JD Long
JD Long

Reputation: 60746

Goodness of fit tests in SciPy

I'm new to Python and coming from the R world. I'm trying to fit distributions to sample data using SciPy and having good success. I can make distribution.fit(data) return sane results. What I've been unable to do is create the goodness of fit statistics which I'm used to with the fitdistrplus package in R. Is there a common method for comparing "best fit" from a number of different distributions with SciPy?

I'm looking for something like the Kolmogorov-Smirnov test or Cramer-von Mises or Anderson-darling tests

Upvotes: 17

Views: 41648

Answers (2)

John D. Cook
John D. Cook

Reputation: 30089

There's also statmodels goodness of fit tests.

Upvotes: 15

BrenBarn
BrenBarn

Reputation: 251383

See the scipy.stats library: http://docs.scipy.org/doc/scipy/reference/stats.html

It contains K-S and Anderson-Darling, although apparently not Cramer-von Mises.

Upvotes: 17

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