How to do Kolmogrov-Smirnov Test #91
Description
Dear author,
The paper section Distribution Analysis of Forecasting Output is interesting, I want to know how you do the Kolmogrov-Smirnov Test on multivariate datasets, In my code I use from scipy.stats import ks_2samp for test, but it can only support 1-d arrays. So you try this test on each channel and calculate the average values?
