calc_simultaneous_ecdf_bands_sfsmisc

Confidence bands for ECDF using sfsmisc::KSd

internal

Provides inference for the Wilcoxon-Mann-Whitney test under the null hypothesis H0: AUC = 0.5 for continuous, discrete or mixed random variables. Traditional implementations test H0: F = G, which is inappropriately broad and leads to erroneous inferences. Methods are described in M. Grendar (2025) "Wilcoxon-Mann-Whitney Test of No Group Discrimination" <doi:10.48550/arXiv.2511.20308>.

Marian Grendar

wmwAUC

Wilcoxon-Mann-Whitney Test of No Group Discrimination

calc_simultaneous_ecdf_bands_sfsmisc function

<dl><dt>x</dt>
<dd>numeric vector</dd>
<dt>alpha</dt>
<dd>size of test; hence confidence level is 1 - alpha</dd></dl>

Arguments

Confidence bands for ECDF using sfsmisc::KSd — calc_simultaneous_ecdf_bands_sfsmisc

<dl>

<dt>x</dt>
<dd>numeric vector</dd>


<dt>alpha</dt>
<dd>size of test; hence confidence level is 1 - alpha</dd>

</dl>

calc_simultaneous_ecdf_bands_sfsmisc: Confidence bands for ECDF using sfsmisc::KSd

Description

Usage

Value

Arguments