kstest_for_all_distributions
- property MonteCarlo.kstest_for_all_distributions
Run Kolmogorov-Smirnov goodness-of-fit tests for all configured distributions.
This property evaluates the KS test of the instance’s return series against each distribution defined in the project’s configured list of distributions and aggregates the results into a single DataFrame.
- Returns:
- pandas.DataFrame
A DataFrame where the index contains distribution names and each row holds the KS test results for that distribution (e.g., test statistic and p-value). The exact column labels depend on the underlying test implementation.
See also
kstestRun the KS test for a single distribution.