Just out of curiosity: What is the significance of the weights? If you are trying to represent the fact that distributional differences are more important in some regime than in another, e.g., you care more about the tails, then using weights is probably not the right approach.

On Sat, Apr 21, 2018 at 4:42 PM, Corin Hoad <corinhoad@gmail.com> wrote:

Hello developers,

I recently needed an implementation of the Kolmogorov-Smirnov 2 sample test which required the incorporation of a weight associated with each element of the data. This lead me to this stackexchange answer https://stats.stackexchange.com/questions/193439/two-sample-kolmogorov-smirnov-test-with-weights where a procedure for a weighted 2-sample KS test is taken from Numerical Methods of Statistics by Monohan.

My current implementation of this can be found here:

https://github.com/brunel-physics/tact/blob/2b0ee2a28a30f014b103319118b64be52070f001/tact/metrics.py#L198

Would there by any interest in incorporating this functionality into scipy?

Yours,

Corin Hoad

_______________________________________________
SciPy-Dev mailing list
SciPy-Dev@python.org
https://mail.python.org/mailman/listinfo/scipy-dev