> Is anyone aware of a fast way of doing fisher's exact test for a series of 2 > x 2 tables in R? The fisher.test is really slow if n1=1000 and n2 = 1000.
If you don't require exact two-sided p-values (determined according to a likelihood criterion as in fisher.test), you can use the vectorised fisher.pval() function from the 'corpora' package. The function is just a wrapper around the hypergeometric distribution; it doesn't compute confidence intervals, which are much more difficult to obtain. Best, Stefan ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
