HypothesisTests package
This package implements several hypothesis tests in Julia.
- Methods
- Parametric tests
- Power divergence test
- Pearson chi-squared test
- Multinomial likelihood ratio test
- t-test
- z-test
- F-test
- One-way ANOVA Test
- Levene's Test
- Brown-Forsythe Test
- Nonparametric tests
- Anderson-Darling test
- Binomial test
- Fisher exact test
- Kolmogorov-Smirnov test
- Kruskal-Wallis rank sum test
- Mann-Whitney U test
- Sign test
- Wald-Wolfowitz independence test
- Wilcoxon signed rank test
- Permutation test
- Fligner-Killeen test
- Time series tests
- Durbin-Watson test
- Box-Pierce and Ljung-Box tests
- Breusch-Godfrey test
- Jarque-Bera test
- Augmented Dickey-Fuller test
- Clark-West test
- Diebold-Mariano test
- White test
- Multivariate tests