/usr/include/wsr.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 | /*************************************************************************
Copyright (c) 2007, Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _wsr_h
#define _wsr_h
#include "ap.h"
#include "ialglib.h"
/*************************************************************************
Wilcoxon signed-rank test
This test checks three hypotheses about the median of the given sample.
The following tests are performed:
* two-tailed test (null hypothesis - the median is equal to the given
value)
* left-tailed test (null hypothesis - the median is greater than or
equal to the given value)
* right-tailed test (null hypothesis - the median is less than or
equal to the given value)
Requirements:
* the scale of measurement should be ordinal, interval or ratio (i.e.
the test could not be applied to nominal variables).
* the distribution should be continuous and symmetric relative to its
median.
* number of distinct values in the X array should be greater than 4
The test is non-parametric and doesn't require distribution X to be normal
Input parameters:
X - sample. Array whose index goes from 0 to N-1.
N - size of the sample.
Median - assumed median value.
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level
the null hypothesis is rejected.
LeftTail - p-value for left-tailed test.
If LeftTail is less than the given significance level,
the null hypothesis is rejected.
RightTail - p-value for right-tailed test.
If RightTail is less than the given significance level
the null hypothesis is rejected.
To calculate p-values, special approximation is used. This method lets us
calculate p-values with two decimal places in interval [0.0001, 1].
"Two decimal places" does not sound very impressive, but in practice the
relative error of less than 1% is enough to make a decision.
There is no approximation outside the [0.0001, 1] interval. Therefore, if
the significance level outlies this interval, the test returns 0.0001.
-- ALGLIB --
Copyright 08.09.2006 by Bochkanov Sergey
*************************************************************************/
void wilcoxonsignedranktest(ap::real_1d_array x,
int n,
double e,
double& bothtails,
double& lefttail,
double& righttail);
#endif
|