[Rd] Inconsistencies in wilcox.test
Ben Bolker
bbo|ker @end|ng |rom gm@||@com
Sat Dec 7 20:41:03 CET 2019
Your second issue seems like a more or less unavoidable floating-point
computation issue. The paired test operates by computing differences
between corresponding values of x and y.
It's not impossible to try to detect "almost-ties" (by testing for
differences less than, say, sqrt(.Machine$double.eps)), but it's
delicate and somewhat subjective/problem-dependent.
Example:
options(digits=20)
> unique(c(4,3,2)-c(3,2,1))
[1] 1
> unique(c(0.4,0.3,0.2)-c(0.3,0.2,0.1))
[1] 0.100000000000000033307 0.099999999999999977796 0.100000000000000005551
On 2019-12-07 1:55 p.m., Karolis Koncevičius wrote:
> Hello,
>
> Writing to share some things I've found about wilcox.test() that seem a
> a bit inconsistent.
>
> 1. Inf values are not removed if paired=TRUE
>
> # returns different results (Inf is removed):
> wilcox.test(c(1,2,3,4), c(0,9,8,7))
> wilcox.test(c(1,2,3,4), c(0,9,8,Inf))
>
> # returns the same result (Inf is left as value with highest rank):
> wilcox.test(c(1,2,3,4), c(0,9,8,7), paired=TRUE)
> wilcox.test(c(1,2,3,4), c(0,9,8,Inf), paired=TRUE)
>
> 2. tolerance issues with paired=TRUE.
>
> wilcox.test(c(4, 3, 2), c(3, 2, 1), paired=TRUE)
> # ...
> # Warning: cannot compute exact p-value with ties
>
> wilcox.test(c(0.4,0.3,0.2), c(0.3,0.2,0.1), paired=TRUE)
> # ...
> # no warning
>
> 3. Always 'x observations are missing' when paired=TRUE
>
> wilcox.test(c(1,2), c(NA_integer_,NA_integer_), paired=TRUE)
> # ...
> # Error: not enough (finite) 'x' observations
>
> 4. No indication if normal approximation was used:
>
> # different numbers, but same "method" name
> wilcox.test(rnorm(10), exact=FALSE, correct=FALSE)
> wilcox.test(rnorm(10), exact=TRUE, correct=FALSE)
>
>
> From all of these I am pretty sure the 1st one is likely unintended,
> so attaching a small patch to adjust it. Can also try patching others if
> consensus is reached that the behavioiur has to be modified.
>
> Kind regards,
> Karolis Koncevičius.
>
> ---
>
> Index: wilcox.test.R
> ===================================================================
> --- wilcox.test.R (revision 77540)
> +++ wilcox.test.R (working copy)
> @@ -42,7 +42,7 @@
> if(paired) {
> if(length(x) != length(y))
> stop("'x' and 'y' must have the same length")
> - OK <- complete.cases(x, y)
> + OK <- is.finite(x) & is.finite(y)
> x <- x[OK] - y[OK]
> y <- NULL
> }
>
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