Re: [R] Bug in Kendall for n4?
Dear Ian, thanks a lot for your clarifications. AIM == A I McLeod [EMAIL PROTECTED] on Sat, 22 Nov 2008 22:24:11 -0500 (EST) writes: AIM The package Kendall computes the p-value when there are AIM ties in one ranking. This often happens with trend AIM testing with environmental data. I get about 5-10 AIM emails per year from scientists using Kendall for that AIM purpose who don't know how to use R very well. I AIM suspect this means there are many users of this AIM package. Indeed, the case of ties in the data is an important one in possibly many applications, and indeed, cor.test() is and hence the Kendall package is serving an important need! I do apologize for my impolite wording to which I was lead by the example (and 'Subject'). If the topic is just *computation* of Kendall's tau, I don't think anyone should use the Kendall package. If, however, one is interested in P-values of (H0: tau = 0), your Kendall package is indeed a valuable asset! AIM Thank you though for your comments. So I will improve AIM the documentation for Kendall by terminating the AIM program with an error message when n=3 (this case is AIM of no interest to me) and warning message when n12 AIM that the p-values may be inaccurate. My student Paul AIM Valz in this Ph.D. thesis discussed an enumeration AIM algorithm for the exact p-value computation for any n AIM with arbitrary ties in both variables -- but the AIM algorithm is complex and for practical purposes, I AIM prefer to use the algorithm in Kendall -- especially AIM for trend testing with block bootstrap. That is the AIM reason for the existence of this package. AIM Valz's algorithm was published in JCGS but I am believe AIM there is a mistake, so I don't use it. The approximate AIM algorithm, for p-values, that is used in Kendall, has AIM been extensively tested. AIM Also, I doubt if the current p-values from cor.test are AIM correct for small n and I notice that ties in one AIM ranking do produce a warning. That's an interesting point about which I think we should exchange more, but really in a different thread, possibly on R-devel rather than R-help. Thanking you and apologizing once more: Martin Maechler, ETH Zurich AIM Finally, I will also make more clear in the AIM documentation about cor and cor.test being alternative AIM functions which may be more appropriate for some users. AIM Ian McLeod On Sat, Nov 22, 2008 at 9:04 AM, Martin Maechler [EMAIL PROTECTED] wrote: SM I believe Kendall tau is well-defined for this case... The real question is *WHY* there needs to be a separate package 'Kendall' when R itself does everything you want and does not show any problems? Thanks for pointing me to cor(...,method=kendall), which I did not know about; I used the Kendall CRAN package out of pure ignorance. In my defense, I think it is excusable ignorance, as Search on the R Project home page finds the Kendall package (which only mentions cor as a See Also). I only more recently discovered the advantages of help.search. By the way, is Kendall well-defined when the arguments are not permutations of each other? cor seems to return results even in this case: a-factor(c(Alice,Bob,Chris)) b-a[1:2] c-a[2:3] cor(a,b,method=kendall) = 1 apparently interpreting b as c(1,2) and c as c(1,2) based on alphabetical order (even though it is an UNordered factor), which seems to make the value depend on the subjects' names, which I'd think was wrong for a rank-order statistic. Thanks again, -s __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Bug in Kendall for n4?
SM == Stavros Macrakis [EMAIL PROTECTED] on Fri, 21 Nov 2008 14:44:37 -0500 writes: library(Kendall) Kendall(1:3,1:3) SM WARNING: Error exit, tauk2. IFAULT = 12 tau = 1, SM 2-sided pvalue =1 SM I believe Kendall tau is well-defined for this case and SM the reported value is correct; isn't it a bug to give a SM warning? (And if, e.g., the pvalue is not well-defined SM in this case, wouldn't it be better to return NA or NaN SM or something?) Also, shouldn't the error code be given SM in plain English -- or at least the meaning of IFAULT = SM 12 documented on the help page? The real question is *WHY* there needs to be a separate package 'Kendall' when R itself does everything you want and does not show any problems ? cor() cov() cor.test() all have a method = kendall and seem to work alright, even for n=2 cor(1:3, c(3,1,2), method=kendall) [1] -0.333 cov(1:3, c(3,1,2), method=kendall) [1] -2 cor(1:3, 1:3, method=kendall) [1] 1 cor.test(1:3, 1:3, method=kendall) Kendall's rank correlation tau data: 1:3 and 1:3 T = 3, p-value = 0. alternative hypothesis: true tau is not equal to 0 sample estimates: tau 1 Questions about the 'Kendall' package should typically first go to its author ... But those on cor(), cor.test() etc do belong here. Best regards, Martin Maechler, ETH Zurich SM A somewhat less clear case is Kendall(1:2,1:2), which SM gives the same error. Though the usual formula for SM Kendall tau has a zero in the denominator in this case, SM I'd think the correct generalization is 1 if the two SM elements are in the same order, and -1 if they are not SM (the only possibilities). But perhaps I don't fully SM understand the interpretation of this statistic. SM -s SM __ SM R-help@r-project.org mailing list SM https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do SM read the posting guide SM http://www.R-project.org/posting-guide.html and provide SM commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Bug in Kendall for n4?
On Sat, Nov 22, 2008 at 9:04 AM, Martin Maechler [EMAIL PROTECTED] wrote: SM I believe Kendall tau is well-defined for this case... The real question is *WHY* there needs to be a separate package 'Kendall' when R itself does everything you want and does not show any problems? Thanks for pointing me to cor(...,method=kendall), which I did not know about; I used the Kendall CRAN package out of pure ignorance. In my defense, I think it is excusable ignorance, as Search on the R Project home page finds the Kendall package (which only mentions cor as a See Also). I only more recently discovered the advantages of help.search. By the way, is Kendall well-defined when the arguments are not permutations of each other? cor seems to return results even in this case: a-factor(c(Alice,Bob,Chris)) b-a[1:2] c-a[2:3] cor(a,b,method=kendall) = 1 apparently interpreting b as c(1,2) and c as c(1,2) based on alphabetical order (even though it is an UNordered factor), which seems to make the value depend on the subjects' names, which I'd think was wrong for a rank-order statistic. Thanks again, -s __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Bug in Kendall for n4?
library(Kendall) Kendall(1:3,1:3) WARNING: Error exit, tauk2. IFAULT = 12 tau = 1, 2-sided pvalue =1 I believe Kendall tau is well-defined for this case and the reported value is correct; isn't it a bug to give a warning? (And if, e.g., the pvalue is not well-defined in this case, wouldn't it be better to return NA or NaN or something?) Also, shouldn't the error code be given in plain English -- or at least the meaning of IFAULT = 12 documented on the help page? A somewhat less clear case is Kendall(1:2,1:2), which gives the same error. Though the usual formula for Kendall tau has a zero in the denominator in this case, I'd think the correct generalization is 1 if the two elements are in the same order, and -1 if they are not (the only possibilities). But perhaps I don't fully understand the interpretation of this statistic. -s __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
