There is a fairly new bug in wilcox.test in R-2.2.1 (stable).

It wasn't there when I last taught nonparametrics in fall 2003.

Line 86 of wilcox.test.R

achieved.alpha<-2*psignrank(trunc(qu),n)

It should be

achieved.alpha<-2*psignrank(trunc(qu)-1,n)

If you don't see why, decode the cookbook instructions p. 56 in

Hollander and Wolfe (2nd ed.) or see

http://www.stat.umn.edu/geyer/5601/examp/signrank.html#confor just do a sanity check: does this to the right thing when the confidence

interval is the range of the data, case qu = 1? No.

Of course, this error isn't very visible, because wilcox.test still

prints the ASKED FOR confidence level instead of the ACTUAL ACHIEVED

confidence level (which sucks IMHO, but never mind) except when

it incorrectly thinks that the level cannot be achieved, in which

case it prints the incorrect achieved level. Just great.

To see the bug do

X <- read.table(url("

http://www.stat.umn.edu/geyer/5601/hwdata/t3-3.txt"),

header = TRUE)

attach(X)

wilcox.test(y, x, paired = TRUE, conf.int = TRUE)

and compare with what you get when you change t3-1.txt to t3-3.txt in

the Rweb form in

http://www.stat.umn.edu/geyer/5601/examp/signrank.html#confand submit.

Sorry to sound so grumpy about this, but I hate having my

homework solutions explain that R sucks (in this instance).

Better yet, NEVER use wilcox.test. Always use wilcox.exact in exactRankTests

or fuzzy.signrank.ci in fuzzyRankTests.

X <- read.table(url("

http://www.stat.umn.edu/geyer/5601/hwdata/t3-3.txt"),

header = TRUE)

attach(X)

library(fuzzyRankTests)

fuzzy.signrank.ci(y - x)

prints

Wilcoxon signed rank test

data: y - x

95 percent confidence interval:

Randomized confidence interval is mixture of two intervals

probability lower end upper end

0.9 -25 605

0.1 -15 560

Corresponding fuzzy confidence interval is one on the narrower

interval, 0.9 elsewhere on the wider interval, and zero outside the

wider interval, with values at jumps that are the average of the left

and right limits

Sorry about the advert. Couldn't resist the opportunity.

--

Charles Geyer

Professor, School of Statistics

University of Minnesota

[hidden email]
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