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Add Wilcoxon Distribution #293

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bvenn opened this issue Sep 20, 2023 · 2 comments
Open

Add Wilcoxon Distribution #293

bvenn opened this issue Sep 20, 2023 · 2 comments
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Difficulty: Advanced Hackathon projects with beginner difficulty FsLab Hackathon 2023 Implementation projects for the 2023 FsLab Hackathon Status: Available

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@bvenn
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bvenn commented Sep 20, 2023

Description

The signed rank test currently is only an approximation for large values (see #182 (comment))
There is a valid wilcoxon distribution that is quite expensive to calculate. Nevertheless it is required to calculate exact u test results, and should be implemented:

Citation from #213

To perform a valid u test it is required to implement the Wilcoxon distribution. Is should be added as individual source file within Distributions/Continuous. You can copy the Distributions/Continuous/Normal.fs and replace all fields with its corresponding entries for the Wilcoxon distribution.

References

Pointers

  • suggested workflow:
    • check out other distribution implementations and the original publication
    • copy a existing source file (e.g. Normal.fs), rename it to Wilcoxon.fs and replace all members.
      • this may be harder as you would imagine, but even if not all members are implemented, it would help us bringing FSharp.Stats a step further
    • optional: add unit tests
Hints (click to expand if you need additional pointers)

A final PR should contain the source file as well as unit tests to verify the correct results of the calculations. But even if some functions are missing, you can file a PR and mention what has to be added and where the problems are. For appropriate unit tests you can check out exponential distribution unit tests.

@bvenn bvenn added Difficulty: Advanced Hackathon projects with beginner difficulty FsLab Hackathon 2023 Implementation projects for the 2023 FsLab Hackathon Status: Available labels Sep 20, 2023
@bvenn bvenn moved this to Status: Available in FsLab Hackathon 2023 Sep 21, 2023
@valbers
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valbers commented Sep 30, 2023

I'll take a stab at that.

@valbers
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valbers commented Sep 30, 2023

Ok. @bvenn , like we discsussed, it seems like this requirement needs some refinement, since this distribution was already there once and got removed ( #213 ), so I'm leaving it at it for now.

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Labels
Difficulty: Advanced Hackathon projects with beginner difficulty FsLab Hackathon 2023 Implementation projects for the 2023 FsLab Hackathon Status: Available
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