syrte/ndtest

generalize to arbitrary dimensions

bhomass opened this issue · 2 comments

bhomass commented

This code works for 2 dimensions. Can it be expanded to work for arbitrary number of dimensions, like over 100?

bhomass commented

Apparently, it would be excessively expensive in computation load when this method is extended further.

syrte commented

Agreed. The computation cost will be too high for ND KS test, as it uses quadrants. Also it is unclear how well it works for higher dimensions.
The energy distance statistics test may work. Maybe you can check with literature.