Wilcoxon signed rank test

SignedRankTest(x::AbstractVector{T<:Real}, y::AbstractVector{T<:Real})

Perform a Wilcoxon signed rank test of the null hypothesis that the distribution of the difference x - y has zero median against the alternative hypothesis that the median is non-zero.

When there are no tied ranks and ≤50 samples, or tied ranks and ≤15 samples, SignedRankTest performs an exact signed rank test. In all other cases, SignedRankTest performs an approximate signed rank test. Behavior may be further controlled by using ExactSignedRankTest or ApproximateSignedRankTest directly. See below for further algorithmic details.

Implements: pvalue

SignedRankTest(x::AbstractVector{T<:Real})

Perform a Wilcoxon signed rank test of the null hypothesis that the distribution from which `x` is drawn has zero median against the alternative hypothesis that the median is non-zero.

Implements: pvalue

ExactSignedRankTest(x::AbstractVector{T<:Real}[, y::AbstractVector{T<:Real}])

Perform an exact signed rank U test.

When there are no tied ranks, the exact p-value is computed using the psignrank function from libRmath. In the presence of tied ranks, a p-value is computed by exhaustive enumeration of permutations, which can be very slow for even moderately sized data sets.

Implements: pvalue

ApproximateSignedRank(x::AbstractVector{T<:Real}[, y::AbstractVector{T<:Real}])

Perform an approximate signed rank U test.

The p-value is computed using a normal approximation to the distribution of the signed rank statistic:

\[\begin{split}\mu &= \frac{n(n + 1)}{4}\\ \sigma &= \frac{n(n + 1)(2 * n + 1)}{24} - \frac{a}{48}\\ a &= \sum_{t \in \mathcal{T}} t^3 - t\end{split}\]

where \(\mathcal{T}\) is the set of the counts of tied values at each tied position.

Implements: pvalue