Class: Rsquared::KSTest

Inherits:
Object
  • Object
show all
Defined in:
lib/Rsquared/KSTest.rb

Overview

KSTest implements the Kolomogorov-Smirnov test for normality kstest = Rsquared::KSTest.new(data) kstest.normal? => Boolean, indicates normality of data at 5% confidence

Instance Method Summary collapse

Constructor Details

#initialize(data) ⇒ KSTest

Intitializes the test object with an array of numerical data



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# File 'lib/Rsquared/KSTest.rb', line 13

def initialize(data)
   @data = data.std.sort!
   fn = 0
   d = []
   range = @data.max - @data.min
   @data.each_with_index do |x, i|
    # Calculate Fn
fn = i + 1
d[i] = fn/@data.length.to_f - Distribution::Normal::cdf(x)
fn = 0.0
   end
   @ksstat = d.max
   return @ksstat
end

Instance Method Details

#inspect ⇒ Object 



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# File 'lib/Rsquared/KSTest.rb', line 48

def inspect
    significant?
end

#normal? ⇒ Boolean

Returns logical opposite of significance

Returns:

  • (Boolean) 


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# File 'lib/Rsquared/KSTest.rb', line 44

def normal?
    !self.significant?
end

#significant? ⇒ Boolean

Returns a boolean indiciating the significance of the test a the 5% level

Returns:

  • (Boolean) 


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# File 'lib/Rsquared/KSTest.rb', line 32

def significant?
    if @ksstat > Helper::kscv(@data.length) then
      return true
    else
return false
    end
end

#statistic ⇒ Object

Returns the test statistic



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# File 'lib/Rsquared/KSTest.rb', line 56

def statistic
    @ksstat
end