R help - Feb 2013 - ks.test and wilcoxon.test results differ from other stat.packages

Probably, it's an obvious info, but I have not found anything in R FAQ
concerning
this feature/bug.

The results of ks.test and wilcoxon.test (in the Mann-Whitney version,
paired = 'FALSE') don't coincide with the results from the other
statistical
packages, e.g. Statistica, Medcalc, and (as for MW test) from the numerous
online MW tests.

E.g.
Statistica p-value=0.0435353
Medcalc p-value=0.0435354
R p-value=0.04635

If I want to obtain result of test once, it does not matter.

But what should I do if I want to perform Monte-Carlo
simulations and I need in 10000 or even 100 000 p-values and then will build
some distribution and then use results of Statictica? Whtever, the
descrepancy bothers.

Are there some alternative packages for non-parametric statistics that
produce results comparable with the other program packages? Or, probably,
there is exists some environment variable to perform calculations in more
common way?

Thank you!

Sasha.

Impossible to say w/o a reproducible example, but to start with let me suggest
looking at the exact= (both functions) and correct= (wilcox.test) arguments.
Experience shows that some change of the default settings allows you to
reproduce results from other software (and the help pages will explain you what
the settings do; by that, you might also learn what your other tools actually
calculate if you have no documentation at hand).

HTH, Michael
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Alexander Favorov
> Sent: Freitag, 1. Februar 2013 09:00
> To: r-help at r-project.org
> Subject: [R] ks.test and wilcoxon.test results differ from other
> stat.packages
> 
> Probably, it's an obvious info, but I have not found anything in R FAQ
> concerning this feature/bug.
> 
> The results of ks.test and wilcoxon.test (in the Mann-Whitney version,
> paired = 'FALSE') don't coincide with the results from the
other
> statistical packages, e.g. Statistica, Medcalc, and (as for MW test)
> from the numerous online MW tests.
> 
> E.g.
> Statistica p-value=0.0435353
> Medcalc p-value=0.0435354
> R p-value=0.04635
> 
> If I want to obtain result of test once, it does not matter.
> 
> But what should I do if I want to perform Monte-Carlo simulations and I
> need in 10000 or even 100 000 p-values and then will build some
> distribution and then use results of Statictica? Whtever, the
> descrepancy bothers.
> 
> Are there some alternative packages for non-parametric statistics that
> produce results comparable with the other program packages? Or,
> probably, there is exists some environment variable to perform
> calculations in more common way?
> 
> Thank you!
> 
> Sasha.
> 
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