160 lines
6.4 KiB
Plaintext
160 lines
6.4 KiB
Plaintext
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R Under development (unstable) (2023-09-19 r85175) -- "Unsuffered Consequences"
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Copyright (C) 2023 The R Foundation for Statistical Computing
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Platform: x86_64-pc-linux-gnu
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R is free software and comes with ABSOLUTELY NO WARRANTY.
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You are welcome to redistribute it under certain conditions.
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Type 'license()' or 'licence()' for distribution details.
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R is a collaborative project with many contributors.
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Type 'contributors()' for more information and
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'citation()' on how to cite R or R packages in publications.
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Type 'demo()' for some demos, 'help()' for on-line help, or
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'help.start()' for an HTML browser interface to help.
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Type 'q()' to quit R.
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> set.seed(290875)
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> B <- 1e5
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>
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> ### note: psmirnov(, z = NULL) uses stats:::C_pSmirnov2x, z = something
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> ### trigger Schröer-Trenkler algo
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> all.equal(psmirnov(1:999/1000, sizes = c(10, 20), z = 1:30),
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+ psmirnov(1:999/1000, sizes = c(10, 20)))
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[1] TRUE
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>
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> ### examples by Schröer & Trenkler (1995) without ties
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> all.equal(psmirnov(3 / 7, sizes = c(7, 5), z = 1:12),
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+ psmirnov(3 / 7, sizes = c(7, 5)))
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[1] TRUE
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>
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> all.equal(psmirnov(sizes = c(m = 3, n = 4), q = 1/2, z = 1:7, lower.tail = FALSE),
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+ psmirnov(sizes = c(m = 3, n = 4), q = 1/2, lower.tail = FALSE))
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[1] TRUE
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> psmirnov(sizes = c(m = 3, n = 4), q = 1/6, z = 1:7, lower.tail = FALSE, alternative = "greater")
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[1] 0.8
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> psmirnov(sizes = c(m = 4, n = 3), q = 1/2, z = 1:7, lower.tail = FALSE, alternative = "greater")
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[1] 0.3428571
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>
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> all.equal(psmirnov(sizes = c(m = 5, n = 7), q = 3 / 7, z = 1:12, lower.tail = FALSE),
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+ psmirnov(sizes = c(m = 5, n = 7), q = 3 / 7, z = 1:12, lower.tail = FALSE))
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[1] TRUE
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>
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> all.equal(psmirnov(sizes = c(m = 300, n = 520), q = 1/8, z = 1:820, lower.tail = FALSE),
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+ psmirnov(sizes = c(m = 300, n = 520), q = 1/8, lower.tail = FALSE))
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[1] TRUE
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> psmirnov(z = round(rnorm(820)), sizes = c(m = 300, n = 520),
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+ q = 1/8, lower.tail = FALSE)
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[1] 0.00038641
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>
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> ### tied example by Schröer & Trenkler (1995)
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> x <- c(1, 2, 2, 3, 3, 1, 2, 3, 3, 4, 5, 6)
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> psmirnov(z = x, sizes = c(m = 5, n = 7), q = 3 / 7, lower.tail = FALSE)
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[1] 0.2424242
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> psmirnov(z = x, sizes = c(m = 5, n = 7), q = 3 / 7, lower.tail = FALSE,
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+ exact = FALSE, simulate = TRUE, B = B)
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[1] 0.24239
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> psmirnov(z = x, sizes = c(m = 5, n = 7), q = 3 / 7, lower.tail = FALSE, alternative = "greater")
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[1] 0.1780303
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> psmirnov(z = x, sizes = c(m = 5, n = 7), q = 3 / 7, lower.tail = FALSE, alternative = "greater",
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+ exact = FALSE, simulate = TRUE, B = B)
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[1] 0.17847
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> psmirnov(z = x, sizes = c(m = 5, n = 7), q = 3 / 7, lower.tail = TRUE, alternative = "greater")
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[1] 0.8219697
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> psmirnov(z = x, sizes = c(m = 5, n = 7), q = 3 / 7, lower.tail = TRUE, alternative = "greater",
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+ exact = FALSE, simulate = TRUE, B = B)
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[1] 0.8232
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>
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> ### check quantiles
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> ### Kim & Jennrich (1973) in Selected Tables in Mathematical Statistics, Vol 1
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> ### (ed. Harter) Institute of Mathematical Statistics, page 129
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> all.equal(qsmirnov(1 - .05, sizes = c(m = 8, n = 6)) * 8 * 6, 34)
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[1] TRUE
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> all.equal(qsmirnov(1 - .01, sizes = c(m = 8, n = 6)) * 8 * 6, 40)
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[1] TRUE
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> all.equal(qsmirnov(1 - .001, sizes = c(m = 8, n = 6)) * 8 * 6, 48)
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[1] TRUE
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> all.equal(qsmirnov(1 - .05, sizes = c(m = 14, n = 10)) * 140, 74)
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[1] TRUE
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> all.equal(qsmirnov(1 - .01, sizes = c(m = 14, n = 10)) * 140, 90)
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[1] TRUE
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> all.equal(qsmirnov(1 - .001, sizes = c(m = 14, n = 10)) * 140, 106)
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[1] TRUE
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> ### Schröer algo
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> all.equal(qsmirnov(1 - .05, sizes = c(m = 8, n = 6), z = 1:14) * 8 * 6, 34)
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[1] TRUE
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> all.equal(qsmirnov(1 - .01, sizes = c(m = 8, n = 6), z = 1:14) * 8 * 6, 40)
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[1] TRUE
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> all.equal(qsmirnov(1 - .001, sizes = c(m = 8, n = 6), z = 1:14) * 8 * 6, 48)
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[1] TRUE
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> all.equal(qsmirnov(1 - .05, sizes = c(m = 14, n = 10), z = 1:24) * 140, 74)
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[1] TRUE
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> all.equal(qsmirnov(1 - .01, sizes = c(m = 14, n = 10), z = 1:24) * 140, 90)
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[1] TRUE
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> all.equal(qsmirnov(1 - .001, sizes = c(m = 14, n = 10), z = 1:24) * 140, 106)
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[1] TRUE
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> ### Monte Carlo
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> all.equal(qsmirnov(1 - .05, sizes = c(m = 8, n = 6), z = 1:14, exact = FALSE, simulate = TRUE, B = B) * 8 * 6, 34)
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[1] TRUE
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> all.equal(qsmirnov(1 - .01, sizes = c(m = 8, n = 6), z = 1:14, exact = FALSE, simulate = TRUE, B = B) * 8 * 6, 40)
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[1] TRUE
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> all.equal(qsmirnov(1 - .001, sizes = c(m = 8, n = 6), z = 1:14, exact = FALSE, simulate = TRUE, B = B) * 8 * 6, 48)
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[1] TRUE
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> all.equal(qsmirnov(1 - .05, sizes = c(m = 14, n = 10), z = 1:24, exact = FALSE, simulate = TRUE, B = B) * 140, 74)
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[1] TRUE
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> all.equal(qsmirnov(1 - .01, sizes = c(m = 14, n = 10), z = 1:24, exact = FALSE, simulate = TRUE, B = B) * 140, 90)
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[1] TRUE
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> all.equal(qsmirnov(1 - .001, sizes = c(m = 14, n = 10), z = 1:24, exact = FALSE, simulate = TRUE, B = B) * 140, 106)
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[1] TRUE
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>
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> ### without ties
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> q <- qsmirnov(1:9/10, sizes = c(5, 7))
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> p <- psmirnov(q, sizes = c(5, 7))
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> all.equal(qsmirnov(p, sizes = c(5, 7)), q)
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[1] TRUE
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>
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> ### with ties
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> obs <- c(1, 2, 2, 3, 3, 1, 2, 3, 3, 4, 5, 6)
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> q <- qsmirnov(1:9/10, sizes = c(5, 7), z = obs)
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> p <- psmirnov(q, sizes = c(5, 7), z = obs)
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> all.equal(qsmirnov(p, sizes = c(5, 7), z = obs), q)
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[1] TRUE
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>
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> ### without ties
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> q <- qsmirnov(1:9/10, sizes = c(5, 7), alternative = "greater")
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> p <- psmirnov(q, sizes = c(5, 7), alternative = "greater")
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> all.equal(qsmirnov(p, sizes = c(5, 7), alternative = "greater"), q)
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[1] TRUE
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>
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> ### with ties
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> obs <- c(1, 2, 2, 3, 3, 1, 2, 3, 3, 4, 5, 6)
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> q <- qsmirnov(1:9/10, sizes = c(5, 7), z = obs, alternative = "greater")
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> p <- psmirnov(q, sizes = c(5, 7), z = obs, alternative = "greater")
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> all.equal(qsmirnov(p, sizes = c(5, 7), z = obs, alternative = "greater"), q)
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[1] TRUE
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>
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> ## PR#18582
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> ## <https://bugs.r-project.org/show_bug.cgi?id=18582>
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> ## KS.Test with specific data contradicts itself
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> ## See explanations in the PR: the permutation distributions of the
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> ## one-sided statistics can be different in the case of ties.
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> ## The C code for the exact and MC simulations only implements one-sided
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> ## D_{xy}^+ ("greater"); the R code now knows that D_{xy}^- = D_{yx}^+
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> ## ("less").
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>
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> x <- scan(text="4.7 5.5 6.7 7.1")
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Read 4 items
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> y <- scan(text="2.3 3.4 4.0 4.3 4.3 4.3 4.5 5.0")
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Read 8 items
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> all.equal(ks.test(x, y, alternative = "less")$p.value,
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+ ks.test(y, x, alternative = "greater")$p.value)
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[1] TRUE
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> all.equal(ks.test(y, x, alternative = "less")$p.value,
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+ ks.test(x, y, alternative = "greater")$p.value)
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[1] TRUE
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>
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> proc.time()
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user system elapsed
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0.762 0.021 0.774
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