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Biostatistics Branch. Developing statistical methods for epidemiology and collaborating on epidemiologic studies.
Extremely small P-value Evaluation for Resampling-based Test (EXPERT)

This is a R package for rapid evaluation of extremely small p-value for resampling-based test (EXPERT). The stochastic approximation Markov chain Monte Carlo algorithm is adopted. The new procedure can be used easily for estimating the p-value for any resampling-based test. Numerical simulations demonstrate that the proposed procedure can be 100 to 500,000 times as efficient (in term of computing time) as the standard resampling-based procedure when evaluating a test statistic with a small p-value (e.g., less than 1e-6 ).



Reference:

  • Efficient p-value evaluation for resampling-based tests. Yu K, Liang F, Ciampa J, Chatterjee N. Biostatistics 2011; 12:582-93