Feature request: add confidence interval to pg.wilcoxon()

[FlorinAndrei]

In R, wilcox.test(A, B, paired=T, conf.int=T) also returns a confidence interval for the difference in median values.

I can't seem to find an equivalent with pg.wilcoxon().

[raphaelvallat]

Thanks @FlorinAndrei. For reference this is the R source code: https://github.com/SurajGupta/r-source/blob/master/src/library/stats/R/wilcox.test.R

This may prove to be more complicated than adding the confidence parameter to the T-test function, mostly because the pg.wilcoxon function is actually a wrapper around scipy.stats.wilcoxon, and therefore most of the computation are done within SciPy (and Pingouin does not have access to the intermediate steps, just the final output).

I'll try to work on this within the next few months, unless someone else wants to submit a PR.