obouaziz/test: Calibrated correlation, two samples 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 Mann-Whitney (Wilcoxon) signed rank test and the Fisher variance test are implemented. The package also proposes a test for the median. All these corrected tests are asymptotically calibrated meaning that the probability of rejection under the null hypothesis is asymptotically equal to 5%. The package also proposes a test for independence between two continuous variables of Kolmogorov-Smirnov's type. This test is exact.

install.packages("remotes")
remotes::install_github("obouaziz/test")