>>>>> Alexey Sergushichev writes: Thanks. This is now fixed for the upcoming 4.3.0 release.
Best -k > 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 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel