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Adding KS and AD tests to train-test plots. Adding user option 'ComparisonTest'

Steffen Korn requested to merge AddingStatisticalTests into master

This MR adds

  • A user option called ComparisonTest controls which statistical test is run to compare training and test distributions.
  • Two options are supported Kolmogorov-Smirnov and Anderson-Darling.

The root implementation of the two tests is called in both cases. The default is Anderson-Darling, abbreviated with AD.

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