fasano.franceschini.test

CRANfasano.franceschini.testMaRDI QIDQ89778

Fasano-Franceschini Test: A Multivariate Kolmogorov-Smirnov Two-Sample Test

Connor Puritz, Elan M Ness-Cohn

Last update: 7 February 2024

Copyright license: MIT license, File License

Software version identifier: 2.1.1, 2.2.1, 1.0.0, 1.0.1, 1.1.0, 2.0.0, 2.0.1, 2.1.0, 2.2.0, 2.2.2

Description

An implementation of the two-sample multivariate Kolmogorov-Smirnov test described by Fasano and Franceschini (1987) <doi:10.1093/mnras/225.1.155>. This test evaluates the null hypothesis that two i.i.d. random samples were drawn from the same underlying probability distribution. The data can be of any dimension, and can be of any type (continuous, discrete, or mixed).

Cites work

• A multidimensional version of the Kolmogorov–Smirnov test

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