Dear Jiefei, This behavior is documented. From help(wilcox.test):
"By default (if exact is not specified), an exact p-value is computed if the samples contain less than 50 finite values and there are no ties. Otherwise, a normal approximation is used." Best, Wolfgang >-----Original Message----- >From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Jiefei Wang >Sent: Friday, 19 March, 2021 15:52 >To: Spencer Graves >Cc: r-help; Bogdan Tanasa >Subject: Re: [R] about a p-value < 2.2e-16 > >After digging into the R source, it turns out that the argument `exact` has >nothing to do with the numeric precision. It only affects the statistic >model used to compute the p-value. When `exact=TRUE` the true distribution >of the statistic will be used. Otherwise, a normal approximation will be >used. > >I think the documentation needs to be improved here, you can compute the >exact p-value *only* when you do not have any ties in your data. If you >have ties in your data you will get the p-value from the normal >approximation no matter what value you put in `exact`. This behavior should >be documented or a warning should be given when `exact=TRUE` and ties >present. > >FYI, if the exact p-value is required, `pwilcox` function will be used to >compute the p-value. There are no details on how it computes the pvalue but >its C code seems to compute the probability table, so I assume it computes >the exact p-value from the true distribution of the statistic, not a >permutation or MC p-value. > >Best, >Jiefei ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
