[RsR] About the inconsistency p-value of two sample Kolmogorov–Smirnov test in R and Matlab
Zhou, Xionghui
X|onghu|@Zhou @end|ng |rom cchmc@org
Tue Nov 19 22:35:46 CET 2019
Dear Phillip,
Thanks for your reply. If I use two-sample KS test in R to test whether one vector is significantly smaller than another vector, I use the command below as a demo: p = ks.test((1:10), (20:200), alternative = "greater"). The p is 5.873e-09. However, If I use Matlab to do the same case: [~,p]=kstest2((1:10)',(20:200)','tail','larger'). P-value is 8.2222e-10. The differences are also present in other method, such as Wilcoxon rank sum test and Poission test. Thanks!
Regards,
Xionghui
On 11/18/19, 11:26 AM, "Phillip Alday" <phillip.alday using mpi.nl> wrote:
Dear Xionghui,
Cross-posting to two lists simultaneously generally isn't desirable.
Can you provide a minimum working example (code+data) for this?
Otherwise, it's hard to see what's going on.
Best,
Phillip
On 11/11/19 9:50 pm, Zhou, Xionghui wrote:
> Hi guys,
>
>
> Recently, when I try to repeat my method using R, which was implemented in Matlab before, I found that the p-values for the two-sample ks-test in the two languages are different, even with the same data and parameters (The p-value in R is greater than the one in Matlab). In the meanwhile, the p-values of two-sample ks-test are the same in Matlab and python. In addition, I also test the p-value in Mann-Whitney-Wilcoxon test and Poission test, the p-values for the tests in R and Matlab are also different. Of course, the difference in two-sample ks-test is the most significant. May anyone tell me the reason for that and which language is more reliable? Thanks in advance!
>
>
> Best,
>
>
>
> Xionghui
>
>
> Xionghui Zhou Ph.D.
> Research Fellow
> Division of Human Genetics
> Cincinnati Children�s Hospital Medical Center
>
> Phone: +1 (513) 636-4200
> Email: Xionghui.Zhou using cchmc.org<mailto:Yaping.Liu using cchmc.org>
> Office: R1.1026
> 3333 Burnet Ave
> Cincinnati, OH 45229
>
>
> [[alternative HTML version deleted]]
>
>
> _______________________________________________
> R-SIG-Robust using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
>
More information about the R-SIG-Robust
mailing list