Hello,
As for the KS test, the op might also want to look at
Simard, L'Ecuyer (2011)
http://www.jstatsoft.org/v39/i11
for an account on the different algorithms available, and their accuracy.
Apparently, R uses different algorithms according to the test in
question. See the details section of ?ks.test. See also the references
there, such as
Marsaglia, Tsang, Wang (2003)
http://www.jstatsoft.org/v08/i18/
Hope this helps,
Rui Barradas
Em 01-02-2013 11:24, Meyners, Michael escreveu:
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-boun...@r-project.org [mailto:r-help-bounces@r-
project.org] On Behalf Of Alexander Favorov
Sent: Freitag, 1. Februar 2013 09:00
To: r-help@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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and provide commented, minimal, self-contained, reproducible code.
