[SciPy-user] new Kolmogorov-Smirnov test

Matthew Brett matthew.brett at gmail.com
Wed Dec 3 14:43:38 EST 2008


Hi,

> def ks_2samp(data1, data2):
>    """ Computes the Kolmogorov-Smirnof statistic on 2 samples.  Modified
>    from Numerical Recipies in C, page 493.  Returns KS D-value, prob.  Not
>    ufunc- like.

Wait - really?  We can't use Numerical Recipes code, it has strict and
incompatible licensing...  If it's in there it really has to come out
as fast as possible.

Matthew



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