[Rd] PR#896
Torsten Hothorn
Torsten.Hothorn@rzmail.uni-erlangen.de
Mon, 9 Apr 2001 18:19:10 +0200 (MEST)
> Sorry to all that are angry about the form of my previous mail. I
> didn't realise what would happen :((.
>
> Here it is in (hopefully) plain text (if my mailer doesn't spoil it again):
>
> ##############
>
> Dear developers,
> I have a problem with some discrepancy between R 1.2.1 for
> Windows and R 1.2.2 (and less) for Linux. While trying to correct
> the wilcox.test (see my previous bug report) I encountered the
> following problem: I wanted to check the behaviour of the function
> wdiff used in the search for CI limits.
>
> x<-rnorm(10,3,1)
> y<-rnorm(10,0,1)
> say
>
> x<-
> c(3.770684,4.654342,3.496403,1.772743,1.624953,2.645835,3.0994
> 77,1.706758,3.507709,1.982924)
> y<-c(-0.8161288,0.1632923,0.6421997,1.9270846,-
> 0.4668112,0.3587806,0.3312529,-0.5393900,
> 0.1057892,1.7963575)
`wdiff' is used for the computation of asymptotic confidence intervals for
samples with m,n > 50. I simulated the type I error rate and it works for
such large sample sizes. So maybe the problems are due to n.x = n.y = 10 ?
Torsten
>
> mu<-0
> n.x<-length(x)
> n.y<-length(y)
>
> wdiff <- function(d, zq) {
> dr <- rank(c(x- mu -d,y))
> NTIES.CI <- table(dr)
> dz <- (sum(dr[seq(along = x)]) - n.x * (n.x + 1)/2 - n.x * n.y/2)
> CORRECTION.CI<-0
> SIGMA.CI <- sqrt((n.x * n.y/12) * ((n.x + n.y + 1) -
> sum(NTIES.CI^3 - NTIES.CI)/((n.x + n.y) * (n.x + n.y - 1))))
> dz <- (dz - CORRECTION.CI)/SIGMA.CI
> abs(dz - zq)
> }
>
> To examine the behivour I plotted the course of the wdiff for a lot of
> d and three zq (0.05, 0.5, 0.95) and I let optimize to compute the
> minimums. Then I plotted it.
>
> mumin<-min(x)-max(y)
> mumax<-max(x)-min(y)
>
> lll<-seq(mumin,mumax,by=0.01)
> wdl<-apply(cbind(lll),1,wdiff,zq=qnorm(0.05))
> wdm<-apply(cbind(lll),1,wdiff,zq=qnorm(0.50))
> wdu<-apply(cbind(lll),1,wdiff,zq=qnorm(0.95))
>
> plot(lll,wdl,type="l")
> lines(lll,wdm,lty=4)
> lines(lll,wdu,lty=7)
>
>
> ol<-optimize(wdiff,c(mumin,mumax),zq=qnorm(0.05))$minimum
> om<-optimize(wdiff,c(mumin,mumax),zq=qnorm(0.5))$minimum
> ou<-optimize(wdiff,c(mumin,mumax),zq=qnorm(0.95))$minimum
>
> abline(v=ol)
> abline(v=om,lty=4)
> abline(v=ou,lty=7)
>
>
> When it ran on my home Linux (R 1.2.2 (2001-02-26) Compiled
> from source tarball on Linux with gcc version 2.95.2 19991024) it
> computed the minimum for zq = 0.05 only, for the others it found
> something totally wrong (three curves with "valleys", one line
> indicating the right minimum, one line indicating where the
> computed minimum surely doesn't lie; moreover, it was the same
> for both 0.5 and 0.95). Then I checked it at work on S+2000 and R
> 1.2.1 for Windows and it gave the correct results and picture (three
> curves with "valleys" and three lines indicating where the minimum
> lies). Could you, please, advise me whether the problem stands in
> the platform version or in my compiled version, and what should I
> do to make it work properly?
>
> Thank you very much for your help.
>
> Marketa Kylouskova
> marketa@ucw.cz
> kylouskova@euromise.cz
>
>
>
>
>
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