Authors: Krystian Zawistowski
We propose an O(n log n) algorithm for evaluation of bivariate Kolmogorov- Smirnov statistics (n is number of samples). It offers few orders of magnitude of speedup over existing implementations for n > 100k samples of input. The algorithm is based on static Binary Search Trees and sweep algorithm. We share C++ implementation with Python bindings.
Comments: 6 Pages. fixed some typos
Download: PDF
[v1] 2019-01-03 17:32:21
[v2] 2019-01-04 08:13:14
[v3] 2019-01-23 15:02:23
Unique-IP document downloads: 160 times
Vixra.org is a pre-print repository rather than a journal. Articles hosted may not yet have been verified by peer-review and should be treated as preliminary. In particular, anything that appears to include financial or legal advice or proposed medical treatments should be treated with due caution. Vixra.org will not be responsible for any consequences of actions that result from any form of use of any documents on this website.
Add your own feedback and questions here:
You are equally welcome to be positive or negative about any paper but please be polite. If you are being critical you must mention at least one specific error, otherwise your comment will be deleted as unhelpful.