Function kruskalWallis

The Kruskal-Wallis rank sum test. Tests the null hypothesis that data in each group is not stochastically ordered with respect to data in each other groups. This is a one-way non-parametric ANOVA and can be thought of as either a generalization of the Wilcoxon rank sum test to >2 groups or a non-parametric equivalent to the F-test. Data can be input as either a tuple of ranges (one range for each group) or a range of ranges (one element for each group).

TestRes kruskalWallis(T...) (
  T dataIn
)
if (doubleInput!(typeof(dataIn[0].front)) || allSatisfy!(doubleInput, T));

Bugs

Asymptotic approximation of P-value only, not exact. In this case, I'm not sure a practical way to compute the exact P-value even exists.

Returns

A TestRes with the K statistic and the P-value for the null that no group is stochastically larger than any other against the alternative that groups are stochastically ordered.

References

"Concepts and Applications of Inferrential Statistics". Richard Lowry. Vassar College. version.

http

//faculty.vassar.edu/lowry/webtext.html