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License: MIT License
Statistical tests to compare distributions in > 1 dimensions
License: MIT License
Is this equivalent to the KS test you are performing? I have found that the for loop in your KS test makes it very slow for large data sets, but this one seems to be very fast.
def kstest_2d(dist1, dist2):
vary_ordering = lambda arr: (arr[0], arr[0,::-1], arr[1], arr[1,::-1])
p = 1.
KSstat = -np.inf
for thisdist1, thisdist2 in zip(vary_ordering(dist1), vary_ordering(dist2)):
thisKS, thisp = ks_2samp(thisdist1, thisdist2)
if thisKS > KSstat:
p = thisp
KSstat = thisKS
return KSstat, p
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