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If my mock data contains weights, how can I conduct a KS test considering the weighted values?

Open astro-sjgao opened this issue 2 years ago • 2 comments

astro-sjgao avatar Jun 05 '23 12:06 astro-sjgao

The Open Issues for the code is not the appropriate location to ask questions about its applications.

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kcroker avatar Jun 05 '23 14:06 kcroker

This is an interesting problem but beyond the scope of this code.

It is possible to compute similar statistics. You will need to modify the code yourself and incorporate the weights when computing the probability in each quadrant (in the function quadct). This line also should be changed using the weight https://github.com/syrte/ndtest/blob/29ced2bfd65a3b8f51587cd5aa90ea19aa85e568/ndtest.py#L91 Moreover, the distribution of the KS distance might be different. Bootstrap resampling is recommended to estimate the p-value of the distance.

syrte avatar Jun 05 '23 19:06 syrte