Critical values for the Nemenyi test

By | May 1, 2014

The critical distance for the Nemenyi test is calculated as:

r_{\alpha,K,N} \approx q_{\alpha,K}\sqrt{\frac{K(K+1)}{6N}},

where \alpha is the confidence level, K is the number of models and N is the number of measurements. To calculate q_{\alpha,K} the Studentised range statistic for infinite degrees of freedom divided by \sqrt{2} is used. The values of q_{\alpha,K} for up to K=100 can be download here as csv.

You may also be interested in the implementations of the Nemenyi test in MatLab and R, or a discussion on how to best visualise its results and its connection with the MCB test.

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