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
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