ENH: Add CDF and SF of the Wilcoxon distribution#124
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fbourgey wants to merge 3 commits intoscipy:mainfrom
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ENH: Add CDF and SF of the Wilcoxon distribution#124fbourgey wants to merge 3 commits intoscipy:mainfrom
fbourgey wants to merge 3 commits intoscipy:mainfrom
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fbourgey
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Apr 13, 2026
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| inline std::vector<double> wilcoxon_pmf(int n) { | ||
| // PMF of the Wilcoxon signed-rank statistic. | ||
| // The returned vector has length n*(n+1)/2 + 1, and the k-th element contains | ||
| // the probability of observing a test statistic equal to k for n pairs of | ||
| // observations. | ||
| std::vector<double> pmf = {1.0}; | ||
| for (int k = 1; k < n + 1; k++) { | ||
| std::vector<double> tmp(k * (k + 1) / 2 + 1, 0.0); | ||
| int m = static_cast<int>(pmf.size()); | ||
| for (int i = 0; i < m; i++) { | ||
| tmp[i] += 0.5 * pmf[i]; | ||
| tmp[i + k] += 0.5 * pmf[i]; | ||
| } | ||
| pmf = std::move(tmp); | ||
| } | ||
| return pmf; | ||
| } |
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Reference issue
Toward #98
What does this implement/fix?
nare efficient.