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st: RE: Hypergeometric Distribution


From   Mike Lacy <Michael.Lacy@colostate.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: Hypergeometric Distribution
Date   Thu, 23 Aug 2007 14:41:09 -0600

>Date: Wed, 22 Aug 2007 15:32:38 +0100
>From: "Newson, Roger B" <r.newson@imperial.ac.uk>
>Subject: st: RE: Hypergeometric Distribution
>
>Thanks to Marcello for telling us all about this recently-published
>algorithm, which looks very useful. A search on
>
>findit hypergeometric
>
>in Stata finds a single reference (to a SSC package), which was
>distributed as long ago as 1999. This suggests that the new algorithm
>might be a good candidate for implementation in Mata by Marcello, or by
>anybody else with the time and inclination to do so.

I have something similar and could use a collaborator:

I have a Stata program to calculate hypergeometric probabilities using the algorithm of:

Berry, K. J., & Mielke, P. W. (1983). A rapid FORTRAN
subroutine for the Fisher exact probability test. Educational and Psychological
Measurement,43, 167-171.

Their algorithm exploits a recursion, and so avoids the calculation of any factorials or log factorials in calculating the hypergeometric. I suspect it is faster than even the newly published algorithm, although I don't know. It is particularly suited to applications in which the entire vector of probabilities across the range of the variable is needed (e.g., Fisher's Exact), since it has to calculate all the probabilities to get just one of them. However, it can do all the probabilities for a variable with what I believe is lower O() complexity than a conventional algorithm would calculate any single one.

I am not a "production quality" Stata programmer, and don't want to take the time to be one, so if anyone else is interested, I'd be happy to send them my code to be dressed up for public use. I considered posting the program to the list (only about 40 lines), but didn't know if that was quite appropriate.

Regards,
Mike Lacy
Fort Collins CO USA
Michael.Lacy@colostate.edu


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