On 11/6/10 12:44 PM, Mikkel Meyer Andersen wrote:
2010/11/6 Phil Steitz (JIRA)<[email protected]>:
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https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12929054#action_12929054
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Phil Steitz commented on MATH-431:
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+1 for including both of these tests. Then on to MATH-228
Anything I should do in regard to that?
What we need there is a good algorithm for approximating the KS
distribution. I have been corresponding with the author of a very
good one with a Java implementation but have thus far failed in
getting consent to release under ASL. So at this point, I am
looking for an alternative good algorithm to implement. All
suggestions / unencumbered patches welcome!
See comments on the MATH-431 for other questions.
Interesting approach for the exact algorithm for Wilcoxon. If we stay with
this, we should ack the original author of the algorithm in the javadoc. Looks
OK to use.
Agree - both on the approach and legal part! Does the author need to
sign anything but write a mail?
Regarding the difference from R, what I usually do in this case is look at
the R sources to try to explain the difference. Most likely in this case, what
is going on is they are using a different estimation algorithm for small n or
treating ties differently. The ranking options that we use were largely
adapted from R, so if that is the problem, it should be easy to test. We need
to convince ourselves that ours is better or at least a legitimate alternative.
I will take a close look this evening, but it looks like the algorithm you are
using should be exact. If we can't reconcile the difference with R, it would
be good to find a way to validate correct functioning of the algorithm by
manufacturing reference data with known p.
I'll try to investigate the difference, hopefully tomorrow, so that
formal tests can be written and included.
New tests: Wilcoxon signed-rank test and Mann-Whitney U
-------------------------------------------------------
Key: MATH-431
URL: https://issues.apache.org/jira/browse/MATH-431
Project: Commons Math
Issue Type: New Feature
Reporter: Mikkel Meyer Andersen
Assignee: Mikkel Meyer Andersen
Priority: Minor
Attachments: MannWhitneyUTest.java, MannWhitneyUTestImpl.java,
WilcoxonSignedRankTest.java, WilcoxonSignedRankTestImpl.java
Original Estimate: 4h
Remaining Estimate: 4h
Wilcoxon signed-rank test and Mann-Whitney U are commonly used non-parametric
statistical hypothesis tests (e.g. instead of various t-tests when normality is
not present).
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