I have two data sets. When I do a
QuantilePlot[data1, data2], I get the graph below. However,
KolmogorovSmirnovTest[data1, data2] returns 0. While clearly the distributions of the two data sets are somewhat different, it is equally clear that they are not that far apart. Now, to add to the confusion, while the examples for
KolmogorovSmirnovTest do give an example of two data sets being compared, the actual documentation seems to tell us how to see if data matches a symbolic distribution. So, it all seems rather goofy. Anybody have thoughts?
EDIT I withdraw the "bug" theory, since I have now compared the same data in Matlab (thanks to @Szabolcs's excellent MATLink (matlink.org)) and MATLAB is in agreement with Mathematica (except that Mathematica's 0 is MATLAB's 1)