Compute statistical tests on data. Each test is specified by a unique name and optional parameters
follows, separated by commas. Depending on the test, one, two or three columns of data are expected. '1
dist' tests expect data in [0,1] from a distribution function. '1 sample' tests expect a single columns.
Test on 'pairs' expect two columns of equal length. Test on '2 samples' expect two columns of data,
possibly of different length. Test on 2+ and 3+ samples expect a varying number of columns. If more
columns are provided, the test is repeated for any column in the case of 1 sample test, and any couple of
columns in the case of 2 sample tests. In the last case, the output is expressed in matrix format, with
estimated statistics on the lower triangle and p-scores (if requested) on the upper. The removal of 'nan'
entries is automatic, and is performed consistently with the nature of the test.
Tests typically assume 1, 2 or 3+ samples. Available tests are:
D+,D-,D,V 1 dist
Kolmogorov-Smirnov tests on cumulated data
W2,A2,U2
1 dist Cramer-von Mises tests on cumulated data
CHI2-1 1 samp Chi-Sqrd, 1 samp. 2nd column: th. prob.
WILCO 1 samp Wilcoxon signed-rank test (mode=0)
TS 1 samp Student's T (mean=0)
TR-TP 1 samp Test of randomness: turning points
TR-DS 1 samp Test of randomness: difference sign
TR-RT 1 samp Test of randomness: rank test
R pairs Pearson's correlation coefficient
RHO pairs Spearman's Rho rank correlation
TAU pairs Kendall's Tau correlation
CHI2-2 pairs Chi-Sqrd, 2 samples
TP pairs Student's T with paired samples
WILCO2 pairs Wilcoxon test on paired samples
KS 2 samp Kolmogorov-Smirnov test
T 2 samp Student's T with same variances
TH 2 samp Student's T with different variances
F 2 samp F-Test for different variances
WMW 2 samp Wilcoxon-Mann-Whitney U
FP 2 samp Fligner-Policello standardized U^
LEV-MEAN
2+ samp Levene equality of variances using means
LEV-MED
2+ samp Levene equality of variances using medians
KW 3+ samp Kruscal-Wallis test on 3+ samples
CHI2-N 3+ samp Multi-columns contingency table analysis