Roger's posting includes what I presume is an allusion to
an -egen- function _ghyper.ado that I wrote in 1999.
I withdrew this program as redundant some years ago,
given that you can use something like
comb(K, k) * comb(N - K, n - k) / comb(N, n)
wherever you want. In context N, K, n, k may be
variables, scalars or placeholders for numeric
constants, or any mixture thereof.
This might need a wrapper to yield zeros where
appropriate, or it might need care whenever
individual terms get very large, but otherwise
does it raise any problems?
Nick
[email protected]
Marcello Pagano
> I looked at --ssizebi-- but it seems to be focused on power
> and sample
> sizes.
Newson, Roger B wrote:
> > 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.
Marcello Pagano
> Does anyone have or know of Stata code to calculate the Hypergeometric
> Distribution accurately?
>
> See Journal of Discrete Algorithms , Volume 5 , Issue 2 (June 2007)
> Pages: 341-347 for an article by Berkopec, HyperQuick algorithm for
> discrete hypergeometric distribution
> <http://portal.acm.org/citation.cfm?id=1240586&coll=GUIDE&dl=GUIDE&CFID=
> 27443384&CFTOKEN=80678482>.
*
* 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/
