Wilcoxon {stats} | R Documentation |
Density, distribution function, quantile function and random
generation for the distribution of the Wilcoxon rank sum statistic
obtained from samples with size m
and n
, respectively.
dwilcox(x, m, n, log = FALSE) pwilcox(q, m, n, lower.tail = TRUE, log.p = FALSE) qwilcox(p, m, n, lower.tail = TRUE, log.p = FALSE) rwilcox(nn, m, n)
x, q |
vector of quantiles. |
p |
vector of probabilities. |
nn |
number of observations. If length(nn) > 1 , the length
is taken to be the number required. |
m, n |
numbers of observations in the first and second sample, respectively. Can be vectors of positive integers. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]. |
This distribution is obtained as follows. Let x
and y
be two random, independent samples of size m
and n
.
Then the Wilcoxon rank sum statistic is the number of all pairs
(x[i], y[j])
for which y[j]
is not greater than
x[i]
. This statistic takes values between 0
and
m * n
, and its mean and variance are m * n / 2
and
m * n * (m + n + 1) / 12
, respectively.
If any of the first three arguments are vectors, the recycling rule is used to do the calculations for all combinations of the three up to the length of the longest vector.
dwilcox
gives the density,
pwilcox
gives the distribution function,
qwilcox
gives the quantile function, and
rwilcox
generates random deviates.
These functions can use large amounts of memory and stack (and even crash R if the stack limit is exceeded) if and one sample is large (several thousands or more).
S-PLUS uses a different (but equivalent) definition of the Wilcoxon
statistic: see wilcox.test
for details.
Kurt Hornik
wilcox.test
to calculate the statistic from data, find p
values and so on.
dsignrank
etc, for the distribution of the
one-sample Wilcoxon signed rank statistic.
x <- -1:(4*6 + 1) fx <- dwilcox(x, 4, 6) Fx <- pwilcox(x, 4, 6) layout(rbind(1,2),width=1,heights=c(3,2)) plot(x, fx,type='h', col="violet", main= "Probabilities (density) of Wilcoxon-Statist.(n=6,m=4)") plot(x, Fx,type="s", col="blue", main= "Distribution of Wilcoxon-Statist.(n=6,m=4)") abline(h=0:1, col="gray20",lty=2) layout(1)# set back N <- 200 hist(U <- rwilcox(N, m=4,n=6), breaks=0:25 - 1/2, border="red", col="pink", sub = paste("N =",N)) mtext("N * f(x), f() = true \"density\"", side=3, col="blue") lines(x, N*fx, type='h', col='blue', lwd=2) points(x, N*fx, cex=2) ## Better is a Quantile-Quantile Plot qqplot(U, qw <- qwilcox((1:N - 1/2)/N, m=4,n=6), main = paste("Q-Q-Plot of empirical and theoretical quantiles", "Wilcoxon Statistic, (m=4, n=6)",sep="\n")) n <- as.numeric(names(print(tU <- table(U)))) text(n+.2, n+.5, labels=tU, col="red")