Struct MannWhitneyUTest 

pub struct MannWhitneyUTest<A: Float + Send + Sync> { /* private fields */ }

Two-sample Mann-Whitney U test (Wilcoxon rank-sum) with tie correction.

Ranks the pooled sample, forms U = R_1 - n_1(n_1 + 1)/2, and uses the tie-corrected normal approximation sigma^2 = n_1 n_2 / 12 * ((N + 1) - Σ(t^3 - t)/(N(N-1))) with a continuity correction. This is a location-shift test on ranks, so it is robust to the heavy tails that would inflate a mean-difference statistic.

Implementations

impl<A: Float + Send + Sync> MannWhitneyUTest<A>

pub fn new(sensitivity: f64, significance_level: f64) -> Result<Self, String>

Creates a Mann-Whitney U test at the given rejection level.

Trait Implementations

impl<A: Float + Default + Clone + Send + Sync + Sum> StatisticalTest<A> for MannWhitneyUTest<A>

fn test_for_drift( &mut self, reference: &[A], current: &[A], ) -> Result<DriftTestResult<A>, String>

Performs the statistical test for drift

fn update_parameters(&mut self, performance_feedback: A) -> Result<(), String>

Updates test parameters based on historical performance

fn reset(&mut self)

Resets the test state