[Rd] Inconsistencies in wilcox.test

[Ben Bolker]

 Your second issue seems like a more or less unavoidable floating-point
computation issue.  The paired test operates by computing differences
between corresponding values of x and y.

  It's not impossible to try to detect "almost-ties" (by testing for
differences less than, say, sqrt(.Machine$double.eps)), but it's
delicate and somewhat subjective/problem-dependent.

  Example:

options(digits=20)
> unique(c(4,3,2)-c(3,2,1))
[1] 1
> unique(c(0.4,0.3,0.2)-c(0.3,0.2,0.1))
[1] 0.100000000000000033307 0.099999999999999977796 0.100000000000000005551

On 2019-12-07 1:55 p.m., Karolis Koncevičius wrote:
> Hello,
> 
> Writing to share some things I've found about wilcox.test() that seem a
> a bit inconsistent.
> 
> 1. Inf values are not removed if paired=TRUE
> 
> # returns different results (Inf is removed):
> wilcox.test(c(1,2,3,4), c(0,9,8,7))
> wilcox.test(c(1,2,3,4), c(0,9,8,Inf))
> 
> # returns the same result (Inf is left as value with highest rank):
> wilcox.test(c(1,2,3,4), c(0,9,8,7), paired=TRUE)
> wilcox.test(c(1,2,3,4), c(0,9,8,Inf), paired=TRUE)
> 
> 2. tolerance issues with paired=TRUE.
> 
> wilcox.test(c(4, 3, 2), c(3, 2, 1), paired=TRUE)
> # ...
> # Warning:  cannot compute exact p-value with ties
> 
> wilcox.test(c(0.4,0.3,0.2), c(0.3,0.2,0.1), paired=TRUE)
> # ...
> # no warning
> 
> 3. Always 'x observations are missing' when paired=TRUE
> 
> wilcox.test(c(1,2), c(NA_integer_,NA_integer_), paired=TRUE)
> # ...
> # Error:  not enough (finite) 'x' observations
> 
> 4. No indication if normal approximation was used:
> 
> # different numbers, but same "method" name
> wilcox.test(rnorm(10), exact=FALSE, correct=FALSE)
> wilcox.test(rnorm(10), exact=TRUE, correct=FALSE)
> 
> 
> From all of these I am pretty sure the 1st one is likely unintended,
> so attaching a small patch to adjust it. Can also try patching others if
> consensus is reached that the behavioiur has to be modified.
> 
> Kind regards,
> Karolis Koncevičius.
> 
> ---
> 
> Index: wilcox.test.R
> ===================================================================
> --- wilcox.test.R  (revision 77540)
> +++ wilcox.test.R  (working copy)
> @@ -42,7 +42,7 @@
>          if(paired) {
>              if(length(x) != length(y))
>                  stop("'x' and 'y' must have the same length")
> -            OK <- complete.cases(x, y)
> +            OK <- is.finite(x) & is.finite(y)
>              x <- x[OK] - y[OK]
>              y <- NULL
>          }
> 
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