src/ports/postgres/modules/stats/test/wsr_test.ic.sql_in

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/* -----------------------------------------------------------------------------
 * Test Wilcoxon signed-rank test.
 *
 * Example taken from:
 * http://www-stat.stanford.edu/~susan/courses/s141/hononpara.pdf
 * -------------------------------------------------------------------------- */

CREATE TABLE test_wsr (
    x DOUBLE PRECISION,
    y DOUBLE PRECISION
);

INSERT INTO test_wsr VALUES (0.32,0.39);
INSERT INTO test_wsr VALUES (0.4,0.47);
INSERT INTO test_wsr VALUES (0.11,0.11);
INSERT INTO test_wsr VALUES (0.48,0.4);

CREATE TABLE wsr_test AS
SELECT (wsr_test(
    x - y,
    2 * 2^(-52) * greatest(x,y)
    ORDER BY abs(x - y)
)).*
FROM test_wsr;