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Replaced kstest p-value calculation to match scipy's ks_2samp #483

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merged 3 commits into from
Mar 22, 2022
Merged

Replaced kstest p-value calculation to match scipy's ks_2samp #483

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a3bcc1d
Replaced kstest p-value calculation to match scipy's ks_2samp
FelipeAdachi Mar 22, 2022
bf38773
black formatting
FelipeAdachi Mar 22, 2022
f5d37b5
Merge branch 'mainline' into ks-fix
jamie256 Mar 22, 2022
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9 changes: 6 additions & 3 deletions src/whylogs/core/summaryconverters.py
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Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@
kll_floats_sketch,
update_theta_sketch,
)
from scipy import special, stats
from scipy import stats

from whylogs.proto import (
ColumnSummary,
Expand Down Expand Up @@ -289,8 +289,11 @@ def ks_test_compute_p_value(target_distribution: kll_floats_sketch, reference_di
D_max = D
j += 1

n_samples = min(target_distribution.get_n(), reference_distribution.get_n())
p_value = special.kolmogorov(np.sqrt(n_samples) * D_max)
m, n = sorted([target_distribution.get_n(), reference_distribution.get_n()], reverse=True)
en = m * n / (m + n)

p_value = stats.distributions.kstwo.sf(D_max, np.round(en))

return type("Object", (), {"ks_test": p_value})


Expand Down