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pythonnumpyscipyvectorization
Kevin
Kevin

Reputation: 8207

How to vectorize Fisher's exact test?

Is it possible, and if so how, to optimize this calculation using the vectorization of Fisher's exact test? Runtime is cumbersome when num_cases > ~1000000.

import numpy as np
from scipy.stats import fisher_exact

num_cases = 100
randCounts = np.random.random_integers(100,size=(num_cases,4))

def testFisher(randCounts):
    return [fisher_exact([[r[0],r[1]],[r[2], r[3]]])[0] for r in randCounts]

In [6]: %timeit testFisher(randCounts)
        1 loops, best of 3: 524 ms per loop

Upvotes: 5

Views: 1810

Answers (1)

The Unfun Cat
The Unfun Cat

Reputation: 31898

Here is an answer using fisher exact as implemented in fisher. I compute the OR by hand in numpy.

Install:

# pip install fisher
# or 
# conda install -c bioconda fisher

Setup:

import numpy as np
np.random.seed(0)
num_cases = 100
c = np.random.randint(100,size=(num_cases,4), dtype=np.uint)

# head, i.e. 
c[:5]
# array([[44, 47, 64, 67],
#   [67,  9, 83, 21],
#   [36, 87, 70, 88],
#   [88, 12, 58, 65],
#   [39, 87, 46, 88]], dtype=uint64)

Execute:

from fisher import pvalue_npy
_, _, twosided = pvalue_npy(c[:, 0], c[:, 1], c[:, 2], c[:, 3])
odds = (c[:, 0] * c[:, 3]) / (c[:, 1] * c[:, 2])

print("result fast p and odds", odds[0], twosided[0])
# result fast p and odds 0.9800531914893617 1.0
print("result slow", fisher_exact([[c[0][0], c[0][1]], [c[0][2], c[0][3]]]))
# result slow (0.9800531914893617, 1.0)

Note that for one million rows it only takes two seconds :)

Also, to compute an approximate OR you might want to add a pseudocount to the table before finding the oddsratio. This is often more interesting than inf, since you can compare the approximations :) :

c2 = c + 1
odds = (c2[:, 0] * c2[:, 3]) / (c2[:, 1] * c2[:, 2])

Edit:

from 0.0.61>= this method is included in pyranges as pr.stats.fisher_exact.

Upvotes: 4

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