Ok, I will think more about the appropriateness of the Wilcoxon test here. I was using
R version 2.1.1, 2005-06-20 Windows XP SP2 512MB RAM --Greg ----- Original Message ----- From: "Prof Brian Ripley" <[EMAIL PROTECTED]> To: "Greg Hather" <[EMAIL PROTECTED]> Cc: <r-help@stat.math.ethz.ch> Sent: Wednesday, August 17, 2005 11:45 PM Subject: Re: [R] trouble with wilcox.test > 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. > > -- > Brian D. Ripley, [EMAIL PROTECTED] > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ 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