goftest.py 文件源码

def perform_test(self, dat):
        """
        dat: a instance of Data
        """
        with util.ContextTimer() as t:
            alpha = self.alpha
            X = dat.data()
            n = X.shape[0]

            # H: length-n vector
            _, H = self.compute_stat(dat, return_pointwise_stats=True)
            test_stat = np.sqrt(n/2)*np.mean(H)
            stat_var = np.mean(H**2) 
            pvalue = stats.norm.sf(test_stat, loc=0, scale=np.sqrt(stat_var) )

        results = {'alpha': self.alpha, 'pvalue': pvalue, 'test_stat': test_stat,
                 'h0_rejected': pvalue < alpha, 'time_secs': t.secs, 
                 }
        return results