Category: | Miscellaneous |
Author/Contact Info | /msg me |
Description: | See documentation with the code. Note that the code computes factorials in only one place, the internal subroutine _single_term, which computes the hypergeometric probability function for a 2 x 2 contingency table (specified through its cell values, a, b, c, and d). Furthermore, the only dependance of the main routine (fishers_exact) on the Math::Pari module is through _single_term. If you prefer a library other than Math::Pari or don't like my implementation of _single_term, just replace it with your own. The rest of the code should work fine. Also note that _single_term is called at most twice for every call to fishers_exact, so relegating this computation to a separate function doesn't significantly add to fishers_exact's overhead. The computation of factorials attempts to use Math::Pari::factorial, and switches over to Gosper's approximation if that fails. Although, in principle, this maximizes the algorithm's accuracy, the performance cost may not justify this policy. For example, for 10_000!, the relative difference between the two methods is < 1e-10, but Gosper's is much faster: The cost/performance only gets worse for larger factorials. On the other hand, if you find yourself working in this regime, ask yourself whether χ^{2} isn't more suited to your needs than than the FET. Needless to say, I am providing this code "as is", without any expressed or implied warranties whatsoever. Use at your own risk. Update: Deleted a few vestigial lines of code. Thanks to BrowserUk++ for pointing them out. |
=head1 NAME Statistics::FET - Fisher's Exact Test statistic (2x2 case) =head1 SYNOPSIS use Statistics::FET 'fishers_exact'; =head1 DESCRIPTION This module exports only one function, C<fishers_exact>, which computes the one- or two-sided Fisher's Exact Test statistic for the 2 x 2 case. In the following documentation I will be referring to the following family of 2 x 2 contingency tables * | * | r1 = a+b --------+-------+---------- * | * | r2 = c+d --------+-------+---------- c1 | c2 | N = a+c | = b+d | = a+b+c+d The *'s mark the cells, N is the total number of points represented by the table, and r1, r2, c1, c2 are the marginals. As suggested by the equalities, the letters a, b, c, d refer to the various cells (reading them left-to-right, top-to-bottom). Depending on context, the letter c (for example) will refer *either* to the lower left cell of the table *or* to a specific value in that cell. Same for a, b, and d. In what follows, H(x) (or more precisely, H(x; r1, r2, c1)) refers to the hypergeometric expression r1!*r2!*c1!*c2! ------------------------------------- (r1+r2)!*x!*(r1-x)!*(c1-x)!*(r2-c1+x)! (I omit c2 from the parametrization of H because c2 = r1 + r2 - c1.) =head1 FUNCTION =over 4 =item fishers_exact( $a, $b, $c, $d, $two_sided ) The paramater C<$two_sided> is optional. If missing or false C<fishers_exact> computes the one-sided FET p-value. More specifically, it computes the sum of H(x; a+b, c+d, a+c) for x = a to x = min(a+b, a+c). (If you want the sum of H(x; a+b, c+d, a+c) for x = max(0, a-d) to x = a, then compute C<fishers_exact( $b, $a, $d, $c ) +> or C<fishers_exact( $c, $d, $a, $b )> (these two are equivalent).) If C<$two_sided> is true, the returned p-value will be for the two-sid +ed FET. =back =cut use strict; use warnings; package Statistics::FET; use Exporter 'import'; use Math::Pari (); my $Tolerance = 1; $Tolerance /= 2 while 1 + $Tolerance/2 > 1; @Statistics::FET::EXPORT_OK = 'fishers_exact'; sub fishers_exact { my ( $a, $b, $c, $d, $ts ) = @_; my $test = $a*( $a + $b + $c + $d ) - ( $a + $b )*( $a + $c ); return 1 if $test < 0 and $ts; # below here, $test < 0 implies !$ts; my $p_val; if ( $test < 0 ) { if ( $d < $a ) { $p_val = _fishers_exact( $d, $c, $b, $a, $ts, 1 ); } else { $p_val = _fishers_exact( $a, $b, $c, $d, $ts, 1 ); } } else { if ( $b < $c ) { $p_val = _fishers_exact( $b, $a, $d, $c, $ts, 0 ); } else { $p_val = _fishers_exact( $c, $d, $a, $b, $ts, 0 ); } } return $p_val; } sub _fishers_exact { my ( $a, $b, $c, $d, $ts, $complement ) = @_; die "Bad args\n" if $ts && $complement; my ( $aa, $bb, $cc, $dd ) = ( $a, $b, $c, $d ); my $first = my $delta = _single_term( $aa, $bb, $cc, $dd ); my $p_val = 0; { $p_val += $delta; last if $aa < 1; $delta *= ( ( $aa-- * $dd-- )/( ++$bb * ++$cc ) ); redo; } if ( $ts ) { my $m = $b < $c ? $b : $c; ($aa, $bb, $cc, $dd ) = ( $a + $m, $b - $m, $c - $m, $d + $m ); $delta = _single_term( $aa, $bb, $cc, $dd ); my $bound = -$Tolerance; while ( $bound <= ( $first - $delta )/$first && $aa > $a ) { $p_val += $delta; $delta *= ( ( $aa-- * $dd-- )/( ++$bb * ++$cc ) ); } } elsif ( $complement ) { $p_val = 1 - $p_val + $first; } return $p_val; } sub _single_term { my ( $a, $b, $c, $d ) = @_; my ( $r1, $r2 ) = ($a + $b, $c + $d); my ( $c1, $c2 ) = ($a + $c, $b + $d); my $N = $r1 + $r2; return exp( _ln_fact( $r1 ) + _ln_fact( $r2 ) + _ln_fact( $c1 ) + _ln_fact( $c2 ) - _ln_fact( $N ) - ( _ln_fact( $a ) + _ln_fact( $b ) + _ln_fact( $c ) + _ln_fact( $d ) ) ); } { my $two_pi; my $pi_over_3; my $half; BEGIN { $two_pi = Math::Pari::PARI( 2 * atan2 0, -1 ); $pi_over_3 = Math::Pari::PARI( atan2( 0, -1 )/3 ); $half = Math::Pari::PARI( 0.5 ); } sub _ln_fact { my $n = Math::Pari::PARI( shift() ); die "Bad args to _ln_fact: $n" if $n < 0; my $ln_fact; eval { $ln_fact = log Math::Pari::factorial( $n ); }; if ( $@ ) { die $@ unless $@ =~ /\QPARI: *** exponent overflow/; # Gosper's approximation; from # http://mathworld.wolfram.com/StirlingsApproximation.html $ln_fact = $half * log( $two_pi*$n + $pi_over_3 ) + $n * log( $n ) - $n; } return $ln_fact; } } __END__ |