From: P Ehlers <ehlers_at_math.ucalgary.ca>

Date: Thu 18 Aug 2005 - 17:37:50 EST

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> Are you sure it is not the concepts that are giving 'trouble'?

*> What real problem are you trying to solve here?
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> 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
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*> *continuous* distribution. Why worry about the distribution under a
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*> hypothesis that is patently false?
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*> People often refer to this class of tests as `distribution-free', but they
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*> are not. The Wilcoxon test is designed for power against shift
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*> alternatives, but here there appears to be a very large difference in
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*> spread. So
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> [1] 0.9989005

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*> even though the two samples differ in important ways.
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> I get (current R 2.1.1 on Linux)

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> [1] 1.59976e-07

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*> and no crash. So the suggestion is to use a machine adequate to the task,
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*> and that probably means an OS with adequate stack size.
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> Please do heed it. What version of R and what machine is this? And do

*> take note of the request about HTML mail.
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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 Received on Thu Aug 18 17:42:15 2005

Date: Thu 18 Aug 2005 - 17:37:50 EST

Prof Brian Ripley wrote:

> On Wed, 17 Aug 2005, Greg Hather wrote:

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>>I'm having trouble with the wilcox.test command in R.

> Are you sure it is not the concepts that are giving 'trouble'?

>>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

>>wilcox.test(5000+c(1.5,5.5), c(1:10000), exact = T)$p.value

> [1] 0.9989005

>>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

>> [[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

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 Received on Thu Aug 18 17:42:15 2005

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