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

Ralf Gommers ralf.gommers@googlemail....
Sun Feb 5 11:28:18 CST 2012


On Sun, Feb 5, 2012 at 5:25 PM, <josef.pktd@gmail.com> wrote:

> 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.
>

This seems worth fixing then. Since there's no good way to do this with a
deprecation and this function is not used often, why not give a warning on
usage in 0.11.0 and immediately switch to the fixed version?

> Since the results will be difficult, I would have really broken with
> > the old version and used the nicer ordering of keywords.
>
> Let's switch them around then. If we're breaking compatibility anyway, it
doesn't matter.

Ralf

> 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
>
>
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