On Thursday 03 March 2005 16:22, Sean Davis wrote: > 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?
The obvious thing to do would be p.val = 1 - ecdf(x)(y) wouldn't it? On a 1.1 GHz Athlon, I get > x <- rnorm(130000) > y <- rnorm(80000) > system.time(p.val <- 1 - ecdf(y)(x)) [1] 1.03 0.03 1.06 0.00 0.00 -Deepayan ______________________________________________ R-help@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