Welcome to OGeek Q&A Community for programmer and developer-Open, Learning and Share
Welcome To Ask or Share your Answers For Others

Categories

0 votes
292 views
in Technique[技术] by (71.8m points)

python - Goodness of fit tests in SciPy

I'm new to Python and coming from the R world. I'm trying to fit distributions to sample data using SciPy and having good success. I can make distribution.fit(data) return sane results. What I've been unable to do is create the goodness of fit statistics which I'm used to with the fitdistrplus package in R. Is there a common method for comparing "best fit" from a number of different distributions with SciPy?

I'm looking for something like the Kolmogorov-Smirnov test or Cramer-von Mises or Anderson-darling tests

See Question&Answers more detail:os

与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
Welcome To Ask or Share your Answers For Others

1 Reply

0 votes
by (71.8m points)

See the scipy.stats library: http://docs.scipy.org/doc/scipy/reference/stats.html

It contains K-S and Anderson-Darling, although apparently not Cramer-von Mises.


与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
OGeek|极客中国-欢迎来到极客的世界,一个免费开放的程序员编程交流平台!开放,进步,分享!让技术改变生活,让极客改变未来! Welcome to OGeek Q&A Community for programmer and developer-Open, Learning and Share
Click Here to Ask a Question

...