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 nonzero.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 usingExactSignedRankTest
orApproximateSignedRankTest
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 nonzero.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 pvalue is computed using the
psignrank
function from libRmath. In the presence of tied ranks, a pvalue 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 pvalue 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