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

josef.pktd@gmai... josef.pktd@gmai...
Sun Feb 5 12:09:03 CST 2012


On Sun, Feb 5, 2012 at 12:28 PM, Ralf Gommers
<ralf.gommers@googlemail.com> wrote:
>
>
> 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?

+1

Josef

>
>> > 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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