[R] Rank-based p-value on large dataset

[Huntsinger, Reid]

When you say the 130,000 points are from the empirical distribution, how did
you get them? Is each one really one of the values of y? If you sorted y
first, would you know which one (ie which index) each x is? (Sorting 80,000
elements took essentially no time at all on my sub-gigahertz Pentium III.)
But maybe that's not an option... more details would help.

Reid Huntsinger

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Sean Davis
Sent: Thursday, March 03, 2005 5:22 PM
To: r-help
Subject: [R] Rank-based p-value on large dataset


I have a fairly simple problem--I have about 80,000 values (call them 
y) that I am using as an empirical distribution and I want to find the 
p-value (never mind the multiple testing issues here, for the time 
being) of 130,000 points (call them x) from the empirical distribution. 
  I typically do that (for one-sided test) something like

loop over i in x
p.val[i] = sum(y>x[i])/length(y)

and repeat for all i.  However, length(x) is large here as is 
length(y), so this process takes quite a long time.  Any suggestions?

Thanks,
Sean

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html