Wilcoxon-Mann-Whitney (WMW) statistic
stat_wmw.RdThe Wilcoxon-Mann-Whitney statistic defined in Chakraborty & Chaudhuri (2015) (and noted WMW in Smida et al 2022) is computed to compare two sets of functional trajectories.
Arguments
- MatX
numeric matrix of dimension
n_point x ncontainingntrajectories (in columns) of sizen_point(in rows).- MatY
numeric matrix of dimension
n_point x mcontainingmtrajectories (in columns) of sizen_point(in rows).
References
Anirvan Chakraborty, Probal Chaudhuri, A Wilcoxon–Mann–Whitney-type test for infinite-dimensional data, Biometrika, Volume 102, Issue 1, March 2015, Pages 239–246, doi:10.1093/biomet/asu072
Zaineb Smida, Lionel Cucala, Ali Gannoun & Ghislain Durif (2022) A median test for functional data, Journal of Nonparametric Statistics, 34:2, 520-553, doi:10.1080/10485252.2022.2064997 , hal-03658578
Examples
simu_data <- simul_data(
n_point = 100, n_obs1 = 50, n_obs2 = 75, c_val = 10,
delta_shape = "constant", distrib = "normal"
)
MatX <- simu_data$mat_sample1
MatY <- simu_data$mat_sample2
stat_wmw(MatX, MatY)
#> [1] 0.998492