WilcoxonSignedRankTest Class

Represents the Wilcoxon signed-rank test for one sample or paired samples.

Definition

Namespace: Numerics.NET.Statistics.Tests
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.7.0
C#
public sealed class WilcoxonSignedRankTest : OneSampleTest
Inheritance
Object  →  HypothesisTest  →  OneSampleTest<Double>  →  OneSampleTest  →  WilcoxonSignedRankTest

Remarks

Use the WilcoxonSignedRankTest class to test whether the median of signed differences is zero. The test removes zero differences, ranks the absolute nonzero differences using average ranks for ties, and computes the positive and negative rank sums.

The reported Statistic is always min(W+, W-), where W+ is the sum of ranks for positive differences and W- is the sum of ranks for negative differences. One-sided p-values are computed from W+, not from min(W+, W-).

Exact p-values are available only when the effective sample size is at most 50 and there are no ties. In Default, tied samples use the normal approximation automatically.

Constructors

WilcoxonSignedRankTest(Vector<Double>, Vector<Double>, HypothesisType) Constructs a new Wilcoxon signed-rank test for paired samples.
WilcoxonSignedRankTest(Vector<Double>, Double, HypothesisType) Constructs a new Wilcoxon signed-rank test for a single sample against a median.

Properties

Distribution Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest)
EffectiveSampleSize Gets the number of nonzero differences used by the test.
Exactness Gets or sets whether p-values are computed exactly or approximately.
HypothesisType Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest)
Median Gets the median value tested by this test.
Name Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name)
NegativeRankSum Gets the sum of ranks corresponding to negative differences.
PositiveRankSum Gets the sum of ranks corresponding to positive differences.
PValue Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest)
Sample Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTest<T>)
SignificanceLevel Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest)
Statistic Gets the value of the test statistic.
(Inherited from HypothesisTest)
TieCount Gets the number of observations that belong to tied absolute-difference groups.
UseContinuityCorrection Gets or sets whether a continuity correction is applied in the normal approximation.
ZeroCount Gets the number of zero differences removed before ranking.

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetConfidenceInterval() Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest)
GetConfidenceInterval(Double) Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetLowerCriticalValue() Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetLowerCriticalValue(Double) Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest)
GetPValue Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Overrides HypothesisTest.GetPValue(HypothesisType))
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetUpperCriticalValue() Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetUpperCriticalValue(Double) Gets the upper critical value for the test statistic at the specified significance level.
(Inherited from HypothesisTest)
Reject() Returns whether the null hypothesis is rejected using the default significance level.
(Inherited from HypothesisTest)
Reject(Double) Returns whether the null hypothesis is rejected using the specified significance level.
(Overrides HypothesisTest.Reject(Double))
Summarize() Returns a string containing a human-readable summary of the object.
(Inherited from HypothesisTest)
Summarize(SummaryOptions) Returns a string containing a human-readable summary of the object using the specified options.
(Inherited from OneSampleTest<T>)
ToStringReturns a string that represents the current object.
(Inherited from HypothesisTest)

See Also