Reputation: 60746
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
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