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Vectorization of Anderson-Darling computations. #4694

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merged 2 commits into from
Apr 11, 2015

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anntzer
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@anntzer anntzer commented Apr 5, 2015

Results in >1000x acceleration of scipy.stats.anderson_ksamp for
datasets of N~1000.

Results in >1000x acceleration of scipy.stats.anderson_ksamp for
datasets of N~1000.
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rgommers commented Apr 5, 2015

that's a nice speedup:)

@rgommers rgommers added scipy.stats enhancement A new feature or improvement labels Apr 5, 2015
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rgommers commented Apr 5, 2015

Would be good to add a benchmark for this function, so we'll detect any regressions. Should be easy to do - example: gh-4621

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just out of curiosity: What's the usecase with N=1000?
I always thought of k-sample tests as test with just a few, like 3 to 10, samples.

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anntzer commented Apr 6, 2015

Actually I just wanted to run a 2-sample test, but with a large number of data points in each sample. Moreover, the differences between the distributions would be mostly in the tail region, suggesting the use of something else than the KS test.

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I mixed up k and N in my reading, so large N (total nobs) is not a surprise.

rgommers added a commit that referenced this pull request Apr 11, 2015
ENH: vectorization of Anderson-Darling computations.
@rgommers rgommers merged commit b4652f5 into scipy:master Apr 11, 2015
@rgommers rgommers added this to the 0.16.0 milestone Apr 11, 2015
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Thanks @anntzer, merged.

@anntzer anntzer deleted the anderson-darling branch January 31, 2018 02:00
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3 participants