robusTest: Calibrated Correlation and Two-Sample Tests

Implementation of corrected two-sample tests. A corrected version of the Pearson and Kendall correlation tests, the Mann-Whitney (Wilcoxon) rank sum test, the Wilcoxon signed rank test and a variance test are implemented. The package also proposes a test for the median and an independence test between two continuous variables of Kolmogorov-Smirnov's type. All these corrected tests are asymptotically calibrated in the sense that the probability of rejection under the null hypothesis is asymptotically equal to the level of the test. See <doi:10.48550/arXiv.2211.08784> for more details on the statistical tests.

install.packages("robusTest")

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