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List:       jakarta-commons-dev
Subject:    [jira] [Commented] (MATH-1233) Uncommon wilcoxon signed-rank p-values
From:       "Phil Steitz (JIRA)" <jira () apache ! org>
Date:       2018-04-30 19:18:00
Message-ID: JIRA.12837832.1434373546000.18014.1525115880305 () Atlassian ! JIRA
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    [ https://issues.apache.org/jira/browse/MATH-1233?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16458905#comment-16458905 \
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Phil Steitz commented on MATH-1233:
-----------------------------------

A first attempt at a fix for this was implemented in [this \
issue|https://github.com/Hipparchus-Math/hipparchus/issues/37]  in Hipparchus.   \
Current code there discards tied pairs, which would result in an exception if all \
pairs are tied.   I agree that it should be configurable how ties are handled and the \
scipy alternatives make sense.   Hipparchus currently implements the simplest one, \
what scipy calls "wilcox."   Another problem with the current [math] implementation \
is that the continuity correction is not applied correctly.   That was fixed in the \
Hipparchus patch, which should backport easily.

> 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
> Assignee: Rob Tompkins
> Priority: Major
> Fix For: 4.0
> 
> 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.



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