NAG Toolbox

G08 – nonparametric statistics

• G08 Introduction
• g08aa – Sign test on two paired samples
• nag_nonpar_test_sign
• g08ac – Median test on two samples of unequal size
• nag_nonpar_test_median
• g08ae – Friedman two-way analysis of variance on k matched samples
• nag_nonpar_test_friedman
• g08af – Kruskal–Wallis one-way analysis of variance on k samples of unequal size
• nag_nonpar_test_kruskal
• g08ag – Performs the Wilcoxon one-sample (matched pairs) signed rank test
• nag_nonpar_test_wilcoxon
• g08ah – Performs the Mann–Whitney U test on two independent samples
• nag_nonpar_test_mwu
• g08aj – Computes the exact probabilities for the Mann–Whitney U statistic, no ties in pooled sample
• nag_nonpar_prob_mwu_noties
• g08ak – Computes the exact probabilities for the Mann–Whitney U statistic, ties in pooled sample
• nag_nonpar_prob_mwu_ties
• g08al – Performs the Cochran Q test on cross-classified binary data
• nag_nonpar_test_cochranq
• g08ba – Mood's and David's tests on two samples of unequal size
• nag_nonpar_test_mooddavid
• g08cb – Performs the one-sample Kolmogorov–Smirnov test for standard distributions
• nag_nonpar_test_ks_1sample
• g08cc – Performs the one-sample Kolmogorov–Smirnov test for a user-supplied distribution
• nag_nonpar_test_ks_1sample_user
• g08cd – Performs the two-sample Kolmogorov–Smirnov test
• nag_nonpar_test_ks_2sample
• g08cg – Performs the χ² goodness-of-fit test, for standard continuous distributions
• nag_nonpar_test_chisq
• g08ch – Calculates the Anderson–Darling goodness-of-fit test statistic
• nag_nonpar_gofstat_anddar
• g08cj – Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of uniformly distributed data
• nag_nonpar_gofstat_anddar_unif
• g08ck – Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of a fully-unspecified Normal distribution
• nag_nonpar_gofstat_anddar_normal
• g08cl – Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of an unspecified exponential distribution
• nag_nonpar_gofstat_anddar_exp
• g08da – Kendall's coefficient of concordance
• nag_nonpar_concordance_kendall
• g08ea – Performs the runs up or runs down test for randomness
• nag_nonpar_randtest_runs
• g08eb – Performs the pairs (serial) test for randomness
• nag_nonpar_randtest_pairs
• g08ec – Performs the triplets test for randomness
• nag_nonpar_randtest_triplets
• g08ed – Performs the gaps test for randomness
• nag_nonpar_randtest_gaps
• g08ra – Regression using ranks, uncensored data
• nag_nonpar_rank_regsn
• g08rb – Regression using ranks, right-censored data
• nag_nonpar_rank_regsn_censored

G07

G10