simulation2

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

simulation2 function

A list containing simulation results (N=10000, n=1000):<dl>
<dt>eauc</dt>
<dd>Empirical AUC values</dd><dt>pval_wt</dt>
<dd>Traditional wilcox.test p-values</dd><dt>pval_wmw</dt>
<dd>WMW p-values under H0: AUC = 0.5</dd>
</dl>

Format

Synthetic data — simulation2

A list containing simulation results (N=10000, n=1000):<dl>
<dt>eauc</dt>
<dd>Empirical AUC values</dd>

<dt>pval_wt</dt>
<dd>Traditional wilcox.test p-values</dd>

<dt>pval_wmw</dt>
<dd>WMW p-values under H0: AUC = 0.5</dd>


</dl>

simulation2: Synthetic data

Description

Usage

Arguments

Format