[SciPy-User] ks_2samp and searchsorted on concatenated array

[Mickael]

it's sunday don't be quiet!!!!! :)

Have a good day :)

Mickael.

2011/5/22  <josef.pktd at gmail.com>:
> On Sun, May 22, 2011 at 3:52 PM,  <josef.pktd at gmail.com> wrote:
>> I was looking again at Kolmogorov-Smirnov and other gof tests
>>
>> from ks_2samp: (data1, data2 are 1d)
>>
>>    data1 = np.sort(data1)
>>    data2 = np.sort(data2)
>>    data_all = np.concatenate([data1,data2])
>>    cdf1 = np.searchsorted(data1,data_all,side='right')/(1.0*n1)
>>    cdf2 = (np.searchsorted(data2,data_all,side='right'))/(1.0*n2)
>>    d = np.max(np.absolute(cdf1-cdf2))
>>
>> What does searchsorted do with an array that is the concatenation of
>> two sorted arrays?
>>
>> I don't understand why data_all doesn't need to be sorted (after the
>> concatenation).
>>
>> (I wrote this in 2008 just after learning about searchsorted, but the
>> MonteCarlos, that I did, looked good. And I didn't find a reference
>> why I did it this way.)
>>
>> Bug or not? (maybe I'm just slow in thinking today)
>
> Ok, I'm slow in thinking today.
>
> searchsorted inserts the *second* array into the *first*, not the
> other way around.
>
> Sorry for the noise. no bug
>
> Josef
>
>>
>> Josef
>>
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