Re: st: RE: Hypergeometric Distribution

[Marcello Pagano <pagano@hsph.harvard.edu>]

Thanks Stas.
m.p.

Stas Kolenikov wrote:
> 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.
> >
> >     
>
>   
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