ks.test calculations incorrect (PR#7330)
tavery@mun.ca writes:
Full_Name: t. avery
Version: 2.0.0
OS: windows xp / Linux
Submission from: (NULL) (131.162.134.159)
ks.test does not produce the correct output.
If given the script:
d1 <- c(53.63984674,0.383141762,1.915708812,0.383141762,10.72796935,6.896551724,20.30651341,5.747126437,0)
d1
d2 <- c(76.43312102,15.2866242,3.821656051,1.27388535,0,0.636942675,1.27388535,0.636942675,0.636942675)
d2
ks.test(d1,d2,alternative="two.sided",exact)
The output generates:
Two-sample Kolmogorov-Smirnov test
data: dd and ddd
D = 0.3333, p-value = 0.6994
alternative hypothesis: two.sided
Warning message:
cannot compute correct p-values with ties in: ks.test(dd, ddd, alternative =
"two.sided", exact)
Which is far from the correct D value of:
D = 0.404934475 with a p-value < 0.01
According to what definition? Referring to what distribution? Reference? Considering that D is the distance between two CDFs, both of which take values in (0:9)/9, I do find it a bit unconvincing that you claim that D should be something that is not a whole number of ninths...
I recommend that noone use this test. I have tested it with various datasets from publications and texts using by-hand calculations.
Well, I'm no fan of the KS test either, but you have to work harder to convince us that there's a problem in R's implementation!
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907