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https://issues.apache.org/jira/browse/MATH-1233?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15998725#comment-15998725
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Rob Tompkins edited comment on MATH-1233 at 5/5/17 6:25 PM:
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When we consider scipy, our results don't even match up with theirs on the same
input, generally. This somewhat concerns me that our algorithm is generally not
correct.
was (Author: chtompki):
When we consider scipy, our results don't even match up with theirs on the same
input. This somewhat concerns me that our algorithm is generally not correct.
> 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
> Assignee: Rob Tompkins
> Fix For: 4.0
>
> 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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