Fix off-by-one bug in mann_whitney_u

airspeed-velocity · Oct 21, 2018 · f0f94c7 · f0f94c7
1 parent eed9e6d
commit f0f94c7
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diff --git a/asv/statistics.py b/asv/statistics.py
@@ -301,7 +301,7 @@ def mann_whitney_u(x, y, method='auto'):
     # Get p-value
     if method == 'exact':
         p1 = mann_whitney_u_cdf(m, n, ux, memo)
-        p2 = 1.0 - mann_whitney_u_cdf(m, n, m*n - ux, memo)
+        p2 = 1.0 - mann_whitney_u_cdf(m, n, m*n - ux - 1, memo)
         p = p1 + p2
     elif method == 'normal':
         N = m + n

diff --git a/test/test_statistics.py b/test/test_statistics.py
@@ -412,6 +412,19 @@ def check(x, y):
     check(x, y - 2.5)
 
 
+def test_mann_whitney_u_R():
+    a = [1, 2, 3, 4]
+    b = [0.9, 1.1, 0.7]
+
+    # wilcox.test(a, b, exact=TRUE)
+    u_expected = 11
+    p_expected = 0.11428571428571428
+
+    u, p = statistics.mann_whitney_u(a, b, method='exact')
+    assert u == u_expected
+    assert p == pytest.approx(p_expected, abs=0, rel=1e-10)
+
+
 def test_binom():
     for n in range(10):
         for k in range(10):