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:
Pkg.clone("https://github.com/robertfeldt/FeldtLib.jl")
from a Julia repl.
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Baumgartner-Weis-Schindler statistic and test:
bws_statistic(x, y)bws_test_sampled(x, y, numsamples = 10000)
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There is also an add-on layer to these tests to try to give them the same interface as in HypothesisTests.jl:
BWSTest(x, y)pvalue(t::BWSTest)
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Utilities used in these comparisons:
ranks(x, y)to calculate the combined ranks of all values in x and yfactorialcombinations