v.23.4New Feature

Add kolmogorovSmirnovTest Statistical Aggregate Function

Add statistical aggregate function kolmogorovSmirnovTest. Close #48228. #48325 (FFFFFFFHHHHHHH).
Added the statistical aggregate function kolmogorovSmirnovTest to ClickHouse for performing Kolmogorov-Smirnov tests.

Why it matters

This feature provides a built-in method to perform the Kolmogorov-Smirnov test, which is a nonparametric test used to compare sample distributions. It enables users to statistically compare two datasets directly within ClickHouse, enhancing data analysis capabilities without requiring external statistical tools.

How to use it

Use the aggregate function kolmogorovSmirnovTest in your SQL queries to compare two sets of values. For example:

SELECT kolmogorovSmirnovTest(array1, array2) FROM table

Replace array1 and array2 with the data columns or expressions you want to compare.