Yes, thanks for your great script, but...
It works only there are no redundant values within x~y
For example,
   x = {1,2,3,4}' and
   y={1,3,5,7,9}' ,

then w1 should be 15 rather than 14 ...

Best wishes

Yi-Nung Yang




2011/7/2 Allin Cottrell <cottrell@wfu.edu>
On Wed, 29 Jun 2011, yinung at Gmail wrote:

> Is there any way to retrieve "sum of ranks" after executing "difftest" with
> --rank-sum option?

No, but it is easy to calculate.

<hansl>
nulldata 30
series x = normal()
series y = normal()
# for comparison
difftest x y --rank-sum
# calculate rank-sum manually
matrix Z = ({x} ~ 1) | ({y} ~ 0)
Z = msortby(Z, 1) ~ seq(1,rows(Z))'
w1 = sumc(selifr(Z[,3], Z[,2]))
</hansl>

Allin
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