title: Kruskal-Wallis test with details on pairwise comparisons
body: <p>The standard stats::kruskal.test module allows to calculate the kruskal-wallis test on a dataset:</p>
  
  <pre><code>&gt;&gt;&gt; data(diamonds)
  &gt;&gt;&gt; kruskal.test(price~carat, data=diamonds)
  
  Kruskal-Wallis rank sum test
  
  data:  price by carat by color 
  Kruskal-Wallis chi-squared = 50570.15, df = 272, p-value &lt; 2.2e-16
  </code></pre>
  
  <p>This is correct, it is giving me a probability that all the groups in the data have the same mean.</p>
  
  <p>However, I would like to have the details for each pair comparison, like if diamonds of colors D and E have the same mean price, as some other softwares do (SPSS) when you ask for a Kruskal test.</p>
  
  <p>I have found <a href="http://bm2.genes.nig.ac.jp/RGM2/R_current/library/pgirmess/man/kruskalmc.html" rel="noreferrer">kruskalmc</a> from the package pgirmess which allows me to do what I want to do:</p>
  
  <pre><code>&gt; kruskalmc(diamonds$price, diamonds$color)
  Multiple comparison test after Kruskal-Wallis 
  p.value: 0.05 
  Comparisons
        obs.dif critical.dif difference
  D-E  571.7459     747.4962      FALSE
  D-F 2237.4309     751.5684       TRUE
  D-G 2643.1778     726.9854       TRUE
  D-H 4539.4392     774.4809       TRUE
  D-I 6002.6286     862.0150       TRUE
  D-J 8077.2871    1061.7451       TRUE
  E-F 2809.1767     680.4144       TRUE
  E-G 3214.9237     653.1587       TRUE
  E-H 5111.1851     705.6410       TRUE
  E-I 6574.3744     800.7362       TRUE
  E-J 8649.0330    1012.6260       TRUE
  F-G  405.7470     657.8152      FALSE
  F-H 2302.0083     709.9533       TRUE
  F-I 3765.1977     804.5390       TRUE
  F-J 5839.8562    1015.6357       TRUE
  G-H 1896.2614     683.8760       TRUE
  G-I 3359.4507     781.6237       TRUE
  G-J 5434.1093     997.5813       TRUE
  H-I 1463.1894     825.9834       TRUE
  H-J 3537.8479    1032.7058       TRUE
  I-J 2074.6585    1099.8776       TRUE
  </code></pre>
  
  <p>However, this package only allows for one categoric variable (e.g. I can't study the prices clustered by color and by carat, as I can do with kruskal.test), and I don't know anything about the pgirmess package, whether it is maintained or not, or if it is tested.</p>
  
  <p>Can you recommend me a package to execute the Kruskal-Wallis test which returns details for every comparison? How would you handle the problem?</p>