Functions and Datasets to Accompany Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods, Third Edition
Function to compute a critical value for the Ansari-Bradley C distribu...
Function to compute a critical value for the Bohn-Wolfe U distribution...
Computes a critical value for the Durbin, Skillings-Mack D distributio...
Computes a critical value for the Fligner-Policello U distribution.
Computes a critical value for the Friedman, Kendall-Babington Smith S ...
Campbell-Hollander
Computes a critical value for the Hayter-Stone W* distribution.
Computes a critical value for the Hayter-Stone W* asymptotic distribut...
Hollander Bivariate Symmetry
Computes a critical value for the Jonckheere-Terpstra J distribution.
Computes a critical value for the Kolmogorov-Smirnov J distribution.
Computes a critical value for the Kruskal-Wallis H distribution.
Computes a critical value for the Lepage D distribution.
Computes a critical value for the Mack-Skillings MS distribution.
Quantile function for the maximum of k N(0,1) random variables with co...
Function to compute a critical value for the Nemenyi, Damico-Wolfe Y d...
Computes a critical value for the Nemenyi, Wilcoxon-Wilcox, Miller R* ...
Computes the upper bound for the null correlation between two overlapp...
Function to compute a critical value for the Page L distribution.
Quantile function for the range of k independent N(0,1) random variabl...
Computes a critical value for the Dwass, Steel, Critchlow-Fligner W di...
Computes a critical value for the Skillings-Mack SM distribution.
Computes a critical value for the Mack-Wolfe Peak Known A_p distributi...
Computes a critical value for the Mack-Wolfe Peak Unknown A_p-hat dist...
Computes a critical value for the Wilcoxon, Nemenyi, McDonald-Thompson...
Hollander-Proschan
Function to compute the Monte Carlo P-value for the observed Epstein E...
Kolmogorov's Confidence Band
Epstein
Ferguson's Estimator
Function to compute Hoeffding's D statistic for small sample sizes.
Hollander Bivariate Symmetry
Function to produce a confidence interval for Kendall's tau.
Function to compute the Monte Carlo P-value for the observed Klefsjo's...
Klefsjo's IFR
Function to compute the Monte Carlo P-value for the observed Klefsjo's...
Klefsjo's IFRA
Kolmogorov
Fitting Median-Based Linear Models (from 'mblm' oackage)
Miller Jackknife
Mean Residual Life
Possible arrangements by row for a matrix
Possible arrangements by row a matrix, where NA values are ignored
Combinations of the first n integers in k groups
Function to compute the Monte Carlo P-value for the observed Hollander...
Hollander-Proschan T*
Ordered Walsh Averages
Function to compute the P-value for the observed Ansari-Bradley C stat...
Function to compute the P-value for the observed Bohn-Wolfe U statisti...
Durbin, Skillings-Mack
Fligner-Policello
Function to compute the P-value for the observed Friedman, Kendall-Bab...
Hayter-Stone
Hayter-Sone LSA
Hoeffding's D
Hollander Bivariate Symmetry
Function to compute the P-value for the observed Jonckheere-Terpstra J...
Function to copute the P-value for the observed Kolmogorov-Smirnov J s...
Kruskal-Wallis
Lepage
Mack-Skillings
Function to compute the upper tail probability of the maximum of k N(0...
Nemenyi, Damico-Wolfe
Nemenyi, Wilcoxon-Wilcox, Miller
Page
Paired Wilcoxon
Function to compute the upper-tail probability of the range of k indep...
Methods to control displayed output of NSM3 tests.
Dwass, Steel, Critchlow, Fligner
Skillings-Mack
Function to compute the P-value for the observed Mack-Wolfe Peak Known...
Mack-Wolfe Peak Unknown
Wilcoxon, Nemenyi, McDonald-Thompson
Quantile function for the asymptotic distribution of the Kolmogorov-Sm...
Randles-Fligner-Policello-Wolfe
Ranked-Set Sample
Function to test for parallel lines.
Susarla-van Ryzin
Guess-Hollander-Proschan
Function to estimate and perform tests on the slope and intercept of a...
Function to perform Zelen's test.
Designed to replace the tables which were in the back of the first two editions of Hollander and Wolfe - Nonparametric Statistical Methods. Exact procedures are performed when computationally possible. Monte Carlo and Asymptotic procedures are performed otherwise. For those procedures included in the base packages, our code simply provides a wrapper to standardize the output with the other procedures in the package.