UMannWhitney

This gem is extracted from statsample to reduce the number of dependencies.

The U Mann-Whitney test is a non-parametric test for assessing whether two independent samples of observations come from the same distribution.

Add this line to your application's Gemfile:

gem 'u-mann-whitney'

And then execute:

$ bundle

Or install it yourself as:

$ gem install u-mann-whitney

leader_values = Daru::Vector.new([1,2,3,4,5,6])
challenger_values = Daru::Vector.new([7,8,9,10,11,12])
mann_whitney_test = UMannWhitney.new(leader_values, challenger_values)

mann_whitney_test.probability_z
=> 0.0039477518569035475
mann_whitney_test.probability_exact
=> (1/462)

After checking out the repo, run bin/setup to install dependencies. Then, run rake spec to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.

To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.

Bug reports and pull requests are welcome on GitHub at https://github.com/movableink/u-mann-whitney.

The gem is available as open source under the terms of the MIT License.