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From |
"Stas Kolenikov" <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Hypergeometric Distribution |

Date |
Thu, 23 Aug 2007 19:11:55 -0500 |

I know that the following was a breakthrough paper speeding up hypergeometric computations quite a bit: http://math.mit.edu/~plamen/files/hyper.pdf. Marcello, this guy is in your geographic area, so you can get him out for a coffee or something to see if there are any fast algorithms to work out in [St|M]ata. On 8/23/07, Mike Lacy <Michael.Lacy@colostate.edu> wrote: > >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. > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: Please do not reply to my Gmail address as I don't check it regularly. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: Hypergeometric Distribution***From:*Marcello Pagano <pagano@hsph.harvard.edu>

**References**:**st: RE: Hypergeometric Distribution***From:*Mike Lacy <Michael.Lacy@colostate.edu>

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