feature_selection.py 文件源码

def kolmogorov_smirnov_two_sample_test(sample_a,sample_b):
    """
    Performs the two sample Kolmogorov-Smirnov test, testing wheter twoa samples are drawn from identical distributions

    Keyword arguments:
    sample_a -- The first sample
    sample_b -- The second sample
    """

    return stats.ks_2samp(sample_a,sample_b)