NAG Library Chapter Contents

G08 – Nonparametric Statistics

Routine
Name Mark of
Introduction
Purpose

G08AAF
Example Text
Example Data 8 nagf_nonpar_test_sign
Sign test on two paired samples

G08ACF
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Example Data 8 nagf_nonpar_test_median
Median test on two samples of unequal size

G08AEF
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Example Data 8 nagf_nonpar_test_friedman
Friedman two-way analysis of variance on $k$ matched samples

G08AFF
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Example Data 8 nagf_nonpar_test_kruskal
Kruskal–Wallis one-way analysis of variance on $k$ samples of unequal size

G08AGF
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Example Data 14 nagf_nonpar_test_wilcoxon
Performs the Wilcoxon one-sample (matched pairs) signed rank test

G08AHF
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Example Data 14 nagf_nonpar_test_mwu
Performs the Mann–Whitney $U$ test on two independent samples

G08AJF
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Example Data 14 nagf_nonpar_prob_mwu_noties
Computes the exact probabilities for the Mann–Whitney $U$ statistic, no ties in pooled sample

G08AKF
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Example Data 14 nagf_nonpar_prob_mwu_ties
Computes the exact probabilities for the Mann–Whitney $U$ statistic, ties in pooled sample

G08ALF
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Example Data 15 nagf_nonpar_test_cochranq
Performs the Cochran $Q$ test on cross-classified binary data

G08BAF
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Example Data 8 nagf_nonpar_test_mooddavid
Mood's and David's tests on two samples of unequal size

G08CBF
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Example Data 14 nagf_nonpar_test_ks_1sample
Performs the one-sample Kolmogorov–Smirnov test for standard distributions

G08CCF
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Example Data 14 nagf_nonpar_test_ks_1sample_user
Performs the one-sample Kolmogorov–Smirnov test for a user-supplied distribution

G08CDF
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Example Data 14 nagf_nonpar_test_ks_2sample
Performs the two-sample Kolmogorov–Smirnov test

G08CGF
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Example Data 14 nagf_nonpar_test_chisq
Performs the ${\chi }^2$ goodness-of-fit test, for standard continuous distributions

G08CHF
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Example Data 23 nagf_nonpar_gofstat_anddar
Calculates the Anderson–Darling goodness-of-fit test statistic

G08CJF
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Example Data 23 nagf_nonpar_gofstat_anddar_unif
Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of uniformly distributed data

G08CKF
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Example Data 23 nagf_nonpar_gofstat_anddar_normal
Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of a fully-unspecified Normal distribution

G08CLF
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Example Data 23 nagf_nonpar_gofstat_anddar_exp
Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of an unspecified exponential distribution

G08DAF
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Example Data 8 nagf_nonpar_concordance_kendall
Kendall's coefficient of concordance

G08EAF
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Example Data 14 nagf_nonpar_randtest_runs
Performs the runs up or runs down test for randomness

G08EBF
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Example Data 14 nagf_nonpar_randtest_pairs
Performs the pairs (serial) test for randomness

G08ECF
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Example Data 14 nagf_nonpar_randtest_triplets
Performs the triplets test for randomness

G08EDF
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Example Data 14 nagf_nonpar_randtest_gaps
Performs the gaps test for randomness

G08RAF
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Example Data 12 nagf_nonpar_rank_regsn
Regression using ranks, uncensored data

G08RBF
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Example Data 12 nagf_nonpar_rank_regsn_censored
Regression using ranks, right-censored data