package obistat debut

pkg/obistats/kolmogorovbeta.go

@@ -0,0 +1,33 @@
+package obistats
+
+import (
+	"math"
+	"sort"
+
+	"gonum.org/v1/gonum/floats"
+	"gonum.org/v1/gonum/stat/distuv"
+)
+
+func BetaKolmogorowDist(data []float64, alpha, beta float64, preordered bool) float64 {
+	odata := data
+	if !preordered {
+		odata = make([]float64, len(data))
+		copy(odata,data)
+		sort.Float64s(odata)
+	}
+
+	distances := make([]float64, len(data))
+	B := distuv.Beta{
+		Alpha: alpha,
+		Beta:  beta,
+		Src:   nil,
+	}
+
+	s := float64(0.0)
+	for i, v := range odata {
+		s += v
+		distances[i] = math.Abs(B.CDF(s) - 1.0/(float64(i)+1.0))
+	}
+
+	return floats.Max(distances)
+}