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https://issues.apache.org/jira/browse/MATH-1233?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14589248#comment-14589248
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Phil Steitz commented on MATH-1233:
-----------------------------------
At least one bug is that calculateDifferences does not discard pairs with 0
difference. It may be best, actually, to do as R does for identical input
arrays: return 0 for the statistic an NaN (or throw) for the p-value.
> 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
> 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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