An comparison between Wilcoxon and Student's t test

wilkox1.R

library(parallel)
###
#panel function for pairs-plot
panel.ecdf <- function(x,...){
  x <- sort(x)
  y <- seq(0,1,length.out=length(x))
  lines(x, y, type="s", col="black",lwd=2)
  abline(a = 0, b = 1, col="cornflowerblue", lty="dotted", lwd=2)
}

add_line <- function(x,y,...){
  points(x,y,...)
  abline(a = 0, b = 1, col="salmon", lwd=1.5)
}
###

simfunc <- function(i, m, n){
  set.seed(i)
  x1 <- rweibull(m,0.8)
  x2 <- rweibull(n,0.8)
  R <- rank(c(x1,x2))
  r1 <- R[1:m]
  r2 <- R[(m+1):(m+n)]
  tres <- t.test(r1, r2, var.equal = TRUE)
  wres <- wilcox.test(x1, x2)
  c(t=tres$p.value, wilcox=wres$p.value)
}

outsim1 <- mclapply(1:1000, simfunc, m=20, n=20,
                    mc.cores = detectCores())
p_df <- as.data.frame(t(simplify2array(outsim1)))

pairs(t~wilcox, data=p_df,
      panel = add_line,
      diag.panel = panel.ecdf,
      col=rgb(0,0,0,0.2))
#dev.off()