On 3/3/05 17:40, "Deepayan Sarkar" <[EMAIL PROTECTED]> wrote:
> On Thursday 03 March 2005 16:32, Deepayan Sarkar wrote: >> 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) > > or rather: p.val = 1 - ecdf(y)(x) > Deepayan, Thanks (and to Martin, also). This works wonderfully. I didn't expect such a function to exist, but knowing of it will simplify matters significantly for me. Sean ______________________________________________ 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
