commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1233) Uncommon wilcoxon signed-rank p-values
Date Wed, 17 Jun 2015 03:39:00 GMT

    [ https://issues.apache.org/jira/browse/MATH-1233?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14589248#comment-14589248
] 

Phil Steitz commented on MATH-1233:
-----------------------------------

At least one bug is that calculateDifferences does not discard pairs with 0 difference.  It
may be best, actually, to do as R does for identical input arrays: return 0 for the statistic
an NaN (or throw) for the p-value.

> Uncommon wilcoxon signed-rank p-values
> --------------------------------------
>
>                 Key: MATH-1233
>                 URL: https://issues.apache.org/jira/browse/MATH-1233
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.5
>            Reporter: Icaro Cavalcante Dourado
>         Attachments: MATH-1233-test.patch
>
>
> This implementation in WilcoxonSignedRankTest looks weird. For equal vectors, the correct
pValue should be 1, because it is the probability of the vectors to come from same population.
> On the opposite, this implementation returns ~0 for equal vectors. So we need to analyze
the returned pValue > significanceLevel to reject H0 hypothesis, while in R and many others
tools we perform the opposite: pValue <= significanceLevel gives us an argument to reject
null hypothesis.



--
This message was sent by Atlassian JIRA
(v6.3.4#6332)

Mime
View raw message