The R Project SVN R

\name{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 to generate.}
  \item{n}{numbers of observations in the sample.  Must be positive
    integers less than 50.}
  \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]}{P[X <= x]}, otherwise, \eqn{P[X > x]}{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.
}
\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.
}
\author{Kurt Hornik \email{hornik@ci.tuwien.ac.at}}
\seealso{\code{\link{dwilcox}} etc, for the \emph{two-sample} Wilcoxon
    rank sum statistic.}
\examples{
par(mfrow=c(2,2))
for(n in c(4:5,10,40)) {
  x <- seq(0, n*(n+1)/2, length=501)
  plot(x, dsignrank(x,n=n), type='l', main=paste("dsignrank(x,n=",n,")"))
}
}
\keyword{distribution}