@stdlib/stats
Version:
Standard library statistical functions.
159 lines (136 loc) • 4.5 kB
TypeScript
/*
* @license Apache-2.0
*
* Copyright (c) 2021 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
// TypeScript Version: 4.1
/// <reference types="@stdlib/types"/>
import { NumericArray } from '@stdlib/types/array';
/**
* Interface defining function options.
*/
interface Options {
/**
* Significance level (default: 0.05).
*/
alpha?: number;
/**
* Alternative hypothesis (`two-sided`, `less`, or `greater`; default: 'two-sided').
*/
alternative?: 'two-sided' | 'less' | 'greater';
/**
* Method governing how zero-differences are handled (`pratt`, `wilcox`, or `zsplit`; default: 'wilcox').
*/
zeroMethod?: 'pratt' | 'wilcox' | 'zsplit';
/**
* Continuity correction adjusting the Wilcoxon rank statistic by 0.5 towards the mean (default: true).
*/
correction?: boolean;
/**
* Whether to force using the exact distribution instead of a normal approximation when there are more than fifty data points (default: false).
*/
exact?: boolean;
/**
* Location parameter under H0 (default: 0).
*/
mu?: number;
}
/**
* Test result.
*/
interface Results {
/**
* Used significance level.
*/
alpha: number;
/**
* Test decision.
*/
rejected: boolean;
/**
* p-value of the test.
*/
pValue: number;
/**
* Value of test statistic.
*/
statistic: number;
/**
* Assumed mean under H0 (or difference in means when `y` is supplied).
*/
nullValue: number;
/**
* Alternative hypothesis (`two-sided`, `less` or `greater`).
*/
alternative: string;
/**
* Name of test.
*/
method: string;
/**
* Function to print formatted output.
*/
print: Function;
}
/**
* Computes a Wilcoxon signed rank test.
*
* @param x - data array
* @param options - function options
* @param options.alpha - significance level (default: 0.05)
* @param options.alternative - alternative hypothesis (`two-sided`, `less`, or `greater`; default: 'two-sided')
* @param options.zeroMethod - method governing how zero-differences are handled (`pratt`, `wilcox`, or `zsplit`; default: 'wilcox')
* @param options.correction - continuity correction adjusting the Wilcoxon rank statistic by 0.5 towards the mean (default: true)
* @param options.exact - whether to force using the exact distribution instead of a normal approximation when there are more than fifty data points (default: false)
* @param options.mu - location parameter under H0 (default: 0)
* @throws must provide valid options
* @returns test result object
*
* @example
* var x = [ 6, 8, 14, 16, 23, 24, 28, 29, 41, -48, 49, 56, 60, -67, 75 ];
* var out = wilcoxon( x, {
* 'mu': 2
* });
*
* @example
* var x = [ 6, 8, 14, 16, 23, 24, 28, 29, 41, -48, 49, 56, 60, -67, 75 ];
* var out = wilcoxon( x, {
* 'alternative': 'greater'
* });
*/
declare function wilcoxon( x: NumericArray, options?: Options ): Results;
/**
* Computes a Wilcoxon signed rank test.
*
* @param x - data array
* @param y - optional paired data array
* @param options - function options
* @param options.alpha - significance level (default: 0.05)
* @param options.alternative - alternative hypothesis (`two-sided`, `less`, or `greater`; default: 'two-sided')
* @param options.zeroMethod - method governing how zero-differences are handled (`pratt`, `wilcox`, or `zsplit`; default: 'wilcox')
* @param options.correction - continuity correction adjusting the Wilcoxon rank statistic by 0.5 towards the mean (default: true)
* @param options.exact - whether to force using the exact distribution instead of a normal approximation when there are more than fifty data points (default: false)
* @param options.mu - location parameter under H0 (default: 0)
* @throws must provide valid options
* @returns test result object
*
* @example
* var x = [ 1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, 1.30 ];
* var y = [ 0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29 ];
* var out = wilcoxon( x, y );
*/
declare function wilcoxon( x: NumericArray, y: NumericArray, options?: Options ): Results;
// EXPORTS //
export = wilcoxon;