[MATH-1179] kolmogorovSmirnovTest poor performance in monteCarloP method

• Type: Bug
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Fix Version/s: 4.X
• Assignee: Unassigned
• Reporter: Gilad
• Created: 14/Dec/14 15:17
• Updated: 05/Jun/21 13:06

Description

I'm using the kolmogovSmirnovTest method to calculate pvalues.

However, when i try running the test on two double[] of sizes 5 and 45 the results take over 10 seconds to calculate.
This seems very long, whereas in R it takes a few miliseconds for the same calculation.
I'd be very happy to hear any comment you may have on the subject.

Gilad

Issue Links

• is related to: MATH-1242 Speed up KolmogorovSmirnovTest.monteCarloP()

Sub-Tasks

• Kolmogorov-Smirnov 2-sample test returns wrong p-value if input data is identical: Closed