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. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html