Hi Ivo, Excerpts from Ivo Ugrina's message of Thu Jul 09 17:05:27 +0200 2009: > I believe I have significantly improved [dpq]wilcox > functions by implementing Harding's algorithm: > Harding, E.F. (1984): An Efficient, Minimal-storage Procedure > for Calculating the Mann-Whitney U, Generalized U and Similar > Distributions, App. Statist., 33, 1-6
I've looked at your code and it is indeed quite a bit faster. Sadly in some cases it produces inaccurate results. See for example: R 2.9.1: > sum(dwilcox(1:(500*100), 500, 100)) [1] 1 R 2.9.1 + your patch: > sum(dwilcox(1:(500*100), 500, 100)) [1] 1.001377 > sum(dwilcox(1:(500*200), 500, 200)) [1] -132443.2 > sum(dwilcox(1:(1000*200), 1000, 200)) [1] 3.412391e+13 The last two examples run out of memory on my machine in an unpatched R. I think if you can sort out the numerical issuses your patch would be interesting since it is indeed quite a bit faster than the current implementation. Cheers, Olaf Mersmann ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
