[Rd] PR#896

[Torsten Hothorn]

> 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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