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Invalid permutation test ? #718

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trevismd opened this issue Aug 14, 2020 · 1 comment · Fixed by #721
Closed

Invalid permutation test ? #718

trevismd opened this issue Aug 14, 2020 · 1 comment · Fixed by #721

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@trevismd
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Hello,

I was glad to find an implementation of permutation tests to challenge my theoretical understanding of it (and compare with my own).

Actually, it seems that mlxtend.evaluate.permutation_test wrongly rejects permutations whose statistic result is equal to the tested statistic (exact tests here and simulations here), which leads to lower p-values than desired.

The fix is quite simple. Should I open a PR ? Or did I miss something ?

Thanks

@rasbt
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rasbt commented Aug 19, 2020

Good catch and thanks for the note. It should indeed be "greater or equal to" (>=). If you'd like to open a PR, that'd be nice.

@trevismd trevismd mentioned this issue Aug 20, 2020
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2 participants