A Z value is extracted from the wilcox_test function in the
coin package. r is calculated as Z divided by
square root of the total observations.
Currently, the function makes no provisions for NA
values in the data. It is recommended that NAs be removed
beforehand.
When the data in the first group are greater than
in the second group, r is positive.
When the data in the second group are greater than
in the first group, r is negative.
Be cautious with this interpretation, as R will alphabetize
groups if g is not already a factor.
When r is close to extremes,
or with small counts in some cells,
the confidence intervals
determined by this
method may not be reliable, or the procedure may fail.