Re: [Rd] apparently incorrect p-values from 2-sided Kolmogorov-Smirnov (PR#14157)

From: <allwrigh_at_maths.ox.ac.uk>
Date: Fri, 18 Dec 2009 13:40:10 +0100 (CET)


Dear Thomas, Right, thank you. Yes, I haven't looked at the source code (because I don't know C) but something like what you mention could well cause the kind of problems I am seeing: a loop being exectued one too few or one too many times. And yes, I think those quantities should be multiplied up by m*n to all become integers so we escape rounding error problems. David.



On Wed, 16 Dec 2009, tlumley_at_u.washington.edu wrote:

> On Tue, 15 Dec 2009, allwrigh@maths.ox.ac.uk wrote; (in part)
>
>>
>> x<-1:5
>> y<-c(2.5,4.5)
>> ks.test(x,y)
>>
>> The value of the D_2,5 statistic is calculated as 0.4 correctly, but the
>> p-value is stated by R as 1, though in fact it should be 20/21=0.9524
>
>
> What we seem to have here is a rounding error problem.
>
> In ks.c:psmirnov2x, there is a double loop including
> if(fabs(i / md - j / nd) > q)
> u[j] = 0;
>
> where md=2, nd=5, and q=3/10.
>
> Now, to full precision abs(1/2 - 4/5) > 3/10 is false, but at least on my
> MacBook it is true in C double precision.
>
> I'm not sure why the loop is working with doubles, since multiplying by m*n
> should make everything an integer.
>
> -thomas
>
> Thomas Lumley Assoc. Professor, Biostatistics
> tlumley_at_u.washington.edu University of Washington, Seattle
>
>
>



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