Making the behavior of assert_allclose depending on whether desired is exactly zero or 1e-20 looks too difficult to remember, and which desired I use would depend on what I get out of R or Stata.
I thought your whole point here was that 1e-20 and zero are qualitatively different values that you would not want to accidentally confuse? Surely R and Stata aren't returning exact zeros for small non-zero values like probability tails?
I was thinking of the case when we only see "pvalue < 1e-16" or something like this, and we replace this by assert close to zero. which would translate to `assert_allclose(pvalue, 0, atol=1e-16)` with maybe an additional rtol=1e-11 if we have an array of pvalues where some are "large" (>0.5). It's not a very frequent case, mainly when we don't have access to the underlying float numbers and only have the print representation. Josef