Skip to content

KS test in R.1.3.0 has incorrect p-values. (PR#1004)

2 messages · Brian Ripley, Kurt Hornik

#
Based on a report to the Windows maintainers from Richard Rowe
<Richard.Rowe@jcu.edu.au>:

NEWS for 1.3.0 says

    o   Exact p-values are available for the two-sided two-sample
        Kolmogorov-Smirnov test.

I think the (new) p-values are computed but are backwards:
[1] 1
[1] 4.047605e-08
[1] 3.099506e-07
[1] 0.02015456
[1] 0.9971923

I'll commit the obvious fix unless anyone knows better.  Neither value
agrees well with S-PLUS 6, which gives
[1] 1.453458e-07
#
Thanks for doing.  I had received a similar private bug report but had
not gotten to fixing this.
Strange because the underlying algorithm should be the same.  Have you
tried R vs Splus on larger samples (say, 100 each)?

-k
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._