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

Meyners, Michael meyners.m at pg.com
Fri Feb 1 12:24:53 CET 2013

Impossible to say w/o a reproducible example, but to start with let me suggest looking at the exact= (both functions) and correct= (wilcox.test) arguments. Experience shows that some change of the default settings allows you to reproduce results from other software (and the help pages will explain you what the settings do; by that, you might also learn what your other tools actually calculate if you have no documentation at hand).

HTH, Michael

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Alexander Favorov
> Sent: Freitag, 1. Februar 2013 09:00
> To: r-help at r-project.org
> Subject: [R] ks.test and wilcoxon.test results differ from other
> stat.packages
> Probably, it's an obvious info, but I have not found anything in R FAQ
> concerning 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.
> E.g.
> 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!
> Sasha.
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