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How useful are the different CAS languages for implementing numerical routines? Prompted by a comparison of R and C for implementing Fisher's exact test for 2x2 tables (http://fluff.info/blog/arch/00000172.htm), I thought that it would be interesting to implement this particular test in Spad, Boot, Reduce, Maxima, Common Lisp and Sage (see below). Each set of code was required to implement a univariate root finder and the hypergeometric distribution to calculate the p-value under different alternatives, together with the 95% confidence interval and the conditional maximum likelihood estimator for the odds ratio. The reference implementation is R, where the code and output would be:


> fisher.test(matrix(c(10,10,10,20),nrow=2))<p>        Fisher's Exact Test for Count Data</p>
</p>
<p>data:  matrix(c(10, 10, 10, 20), nrow = 2) 
p-value = 0.2575
alternative hypothesis: true odds ratio is not equal to 1 
95 percent confidence interval:
 0.5383996 7.4363242 
sample estimates:
odds ratio 
  1.971640

As a caveat: I have little experience with these programs. Any changes or improvements to the programs would be welcomed.

To summarise, all six languages (Spad, Boot, Reduce, Maxima, Common Lisp and Sage) provide arbitrary length integers and fractions, ensuring that the hypergeometric distribution was straightforward to implement. The Lisp and R implementations were very similar, which is not surprising, given that the two languages are closely related. Nested functions in Spad required the use of #1 and #2 argument references, although this has changed recently in Fricas; I appreciated Spad's lexical scoping and facility to fall back to a symbolic analysis. An Aldor implementation would be similar to the Spad implementation. Boot's implementation was initially difficult, as I was unclear how to pass values to the nested functions with using function argument (which was not possible for the univariate root finder :-(). The use of the "$" prefix on derived variables seemed clumsy. Finally, my version of Fricas:Boot defaulted to single precision floats, which caused problems with precision. Type specification in OpenAxiom:Boot and more recent versions of Fricas would negate the need for explicit coercion to double-floats. For Reduce, the lack of nested procedures in the algebraic mode made progress slow; importantly, the switch to symbolic mode made the implementation quite straightforward, with reasonably good debugging. The Maxima and Sage versions were particularly short, given that they already provide a root solver.

This begs the question: when would one use any of these languages for mixed numerical/symbolic analysis? In my opinion, Boot is the least likely to be used, although it does play closely and well with Common Lisp (a la Maxima). One could code for numerical analysis in Boot and Common Lisp - however Boot's lack of lexical scoping may be a detraction. For an R user, Spad's type system seemed both fussy and extremely elegant; I found that debugging could be slow. Importantly, Lisp and Boot are able to evaluate Spad functions, potentially allowing the use of Lisp functions such as those translated from Fortran using f2cl (see also [SandboxMLE] for another example of numerical code in Spad). Axiom, Reduce, Maxima and Sage provide polished environments worthy of further consideration.

First, the Spad implementation:

fricas
(1) -> <spad>
fricas
)abbrev package TESTP TestPackage
R ==> Float
I ==> Integer
fisherRec ==> Record(PValue:R, CI:List R, Estimate:R)
TestPackage: with
   ridder: (R->R,R,R) -> R
   msign: (R,R) -> R
   choose:(I, I)->Fraction I 
   --chooseNew:(Integer, Integer)->Fraction Integer 
   dhyper:(I, I, I, I)->Fraction Integer
   phyper:(I, I, I, I, Boolean)->Fraction Integer
   fisherTest:(I,I,I,I, String, R, Boolean, R)-> fisherRec
   testTolerance:(R, R, R)->Boolean   
   test1: () -> Boolean
   test2: () -> Boolean
   test3: () -> Boolean
   test4: () -> Boolean
   test5: () -> Boolean
   test6: () -> Boolean
   test7: () -> Boolean
   test8: () -> Boolean
   test9: () -> Boolean
   test10: () -> Boolean
   alltests: () -> List Boolean
  == add
   import TrigonometricFunctionCategory -- for test1()
   --import OrderedCompletion(Float) for plusInfinity()$OrderedCompletion(Float)
   ridder(func, x1, x2) ==
    eps:= 1.0e-16::R
    maxit:= 30::Integer
    --verbose:= false
    fl:R := func x1
    fh:R := func x2
    xl:R := x1
    xh:R := x2
    ans:R := -1.11e30::R
    xnew:R := 0.0e0::R
    iterNum:= 0::Integer
    if fl=0.0::R then return x1
    else if fh=0.0::R then return x2
    else if (fl*fh) > 0.0::R then error "Initial points are not either side of zero."
    --if (fl*fh) < 0.0 then
    else repeat
                xm:= 0.5::R *(xl+xh)
                fm:= func xm
                ss:= sqrt((fm*fm) - (fl*fh))
                if ss =0.0::R then return ans
                xnew:= xm + (((xm - xl) * (if (fl>fh) then 1.0::R else -1.0::R) * fm) / ss)
                if abs(xnew-ans) <= eps then return ans
                ans:= xnew 
                fnew:= func ans
                if fnew=0.0::R then return ans
                if msign(fm,fnew) ~= fm then
                    xl:= xm 
                    fl:= fm 
                    xh:= ans 
                    fh:= fnew
                else if msign(fl, fnew) ~= fl then
                    xh:= ans 
                    fh:= fnew
                else if msign(fh, fnew) ~= fh then
                    xl:= ans 
                    fl:= fnew
                iterNum:=iterNum+1::Integer
                if iterNum >=maxit then 
                        error "Maximum iterations exceeded"
                --if verbose then FORMAT(true,"~,8f ~,8f ~,8f ~,8f~%", xl, xh, fl, fh)$Lisp
                if abs(xh-xl) <= eps then return ans
   msign(x, y) ==
    (abs x) * (if y>0.0::R then 1.0::R else if y<0.0::R then -1.0::R else 0.0::R)
   choose(n, x) ==
    total:Fraction Integer := 1/1
    for denom in 1..x repeat
        total:=total*((n-denom+1)/(denom))::Fraction Integer
    return total
   --chooseNew(n, x) == product((n-i+1)::Fraction Integer/i::Fraction Integer,i=1..x)
   dhyper(x, m, n, k) ==
    choose(m, x) * choose(n, k - x) / choose(m + n, k)
   phyper(x, m, n, k, lowerTail) ==
    i:PositiveInteger
    --total:Fraction Integer:=0/1
    if lowerTail then 
        reduce("+",[dhyper(i, m, n, k) for i in 1..x])
    else 
        reduce("+",[dhyper(i, m, n, k) for i in (x+1)..k])
   fisherTest(a,b,c,d, alternative, OR, confInt, confLevel) ==
        m:I := a+c -- first column
        n:I := b+d -- second column
        k:I := a+b -- first row
        x00:I := a
        lo:I := max(0, k-n)
        hi:I := min(k, m)
        support:List I := [i for i in lo..hi]
        logdc:List R:= [log(dhyper(i, m, n, k)::R) for i in support]
        doubleEps:R := 1.0e-50::R 
        plusInfinity:R := 1.0e6::R -- arbitrary
        dnhyper:(R->List R) :=
             ncp:R := #1
             d:List R := [logdc(i)+log(ncp)*support(i)::R for i in 1..#logdc]
             maxd:R := reduce(max,d)
             d2:List R :=[exp(di-maxd) for di in d]
             sumd2:R := reduce("+",d2)
             [d2i/sumd2 for d2i in d2]
        mnhyper:(R->R) :=
             ncp:R := #1
             if ncp=0.0::R then lo::R
             --else if ncp=%plusInfinity then hi::R
             else 
                d:List R := dnhyper(ncp)
                reduce("+",[support(i)::R*d(i) for i in 1..#d])
        pnhyper:((Integer,R,Boolean)->R) :=
             q:I := #1
             ncp:R := #2
             upperTail:Boolean := #3
             if ncp=1.0 then 
                if upperTail then phyper(q-1, m, n, k, false)::R
                else phyper(q, m, n, k, true)::R
             else if ncp=0.0 then
                if upperTail then 
                    if q<=lo then 1.0::R else 0.0::R
                else if q>=lo then 1.0::R else 0.0::R
--           else if ncp=%plusInfinity then
--              if upperTail then 
--                  if q<=hi then 1.0::R else 0.0::R
--              else if q>= hi then 1.0::R else 0.0::R
             else 
                d:List R := dnhyper(ncp)
                if upperTail then
                      reduce("+",[d(i) for i in 1..#d | support(i)>=q])
                else reduce("+",[d(i) for i in 1..#d | support(i)<=q])
        mle:(I->R) :=
             x:I := #1
             if x=lo then 0.0::R
             else if x=hi then plusInfinity
             else
                mu:R := mnhyper(1.0::R)
                if mu>x::R then 
                        ridder(mnhyper(#1) - x::R,0,1)
                else if mu<x::R then
                        1/ridder(mnhyper(1/#1) - x::R,doubleEps,1.0::R)
                else 1.0::R
        ncpU:(I,R)->R :=
             x:I := #1
             alpha:R := #2
             if x=hi then plusInfinity
             else
                     p:R := pnhyper(x, 1.0::R, false)
                     if p<alpha then 
                        ridder(pnhyper(x,#1,false) - alpha, 0.0::R, 1.0::R)
                     else if p>alpha then 
                                1/ridder(pnhyper(x,1/#1,false) - alpha, doubleEps, 1.0::R)
                     else 1.0::R
        ncpL:(Integer, R)->R :=
             x:I := #1
             alpha:R := #2
             if x=lo then 0.0::R
             else 
                p:R := pnhyper(x, 1, true)
                if p>alpha then
                        ridder(pnhyper(x,#1,true) - alpha, 0,1)
                else if p<alpha then
                        1/ridder(pnhyper(x,1/#1,true) - alpha, doubleEps,1.0::R)
                else 1.0::R
        pValue:R :=
             if alternative="less" then pnhyper(x00, OR,false) 
             else if alternative="greater" then pnhyper(x00, OR,true)
             else if alternative="two-sided" then
                relErr:= 1+1.0e-7::R
                dn:= dnhyper(OR)
                dstar:= dn(x00-lo+1)*relErr
                reduce("+",[di for di in dn | di<dstar])
             else -1.0::R
        cInterval:List R :=
               if confInt then 
                   if alternative="less" then  [0.0::R, ncpU(x00, 1.0::R-confLevel)]
                   else if alternative="greater" then [ncpL(x00, 1.0::R-confLevel), plusInfinity]
                   else if alternative="two-sided" then 
                      alpha:=(1-confLevel)/2
                      [ncpL(x00, alpha), ncpU(x00, alpha)]
                else [-1.0::R,-1.0::R]
                --else []
        estimate:= mle(x00)
        [pValue, cInterval, estimate]
   testTolerance(x, y, atol) ==
    if abs(x-y) <= atol then true else false
   test1() ==
    testTolerance(2*ridder(cos,0.0::R,2.0::R),pi()$Pi::R, 1.0e-18)
   test2() == testTolerance(choose(100, 5)::R, 75287520::R, 0)
   test3() == testTolerance(dhyper(5, 10, 7, 8)::R, 0.3628137::R, 1.0e-7)
   test4() == testTolerance(log(dhyper(5, 10, 7, 8)::R),-1.013866::R,  1.0e-7)
   test5() == testTolerance(phyper(5, 10, 7, 8, true)::R,0.7821884::R, 1.0e-7)
   test6() == testTolerance(phyper(5, 10, 7, 8, false)::R,0.2178116::R, 1.0e-7) 
   test7() == testTolerance(fisherTest(10,10,10,20,"two-sided",1.0,true,0.95).PValue,
       0.2575, 1.0e-3)
   test8() == testTolerance(fisherTest(10,10,10,20,"two-sided",1.0,true,0.95).CI.1,
       0.5383996, 1.0e-6)
   test9() == testTolerance(fisherTest(10,10,10,20,"two-sided",1.0,true,0.95).CI.2,
       7.4363242, 1.0e-4)
   test10() == testTolerance(fisherTest(10,10,10,20,"two-sided",1.0,true,0.95).Estimate,
       1.971640, 1.0e-4)
   alltests() == [test1(), test2(), test3(), test4(), test5(), test6(),
       test7(), test8(), test9(), test10()]</spad>
fricas
Compiling FriCAS source code from file 
      /var/lib/zope2.10/instance/axiom-wiki/var/LatexWiki/2045700826673834242-25px001.spad
      using old system compiler.
   TESTP abbreviates package TestPackage 
------------------------------------------------------------------------
   initializing NRLIB TESTP for TestPackage 
   compiling into NRLIB TESTP 
   importing TrigonometricFunctionCategory
   compiling exported ridder : (Float -> Float,Float,Float) -> Float
Time: 0 SEC.
compiling exported msign : (Float,Float) -> Float Time: 0 SEC.
compiling exported choose : (Integer,Integer) -> Fraction Integer Time: 0 SEC.
compiling exported dhyper : (Integer,Integer,Integer,Integer) -> Fraction Integer Time: 0 SEC.
compiling exported phyper : (Integer,Integer,Integer,Integer,Boolean) -> Fraction Integer Time: 0 SEC.
compiling exported fisherTest : (Integer,Integer,Integer,Integer,String,Float,Boolean,Float) -> Record(PValue: Float,CI: List Float,Estimate: Float) ****** comp fails at level 8 with expression: ****** error in function fisherTest
(SEQ (|:=| (|:| |m| (|Integer|)) (+ |a| |c|)) (|:=| (|:| |n| (|Integer|)) (+ |b| |d|)) (|:=| (|:| |k| (|Integer|)) (+ |a| |b|)) (|:=| (|:| |x00| (|Integer|)) |a|) (|:=| (|:| |lo| (|Integer|)) (|max| 0 (- |k| |n|))) (|:=| (|:| |hi| (|Integer|)) (|min| |k| |m|)) (|:=| (|:| |support| (|List| (|Integer|))) (COLLECT (IN |i| (SEGMENT |lo| |hi|)) |i|)) (|:=| (|:| |logdc| (|List| (|Float|))) (COLLECT (IN |i| |support|) (|log| (|::| (|dhyper| |i| |m| |n| |k|) (|Float|))))) (|:=| (|:| |doubleEps| (|Float|)) (|::| ((|Sel| (|Float|) |float|) 1 -50 10) (|Float|))) (|:=| (|:| |plusInfinity| (|Float|)) (|::| ((|Sel| (|Float|) |float|) 1 6 10) (|Float|))) (|:=| (|:| |dnhyper| (|Mapping| (|List| (|Float|)) (|Float|))) (SEQ (|:=| (|:| |ncp| (|Float|)) |#1|) (|:=| (|:| |d| (|List| (|Float|))) (COLLECT (IN |i| (SEGMENT 1 (|#| |logdc|))) (+ (|logdc| |i|) (* (|log| |ncp|) (|::| (|support| |i|) (|Float|)))))) (|:=| (|:| |maxd| (|Float|)) (|reduce| |max| |d|)) (|:=| (|:| |d2| (|List| (|Float|))) (COLLECT (IN |di| |d|) (|exp| (- |di| |maxd|)))) (|:=| (|:| |sumd2| (|Float|)) (|reduce| "+" |d2|)) (|exit| 1 (COLLECT (IN |d2i| |d2|) (/ |d2i| |sumd2|))))) (|:=| (|:| |mnhyper| (|Mapping| (|Float|) (|Float|))) (SEQ (|:=| (|:| |ncp| (|Float|)) |#1|) (|:=| (|:| #1=#:G12 (|Boolean|)) (= |ncp| (|::| ((|Sel| (|Float|) |float|) 0 0 10) (|Float|)))) (|exit| 1 (IF #1# (|::| |lo| (|Float|)) (SEQ (|:=| (|:| |d| (|List| (|Float|))) (|dnhyper| |ncp|)) (|exit| 1 (|reduce| "+" (COLLECT (IN |i| (SEGMENT 1 (|#| |d|))) (* (|::| (|support| |i|) (|Float|)) (|d| |i|)))))))))) (|:=| (|:| |pnhyper| (|Mapping| (|Float|) (|Integer|) (|Float|) (|Boolean|))) (SEQ (|:=| (|:| |q| (|Integer|)) |#1|) (|:=| (|:| |ncp| (|Float|)) (|#| 2)) (|:=| (|:| |upperTail| (|Boolean|)) (|#| 3)) (|:=| (|:| #2=#:G14 (|Boolean|)) (= |ncp| ((|Sel| (|Float|) |float|) 1 0 10))) (|exit| 1 (IF #2# (IF |upperTail| (|::| (|phyper| (- |q| 1) |m| |n| |k| |false|) (|Float|)) (|::| (|phyper| |q| |m| |n| |k| |true|) (|Float|))) (SEQ (|:=| (|:| #3=#:G13 (|Boolean|)) (= |ncp| ((|Sel| (|Float|) |float|) 0 0 10))) (|exit| 1 (IF #3# (IF |upperTail| (IF (<= |q| |lo|) (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)) (|::| ((|Sel| (|Float|) |float|) 0 0 10) (|Float|))) (IF (>= |q| |lo|) (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)) (|::| ((|Sel| (|Float|) |float|) 0 0 10) (|Float|)))) (SEQ (|:=| (|:| |d| (|List| (|Float|))) (|dnhyper| |ncp|)) (|exit| 1 (IF |upperTail| (|reduce| "+" (COLLECT (IN |i| (SEGMENT 1 (|#| |d|))) (|\|| (>= (|support| |i|) |q|)) (|d| |i|))) (|reduce| "+" (COLLECT (IN |i| (SEGMENT 1 (|#| |d|))) (|\|| (<= (|support| |i|) |q|)) (|d| |i|))))))))))))) (|:=| (|:| |mle| (|Mapping| (|Float|) (|Integer|))) (SEQ (|:=| (|:| |x| (|Integer|)) |#1|) (|exit| 1 (IF (= |x| |lo|) (|::| ((|Sel| (|Float|) |float|) 0 0 10) (|Float|)) (IF (= |x| |hi|) |plusInfinity| (SEQ (|:=| (|:| |mu| (|Float|)) (|mnhyper| (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)))) (|exit| 1 (IF (> |mu| (|::| |x| (|Float|))) (|ridder| (- (|mnhyper| |#1|) (|::| |x| (|Float|))) 0 1) (IF (< |mu| (|::| |x| (|Float|))) (/ 1 (|ridder| (- (|mnhyper| (/ 1 |#1|)) (|::| |x| (|Float|))) |doubleEps| (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)))) (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|))))))))))) (|:=| (|:| |ncpU| (|Mapping| (|Float|) (|Integer|) (|Float|))) (SEQ (|:=| (|:| |x| (|Integer|)) |#1|) (|:=| (|:| |alpha| (|Float|)) (|#| 2)) (|exit| 1 (IF (= |x| |hi|) |plusInfinity| (SEQ (|:=| (|:| |p| (|Float|)) (|pnhyper| |x| (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)) |false|)) (|exit| 1 (IF (< |p| |alpha|) (|ridder| (- (|pnhyper| |x| |#1| |false|) |alpha|) (|::| ((|Sel| (|Float|) |float|) 0 0 10) (|Float|)) (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|))) (IF (> |p| |alpha|) (/ 1 (|ridder| (- (|pnhyper| |x| (/ 1 |#1|) |false|) |alpha|) |doubleEps| (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)))) (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)))))))))) (|:=| (|:| |ncpL| (|Mapping| (|Float|) (|Integer|) (|Float|))) (SEQ (|:=| (|:| |x| (|Integer|)) |#1|) (|:=| (|:| |alpha| (|Float|)) (|#| 2)) (|exit| 1 (IF (= |x| |lo|) (|::| ((|Sel| (|Float|) |float|) 0 0 10) (|Float|)) (SEQ (|:=| (|:| |p| (|Float|)) (|pnhyper| |x| 1 |true|)) (|exit| 1 (IF (> |p| |alpha|) (|ridder| (- (|pnhyper| |x| |#1| |true|) |alpha|) 0 1) (IF (< |p| |alpha|) (/ 1 (|ridder| (- (|pnhyper| |x| (/ 1 |#1|) |true|) |alpha|) |doubleEps| (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)))) (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)))))))))) (|:=| (|:| |pValue| (|Float|)) (IF (= |alternative| "less") (|pnhyper| |x00| OR |false|) (IF (= |alternative| "greater") (|pnhyper| |x00| OR |true|) (IF (= |alternative| "two-sided") (SEQ (|:=| |relErr| (+ 1 (|::| ((|Sel| (|Float|) |float|) 1 -7 10) (|Float|)))) (|:=| |dn| (|dnhyper| OR)) (|:=| |dstar| (* (|dn| (+ (- |x00| |lo|) 1)) |relErr|)) (|exit| 1 (|reduce| "+" (COLLECT (IN |di| |dn|) (|\|| (< |di| |dstar|)) |di|)))) (- (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|))))))) (|:=| (|:| |cInterval| (|List| (|Float|))) (IF |confInt| (IF (= |alternative| "less") (|construct| (|::| ((|Sel| (|Float|) |float|) 0 0 10) (|Float|)) (|ncpU| |x00| (- (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)) |confLevel|))) (IF (= |alternative| "greater") (|construct| (|ncpL| |x00| (- (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)) |confLevel|)) |plusInfinity|) (IF (= |alternative| "two-sided") (SEQ (|:=| |alpha| (/ (- 1 |confLevel|) 2)) (|exit| 1 (|construct| (|ncpL| |x00| |alpha|) (|ncpU| |x00| |alpha|)))) |noBranch|))) (|construct| (- (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|))) (- (|::| ((|Sel| (|Float|) |float|) 1 0 10) (|Float|)))))) (|:=| |estimate| (|mle| |x00|)) (|exit| 1 (|construct| |pValue| |cInterval| |estimate|))) ****** level 8 ****** $x:= 2 $m:= (String) $f:= ((((|ncp| #) (|q| # #) (|#3| #) (|#2| #) ...)))
>> Apparent user error: no mode found for #1

Using this code in Axiom:

fricas
-- test code is correct
alltests()
There are no library operations named alltests Use HyperDoc Browse or issue )what op alltests to learn if there is any operation containing " alltests " in its name.
Cannot find a no-argument definition or library operation named alltests .

Second, the Boot translation was more fiddly - but, then again, I had never used Boot before.

boot
doubleFloat(x) == COERCE(x,'DOUBLE_-FLOAT)
DF(x) == COERCE(x,'DOUBLE_-FLOAT)
ridder(func, x1, x2) ==
    --x2:=DF(x2)
    eps:= DF(1.0e-16)
    maxit:= 30
    fl := DF(FUNCALL(func,x1))
    fh := DF(FUNCALL(func,x2))
    xl := x1
    xh := x2
    ans := DF(-1.11e20)
    xnew := 0.0e0
    iterNum:= 0
    if fl=0.0 then return x1
    else if fh=0.0 then return x2
    else if (fl*fh) > 0.0 then error "Initial points are not either side of zero."
    --if (fl*fh) < 0.0 then
    else repeat
                xm:= 0.5 *(xl+xh)
                fm:= FUNCALL(func,xm)
                ss:= SQRT((fm*fm) - (fl*fh))
                if ss =0.0 then return ans
                xnew:= xm + (((xm - xl) * (if (fl>fh) then 1.0 else -1.0) * fm) / ss)
                if ABS(xnew-ans) <= eps then return ans
                ans:= xnew 
                fnew:= DF(FUNCALL(func,ans))
                if fnew=0.0 then return ans
                if msign(fm,fnew) ^= fm then
                    xl:= xm 
                    fl:= fm 
                    xh:= ans 
                    fh:= fnew
                else if msign(fl, fnew) ^= fl then
                    xh:= ans 
                    fh:= fnew
                else if msign(fh, fnew) ^= fh then
                    xl:= ans 
                    fl:= fnew
                iterNum:=iterNum+1
                if iterNum >=maxit then 
                        error "Maximum iterations exceeded"
                --if verbose then FORMAT(true,"~,8f ~,8f ~,8f ~,8f~%", xl, xh, fl, fh)$Lisp
                if ABS(xh-xl) <= eps then return ans
msign(x, y) ==
    (ABS x) * (if y>0.0 then 1.0 else if y<0.0 then -1.0 else 0.0)
choose(n, x) ==
    total := 1
    for denom in 1..x repeat
        total:=total*(n-denom+1)/denom
    return total
   --chooseNew(n, x) == product((n-i+1)::Fraction Integer/i::Fraction Integer,i=1..x)
dhyper(x, m, n, k) ==
    DF(choose(m, x) * choose(n, k - x)) / choose(m + n, k)
-- reduce(func,list) == 
--      value := list.0
--      for i in 1..(#list-1) repeat
--              value:=FUNCALL(func,value,list.i))
--      value
phyper(x, m, n, k, lowerTail) ==
    --total:Fraction Integer:=0/1
    if lowerTail then 
        +/[dhyper(i, m, n, k) for i in 1..x]
    else 
        +/[dhyper(i, m, n, k) for i in (x+1)..k]
dnhyper(ncp,logdc,support) ==
     d := [DF(logdc.i+LOG(ncp)*support.i) for i in 0..(#logdc-1)]
     maxd := APPLY(FUNCTION(MAX),d)
     d2 :=[EXP(di-maxd) for di in d]
     sumd2 := +/d2
     [d2i/sumd2 for d2i in d2]
testTolerance(x, y, atol) ==
    if ABS(x-y) <= atol then true else false
test1() == testTolerance(2*ridder('COS,0.0,2.0),3.1415926535897932385, 1.0e-7)
test2() == testTolerance(choose(100, 5), 75287520, 0)
test3() == testTolerance(dhyper(5, 10, 7, 8), 0.3628137, 1.0e-7)
test4() == testTolerance(LOG(dhyper(5, 10, 7, 8)),-1.013866,  1.0e-7)
test5() == testTolerance(phyper(5, 10, 7, 8, true),0.7821884, 1.0e-7)
test6() == testTolerance(phyper(5, 10, 7, 8, false),0.2178116, 1.0e-7) 
fisherTest(a,b,c,d, alternative, OR, confInt, confLevel) == main where
  main() ==
        $m := a+c -- first column
        $n := b+d -- second column
        $k := a+b -- first row
        $x00 := a
        $lo := MAX(0, $k-$n)
        $hi := MIN($k, $m)
        $support := [i for i in $lo..$hi]
        $logdc := [LOG(dhyper(i, $m, $n, $k)) for i in $support]
        $doubleEps := 1.0e-10
        $plusInfinity := 1.0e10
        pvalue :=
                if alternative='"less" then pnhyper($x00, OR,false) 
                else if alternative='"greater" then pnhyper($x00, OR,true)
                else if alternative='"two-sided" then
                        relErr:= 1+1.0e-7
                        d:= dnhyper(OR,$logdc,$support)
                        dstar:= ELT(d,$x00-$lo)*relErr
                        +/[di for di in d | di<dstar]
                else -1.0 -- no match
        estimate :=
                if $x00=$lo then 0
                -- else if $x00=hi then return($plusInfinity)
                else
                        mu:= mnhyper(1)
                        if mu>$x00 then ridder(FUNCTION(f1),0,1) 
                        else if mu<$x00 then 1/ridder(FUNCTION(f2),$doubleEps,1) 
                        else 1
        interval :=
               if confInt then 
                        $alpha := 1 - confLevel
                        if alternative='"less" then [0, ncpU($x00)]
                        else if alternative='"greater" then [ncpL($x00), $plusInfinity]
                        else if alternative='"two-sided" then 
                                $alpha :=(1-confLevel)/2.0
                                [ncpL($x00), ncpU($x00)]
                        else [-1,-1] 
                else [-2,-2]
        [pvalue,interval,estimate]
  pnhyper (q,ncp,upperTail) ==
             if ncp=1 then 
                if upperTail then phyper(q-1, $m, $n, $k, false)
                else phyper(q, $m, $n, $k, true)
             else if ncp=0 then
                if upperTail then 
                    if q<=$lo then 1 else 0
                else if q>=$lo then 1 else 0
--           else if ncp=$plusInfinity then
--              if upperTail then 
--                  if q<=hi then return(1) else return(0)
--              else if q>= hi then return(1) else return(0)
             else 
                d:= dnhyper(ncp, $logdc, $support)
                if upperTail then
                      +/[d.i for i in 0..(#d-1) | $support.i>=q]
                else +/[d.i for i in 0..(#d-1) | $support.i<=q]
  mnhyper(ncp) ==
             if ncp=0.0 then $lo
             --if ncp=$plusInfinity then return(hi::R)
             else
                d := dnhyper(ncp,$logdc,$support)
                +/[si*di for di in d for si in $support]
  f1(u) == mnhyper(u) - $x00
  f2(u) == mnhyper(1/u) - $x00
  ncpU x ==
             --if x=$hi then $plusInfinity
             p:= pnhyper(x, 1.0, false)
             if p<$alpha then 
                ridder(FUNCTION(fu1),0.0,1.0)
             else if p>$alpha then 
                1/ridder(FUNCTION(fu2), $doubleEps,1)
             else 1
  fu1 u == pnhyper($x00,u,false) - $alpha
  fu2 u == pnhyper($x00,1/u,false) - $alpha
  ncpL x == 
             if x=$lo then 0
             else 
                p:= pnhyper(x, 1, true)
                if p>$alpha then ridder(FUNCTION(fl1), 0,1)
                else if p<$alpha then 1/ridder(FUNCTION(fl2), $doubleEps,1)
                else 1
  fl1 u == pnhyper($x00,u,true) - $alpha
  fl2 u == pnhyper($x00,1/u,true) - $alpha
test7() == fisherTest(10,10,10,20,'"two-sided",1,true,0.95)
alltests() == [test1(), test2(), test3(), test4(), test5(), test6()]
boot
 
   The file 
      /var/lib/zope2.10/instance/axiom-wiki/var/LatexWiki/1874789261577970310-25px003.boot
      is needed but does not exist.

Using the Boot code from Axiom:

fricas
alltests()$Lisp
alltests is not a lisp function and so cannot be used with $Lisp.

Third, for Reduce (which was also my first Reduce program):

symbolic;
nil
on rounded;
nil
reduce

symbolic procedure msign(x, y);
    (abs x) * (if y>0.0 then 1.0 else if y<0.0 then -1.0 else 0.0);
msign
reduce

%% Numerical root finding using Ridders method
   %% (Exit criteria hacked: how can one return from a repeat .. until statement?) 
symbolic procedure ridders(func, x1, x2);
   begin scalar eps, maxit, fl, fh, xl, xh, ans, xnew, iterNum, fnew;
      eps:= 1.0e-12;
      maxit:= 100;
      fl := funcall(func, x1);
      fh := funcall(func, x2);
      xl := x1;
      xh := x2;
      ans := -1.0e30;
      xnew := 0.0e0;
      iterNum := 0;
      if (fl*fh) > 0.0 then rederr "Initial points are not either side of zero.";
      if fl=0.0 then x1
      else if fh=0.0 then x2
         %if (fl*fh) < 0.0 then
      else repeat begin scalar xm, fm, ss;
         xm:= 0.5*(xl+xh);
         fm:= funcall(func, xm);
         ss:= sqrt((fm*fm) - (fl*fh));
         %if ss =0.0 then return ans;
         xnew:= xm + (((xm - xl) * (if (fl>fh) then 1.0 else -1.0) * fm) / ss);
         %if abs(xnew-ans) <= eps then return ans;
         ans:= xnew;
         fnew:= funcall(func, ans);
         %write(fnew);
         %if fnew=0.0 then return ans;
         if msign(fm,fnew) neq fm then begin;
            xl:= xm; 
            fl:= fm; 
            xh:= ans; 
            fh:= fnew; 
         end
         else if msign(fl, fnew) neq fl then begin;
            xh:= ans; 
            fh:= fnew;
         end    
         else if msign(fh, fnew) neq fh then begin;
            xl:= ans; 
            fl:= fnew; 
         end;
         iterNum:=iterNum+1;
         if iterNum >=maxit then rederr "Maximum iterations exceeded";
         %if verbose then write xl, xh, fl, fh;
      end until abs(fnew)<eps or abs(xh-xl) <= eps;
      return ans
   end;
ridders
reduce

symbolic procedure choose(n, x);
   begin scalar total, denom;
    total := 1.0;
    for denom:=1:x do <<
       total:=total/denom*(n-denom+1) >>;
    return total
   end;
choose
reduce

symbolic procedure dhyper(x, m, n, k);
   choose(m, x) * choose(n, k - x) / choose(m + n, k);
dhyper
procedure phyper(x, m, n, k, lowerTail); if lowerTail then for i:=1:x sum dhyper(i, m, n, k) else for i:=(x+1):k sum dhyper(i, m, n, k);
phyper
reduce

symbolic procedure testTolerance(x, y, atol);
   if abs(x-y) <= atol then t else nil;
testtolerance
reduce

symbolic procedure test1(); testTolerance(2*ridders(function(cos),0,2),
      cdr reval(algebraic pi),1e-8);
test1
symbolic procedure test2(); testTolerance(choose(100, 5), 75287520, 0);
test2
symbolic procedure test3(); testTolerance(dhyper(5, 10, 7, 8), 0.3628137, 1.0e-7);
test3
symbolic procedure test4(); testTolerance(log(dhyper(5, 10, 7, 8)),-1.013866, 1.0e-7);
test4
symbolic procedure test5(); testTolerance(phyper(5, 10, 7, 8, t),0.7821884, 1.0e-7);
test5
symbolic procedure test6(); testTolerance(phyper(5, 10, 7, 8, nil),0.2178116, 1.0e-7);
test6
symbolic procedure testSet1(); {test1(), test2(), test3(), test4(), test5(), test6()};
testset1
reduce

testSet1();
(t t t t t t)
reduce

%% 
symbolic procedure fisherTest(a,b,c,d,alternative,oddsratio,confLevel);
   begin scalar m, n, k, x00, lo, hi, doubleEps,
         dnhyper,mnhyper,pnhyper,mle,ncpu,ncpl,
         support,d2,logdc,alpha,
         pvalue,cinterval;
      m := a+c; % first column
      n := b+d; % second column
      k := a+b; % first row
      x00 := a;
      lo := max(0, k-n);
      hi := min(k, m);
      support := for i:=lo:hi collect i;
      logdc := for each i in support collect log(dhyper(i, m, n, k));
      doubleEps := 1.0e-10; 
      dnhyper := function(lambda ncp;
         begin scalar maxd, sumd2, d, d2;
            d := for i:=1:length(logdc) collect nth(logdc,i)+log(ncp)*nth(support,i);
            maxd := apply(function(max),d);
            d2 :=for each di in d collect exp(di-maxd);
            sumd2 := for each i in d2 sum i;
            return for each d2i in d2 collect d2i/sumd2
         end);
      mnhyper := function(lambda ncp;
         begin scalar d, value;
            value := if ncp=0.0 then lo
            %else if ncp equal 'plusInfinity then hi
            else begin;
               d := funcall(dnhyper,ncp);
               return for i:=1:length(d) sum nth(support,i)*nth(d,i)
            end;
            return value
         end);
      pnhyper := function(lambda(q,ncp,upperTail);
         if ncp=1.0 then 
            (if upperTail then phyper(q-1, m, n, k, nil)
            else phyper(q, m, n, k, t))
         else if ncp=0.0 then
            (if upperTail then 
               (if q<=lo then 1.0 else 0.0)
            else (if q>=lo then 1.0 else 0.0))
         else if ncp equal 'plusInfinity then
            (if upperTail then 
               (if q<=hi then 1.0 else 0.0)
            else (if q>= hi then 1.0 else 0.0))
         else
         begin scalar d, value;
            d := funcall(dnhyper,ncp);
            value := if upperTail then
               for i:=1:length(d) sum (if nth(support,i)>=q then nth(d,i) else 0)
            else for i:=1:length(d) sum (if nth(support,i)<=q then nth(d,i) else 0);
            return value
         end);
      ncpL := function(lambda alpha;
         if x00=lo then 0
         else begin scalar p,value,f1,f2;
            f1 := function(lambda y; funcall(pnhyper,x00,y,t) - alpha);
            f2 := function(lambda y; funcall(pnhyper,x00,1/y,t) - alpha);
            p := funcall(pnhyper,x00, 1.0, t);
            value := if p>alpha then 
                  ridders(f1, doubleEps, 1) % zero bound caused problems
               else if p<alpha then 1/ridders(f2, doubleEps, 1)
               else 1;
            return value;
         end);
      ncpU := function(lambda alpha;
         if x00=hi then 'plusInfinity
         else begin scalar p,value,f1,f2;
            f1 := function(lambda y; funcall(pnhyper,x00,y,nil) - alpha);
            f2 := function(lambda y; funcall(pnhyper,x00,1/y,nil) - alpha);
            p := funcall(pnhyper,x00, 1.0, nil);
            value := if p<alpha then ridders(f1, 0, 1)
               else if p>alpha then 1/ridders(f2, doubleEps, 1)
               else 1;
            return value;
         end);
      pvalue := 
         if alternative equal 'less then funcall(pnhyper,x00,oddsratio,nil)
            else if alternative equal 'greater then funcall(pnhyper,x00,oddsratio,t)
            else if alternative equal 'twosided then
            begin scalar relerr,dstar,dn;
               relErr:= 1+1.0e-7;
               dn:= funcall(dnhyper,oddsratio);
               dstar:= nth(dn,x00-lo+1)*relErr;
               return for each di in dn sum (if di<dstar then di else 0)
            end
            else -1; 
      cInterval :=
         if alternative equal 'less then 
            {0.0, funcall(ncpU,1-confLevel)}
         else if alternative equal 'greater then 
            {funcall(ncpL,1-confLevel), 'plusInfinity}
         else if alternative equal 'twosided then 
            {funcall(ncpL,(1-confLevel)/2), funcall(ncpU,(1-confLevel)/2)}
         else {-1,-1}; % no match
      mle := 
         if x00=lo then 0.0
         else if x00=hi then 'plusInfinity
         else
         begin scalar mu, value, f1, f2;
            f1 := function(lambda y; funcall(mnhyper,y) - x00);
            f2 := function(lambda y; funcall(mnhyper,1/y) - x00);
            mu := funcall(mnhyper,1.0);
            value := if mu>x00 then ridders(f1,0,1)
            else if mu<x00 then
               1/ridders(f2,doubleEps,1.0)
            else 1.0;
            return value;
         end;
      return {pvalue,cinterval,mle};
   end;
fishertest
reduce

fishertest(10,10,10,20,'twosided,1,0.95);
(0.257549 (0.538399 7.43634) 1.97163)
fishertest(10,10,10,20,'less,1,0.95);
(0.929481 (0.0 6.14381) 1.97163)
fishertest(10,10,10,20,'greater,1,0.95);
(0.188301 (0.645994 plusinfinity) 1.97163)
reduce

symbolic procedure testSet2;
   begin scalar fit1;
      fit1 := fishertest(10,10,10,20,'twosided,1,0.95);
      return {testTolerance(first(fit1), 0.2575, 1.0e-3),
         testTolerance(caadr(fit1),0.5383996, 1.0e-6),
         testTolerance(cadadr(fit1),7.4363242, 1.0e-4),
         testTolerance(third(fit1),1.971640, 1.0e-4)}
   end;
testset2
reduce

testSet2();
(t t t t)
reduce

Fourth, the Maxima implementation was fairly brief:


\begin{maxima}
load(distrib);

Fifth, the implementation in Common Lisp was a more direct translation of the R code:

lisp
;; from cl-statistics.lisp
(defun safe-exp (x)
  "Eliminates floating point underflow for the exponential function.
Instead, it just returns 0.0d0"
  (setf x (coerce x 'double-float))
  (if (< x (log least-positive-double-float))
      0.0d0
      (exp x)))
(defun ridder (func x1 x2 &key (eps 1.0d-16) (maxit 30) (verbose nil))
  (let (
        (fl (funcall func x1))
        (fh (funcall func x2))
        (xl x1)
        (xh x2)
        (ans -1.11d30)
        (xnew 0.0d0)
        (iter-num 0)
        )
    (cond
     ((= fl 0) x1)
     ((= fh 0) x2)
     ((> (* fl fh) 0.0d0) 
      (error "Functions of the start points are not either side of zero."))
     ((< (* fl fh) 0.0d0) 
      (loop
       (let* (
              (xm (* 0.5d0 (+ xl xh)))
              (fm (funcall func xm))
              (ss (sqrt (- (* fm fm) (* fl fh))))
              )
         (if (= ss 0.0d0) (return ans))
         (setf xnew (+ xm (/ (* (- xm xl) (if (> fl fh) 1.0d0 -1.0d0) fm) ss)))
         (if (<= (abs (- xnew ans)) eps) (return ans))
         (setf ans xnew fnew (funcall func ans))
         (if (= fnew 0.0d0) (return ans))
         (cond ((not (= (msign fm fnew) fm))
                (setf xl xm fl fm xh ans fh fnew))
               ((not (= (msign fl fnew) fl))
                (setf xh ans fh fnew))
               ((not (= (msign fh fnew) fh))
                (setf xl ans fl fnew)))
         (incf iter-num)
         (if (>= iter-num maxit) 
             (return (values nil "Maximum iterations exceeded"))) ;; (error)?
         (if verbose (format t "~,8f ~,8f ~,8f ~,8f~%" xl xh fl fh))
         (if (<= (abs (- xh xl)) eps) (return ans))))))))
(defun msign (x y)
  (* (abs x) (cond ((> y 0.0d0) 1.0d0) ((< y 0.0d0) -1.0d0) (t 0.0d0))))
;;(- (* (ridder #'cos 0.0d0 2.0d0) 2.0d0) pi)
(defun choose (n x) (loop for denom from 1 to x and numerator from n downto (- n (1- x)) and total = 1 then (* total (/ numerator denom)) finally (return total))) (defun dhyper (x m n k &key (log nil)) (let ((val (/ (* (choose m x) (choose n (- k x))) (choose (+ m n) k)))) (if log (log (coerce val 'double-float)) val))) (defun phyper (x m n k &key (lower-tail t)) (if lower-tail (loop for i from 1 to x summing (dhyper i m n k)) (loop for i from (1+ x) to k summing (dhyper i m n k))))
(defun fisher-test (x &key (alternative 'two-sided) (or 1.0d0) (conf-int t) (conf-level 0.95d0) (uniroot #'ridder)) "Fisher's exact test for a 2x2 integer array. This is a hand translation of R's fisher.test() making use of CL's large integers for the hypergeometric distribution" (let* ((m (loop for i upto 1 summing (aref x i 0))) (n (loop for i upto 1 summing (aref x i 1))) (k (loop for i upto 1 summing (aref x 0 i))) (x00 (aref x 0 0)) ; cf replacing x by (aref x 0 0) (lo (max 0 (- k n))) (hi (min k m)) (support (loop for i from lo to hi collect i)) (log-dc (loop for i in support collect (dhyper i m n k :log t))) (double-eps 1.0d-50)) (labels ((dnhyper (ncp) (setf ncp (coerce ncp 'double-float)) (let* ((d (loop for i in log-dc and j in support collect (+ i (* (log ncp) j)))) (max-d (apply #'max d)) (d2 (loop for i in d collect (safe-exp (- i max-d)))) ;; NB: safe-exp used here (sum-d2 (reduce #'+ d2))) (loop for i in d2 collect (/ i sum-d2)))) (mnhyper (ncp) (cond ((= ncp 0) lo) ((equal ncp 'infinity) hi) (t (loop for i in support and j in (dnhyper ncp) summing (* i j))))) (pnhyper (q ncp &key (upper-tail nil)) (cond ((= ncp 1) (if upper-tail (coerce (phyper (1- x00) m n k :lower-tail nil) 'double-float) (coerce (phyper x00 m n k) 'double-float))) ((= ncp 0) (if upper-tail (if (<= q lo) 1 0) (if (>= q lo) 1 0))) ((equal ncp 'infinity) (if upper-tail (if (<= q hi) 1 0) (if (>= q hi) 1 0))) (t (let ((d (dnhyper ncp))) (if upper-tail (loop for d-i in d and support-i in support when (>= support-i q) summing d-i) (loop for d-i in d and support-i in support when (<= support-i q) summing d-i)))))) (mle (x) (cond ((= x lo) 0) ((= x hi) 'infinity) (t (let ((mu (mnhyper 1))) (cond ((> mu x) (funcall uniroot (lambda (u) (- (mnhyper u) x)) 0 1)) ((< mu x) (/ (funcall uniroot (lambda (u) (- (mnhyper (/ u)) x)) double-eps 1))) (t 1)))))) (ncp-u (x alpha) (and (= x hi) 'infinity) (let ((p (pnhyper x 1))) (cond ((< p alpha) (funcall uniroot (lambda (u) (- (pnhyper x u) alpha)) 0 1)) ((> p alpha) (/ (funcall uniroot (lambda (u) (- (pnhyper x (/ u)) alpha)) double-eps 1))) (t 1)))) (ncp-l (x alpha) (and (= x lo) 0) (let ((p (pnhyper x 1 :upper-tail t))) (cond ((> p alpha) (funcall uniroot (lambda (u) (- (pnhyper x u :upper-tail t) alpha)) 0 1)) ((< p alpha) (/ (funcall uniroot (lambda (u) (- (pnhyper x (/ u) :upper-tail t) alpha)) double-eps 1))) (t 1))))) (let ((p-value (ecase alternative (less (pnhyper x00 or)) (greater (pnhyper x00 or :upper-tail t)) (two-sided (let* ((relErr (1+ 1.0d-7)) (d (dnhyper or)) (dstar (* (elt d (- x00 lo)) relErr))) (loop for di in d when (< di dstar) summing di))))) (c-interval (if conf-int (ecase alternative (less (list 0 (ncp-u x00 (- 1 conf-level)))) (greater (list (ncp-l x00 (- 1 conf-level)) 'infinity)) (two-sided (let ((alpha (/ (- 1 conf-level) 2))) (list (ncp-l x00 alpha) (ncp-u x00 alpha))))) nil)) (estimate (mle x00))) (values p-value c-interval estimate))))) ;;(fisher-test #2a((10 10) (10 20)))
lisp
   Your user access level is compiler and this command is therefore not
      available. See the )set userlevel command for more information.

With output:


CL-USER> (fisher-test #2a((10 10) (10 20)))
0.2575492428109829d0
(0.5383993816781727d0 7.4363408387439875d0)
1.9716269432603386d0

Finally, I have also included an implementation in Sage and commented out early code that would allow this to be used in Python.


\begin{sageblock}
import scipy
from scipy.optimize import brentq</p>
<p>## the following is required for use in Python/Scipy outside of Sage
# from math import log, exp, cos, pi 
# infinity="infinity" 
# def binomial(n,x): 
#    total=1
#    for i in range(min(x,n-x)):
#       total=total*(n-i)/(i+1)
#    return total</p>
<p>def dhyper(x, m, n, k):
   return 1.0 <em> binomial(m, x) </em> binomial(n, k - x) / binomial(m + n, k)
def phyper(x, m, n, k, lowerTail):
   if lowerTail: 
      return sum([dhyper(i, m, n, k) for i in range(1,x+1)]<a class=?) else: return sum([dhyper(i, m, n, k) for i in range(x+1,k+1)]?) def fishertest(a,b,c,d,alternative,oddsratio,confLevel): m = a+c n = b+d k = a+b x00 = a lo = max(0, k-n) hi = min(k, m) support = range(lo,hi+1) logdc = [log(dhyper(i, m, n, k)) for i in support]? doubleEps = 1.0e-10 def dnhyper(ncp): d = [logdc[i]?+log(ncp)*support[i]? for i in range(len(logdc))] d2 = [exp(di-max(d)) for di in d]? return [d2i/sum(d2) for d2i in d2]? def mnhyper(ncp): if ncp==0: return lo if ncp==infinity: return hi else: d = dnhyper(ncp) return sum([support[i]?*d[i]? for i in range(len(d))]) def pnhyper(q,ncp,upperTail): if ncp==1: if upperTail: return phyper(q-1, m, n, k, False) else: return phyper(q, m, n, k, True) elif ncp==0: if upperTail: return 1 if q<=lo else 0 else: return 1 if q>=lo else 0 elif ncp==infinity: if upperTail: return 1 if q<=hi else 0 else: return 1 if q>= hi else 0 else: d = dnhyper(ncp) if upperTail: return sum([d[i]? for i in range(len(d)) if support[i]?>=q]) else: return sum([d[i]? for i in range(1,len(d)) if support[i]?<=q]) def ncpL(alpha): if x00==lo: return 0 else: p = pnhyper(x00, 1, True) if p>alpha: return brentq(lambda y: pnhyper(x00,y,True) - alpha, 0, 1) elif p<alpha: return 1/brentq(lambda y: pnhyper(x00,1/y,True) - alpha, doubleEps, 1) else: return 1 def ncpU(alpha): if x00==hi: return infinity else: p = pnhyper(x00, 1, False) if p<alpha: return brentq(lambda y: pnhyper(x00,y,False) - alpha, 0, 1) elif p>alpha: return 1/brentq(lambda y: pnhyper(x00,1/y,False) - alpha, doubleEps, 1) else: return 1 def pvalue(): if alternative == "less": return pnhyper(x00,oddsratio,False) elif alternative == "greater": return pnhyper(x00,oddsratio,True) elif alternative == "two-sided": relErr=1+1.0e-7 dn=dnhyper(oddsratio) dstar=dn[x00-lo]?*relErr return sum([di for di in dn if di<dstar]?) else: return -1 def cInterval(): if alternative == "less": return [0, ncpU(1-confLevel)]? elif alternative == "greater": return [ncpL(1-confLevel), infinity]? elif alternative == "two-sided": return [ncpL((1-confLevel)/2.0), ncpU((1-confLevel)/2.0)]? else: return [-1,-1]? def mle(): if x00==lo: return 0 elif x00==hi: return infinity else: mu = mnhyper(1) if mu>x00: return brentq(lambda y: mnhyper(y) - x00,0,1) elif mu<x00: return 1/brentq(lambda y: mnhyper(1/y) - x00,doubleEps,1) else: return 1 return dict(pvalue=pvalue(),cInterval=cInterval(),mle=mle())

## do some checks def testTolerance(x,y,tol): return abs(x-y)<=tol fit=fishertest(10,10,10,20,"two-sided",1,0.95) print [testTolerance(brentq(cos,0,2)*2,pi,0), testTolerance(binomial(100, 5), 75287520, 0), testTolerance(binomial(100, 95), 75287520, 0), testTolerance(dhyper(5, 10, 7, 8), 0.3628137, 1.0e-7), testTolerance(log(dhyper(5, 10, 7, 8)),-1.013866, 1.0e-7), testTolerance(phyper(5, 10, 7, 8, True),0.7821884, 1.0e-7), testTolerance(phyper(5, 10, 7, 8, False),0.2178116, 1.0e-7), testTolerance(fit['pvalue']?, 0.2575, 1.0e-3), testTolerance(fit['cInterval']?[0]?, 0.5383996, 1.0e-6), testTolerance(fit['cInterval']?[1]?, 7.4363242, 1.0e-4), testTolerance(fit['mle']?, 1.971640, 1.0e-4)] ## print some tests print fishertest(10,10,10,20,"two-sided",1,0.95) print fishertest(10,10,10,20,"less",1,0.95) print fishertest(10,10,10,20,"greater",1,0.95) " title=" \begin{sageblock} import scipy from scipy.optimize import brentq

## the following is required for use in Python/Scipy outside of Sage # from math import log, exp, cos, pi # infinity="infinity" # def binomial(n,x): # total=1 # for i in range(min(x,n-x)): # total=total*(n-i)/(i+1) # return total

def dhyper(x, m, n, k): return 1.0 binomial(m, x) binomial(n, k - x) / binomial(m + n, k) def phyper(x, m, n, k, lowerTail): if lowerTail: return sum([dhyper(i, m, n, k) for i in range(1,x+1)]?) else: return sum([dhyper(i, m, n, k) for i in range(x+1,k+1)]?) def fishertest(a,b,c,d,alternative,oddsratio,confLevel): m = a+c n = b+d k = a+b x00 = a lo = max(0, k-n) hi = min(k, m) support = range(lo,hi+1) logdc = [log(dhyper(i, m, n, k)) for i in support]? doubleEps = 1.0e-10 def dnhyper(ncp): d = [logdc[i]?+log(ncp)*support[i]? for i in range(len(logdc))] d2 = [exp(di-max(d)) for di in d]? return [d2i/sum(d2) for d2i in d2]? def mnhyper(ncp): if ncp==0: return lo if ncp==infinity: return hi else: d = dnhyper(ncp) return sum([support[i]?*d[i]? for i in range(len(d))]) def pnhyper(q,ncp,upperTail): if ncp==1: if upperTail: return phyper(q-1, m, n, k, False) else: return phyper(q, m, n, k, True) elif ncp==0: if upperTail: return 1 if q<=lo else 0 else: return 1 if q>=lo else 0 elif ncp==infinity: if upperTail: return 1 if q<=hi else 0 else: return 1 if q>= hi else 0 else: d = dnhyper(ncp) if upperTail: return sum([d[i]? for i in range(len(d)) if support[i]?>=q]) else: return sum([d[i]? for i in range(1,len(d)) if support[i]?<=q]) def ncpL(alpha): if x00==lo: return 0 else: p = pnhyper(x00, 1, True) if p>alpha: return brentq(lambda y: pnhyper(x00,y,True) - alpha, 0, 1) elif p<alpha: return 1/brentq(lambda y: pnhyper(x00,1/y,True) - alpha, doubleEps, 1) else: return 1 def ncpU(alpha): if x00==hi: return infinity else: p = pnhyper(x00, 1, False) if p<alpha: return brentq(lambda y: pnhyper(x00,y,False) - alpha, 0, 1) elif p>alpha: return 1/brentq(lambda y: pnhyper(x00,1/y,False) - alpha, doubleEps, 1) else: return 1 def pvalue(): if alternative == "less": return pnhyper(x00,oddsratio,False) elif alternative == "greater": return pnhyper(x00,oddsratio,True) elif alternative == "two-sided": relErr=1+1.0e-7 dn=dnhyper(oddsratio) dstar=dn[x00-lo]?*relErr return sum([di for di in dn if di<dstar]?) else: return -1 def cInterval(): if alternative == "less": return [0, ncpU(1-confLevel)]? elif alternative == "greater": return [ncpL(1-confLevel), infinity]? elif alternative == "two-sided": return [ncpL((1-confLevel)/2.0), ncpU((1-confLevel)/2.0)]? else: return [-1,-1]? def mle(): if x00==lo: return 0 elif x00==hi: return infinity else: mu = mnhyper(1) if mu>x00: return brentq(lambda y: mnhyper(y) - x00,0,1) elif mu<x00: return 1/brentq(lambda y: mnhyper(1/y) - x00,doubleEps,1) else: return 1 return dict(pvalue=pvalue(),cInterval=cInterval(),mle=mle())

## do some checks def testTolerance(x,y,tol): return abs(x-y)<=tol fit=fishertest(10,10,10,20,"two-sided",1,0.95) print [testTolerance(brentq(cos,0,2)*2,pi,0), testTolerance(binomial(100, 5), 75287520, 0), testTolerance(binomial(100, 95), 75287520, 0), testTolerance(dhyper(5, 10, 7, 8), 0.3628137, 1.0e-7), testTolerance(log(dhyper(5, 10, 7, 8)),-1.013866, 1.0e-7), testTolerance(phyper(5, 10, 7, 8, True),0.7821884, 1.0e-7), testTolerance(phyper(5, 10, 7, 8, False),0.2178116, 1.0e-7), testTolerance(fit['pvalue']?, 0.2575, 1.0e-3), testTolerance(fit['cInterval']?[0]?, 0.5383996, 1.0e-6), testTolerance(fit['cInterval']?[1]?, 7.4363242, 1.0e-4), testTolerance(fit['mle']?, 1.971640, 1.0e-4)] ## print some tests print fishertest(10,10,10,20,"two-sided",1,0.95) print fishertest(10,10,10,20,"less",1,0.95) print fishertest(10,10,10,20,"greater",1,0.95) " class="equation" src="images/7581108121597389083-16.0px.png" align="bottom" Style="vertical-align:text-bottom" width="816" height="1056"/>

This would give the following output:

  [0 <= 0, True, True, True, True, True, True, 4.92428109829e-05 <= 0.00100000000000000, 
     True, True, True]
  {'mle': 1.9716269432603342, 'pvalue': 0.257549242811, 
   'cInterval': [0.53839938167817269, 7.4363408387619616]}
  {'mle': 1.9716269432603342, 'pvalue': 0.929480494158038, 
   'cInterval': [0, 6.1438085831669706]}
  {'mle': 1.9716269432603342, 'pvalue': 0.188301375769915, 
   'cInterval': [0.64599378194777934, +Infinity]}


Some or all expressions may not have rendered properly, because Maxima returned the following error:
Maxima error: Killed

ulimit -t 240; /usr/local/bin/maxima -p /var/lib/zope2.10/instance/axiom-wiki/var/LatexWiki/../../Products/ZWiki/plugins/mathaction/mathaction-maxima-5.30.0.lisp < /var/lib/zope2.10/instance/axiom-wiki/var/LatexWiki/5516975315810540791-25px.mbat <maxima> Maxima 5.30.0 http://maxima.sourceforge.net using Lisp SBCL 2.2.9.debian Distributed under the GNU Public License. See the file COPYING. Dedicated to the memory of William Schelter. The function bug_report() provides bug reporting information. <prompt>(\mathrm{\%i}1) </prompt> read and interpret file: /var/aw/var/LatexWiki/2074375897756092749-25px.001.max (%i2) load(distrib) <latex>\mbox{\verb|f|}\mbox{\verb|i|}\mbox{\verb|l|}\mbox{\verb|e|} \mbox{\verb|_|}\mbox{\verb|s|}\mbox{\verb|e|}\mbox{\verb|a|} \mbox{\verb|r|}\mbox{\verb|c|}\mbox{\verb|h|}\mbox{\verb|1|} \mbox{\verb|:|}\mbox{\verb| |}\mathrm{distrib}\mbox{\verb| |} \mbox{\verb|n|}\mbox{\verb|o|}\mbox{\verb|t|}\mbox{\verb| |} \mbox{\verb|f|}\mbox{\verb|o|}\mbox{\verb|u|}\mbox{\verb|n|} \mbox{\verb|d|}\mbox{\verb| |}\mbox{\verb|i|}\mbox{\verb|n|} \mbox{\verb| |}\mbox{\verb|f|}\mbox{\verb|i|}\mbox{\verb|l|} \mbox{\verb|e|}\mbox{\verb|_|}\mbox{\verb|s|}\mbox{\verb|e|} \mbox{\verb|a|}\mbox{\verb|r|}\mbox{\verb|c|}\mbox{\verb|h|} \mbox{\verb|_|}\mbox{\verb|m|}\mbox{\verb|a|}\mbox{\verb|x|} \mbox{\verb|i|}\mbox{\verb|m|}\mbox{\verb|a|}\mbox{\verb|,|} \mbox{\verb|f|}\mbox{\verb|i|}\mbox{\verb|l|}\mbox{\verb|e|} \mbox{\verb|_|}\mbox{\verb|s|}\mbox{\verb|e|}\mbox{\verb|a|} \mbox{\verb|r|}\mbox{\verb|c|}\mbox{\verb|h|}\mbox{\verb|_|} \mbox{\verb|l|}\mbox{\verb|i|}\mbox{\verb|s|}\mbox{\verb|p|} \mbox{\verb|.|}</latex> -- an error. To debug this try: debugmode(true); <latex>\mbox{\tt\red(\mathrm{\%o2}) \black} \mbox{{}/var/lib/zope2.10/instance/axiom-wiki/var/LatexWiki/2074375897756092749-25px.001.max{}} </latex> <prompt>(\mathrm{\%i}3) </prompt> read and interpret file: /var/aw/var/LatexWiki/4805595149220346197-25px.002.max (%i4) numer:true <latex>\mbox{\tt\red(\mathrm{\%o4}) \black}\mathbf{true} </latex><latex>\mbox{\tt\red(\mathrm{\%o4}) \black} \mbox{{}/var/lib/zope2.10/instance/axiom-wiki/var/LatexWiki/4805595149220346197-25px.002.max{}} </latex> <prompt>(\mathrm{\%i}5) </prompt> read and interpret file: /var/aw/var/LatexWiki/2094584513860488517-25px.003.max (%i6) display2d:false (%i7) fishertest(a,b,c,d,alternative,oddsratio,confLevel):=block( [m,n,k,x00,lo,hi,doubleEps,dnhyper,mnhyper,pnhyper,mle,ncpu, ncpl,support,d2,logdc,alpha,pvalue,cinterval],m:c+a,n:d+b, k:b+a,x00:a,lo:max(0,k-n),hi:min(k,m), support:makelist(i,i,lo,hi), logdc:create_list(log(pdf_hypergeometric(i,m,n,k)),i, support),doubleEps:1.0e-10, dnhyper:lambda([ncp], block([maxd,sumd2,d,d2], d:makelist(log(ncp)*support[i]+logdc[i], i,1,length(logdc)), maxd:apply(max,d), d2:create_list(exp(di-maxd),di,d), sumd2:lsum(i,i,d2), create_list(d2i/sumd2,d2i,d2))), mnhyper:lambda([ncp], block([d,value], if equal(ncp,0) then lo else (if equal(ncp,inf) then hi else block([], d:dnhyper(ncp), sum( support[i] *d[i],i,1, length( d)))))), pnhyper:lambda([q,ncp,upperTail], if equal(ncp,1) then (if upperTail then 1 -cdf_hypergeometric(q-1,m,n,k) else cdf_hypergeometric( q,m,n,k)) else (if equal(ncp,0) then (if upperTail then (if q <= lo then 1 else 0) else (if q >= lo then 1 else 0)) else (if equal(ncp,inf) then (if upperTail then (if q <= hi then 1 else 0) else (if q >= hi then 1 else 0)) else block( [d],d:dnhyper(ncp), if upperTail then sum( if support[i] >= q then d[i] else 0,i,1, length(d)) else sum( if support[i] <= q then d[i] else 0,i,1, length(d)))))), ncpL:lambda([alpha], if equal(x00,lo) then 0 else block([p],p:pnhyper(x00,1,true), if p > alpha then find_root( lambda([y], pnhyper(x00,y,true) -alpha),0,1) else (if p < alpha then 1 /find_root( lambda([y], pnhyper( x00,1/y, true) -alpha), doubleEps,1) else 1))), ncpU:lambda([alpha], if x00 = hi then inf else block([p],p:pnhyper(x00,1,false), if p < alpha then find_root( lambda([y], pnhyper(x00,y,false) -alpha),0,1) else (if p > alpha then 1 /find_root( lambda([y], pnhyper( x00,1/y, false) -alpha), doubleEps,1) else 1))), pvalue:if alternative = 'less then pnhyper(x00,oddsratio,false) else (if alternative = 'greater then pnhyper(x00,oddsratio,true) else (if alternative = 'twosided then block([relerr,dstar,dn], relErr:1.0e-7+1, dn :dnhyper( oddsratio), dstar :dn[1-lo+x00] *relErr, lsum( if di < dstar then di else 0,di,dn)) else -1)), cInterval:if alternative = 'less then [0,ncpU(1-confLevel)] else (if alternative = 'greater then [ncpL(1-confLevel),inf] else (if alternative = 'twosided then [ ncpL((1-confLevel)/2), ncpU((1-confLevel)/2)] else [-1,-1])), mle:if equal(x00,lo) then 0 else (if equal(x00,hi) then inf else block([mu],mu:mnhyper(1), if mu > x00 then find_root( lambda([y],mnhyper(y)-x00), 0,1) else (if mu < x00 then 1 /find_root( lambda([y], mnhyper( 1/y) -x00), doubleEps,1) else 1))), [pvalue,cInterval,mle]) (%i8) display2d:true <latex>\mbox{\tt\red(\mathrm{\%o8}) \black} \mbox{{}/var/lib/zope2.10/instance/axiom-wiki/var/LatexWiki/2094584513860488517-25px.003.max{}} </latex> <prompt>(\mathrm{\%i}9) </prompt> read and interpret file: /var/aw/var/LatexWiki/8899926541800781278-25px.004.max (%i10) fishertest(10,10,10,20,'twosided,1,0.95)




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