Extremely small Pvalue Evaluation for Resampling-based Test
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 ).
Save this file in an appropriate folder on your disk.
- Windows O/S Pre-Vista - EXPERT0_0.0.1.zip
- Windows O/S Vista - EXPERT_0.0.1.zip
- Windows O/S 7 - EXPERT_0.0.8.zip
- Unix O/S - EXPERT_0.0.7.tar.gz
Yu K, Liang F, Ciampa J, Chatterjee N. Efficient p-value evaluation for resampling-based tests. Biostatistics 2011 Jul; Epub Jan 5.
Questions? Contact: Dr. Kai Yu