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Add FriedmanTest and NemenyiTest#359

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deveshjawla:add-friedman-nemenyi-test
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Add FriedmanTest and NemenyiTest#359
deveshjawla wants to merge 12 commits into
JuliaStats:masterfrom
deveshjawla:add-friedman-nemenyi-test

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@deveshjawla

@deveshjawla deveshjawla commented Jun 10, 2026

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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 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.

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.
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codecov-commenter commented Jun 10, 2026

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 94.81%. Comparing base (c35d893) to head (daf0263).

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.
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Comment thread .vscode/settings.json Outdated
Comment thread .vscode/settings.json Outdated
Comment thread src/HypothesisTests.jl
Comment thread src/friedman.jl Outdated
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Comment thread docs/src/refs.bib
Comment thread src/friedman.jl
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Comment thread src/friedman.jl Outdated
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Comment thread src/HypothesisTests.jl
Comment thread test/runtests.jl Outdated
Comment thread Project.toml
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665"
StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"

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Doesn't seem to be used?

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Its used in test/anderson_darling.jl, f.jl, and 2 more.

deveshjawla and others added 7 commits June 10, 2026 22:25
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>
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3 participants