HI, I've noticed what I think is an incorrect behavior of stats::psmirnov function and consequently of ks.test when run in an exact mode.
For example: psmirnov(1, sizes=c(50, 50), z=1:100, two.sided = FALSE, lower.tail = F, exact=TRUE) produces 2.775558e-15 However, the exact value should be 1/combination(100, 50), which is 9.9e-30. While the absolute error is small, the relative error is huge, and it is not fixed by setting option log.p=T To compare, SciPy has a correct implementation in scipy.stats.ks_2samp: scipy.stats.ks_2samp(list(range(1,51)), list(range(51, 101)), alternative="greater", method="exact") returns 9.911653021418333e-30. I've tried to dig in a bit and the problem comes down to how the final value is calculated in psmirnov function: if (log.p & !lower.tail) return(log1p(-ret/exp(logdenom))) if (!log.p & !lower.tail) return(1 - ret/exp(logdenom)) There exp(logdenom) is a relatively good (but not perfect) approximation of combination(100, 50) = 1.008913e+29, ret is also a good approximation of combination(100, 50)-1 = 1.008913e+29 but there is not enough double precision for 1 - ret/exp(logdenom) to capture 1/combination(100, 50). I don't have time to provide a fix, at least not now, but I think this behavior (good absolute error, but poor relative error for small values) should at least be mentioned in the manual of the methods psmirnov and/or ks.test Best, Alexey Sergushichev [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel