[R] ks.test and wilcoxon.test results differ from other stat.packages

Alexander Favorov favorov at gmail.com
Fri Feb 1 09:00:15 CET 2013

Probably, it's an obvious info, but I have not found anything in R FAQ
this feature/bug.

The results of ks.test and wilcoxon.test (in the Mann-Whitney version,
paired = 'FALSE') don't coincide with the results from the other statistical
packages, e.g. Statistica, Medcalc, and (as for MW test) from the numerous
online MW tests.

Statistica p-value=0.0435353
Medcalc p-value=0.0435354
R p-value=0.04635

If I want to obtain result of test once, it does not matter.

But what should I do if I want to perform Monte-Carlo
simulations and I need in 10000 or even 100 000 p-values and then will build
some distribution and then use results of Statictica? Whtever, the
descrepancy bothers.

Are there some alternative packages for non-parametric statistics that
produce results comparable with the other program packages? Or, probably,
there is exists some environment variable to perform calculations in more
common way?

Thank you!


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