Prof Brian Ripley wrote: > On Wed, 17 Aug 2005, Greg Hather wrote: > > >>I'm having trouble with the wilcox.test command in R. > > > Are you sure it is not the concepts that are giving 'trouble'? > What real problem are you trying to solve here? > > >>To demonstrate the anomalous behavior of wilcox.test, consider >> >> >>>wilcox.test(c(1.5,5.5), c(1:10000), exact = F)$p.value >> >>[1] 0.01438390 >> >>>wilcox.test(c(1.5,5.5), c(1:10000), exact = T)$p.value >> >>[1] 6.39808e-07 (this calculation takes noticeably longer). >> >>>wilcox.test(c(1.5,5.5), c(1:20000), exact = T)$p.value >> >>(R closes/crashes) >> >>I believe that wilcox.test(c(1.5,5.5), c(1:10000), exact = F)$p.value >>yields a bad result because of the normal approximation which R uses >>when exact = F. > > > Expecting an approximation to be good in the tail for m=2 is pretty > unrealistic. But then so is believing the null hypothesis of a common > *continuous* distribution. Why worry about the distribution under a > hypothesis that is patently false? > > People often refer to this class of tests as `distribution-free', but they > are not. The Wilcoxon test is designed for power against shift > alternatives, but here there appears to be a very large difference in > spread. So > > >>wilcox.test(5000+c(1.5,5.5), c(1:10000), exact = T)$p.value > > [1] 0.9989005 > > even though the two samples differ in important ways. > > > >>Any suggestions for how to compute >>wilcox.test(c(1.5,5.5), c(1:20000), exact = T)$p.value? > > > I get (current R 2.1.1 on Linux) > > >>wilcox.test(c(1.5,5.5), c(1:20000), exact = T)$p.value > > [1] 1.59976e-07 > > and no crash. So the suggestion is to use a machine adequate to the task, > and that probably means an OS with adequate stack size. > > >> [[alternative HTML version deleted]] > > >>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > Please do heed it. What version of R and what machine is this? And do > take note of the request about HTML mail. >
One could also try wilcox.exact() in package exactRankTests (0.8-11) which also gives (with suitable patience) [1] 1.59976e-07 even on my puny 256M Windows laptop. Still, it might be worthwhile adding a "don't do something this silly" error message to wilcox.test() rather than having it crash R. Low priority, IMHO. Windows XP SP2 "R version 2.1.1, 2005-08-11" Peter Ehlers ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html