[R] trouble with wilcox.test

[P Ehlers]

Prof Brian Ripley wrote:
> On Wed, 17 Aug 2005, Greg Hather wrote:
> 
> 
>>I'm having trouble with the wilcox.test command in R.
> 
> 
> Are you sure it is not the concepts that are giving 'trouble'?
> What real problem are you trying to solve here?
> 
> 
>>To demonstrate the anomalous behavior of wilcox.test, consider
>>
>>
>>>wilcox.test(c(1.5,5.5), c(1:10000), exact = F)$p.value
>>
>>[1] 0.01438390
>>
>>>wilcox.test(c(1.5,5.5), c(1:10000), exact = T)$p.value
>>
>>[1] 6.39808e-07 (this calculation takes noticeably longer).
>>
>>>wilcox.test(c(1.5,5.5), c(1:20000), exact = T)$p.value
>>
>>(R closes/crashes)
>>
>>I believe that wilcox.test(c(1.5,5.5), c(1:10000), exact = F)$p.value 
>>yields a bad result because of the normal approximation which R uses 
>>when exact = F.
> 
> 
> Expecting an approximation to be good in the tail for m=2 is pretty 
> unrealistic.  But then so is believing the null hypothesis of a common 
> *continuous* distribution.  Why worry about the distribution under a 
> hypothesis that is patently false?
> 
> People often refer to this class of tests as `distribution-free', but they 
> are not.  The Wilcoxon test is designed for power against shift 
> alternatives, but here there appears to be a very large difference in 
> spread.  So
> 
> 
>>wilcox.test(5000+c(1.5,5.5), c(1:10000), exact = T)$p.value
> 
> [1] 0.9989005
> 
> even though the two samples differ in important ways.
> 
> 
> 
>>Any suggestions for how to compute 
>>wilcox.test(c(1.5,5.5), c(1:20000), exact = T)$p.value?
> 
> 
> I get (current R 2.1.1 on Linux)
> 
> 
>>wilcox.test(c(1.5,5.5), c(1:20000), exact = T)$p.value
> 
> [1] 1.59976e-07
> 
> and no crash.  So the suggestion is to use a machine adequate to the task, 
> and that probably means an OS with adequate stack size.
> 
> 
>>	[[alternative HTML version deleted]]
> 
> 
>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> 
> 
> Please do heed it.  What version of R and what machine is this?  And do 
> take note of the request about HTML mail.
> 

One could also try wilcox.exact() in package exactRankTests (0.8-11)
which also gives (with suitable patience)

[1] 1.59976e-07

even on my puny 256M Windows laptop.

Still, it might be worthwhile adding a "don't do something this silly"
error message to wilcox.test() rather than having it crash R. Low
priority, IMHO.

Windows XP SP2
"R version 2.1.1, 2005-08-11"

Peter Ehlers