Package: wmwAUC 1.0.0

wmwAUC: Test of No Group Discrimination Using the WMW Statistic

Implements a wmwAUC test of H0: AUC = 1/2 for continuous, discrete, or mixed random variables, based on the Wilcoxon-Mann-Whitney (WMW) statistic. The classic WMW test is calibrated under H0: {(F, G): F = G} which does not match the set {(F, G): AUC = 1/2}, implied by the test statistic, and consequently leads to erroneous inferences. wmwAUC is calibrated under the correct null and implements two finite-sample corrected p-value methods: an Exact Unbiased (EU) method and a Bias-Corrected (BC) method, both valid for any tie pattern. Methods are described in M. Grendar (2025) "Wilcoxon-Mann-Whitney Test of No Group Discrimination" <doi:10.48550/arXiv.2511.20308>.

Authors:Marian Grendar [aut, cre]