C# Class Accord.Statistics.Distributions.Univariate.WilcoxonDistribution

Inheritance: UnivariateContinuousDistribution
Show file Open project: accord-net/framework Class Usage Examples

Public Methods

Method Description
Clone ( ) : object

Creates a new object that is a copy of the current instance.

DistributionFunction ( double w ) : double

Gets the cumulative distribution function (cdf) for this distribution evaluated at point k.

The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

InverseDistributionFunction ( double p ) : double

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.

LogProbabilityDensityFunction ( double w ) : double

Gets the log-probability density function (pdf) for this distribution evaluated at point w.

The Probability Density Function (PDF) describes the probability that a given value x will occur.

ProbabilityDensityFunction ( double w ) : double

Gets the probability density function (pdf) for this distribution evaluated at point w.

The Probability Density Function (PDF) describes the probability that a given value x will occur.

ToString ( string format, IFormatProvider formatProvider ) : string

Returns a System.String that represents this instance.

WMinimum ( int signs, double ranks ) : double

Computes the Wilcoxon's W statistic.

The W statistic is computed as the minimum of the W+ and W- statistics.

WNegative ( int signs, double ranks ) : double

Computes the Wilcoxon's W- statistic.

The W- statistic is computed as the sum of all negative signed ranks.

WPositive ( int signs, double ranks ) : double

Computes the Wilcoxon's W+ statistic.

The W+ statistic is computed as the sum of all positive signed ranks.

WilcoxonDistribution ( double ranks ) : System

Creates a new Wilcoxon's W+ distribution.

WilcoxonDistribution ( double ranks, bool forceExact ) : System

Creates a new Wilcoxon's W+ distribution.

Method Details

Clone() public method

Creates a new object that is a copy of the current instance.
public Clone ( ) : object
return object

DistributionFunction() public method

Gets the cumulative distribution function (cdf) for this distribution evaluated at point k.
The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.
public DistributionFunction ( double w ) : double
w double A single point in the distribution range.
return double

InverseDistributionFunction() public method

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.
public InverseDistributionFunction ( double p ) : double
p double A probability value between 0 and 1.
return double

LogProbabilityDensityFunction() public method

Gets the log-probability density function (pdf) for this distribution evaluated at point w.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public LogProbabilityDensityFunction ( double w ) : double
w double A single point in the distribution range.
return double

ProbabilityDensityFunction() public method

Gets the probability density function (pdf) for this distribution evaluated at point w.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public ProbabilityDensityFunction ( double w ) : double
w double A single point in the distribution range.
return double

ToString() public method

Returns a System.String that represents this instance.
public ToString ( string format, IFormatProvider formatProvider ) : string
format string
formatProvider IFormatProvider
return string

WMinimum() public static method

Computes the Wilcoxon's W statistic.
The W statistic is computed as the minimum of the W+ and W- statistics.
public static WMinimum ( int signs, double ranks ) : double
signs int
ranks double
return double

WNegative() public static method

Computes the Wilcoxon's W- statistic.
The W- statistic is computed as the sum of all negative signed ranks.
public static WNegative ( int signs, double ranks ) : double
signs int
ranks double
return double

WPositive() public static method

Computes the Wilcoxon's W+ statistic.
The W+ statistic is computed as the sum of all positive signed ranks.
public static WPositive ( int signs, double ranks ) : double
signs int
ranks double
return double

WilcoxonDistribution() public method

Creates a new Wilcoxon's W+ distribution.
public WilcoxonDistribution ( double ranks ) : System
ranks double The rank statistics for the samples.
return System

WilcoxonDistribution() public method

Creates a new Wilcoxon's W+ distribution.
public WilcoxonDistribution ( double ranks, bool forceExact ) : System
ranks double The rank statistics for the samples.
forceExact bool True to compute the exact test. May requires /// a significant amount of processing power for large samples (n > 12).
return System