org.apache.commons.math3.distribution

## Class KolmogorovSmirnovDistribution

- java.lang.Object
- - org.apache.commons.math3.distribution.KolmogorovSmirnovDistribution

- All Implemented Interfaces:
    Serializable

  Deprecated.
  to be removed in version 4.0 - use `KolmogorovSmirnovTest`

      public class KolmogorovSmirnovDistribution
      extends Object
      implements Serializable

  Implementation of the Kolmogorov-Smirnov distribution.

  Treats the distribution of the two-sided `P(D_n < d)` where `D_n = sup_x |G(x) - G_n (x)|` for the theoretical cdf `G` and the empirical cdf `G_n`.

  This implementation is based on [1] with certain quick decisions for extreme values given in [2].

  In short, when wanting to evaluate `P(D_n < d)`, the method in [1] is to write `d = (k - h) / n` for positive integer `k` and `0 <= h < 1`. Then `P(D_n < d) = (n! / n^n) * t_kk`, where `t_kk` is the `(k, k)`'th entry in the special matrix `H^n`, i.e. `H` to the `n`'th power.

  References:

  - [1] Evaluating Kolmogorov's Distribution by George Marsaglia, Wai Wan Tsang, and Jingbo Wang
  - [2] Computing the Two-Sided Kolmogorov-Smirnov Distribution by Richard Simard and Pierre L'Ecuyer
  Note that [1] contains an error in computing h, refer to MATH-437 for details.
  See Also:
    Kolmogorov-Smirnov test (Wikipedia), Serialized Form

- - ### Constructor Summary

    Constructors
    Constructor and Description
    `KolmogorovSmirnovDistribution(int n)` Deprecated.

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `double` | `cdf(double d)` Deprecated. Calculates `P(D_n < d)` using method described in [1] with quick decisions for extreme values given in [2] (see above).
    `double` | `cdf(double d, boolean exact)` Deprecated. Calculates `P(D_n < d)` using method described in [1] with quick decisions for extreme values given in [2] (see above).
    `double` | `cdfExact(double d)` Deprecated. Calculates `P(D_n < d)` using method described in [1] with quick decisions for extreme values given in [2] (see above).

    - ### Methods inherited from class java.lang.Object

      `clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

- - ### Constructor Detail

    - #### KolmogorovSmirnovDistribution

          public KolmogorovSmirnovDistribution(int n)
                                        throws NotStrictlyPositiveException

      Deprecated.
      Parameters:
        `n` - Number of observations
      Throws:
        `NotStrictlyPositiveException` - if `n <= 0`

  - ### Method Detail

    - #### cdf

          public double cdf(double d)
                     throws MathArithmeticException

      Deprecated.
      Calculates `P(D_n < d)` using method described in [1] with quick decisions for extreme values given in [2] (see above). The result is not exact as with `cdfExact(double)` because calculations are based on `double` rather than `BigFraction`.
      Parameters:
        `d` - statistic
      Returns:
        the two-sided probability of `P(D_n < d)`
      Throws:
        `MathArithmeticException` - if algorithm fails to convert `h` to a `BigFraction` in expressing `d` as `(k - h) / m` for integer `k, m` and `0 <= h < 1`.

    - #### cdfExact

          public double cdfExact(double d)
                          throws MathArithmeticException

      Deprecated.
      Calculates `P(D_n < d)` using method described in [1] with quick decisions for extreme values given in [2] (see above). The result is exact in the sense that BigFraction/BigReal is used everywhere at the expense of very slow execution time. Almost never choose this in real applications unless you are very sure; this is almost solely for verification purposes. Normally, you would choose `cdf(double)`
      Parameters:
        `d` - statistic
      Returns:
        the two-sided probability of `P(D_n < d)`
      Throws:
        `MathArithmeticException` - if algorithm fails to convert `h` to a `BigFraction` in expressing `d` as `(k - h) / m` for integer `k, m` and `0 <= h < 1`.

    - #### cdf

          public double cdf(double d,
                   boolean exact)
                     throws MathArithmeticException

      Deprecated.
      Calculates `P(D_n < d)` using method described in [1] with quick decisions for extreme values given in [2] (see above).
      Parameters:
        `d` - statistic
        `exact` - whether the probability should be calculated exact using `BigFraction` everywhere at the expense of very slow execution time, or if `double` should be used convenient places to gain speed. Almost never choose `true` in real applications unless you are very sure; `true` is almost solely for verification purposes.
      Returns:
        the two-sided probability of `P(D_n < d)`
      Throws:
        `MathArithmeticException` - if algorithm fails to convert `h` to a `BigFraction` in expressing `d` as `(k - h) / m` for integer `k, m` and `0 <= h < 1`.

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