NAG Library Chapter Contents

G08 (nonpar)
Nonparametric Statistics


G08 (nonpar) Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
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Example Text
Example Data
8 nagf_nonpar_test_sign
Sign test on two paired samples
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Example Text
Example Data
8 nagf_nonpar_test_median
Median test on two samples of unequal size
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Example Text
Example Data
8 nagf_nonpar_test_friedman
Friedman two-way analysis of variance on k matched samples
g08aff
Example Text
Example Data
8 nagf_nonpar_test_kruskal
Kruskal–Wallis one-way analysis of variance on k samples of unequal size
g08agf
Example Text
Example Data
14 nagf_nonpar_test_wilcoxon
Performs the Wilcoxon one-sample (matched pairs) signed rank test
g08ahf
Example Text
Example Data
14 nagf_nonpar_test_mwu
Performs the Mann–Whitney U test on two independent samples
g08ajf
Example Text
Example Data
14 nagf_nonpar_prob_mwu_noties
Computes the exact probabilities for the Mann–Whitney U statistic, no ties in pooled sample
g08akf
Example Text
Example Data
14 nagf_nonpar_prob_mwu_ties
Computes the exact probabilities for the Mann–Whitney U statistic, ties in pooled sample
g08alf
Example Text
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
Example Text
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
Example Text
Example Data
14 nagf_nonpar_test_chisq
Performs the χ2 goodness-of-fit test, for standard continuous distributions
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Example Data
23 nagf_nonpar_gofstat_anddar
Calculates the Anderson–Darling goodness-of-fit test statistic
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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
Example Text
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
Example Text
Example Data
8 nagf_nonpar_concordance_kendall
Kendall's coefficient of concordance
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Example Text
Example Data
14 nagf_nonpar_randtest_runs
Performs the runs up or runs down test for randomness
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Example Text
Example Data
14 nagf_nonpar_randtest_pairs
Performs the pairs (serial) test for randomness
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Example Text
Example Data
14 nagf_nonpar_randtest_triplets
Performs the triplets test for randomness
g08edf
Example Text
Example Data
14 nagf_nonpar_randtest_gaps
Performs the gaps test for randomness
g08raf
Example Text
Example Data
12 nagf_nonpar_rank_regsn
Regression using ranks, uncensored data
g08rbf
Example Text
Example Data
12 nagf_nonpar_rank_regsn_censored
Regression using ranks, right-censored data
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017