missed abs
+#include <catboost/libs/logging/logging.h>
#include "wx_test.h"
@@ -113,7 +114,7 @@ TWxTestResult WxTest(const TVector<double>& baseline,
double z = w / sqrt(n * (n + 1) * (2 * n + 1) * 1.0 / 6);
result.PValue = 2 * (1.0 - NormalCDF(Abs(z)));
} else {
- result.PValue = 2 * CalcLevelOfSignificanceWXMPSR(w, (int) n);
+ result.PValue = 2 * CalcLevelOfSignificanceWXMPSR(Abs(w), (int) n);
}
result.PValue = 1.0 - result.PValue;
return result;
