twosamples - Fast Permutation Based Two Sample Tests
Fast randomization based two sample tests. Testing the
hypothesis that two samples come from the same distribution
using randomization to create p-values. Included tests are:
Kolmogorov-Smirnov, Kuiper, Cramer-von Mises, Anderson-Darling,
Wasserstein, and DTS. The default test (two_sample) is based on
the DTS test statistic, as it is the most powerful, and thus
most useful to most users. The DTS test statistic builds on the
Wasserstein distance by using a weighting scheme like that of
Anderson-Darling. See the companion paper at <arXiv:2007.01360>
or <https://codowd.com/public/DTS.pdf> for details of that test
statistic, and non-standard uses of the package (parallel for
big N, weighted observations, one sample tests, etc). We also
include the permutation scheme to make test building simple for
others.