Add FriedmanTest and NemenyiTest#359
Open
deveshjawla wants to merge 12 commits into
Open
Conversation
Closes JuliaStats#312 (supersedes it — adds Nemenyi post-hoc and Iman-Davenport F) ## What's added - `FriedmanTest`: Friedman rank sum test with both χ²_F (original) and Iman-Davenport F statistic (recommended by Demšar 2006) - `NemenyiTest`: all-pairs post-hoc test with tabulated q_α values (StudentizedRange(k,∞)/√2, matching Demšar 2006 Table 5) - `issignificant(nt, i, j)`: convenience binary decision helper - Full docstrings with math, references, and external links - Test suite cross-validated against SciPy ## References - Demšar (2006). Statistical Comparisons of Classifiers over Multiple Data Sets. JMLR 7:1–30. - Iman & Davenport (1980). Approximations of the critical region of the Friedman statistic. - Nemenyi (1963). Distribution-free multiple comparisons. PhD thesis.
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## master #359 +/- ##
==========================================
+ Coverage 94.55% 94.81% +0.26%
==========================================
Files 29 30 +1
Lines 1836 1930 +94
==========================================
+ Hits 1736 1830 +94
Misses 100 100 ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
|
devmotion
reviewed
Jun 10, 2026
devmotion
reviewed
Jun 10, 2026
| Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7" | ||
| Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c" | ||
| Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665" | ||
| StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3" |
Author
There was a problem hiding this comment.
Its used in test/anderson_darling.jl, f.jl, and 2 more.
Co-authored-by: David Müller-Widmann <devmotion@users.noreply.github.com>
Co-authored-by: David Müller-Widmann <devmotion@users.noreply.github.com>
Co-authored-by: David Müller-Widmann <devmotion@users.noreply.github.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Closes #312 (supersedes it — adds Nemenyi post-hoc and Iman-Davenport F)
What's added
FriedmanTest: Friedman rank sum test with both χ²_F (original) and Iman-Davenport F statistic (recommended by Demšar 2006)NemenyiTest: all-pairs post-hoc test with tabulated q_α values (StudentizedRange(k,∞)/√2, matching Demšar 2006 Table 5)-issignificant(nt, i, j): convenience binary decision helperReferences