/* * File: KolmogorovSmirnovDivergence.java * Authors: Kevin R. Dixon * Company: Sandia National Laboratories * Project: Cognitive Foundry * * Copyright Jul 12, 2010, Sandia Corporation. * Under the terms of Contract DE-AC04-94AL85000, there is a non-exclusive * license for use of this work by or on behalf of the U.S. Government. * Export of this program may require a license from the United States * Government. See CopyrightHistory.txt for complete details. * */ package gov.sandia.cognition.learning.function.cost; import gov.sandia.cognition.statistics.CumulativeDistributionFunction; import gov.sandia.cognition.statistics.UnivariateDistribution; import gov.sandia.cognition.statistics.method.KolmogorovSmirnovConfidence; import java.util.Collection; /** * CostFunction that induces a CDF that most-closely resembles the * target distribution according to the Kolmogorov-Smirnov (K-S) test. * @param <DataType> * Type of data generated by the Distribution */ public class KolmogorovSmirnovDivergence<DataType extends Number> extends AbstractCostFunction<UnivariateDistribution<DataType>,Collection<? extends DataType>> { /** * Default constructor */ public KolmogorovSmirnovDivergence() { this( null ); } /** * Creates a new instance of KolmogorovSmirnovDivergence * @param costParameters * Data generated by the target distribution */ public KolmogorovSmirnovDivergence( Collection<? extends DataType> costParameters) { super( costParameters ); } @Override public Double evaluate( UnivariateDistribution<DataType> target) { CumulativeDistributionFunction<DataType> cdf = target.getCDF(); KolmogorovSmirnovConfidence.Statistic kstest = KolmogorovSmirnovConfidence.evaluateNullHypothesis( this.getCostParameters(),cdf); double d = kstest.getD(); return d; } }