This is where I collect useful Julia code for which I have not yet created a package, or where existing Julia packages (by others) do not yet (to my knowledge) include it.
Just install from the github by calling:
from a Julia repl.
Comparing two set of samples (empirical distributions)
Baumgartner-Weis-Schindler statistic and test:
bws_test_sampled(x, y, numsamples = 10000)
There is also an add-on layer to these tests to try to give them the same interface as in HypothesisTests.jl:
Utilities used in these comparisons:
ranks(x, y)to calculate the combined ranks of all values in x and y