| SignRank {base} | R Documentation |
Density, distribution function, quantile function and random
generation for the distribution of the Wilcoxon Signed Rank statistic
obtained from a sample with size n.
dsignrank(x, n, log = FALSE) psignrank(q, n, lower.tail = TRUE, log.p = FALSE) qsignrank(p, n, lower.tail = TRUE, log.p = FALSE) rsignrank(nn, n)
x,q |
vector of quantiles. |
p |
vector of probabilities. |
nn |
number of observations to generate. |
n |
numbers of observations in the sample. Must be positive integers less than 50. |
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 be a sample of
size n from a continuous distribution symmetric about the
origin. Then the Wilcoxon signed rank statistic is the sum of the
ranks of the absolute values x[i] for which x[i] is
positive. This statistic takes values between 0 and
n(n+1)/2, and its mean and variance are n(n+1)/4 and
n(n+1)(2n+1)/24, respectively.
dsignrank gives the density,
psignrank gives the distribution function,
qsignrank gives the quantile function, and
rsignrank generates random deviates.
Kurt Hornik hornik@ci.tuwien.ac.at
dwilcox etc, for the two-sample Wilcoxon
rank sum statistic.
par(mfrow=c(2,2))
for(n in c(4:5,10,40)) {
x <- seq(0, n*(n+1)/2, length=501)
plot(x, dsignrank(x,n=n), type='l', main=paste("dsignrank(x,n=",n,")"))
}