fsml_signedrank_paired Interface

public interface fsml_signedrank_paired

The Wilcoxon signed rank test is a non-parametric test that determines if two related paired samples come from the same distribution. It can be regarded as a non-parametric version of the paired t-test.

Hypotheses:

The Wilcoxon signed rank test is mathematically equivalent to the 1-sample Wilcoxon signed rank test conducted on the difference vector with set to zero. Consequently, the the null hypothesis can be expressed as:

Samples are symmetric around .

The default alternative hypothesis is two-sided and also be set explicitly (h1 = "two"). It can be expressed as:

Samples are symmetric around

If the alternative hypothesis is set to "greater than" (h1 = "gt"), it is:

Samples are symmetric around

If the alternative hypothesis is set to "less than" (h1 = "lt"), it is:

Samples are symmetric around

The procedure takes into consideration tied ranks.

Calls

interface~~fsml_signedrank_paired~~CallsGraph interface~fsml_signedrank_paired fsml_signedrank_paired proc~s_tst_signedrank_2s s_tst_signedrank_2s interface~fsml_signedrank_paired->proc~s_tst_signedrank_2s proc~s_err_print s_err_print proc~s_tst_signedrank_2s->proc~s_err_print proc~s_tst_signedrank_2s_core s_tst_signedrank_2s_core proc~s_tst_signedrank_2s->proc~s_tst_signedrank_2s_core proc~f_utl_r2c f_utl_r2c proc~s_err_print->proc~f_utl_r2c proc~s_tst_signedrank_1s_core s_tst_signedrank_1s_core proc~s_tst_signedrank_2s_core->proc~s_tst_signedrank_1s_core proc~f_dst_norm_cdf_core f_dst_norm_cdf_core proc~s_tst_signedrank_1s_core->proc~f_dst_norm_cdf_core proc~s_utl_rank s_utl_rank proc~s_tst_signedrank_1s_core->proc~s_utl_rank

Module Procedures

public impure subroutine s_tst_signedrank_2s(x1, x2, w, p, h1)

Impure wrapper procedure for s_tst_signedrank_2s_core.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x1(:)

sample 1 (paired data)

real(kind=wp), intent(in) :: x2(:)

sample 2 (paired data)

real(kind=wp), intent(out) :: w

W statistic (sum of signed ranks)

real(kind=wp), intent(out) :: p

p-value

character(len=*), intent(in), optional :: h1

: "two" (default), "lt", "gt"