search for: aakinshin

Displaying 2 results from an estimated 2 matches for "aakinshin".

2024 Feb 12
0
Errors in wilcox family functions
...ecreases the error in p-value approximation without substantially rewriting the internals. An example patch and benchmarks are available at https://github.com/ahl27/R_Patches/tree/94e8e0bcf5076841637f1031ea9cf456ad18d7ef/EdgeworthExpansion. More verbose details, examples, and benchmarks: - https://aakinshin.net/posts/r-mann-whitney-incorrect-p-value/ - https://aakinshin.net/posts/mw-edgeworth/ 2. The built-in Hodges-Lehmann estimator has some edge cases that result in incorrect answers without suitable warnings. These are detailed extensively at the links below. In short, the following cases result i...
2023 Dec 11
1
Base R wilcox.test gives incorrect answers, has been fixed in DescTools, solution can likely be ported to Base R
...answers (see <https://github.com/AndriSignorell/DescTools/issues/97> https://github.com/AndriSignorell/DescTools/issues/97). The error is driven by the existence of tied values forcing wilcox.test in Base R to switch to an approximate algorithm that returns incorrect results - see <https://aakinshin.net/posts/r-hodges-lehmann-problems/> https://aakinshin.net/posts/r-hodges-lehmann-problems/ for a detailed exposition of the issue. Andri Signorell and Cyril Moser have a new C++ implementation of DescTools::HodgesLehmann using a O(N log(N)) algorithm due to Monahan, but wilcox.test in Base...