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Changelog

Source: NEWS.md

wmwAUC (development version)

  • Reorganized README structure.
  • Added reference to Grendár (2026), arXiv:2608.11177, in README.

wmwAUC 1.0.0

CRAN release: 2026-07-31

Major revision correcting several errors identified in 0.2.0. Function names changed (see Renaming below).

Bug fixes

In wmw_pvalue_ties() (renamed to wmwAUC_pvalue_EU)

Var_hat_unbiased (the exact finite-sample unbiased estimator from Theorem 1) is used directly, with no further rescaling. In other words, correction_factor <- (1 - 1/n1 - 1/n2) is a bug; removed.

Errors in exact expectations of hat zeta1^2 and hat zeta2^2, which propagate to estimator of Var(Ahat) are corrected in the v3 of the arXiv preprint (arXiv:2511.20308). The corrected formulas are implemented in wmwAUC_pvalue_EU().

The three-tier approach is replaced by two-tier, with the exact unbiased estimates used for {length(x) + length(y) >= 20}, and studentized permutation (instead of the naive permutation) test for {length(x) + length(y) < 20}.

Uses natural degrees of freedom (n1-1, n2-1, M-1) for the three Satterthwaite components.

In wmw_pvalue() (renamed to wmwAUC_pvalue_BC)

The three-tier approach is replaced by one-tier, with the bias-adjusted sigma-squared estimator:

BC variance estimator: denominator fix and removal of the higher-order correction

Two related corrections to BC’s placement-variance components:

  • Denominator fix. var_G_X/var_F_Y (and the corresponding manuscript quantities zeta1hat^2/zeta2hat^2) now use n1/n2 as the denominator, not n1-1/n2-1. Bessel’s -1 correction is only justified when centering at an estimated mean; here each term centers at the fixed, known value 1-A0/A0, so it does not apply. With the corrected denominator, E[zeta1hat^2] = zeta1^2 + omega1/n2 holds exactly (no asymptotic remainder).

  • Higher-order correction removed. The (1 - 1/n1 - 1/n2) shrinkage applied on top of sigma2_adj is no longer applied. It was compensating for the bias the denominator fix now removes at the source; once that bias is gone, applying the old shrinkage on top overcorrects, underestimating the true variance by 11-23% (worst at small n) rather than correcting it. sigma2_adj alone is now the final variance estimator BC uses in its test statistic; no sigma2_final remains.

In wmw_test() (renamed to wmwAUC_test)

Bug in treating one-sided alternative, fixed.

wmwAUC_test()’s displayed auc and its alternative argument use the P(case > reference) convention (matching wilcox.test()), but wmwAUC_pvalue_EU()/wmwAUC_pvalue_BC() internally test in the P(X < Y) convention. Calling them directly as wmwAUC_pvalue_EU(x_vals, y_vals, ...) would silently invert the meaning of alternative = "greater"/"less" relative to what wmwAUC_test() documents (two-sided p-values are unaffected, since the test is symmetric there). Fixed by swapping the argument order at the call site – wmwAUC_pvalue_EU(y_vals, x_vals, alternative = alternative) – rather than altering the alternative string itself, so that the internal P(X < Y) becomes P(reference < case) = P(case > reference), matching wmwAUC_test()’s own convention exactly. Verified by direct construction of a case where cases are stochastically larger than reference: with the fix, alternative = "greater" correctly gives a small p-value and "less" a large one; without it, both come out backwards. wmwAUC_pseudomedian_ci() is not affected – it has no alternative argument and always tests two-sided internally.

Degrees-of-freedom caveat (both methods)

Both methods’ Welch-Satterthwaite degrees of freedom are heuristics, not formulas with a proven accuracy order:

  • EU: the standardized pivot showed real undercoverage at small or imbalanced n (up to ~4-6 Monte Carlo standard errors in some configurations), traced to correlation between the estimated degrees of freedom and the variance estimate itself, not to a shape mismatch in the Satterthwaite approximation.

  • BC: the standardized pivot is over-concentrated relative to its claimed t-distribution even under homoscedasticity (e.g. variance of the probability-integral-transformed pivot ~0.078 against the nominal 0.083), and this miscalibration worsens monotonically with the heteroscedasticity ratio.

New features

In wmwAUC_pvalue_BC()

The function wmwAUC_pvalue_BC() allows for ties in data. Though Sect 4 of the arXiv preprint assumes continuous data, simulation confirmed that BC’s conservative behavior persists under ties (size remained below nominal across tie proportions from 10% to 99.8%, at n1 = n2 = 15, homoskedastic), though this extension is validated empirically rather than re-derived theoretically. wmwAUC 1.0.0 implements in wmwAUC_pvalue_BC() mid-rank placement values consistently in every place.

Each of the two bias-corrected variance components (var_G_X, var_F_Y) is now floored independently at a small epsilon if it would go negative. A prior both-or-nothing version reverted both components to their naive (biased) values if either one alone would go negative.

In wmwAUC_test()

The ci_method = hanley is replaced by DeLong et al. (1988) confidence interval formula; ci_method = delong.

In plot.wmwAUC_test()

By default produces ggplot comprising boxplot overlaid with swarmplot of data, and the empirical ROC curve plot. Allows for adding density plot.

General A0 support

A0 is now a parameter (default 0.5) rather than hardcoded, in both wmwAUC_pvalue_BC() and the asymptotic branch of wmwAUC_pvalue_EU() (n1+n2 >= 20). BC’s higher-order correction was validated by simulation across A0 in {0.14, 0.50, 0.86}, both balanced and imbalanced n, with no evidence of A0-specific miscalibration (the ratio of estimated to true variance stayed consistently in 0.90-0.93 throughout). EU’s asymptotic branch was not restricted to A0=0.5 in its derivation to begin with.

General A0 is not supported in EU’s permutation branch (n1+n2 < 20): group-relabeling exchangeability only preserves H0 when A0=0.5 (relabeling maps A0 to 1-A0 otherwise), and wmwAUC_pvalue_EU() will error rather than silently return an unvalidated result if this is attempted. A general-A0 small-sample method (e.g. a bootstrap resampled under H0 rather than relying on relabeling symmetry) is deferred to a later version.

Full general-A0 support (including the small-sample branch, and exposure through wmwAUC_test()) is deferred to a later release; 1.0.0’s scope is limited to correcting the errors above.

Abandoned

Unlike the previous version, wmwAUC 1.0.0 does not promote using the wmwAUC test for testing equality of medians. Consequently, functions calc_simultaneous_ecdf_bands_sfsmisc(), add_simultaneous_bands_sfsmisc(), test_shift_equivalence() and quadruplot(), are abandoned.

Renaming

The old names are not retained as functional aliases. Calling any of them raises an informative error naming the new function, rather than forwarding the call – wmw_test() in particular has argument changes (special_case renamed to pseudomedian; ci_method = 'hanley' removed, not renamed) that a silent passthrough could get wrong without any indication that anything had changed.