Functions for nonparametric statistics

IDAX.CHISQ_TEST - Pearson's chi-square test of independence
The CHISQ_TEST stored procedure calculates the chi-square value between the two input columns and returns the probability that the two columns are independent.
IDAX.MWW_TEST - Mann-Whitney-Wilcoxon test of independence
The MWW_TEST stored procedure calculates the t-Student statistics of a numeric input column the values of which are split into two classes. The goal is to evaluate the significance of the difference of the mean values of the classes.
IDAX.SPEARMAN_CORR - Spearman rank correlation
The SPEARMAN_CORR stored procedure calculates the Spearman rank correlation between two ordinal input columns to evaluate the dependency between these columns. The result takes a value between -1 (inversely correlated) and 1 (correlated). Value 0 means that the two columns are independent.
IDAX.WILCOXON_TEST - Wilcoxon paired samples difference test
The WILCOXON_TEST stored procedure runs the Wilcoxon test on paired numeric input columns to evaluate the significance of the difference of their mean values.

Parent topic: Functions for parametric and nonparametric statistics