6.3.6.3.1. statsmodels.sandbox.distributions.gof_new.GOF¶
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class
statsmodels.sandbox.distributions.gof_new.GOF(rvs, cdf, args=(), N=20)[source]¶ One Sample Goodness of Fit tests
includes Kolmogorov-Smirnov D, D+, D-, Kuiper V, Cramer-von Mises W^2, U^2 and Anderson-Darling A, A^2. The p-values for all tests except for A^2 are based on the approximatiom given in Stephens 1970. A^2 has currently no p-values. For the Kolmogorov-Smirnov test the tests as given in scipy.stats are also available as options.
design: I might want to retest with different distributions, to calculate data summary statistics only once, or add separate class that holds summary statistics and data (sounds good).