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# dunn Performs a two-tailed Dunn's test for stochastic dominance. Dunn’s test (1964) tests for stochastic dominance and reports the results among multiple pairwise comparisons after a rejected null hypothesis for a Kruskal-Wallis test for stochastic dominance among k groups. Examples -------- >>> a = [0.28551035, 0.338524035, 0.088631321, 0.205930807, 0.363240102] >>> b = [0.52173913, 0.763358779, 0.325436786, 0.425305688, 0.378071834] >>> c = [0.98911968, 1.192718142, 0.788288288, 0.549176236, 0.544588155] >>> d = [1.26705653, 1.625320787, 1.266108976, 1.154187629, 1.268489431] >>> e = [1.25697569, 1.265897356, 1.237814561, 0.954612564, 2.365415457] >>> f = dunn(a,b,c,d,e) 1 2 3 4 0 -0.9882 -2.1054 -3.8241 -3.3944 0 1 - -1.1171 -2.8358 -2.4061 1 2 - - -1.7187 -1.2890 2 3 - - - 0.42967 3 1 2 3 4 Dunn test H0 z-statistic 1 2 3 4 0 0.32304 0.03526 0.00013 0.00069 0 1 - 0.26393 0.00457 0.01612 1 2 - - 0.08567 0.19740 2 3 - - - 0.66744 3 1 2 3 4 Adjustment method for p-value: none >>> groups = a,b,c,d,e >>> g = dunn(groups,correction="fdr",labels=("a","b","c","d","e"),display=True,save=False) b c d e a -0.9882 -2.1054 -3.8241 -3.3944 a b - -1.1171 -2.8358 -2.4061 b c - - -1.7187 -1.2890 c d - - - 0.42967 d b c d e Dunn test H0 z-statistic b c d e a 0.35893 0.07052 0.00131 0.00344 a b - 0.32992 0.01524 0.04030 b c - - 0.14279 0.28199 c d - - - 0.66744 d b c d e Adjustment method for p-value: fdr >>> g {0: {'ID': 'a-b', 'p-value': 0.32303584413413144, 'q-value': 0.35892871570459051, 'statistic': -0.98823852617441732}, 1: {'ID': 'a-c', 'p-value': 0.035258440790219898, 'q-value': 0.070516881580439797, 'statistic': -2.1053777296759324}, 2: {'ID': 'a-d', 'p-value': 0.00013127544861251964, 'q-value': 0.0013127544861251965, 'statistic': -3.8240534273705715}, 3: {'ID': 'a-e', 'p-value': 0.0006878304609215692, 'q-value': 0.0034391523046078459, 'statistic': -3.3943845029469117}, 4: {'ID': 'b-c', 'p-value': 0.26393481049044942, 'q-value': 0.32991851311306175, 'statistic': -1.1171392035015151}, 5: {'ID': 'b-d', 'p-value': 0.0045708928878404912, 'q-value': 0.015236309626134972, 'statistic': -2.8358149011961538}, 6: {'ID': 'b-e', 'p-value': 0.016121821274057219, 'q-value': 0.040304553185143047, 'statistic': -2.4061459767724944}, 7: {'ID': 'c-d', 'p-value': 0.085673439552316863, 'q-value': 0.14278906592052812, 'statistic': -1.7186756976946389}, 8: {'ID': 'c-e', 'p-value': 0.19739573184449921, 'q-value': 0.28199390263499891, 'statistic': -1.2890067732709791}, 9: {'ID': 'd-e', 'p-value': 0.66743649170988251, 'q-value': 0.66743649170988251, 'statistic': 0.42966892442365973}}
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Performs a post hoc Dunn's test for stochastic dominance
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