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

From: Sean Davis <sdavis2_at_mail.nih.gov>
Date: Fri 04 Mar 2005 - 09:22:29 EST


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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