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[Repo Assist] Fix Wilcoxon signed-rank test: incorrect rank multiplication in tie correction #358

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bvenn merged 2 commits into from
Mar 27, 2026
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[Repo Assist] Fix Wilcoxon signed-rank test: incorrect rank multiplication in tie correction #358

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4869e1c
Fix Wilcoxon tie correction: remove incorrect rank multiplication
github-actions[bot] Mar 23, 2026
dd09f55
ci: trigger checks
github-actions[bot] Mar 23, 2026
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6 changes: 2 additions & 4 deletions src/FSharp.Stats/Testing/Wilcoxon.fs
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Expand Up @@ -44,10 +44,8 @@ module WilcoxonTest =
|> Array.filter (fun (i,j)-> j>1)
|> Array.map (fun (i,j) -> float i,float j)

let tieCorrection (i,j) =
if j = 2.0 then
(j**3. - j) / 48.
else i * ((j**3. - j) / 48.)
let tieCorrection (_,j) =
(j**3. - j) / 48.

let tieStatistic =
ties
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13 changes: 12 additions & 1 deletion tests/FSharp.Stats.Tests/Testing.fs
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Expand Up @@ -164,6 +164,11 @@ let wilcoxonTestTests =
let wilcoxon2 = WilcoxonTest.createWilcoxonTest before after false
let wilcoxon3 = WilcoxonTest.createWilcoxonTestFromDifferences differences true
let wilcoxon4 = WilcoxonTest.createWilcoxonTestFromDifferences differences false
// ties of size 3 (exposes the rank-multiplication bug): differences [1,1,1,2,-3]
// expected values computed with SciPy: wilcoxon([1,1,1,2,-3], mode='approx', correction=False/True)
let tieDiffs3 = seq{1.;1.;1.;2.;-3.}
let wilcoxon5 = WilcoxonTest.createWilcoxonTestFromDifferences tieDiffs3 false
let wilcoxon6 = WilcoxonTest.createWilcoxonTestFromDifferences tieDiffs3 true

testList "Testing.WilcoxonTest" [
testCase "wilcoxonWithCorrection" <| fun () ->
Expand All @@ -177,7 +182,13 @@ let wilcoxonTestTests =
testCase "wilcoxonOneSidedWithCorrection" <| fun () ->
Expect.floatClose Accuracy.low wilcoxon1.PValueLeft 0.019102 "pValue should be equal"
testCase "wilcoxonOneSidedWithoutCorrection" <| fun () ->
Expect.floatClose Accuracy.low wilcoxon2.PValueRight 0.9823 "pValue should be equal"
Expect.floatClose Accuracy.low wilcoxon2.PValueRight 0.9823 "pValue should be equal"
testCase "wilcoxonTieSize3WithoutCorrection" <| fun () ->
// SciPy: wilcoxon([1,1,1,2,-3], mode='approx', correction=False) => pvalue ≈ 0.492207
Expect.floatClose Accuracy.low wilcoxon5.PValueTwoTailed 0.4922 "pValue should match SciPy with ties of size 3"
testCase "wilcoxonTieSize3WithCorrection" <| fun () ->
// SciPy: wilcoxon([1,1,1,2,-3], mode='approx', correction=True) => pvalue ≈ 0.582702
Expect.floatClose Accuracy.low wilcoxon6.PValueTwoTailed 0.5827 "pValue should match SciPy with ties of size 3 and correction"

]

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