coin
package in R
which also requires the modeltools
and mvtnorm
packages. Here is an example:
Exact Wilcoxon Mann-Whitney Rank Sum Test data: y by groups 1, 2 Z = -2.0469, p-value = 0.07619 alternative hypothesis: true mu is not equal to 0 95 percent confidence interval: -14 0 sample estimates: difference in location -4 [1] -4