="../quantiles/quantiles_depr.html#datasketches.quantiles_items_sketch" title="_datasketches.quantiles_items_sketch"><span class="pre">_datasketches.quantiles_items_sketch</span></a></span></em>, <em class="sig-param"><span class="n"><span class="pre">p</span></span><span class="p"><span class="pre">:</span></span><span class="w"> </span><span class="n"><span class="pre">float</span></span></em><span class="sig-paren">)</span> <span class="sig-return"><span class="sig-return-icon">→</span> <span class="sig-return-typehint"><span class="pre">bool</span></span></span></dt> |
| <dd><p>Overloaded function.</p> |
| <ol class="arabic simple"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.kll_ints_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.kll_ints_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">kll_ints_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| <ol class="arabic simple" start="2"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.kll_floats_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.kll_floats_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">kll_floats_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| <ol class="arabic simple" start="3"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.kll_doubles_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.kll_doubles_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">kll_doubles_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| <ol class="arabic simple" start="4"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.kll_items_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.kll_items_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">kll_items_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| <ol class="arabic simple" start="5"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.quantiles_ints_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.quantiles_ints_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">quantiles_ints_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| <ol class="arabic simple" start="6"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.quantiles_floats_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.quantiles_floats_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">quantiles_floats_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| :Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| <ol class="arabic simple" start="7"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.quantiles_doubles_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.quantiles_doubles_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">quantiles_doubles_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| <ol class="arabic simple" start="8"> |
| <li><p><code class="docutils literal notranslate"><span class="pre">ks_test(sk_1:</span> <span class="pre">_datasketches.quantiles_items_sketch,</span> <span class="pre">sk_2:</span> <span class="pre">_datasketches.quantiles_items_sketch,</span> <span class="pre">p:</span> <span class="pre">float)</span> <span class="pre">-></span> <span class="pre">bool</span></code></p></li> |
| </ol> |
| <p>Performs the Kolmogorov-Smirnov Test for <code class="code docutils literal notranslate"><span class="pre">quantiles_items_sketch</span></code> pairs. |
| Note: if the given sketches have insufficient data or if the sketch sizes are too small, this will return false. |
| Returns True if we can reject the null hypothesis (that the sketches reflect the same underlying distribution) using the provided p-value, otherwise False.</p> |
| </dd></dl> |
| |
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