[R] Permutation test, grouped data

[Tom Backer Johnsen]

Brian S Cade wrote:
> Tom:  Paul Mielke, emeritus professor at Colorado State University, 
> probably has some of the most efficient Fortran programs for enumerating 
> all possible permutations of small sample sizes for grouped comparisons 
> and Monte Carlo random sampling of the possible permutations for larger 
> group sizes.  The Fortran source code is available off his CSU Statistics 
> Department web page.   The code is for Mielke's multiresponse permutation 
> procedures (MRPP), which includes permutation versions of ANOVA or t-tests 
> as a special case.   

Thank you very much, it may be just what I need.  I have just
downloaded the source and started looking at them.  I'll have to look
for a Fortran compiler as well.

Alternatively, we've implemented Mielke's code into
> our Blossom statistical package, which provides a more user friendly front 
> end and output than Mielke's programs.  This is available at 
> http://www.fort.usgs.gov/Products/Software/blossom/

The main point is that I would like to include the algorithm into my
own somewhat dedicated code, currently written in Object Pascal,
(Delphi), but I plan to port the code to some open source variant.

> My experience with implementing similar permutation tests in software like 
> R or S-Plus that are optimal for vector computations is that they will 
> never be as fast as the looping structures that are implemented in the 
> Fortran programs.   And when you are talking about enumerating all 
> possible permutations, speed becomes a very limiting factor.  Mielke's 
> code will easily do complete enumeration of 2 groups of n=12 ( 2,704,156 
> possible combination) in 10 seconds or so (on Windows XP with 2GB memory) 
> and 2 groups of n =13 (10,400,600 possible combinations) should still be 
> not unreasonable.

That is really impressive!

Tom


>  
> Brian
> 
> Brian S. Cade
> 
> U. S. Geological Survey
> Fort Collins Science Center
> 2150 Centre Ave., Bldg. C
> Fort Collins, CO  80526-8818
> 
> email:  brian_cade at usgs.gov
> tel:  970 226-9326
> 
> 
> 
> Tom Backer Johnsen <backer at psych.uib.no> 
> Sent by: r-help-bounces at r-project.org
> 11/02/2007 08:16 AM
> 
> To
> r-help at stat.math.ethz.ch
> cc
> 
> Subject
> [R] Permutation test, grouped data
> 
> 
> 
> 
> 
> 
> I am perfectly aware that this question is not an R question, at least 
> not yet, but I have not succeeded in finding what I want in other 
> ways, so ...
> 
> What I am looking for are two algorithms, preferabley in Pascal, but 
> other languages may do.  For (a) systematic (complete) permutations 
> for grouped data with unequal group sizes, and (b) random permutations 
> for the same kind of data.  I know of one source: E. S. Edgington 
> (1980): Randomization Tests (program 4.1 and program 4.3), but those 
> are written in Fortran with a lot of GO TO's which probably would not 
> be very efficient even if I managed to manually these programs and do 
> a correct translation.  There must be some more modern ones around, 
> but where?
> 
> I need the algorithms for a program I have written for exploring 
> structural balance in sociometric group structures.
> 
> Tom
> 
> +----------------------------------------------------------------+
> | Tom Backer Johnsen, Psychometrics Unit,  Faculty of Psychology |
> | University of Bergen, Christies gt. 12, N-5015 Bergen,  NORWAY |
> | Tel : +47-5558-9185                        Fax : +47-5558-9879 |
> | Email : backer at psych.uib.no    URL : http://www.galton.uib.no/ |
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-- 
+----------------------------------------------------------------+
| Tom Backer Johnsen, Psychometrics Unit,  Faculty of Psychology |
| University of Bergen, Christies gt. 12, N-5015 Bergen,  NORWAY |
| Tel : +47-5558-9185                        Fax : +47-5558-9879 |
| Email : backer at psych.uib.no    URL : http://www.galton.uib.no/ |
+----------------------------------------------------------------+