% File src/library/stats/man/SignRank.Rd % Part of the R package, https://www.R-project.org % Copyright 1995-2014 R Core Team % Distributed under GPL 2 or later \name{SignRank} \alias{SignRank} \alias{dsignrank} \alias{psignrank} \alias{qsignrank} \alias{rsignrank} \title{Distribution of the Wilcoxon Signed Rank Statistic} \description{ Density, distribution function, quantile function and random generation for the distribution of the Wilcoxon Signed Rank statistic obtained from a sample with size \code{n}. } \usage{ dsignrank(x, n, log = FALSE) psignrank(q, n, lower.tail = TRUE, log.p = FALSE) qsignrank(p, n, lower.tail = TRUE, log.p = FALSE) rsignrank(nn, n) } \arguments{ \item{x, q}{vector of quantiles.} \item{p}{vector of probabilities.} \item{nn}{number of observations. If \code{length(nn) > 1}, the length is taken to be the number required.} \item{n}{number(s) of observations in the sample(s). A positive integer, or a vector of such integers.} \item{log, log.p}{logical; if TRUE, probabilities p are given as log(p).} \item{lower.tail}{logical; if TRUE (default), probabilities are \eqn{P[X \le x]}, otherwise, \eqn{P[X > x]}.} } \value{ \code{dsignrank} gives the density, \code{psignrank} gives the distribution function, \code{qsignrank} gives the quantile function, and \code{rsignrank} generates random deviates. The length of the result is determined by \code{nn} for \code{rsignrank}, and is the maximum of the lengths of the numerical arguments for the other functions. The numerical arguments other than \code{nn} are recycled to the length of the result. Only the first elements of the logical arguments are used. } \details{ This distribution is obtained as follows. Let \code{x} be a sample of size \code{n} from a continuous distribution symmetric about the origin. Then the Wilcoxon signed rank statistic is the sum of the ranks of the absolute values \code{x[i]} for which \code{x[i]} is positive. This statistic takes values between \eqn{0} and \eqn{n(n+1)/2}, and its mean and variance are \eqn{n(n+1)/4} and \eqn{n(n+1)(2n+1)/24}, respectively. If either of the first two arguments is a vector, the recycling rule is used to do the calculations for all combinations of the two up to the length of the longer vector. } \author{Kurt Hornik; efficiency improvement by Ivo Ugrina.} \seealso{ \code{\link{wilcox.test}} to calculate the statistic from data, find p values and so on. \link{Distributions} for standard distributions, including \code{\link{dwilcox}} for the distribution of \emph{two-sample} Wilcoxon rank sum statistic. } \examples{ require(graphics) par(mfrow = c(2,2)) for(n in c(4:5,10,40)) { x <- seq(0, n*(n+1)/2, length.out = 501) plot(x, dsignrank(x, n = n), type = "l", main = paste0("dsignrank(x, n = ", n, ")")) } \dontshow{ p <- c(1, 1, 1, 2, 2:6, 8, 10, 11, 13, 15, 17, 20, 22, 24, 27, 29, 31, 33, 35, 36, 38, 39, 39, 40) stopifnot(round(dsignrank(0:56, n = 10)* 2^10) == c(p, rev(p), 0), qsignrank((1:16)/ 16, n = 4) == c(0:2, rep(3:7, each = 2), 8:10)) } } \keyword{distribution}