The type double function is imsls_d_tie_statistics.
Required Arguments
intn_observations (Input) Number of observations in x.
floatx[] (Input) Array of length n_observations containing the observations. x must be ordered monotonically increasing with all missing values removed.
Return Value
Array of length 4 containing the tie statistics.
where tj is the number of ties in the j-th group (rank) of ties, and is the number of tie groups in the sample.
IMSLS_FUZZ, floatfuzz (Input) Value used to determine ties. Observations i and j are tied if the successive differences x[k + 1] – x[k] between observations i and j, inclusive, are all less than fuzz. fuzz must be nonnegative.
Default: fuzz = 0.0
IMSLS_RETURN_USER, floatties[] (Output) If specified ties[] returns the tie statistics. Storage for ties[] is provided by the user.
See Return Value.
Description
Function imsls_f_tie_statistics computes tie statistics for a monotonically increasing sample of observations. “Tie statistics” are statistics that may be used to correct a continuous distribution theory nonparametric test for tied observations in the data. Observations i and j are tied if the successive differences X(k + 1) -X(k), inclusive, are all less than fuzz. Note that if each of the monotonically increasing observations is equal to its predecessor plus a constant, if that constant is less than fuzz, then all observations are contained in one tie group. For example, if fuzz = 0.11, then the following observations are all in one tie group.
