[SciPy-Dev] anyone want to fix Mann-Whitney test?

josef.pktd@gmai... josef.pktd@gmai...
Sun Feb 5 10:25:46 CST 2012


On Sun, Feb 5, 2012 at 11:14 AM,  <josef.pktd@gmail.com> wrote:
> On Sun, Feb 5, 2012 at 10:39 AM, Ralf Gommers
> <ralf.gommers@googlemail.com> wrote:
>>
>>
>> On Sun, Feb 5, 2012 at 3:49 PM, <josef.pktd@gmail.com> wrote:
>>>
>>> On Sun, Feb 5, 2012 at 9:28 AM, <josef.pktd@gmail.com> wrote:
>>> >
>>> >
>>> >
>>> > On Sun, Feb 5, 2012 at 8:28 AM, Ralf Gommers
>>> > <ralf.gommers@googlemail.com> wrote:
>>> >>
>>> >>
>>> >>
>>> >> On Sun, Feb 5, 2012 at 1:19 PM, <josef.pktd@gmail.com> wrote:
>>> >>>
>>> >>>
>>> >>>
>>> >>> On Sun, Feb 5, 2012 at 5:17 AM, Ralf Gommers
>>> >>> <ralf.gommers@googlemail.com> wrote:
>>> >>>>
>>> >>>> Hi,
>>> >>>>
>>> >>>> There's a bug report and a number of new tests for mannwhitneyu at
>>> >>>> http://projects.scipy.org/scipy/ticket/1593. These plus a fix were
>>> >>>> contributed by Sebastian Pölsterl, unfortunately he based his initial fix on
>>> >>>> GPL'ed R code. Therefore I think we can't use that, even after he modified
>>> >>>> it. I looked at the GPL code too; I think we need someone who didn't do that
>>> >>>> to implement a new fix based only on the tests and bug report.
>>> >>>>
>>> >>>> Any takers?
>>> >>>
>>> >>>
>>> >>> From what I remember my impression is that this is only a "cosmetic"
>>> >>> change, or better a change in what is returned.
>>> >>>
>>> >>> >>> v, pval = stats.mannwhitneyu(x, y)
>>> >>> >>> len(x)*len(y) - v
>>> >>> 498.0
>>> >>
>>> >>
>>> >> Ah, okay. I'm not sure if this is a desirable change then. Any idea why
>>> >> it was implemented like this?
>>> >
>>> >
>>> > No, I was just fixing bugs. This was one of the early tests I worked on
>>> > when I didn't have stronger opinions what the standard or more informative
>>> > returns are. Since the pvalues are correct, I didn't care too much about
>>> > which test statistic is reported.
>>> >
>>> > Looking a bit closer, I'm in favor of the change. Returning the short
>>> > tail instead of the asked for tail in a one-sided test is not really
>>> > "clean", and trying to rewrite this, it's not easy to figure out which is
>>> > which, 210 or 498. I haven't finished yet. I like requests with a full test
>>> > suite.
>>> >
>>> > If I remember correctly, then we return almost all the time the
>>> > two-sided test, so adding the option for one-sided test will be backwards
>>> > compatible, but for mannwhitneyu it might not be possible.
>>>
>>> rewrite as a standalone function is attached
>>
>>
>> Looks good, thanks. I updated the docstring and put it at
>> https://github.com/rgommers/scipy/tree/mannwhitneyu-tests.
>
> I had managed to work with git, it just takes some time (and I cannot
> test with current scipy)
> https://github.com/josef-pkt/scipy/commit/30aa361fc76dea7f7fd76c3f4f7babcd288f7c01
>
> a bit more streamlining and I increased significant to 14
>
>>>
>>>
>>> the last test was missing a self
>>>
>>> And I initially had a test failure, because I preferred the keyword
>>> arguments in reversed sequence and the tests use a keyword arguments
>>> as positional argument.
>>
>>
>> Users can do that too, so you should never insert new keywords in the
>> middle.
>>
>>>
>>> Also just tried to match the tests without trying to understand every
>>> detail again.
>>>
>>> I think it would be better if the default is two-sided but this will
>>> double the reported p-value compared to the current version.
>>>
>> Not worth breaking backwards compatibility for I'd think.
>
> I think, there is no option in this version that would be backwards
> compatible, since the old version calculated the two-sided test
> statistic but reported only pvalue/2.
> The old version was "correct" only with the right interpretation or usage.
>
> Since the results will be difficult, I would have really broken with
> the old version and used the nicer ordering of keywords.
>
> If we need to deprecate and break backwards compatibility, then it
> might be worth to review the entire group of rank tests again. There
> is at least one ticket on this, also with the comparison of various
> options and results with matlab and R.

here is the relevant ticket http://projects.scipy.org/scipy/ticket/901

3 years ago I was in favor of backwards compatibility instead of "clean".
Now, I would prefer "clean"

there is one that can be closed, I think,
http://projects.scipy.org/scipy/ticket/1289
and the ancient stats review ticket http://projects.scipy.org/scipy/ticket/109


Josef


>
> Josef
>
>>
>> Ralf
>>
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