Implemented some goodness-of-fit tests #60
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
- Bootstrap and non-bootstrap based tests
- KSDistance statistic for hypothesis testing
- Time re-scaled events againt uniform
- Time re-scaled inter events against exponential
- Tests take types instead of instances of point processes - `NoBootstrapTest` may take an instances TODO: - Add Tests
- Statistics now work for general types
- Added a `AbstractRNG` to the tests to control simulations
- `BootstrapTest` and `NoBootstrapTest` are subtypes of `HypothesisTest`
- Fields have fixed types, as done in `HypothesisTests.jl`
- Fixed some mistakes
TODO: Add tests
Codecov Report❌ Patch coverage is 📢 Thoughts on this report? Let us know! |
Merged
ISSUES:
- Type piracy: needed to implement `fit` for the `Dirac` distribution
- Names: type and method names could maybe be improved
- PPTest: Fields in `BootstrapTest` and `NoBootstrapTest` make sense
only for simulation based tests. Anything more general?
`Distributions.jl` does not provide a `fit` method, so a separate `fit` method for unmarked Poisson processes was added.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Statistics
Implemented two versions of the Kolmogorov-Smirnov distance as a test statistic.
Tests
Bootstrap and non-bootstrap based tests
Bootstrap
Non-bootstrap
Same as above, but skip step 4, so use estimation in step 1 to calculate test statistic
Issues
Types and methods names
Perhaps the names can be improved. If you have any suggestions...
Type piracy
Tried implementing a
fitmethod for theDiracdistribution (there isn't one inDistributions.jl), so thefitmethod works for theUnivariatePoissonProcess, but tests complain about type piracy. Decided to implement afitmethod specifically for unmarked Poisson processes instead.