From p.dalgaard at biostat.ku.dk  Thu Oct 23 13:44:45 2003
From: p.dalgaard at biostat.ku.dk (Peter Dalgaard)
Date: Thu Oct 23 13:40:18 2003
Subject: [Rd] Something strange in cor.test in R-1.8.0 (PR#4718)
In-Reply-To: <16279.46511.714468.14454@mithrandir.hornik.net>
References: <200310221409.h9ME960P014577@pubhealth.ku.dk>
	<16279.46511.714468.14454@mithrandir.hornik.net>
Message-ID: <x23cdk89g2.fsf@biostat.ku.dk>

Kurt Hornik <Kurt.Hornik@wu-wien.ac.at> writes:

> >>>>> maechler  writes:
> 
> >>>>> "Duncan" == Duncan Murdoch <dmurdoch@pair.com>
> >>>>>     on Wed, 22 Oct 2003 08:17:32 -0400 writes:
> 
> Duncan> I've now tried the code 
> 
> >  set.seed(1)
> >  x <- rnorm(50)
> >  y <- rnorm(50)
> >  cor.test(x,y,method="spearman")
> >  x <- rnorm(50)
> >  y <- rnorm(50)
> >  cor.test(x,y,method="spearman")
> 
> Duncan> in r-patched (which gives apparently correct results), and r-devel,
> Duncan> which gives the first result correct, the second incorrect; when
> Duncan> repeated, both are bad.
> > Hmm,
> > funny.
> 
> > I get repeatable results in in R 1.7.1 , 1.8.0, R-patched and
> > R-devel (all on Linux),
> 
> > with an (ugly but convenient) 1-liner :
> 
> >> set.seed(1); for(k in 1:2){x <- rnorm(50);y <- rnorm(50);print(unlist(cor.test(x,y,method="spearman")[1:4]))}
> >   statistic.S       p.value  estimate.rho 
> > 23640.0000000     0.3482088    -0.1351741 
> >  statistic.S      p.value estimate.rho 
> > 1.724800e+04 2.322263e-01 1.717647e-01
> 
> I get the same on Debian GNU/Linux.
> 
> Where do we stand on this?  Windows-specific?

Probably, but of a nasty kind which I think we need to get to the
bottom of. As I see it there are two possible causes

1. A bug in a Windows library or compiler. Potentially that could
   affect everything else.
2. A bug in ctest that just happens only to cause visible damage on
   Windows, but perhaps invisible damage elsewhere.

Either way, I think we need to investigate. 

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907


[Rd] Something strange in cor.test in R-1.8.0 (PR#4718)
Peter Dalgaard