exact-tests

This package implements the binomial, Hardy-Weinberg equilibrium, and Fisher's (2x2 and 2x3 so far) exact tests, along with corresponding discrete distributions (binomial, hypergeometric). scipy- and R-style interfaces are provided. cdf-like functions offer a fast 'approx' mode.

As of this writing, these functions (even in 'approx' mode) are more accurate, and often simultaneously more efficient, than their scipy counterparts: see the MPFR-comparison and benchmark scripts under utils/ . E.g.

$ utils/pbinom_accuracy.py
n in [2^5, 2^6): errRMS=0  approxErrRMS=7.31e-17  scipyErrRMS=0
n in [2^20, 2^21): errRMS=0  approxErrRMS=0  scipyErrRMS=2.18e-15
n in [2^35, 2^36): errRMS=0  approxErrRMS=0  scipyErrRMS=1.15e-14
$ utils/pbinom_accuracy.py -p 0.1  # scipy accuracy degrades more quickly with most values of p != 0.5, or k further from np
n in [2^5, 2^6): errRMS=0  approxErrRMS=1.06e-16  scipyErrRMS=4.22e-16
n in [2^20, 2^21): errRMS=0  approxErrRMS=0  scipyErrRMS=1.23e-11
n in [2^35, 2^36): errRMS=0  approxErrRMS=0  scipyErrRMS=3.47e-07
$ utils/pbinom_accuracy.py --z-score -2
n in [2^5, 2^6): errRMS=6.51e-17  approxErrRMS=2.48e-16  scipyErrRMS=1.96e-16
n in [2^20, 2^21): errRMS=0  approxErrRMS=0  scipyErrRMS=1.01e-13
n in [2^35, 2^36): errRMS=0  approxErrRMS=4.82e-17  scipyErrRMS=1.66e-11
$ utils/pbinom_benchmark.py
n=(2^5)-1: base=7.54e-07  approx=3.12e-07  scipy=2.91e-05 sec/iter
n=(2^20)-1: base=2.94e-06  approx=1.24e-06  scipy=3.06e-05 sec/iter
n=(2^35)-1: base=1.63e-06  approx=1.12e-06  scipy=9.54e-05 sec/iter

$ utils/binomtest_accuracy.py --z-score 1
n in [2^5, 2^6): errRMS=1.44e-16  scipyErrRMS=1.96e-16
n in [2^20, 2^21): errRMS=3.03e-16  scipyErrRMS=6e-14
n in [2^35, 2^36): errRMS=7.32e-16  scipyErrRMS=7.53e-12
$ utils/binomtest_benchmark.py --z-score 1  # ~100-250x speedup, better accuracy
n=(2^5)-1: base=1.02e-06  scipy=0.00023 sec/iter
n=(2^20)-1: base=4.14e-06  scipy=0.00053 sec/iter
n=(2^35)-1: base=5.98e-06  scipy=0.000852 sec/iter

$ utils/phyper_accuracy.py --z-score -0.5  # scipy accuracy degrades quickly
n in [2^5, 2^6): errRMS=0  approxErrRMS=1.72e-16  scipyErrRMS=2.84e-16
n in [2^20, 2^21): errRMS=0  approxErrRMS=2.75e-15  scipyErrRMS=1.73e-10
n in [2^35, 2^36): errRMS=0  approxErrRMS=4.13e-14  scipyErrRMS=1.05e-05
$ utils/phyper_benchmark.py --z-score -0.5  # scipy speed is ok, except...
n=(2^5)-1: base=7.12e-07  approx=2.13e-07  scipy=3.46e-05 sec/iter
n=(2^20)-1: base=6.97e-05  approx=5.36e-06  scipy=4.34e-05 sec/iter
n=(2^35)-1: base=0.0146  approx=0.000851  scipy=0.00194 sec/iter
$ utils/phyper_benchmark.py --z-score 0.0001  # ...it blows up for large n when z approaches 0.
n=(2^5)-1: base=8.67e-07  approx=2.13e-07  scipy=3.68e-05 sec/iter
n=(2^20)-1: base=6.93e-05  approx=5.32e-06  scipy=0.000495 sec/iter
n=(2^35)-1: base=0.0149  approx=0.000908  scipy=2.7 sec/iter
$ utils/phyper_benchmark.py
n=(2^5)-1: base=1.48e-06  approx=2.33e-07  scipy=3.98e-05 sec/iter
n=(2^20)-1: base=7.82e-05  approx=5.33e-06  scipy=0.000522 sec/iter
n=(2^35)-1: base=0.0149  approx=0.00087  scipy=14.9 sec/iter

$ utils/fisher_exact_22_accuracy.py --z-score -1
n in [2^5, 2^6): errRMS=9.71e-17  scipyErrRMS=2.39e-16
n in [2^20, 2^21): errRMS=1.33e-15  scipyErrRMS=1.85e-10
n in [2^35, 2^36): errRMS=4.52e-13
$ utils/fisher_exact_22_benchmark.py --z-score -1  # ~100-600x speedup, better accuracy
n=(2^5)-1: base=4.5e-07  scipy=0.000331 sec/iter
n=(2^20)-1: base=5.97e-06  scipy=0.000986 sec/iter
n=(2^35)-1: base=0.000906 sec/iter

$ utils/odds_ratio_accuracy.py --z-score 1
n in [2^5, 2^6): estErrRMS=5.25e-16  ciLowErrRMS=7.12e-16  ciHighErrRMS=7.23e-16  scipyEstErrRMS=1.3e-15  scipyCiLowErrRMS=1.25e-14  scipyCiHighErrRMS=1.42e-15
n in [2^10, 2^11): estErrRMS=1.43e-16  ciLowErrRMS=2e-15  ciHighErrRMS=1.88e-15  scipyEstErrRMS=1.2e-14  scipyCiLowErrRMS=2.33e-14  scipyCiHighErrRMS=3.13e-14
n in [2^15, 2^16): estErrRMS=8.46e-17  ciLowErrRMS=7.79e-15  ciHighErrRMS=7.73e-15  scipyEstErrRMS=1.52e-12  scipyCiLowErrRMS=1.2e-11  scipyCiHighErrRMS=6.64e-13
n in [2^35, 2^36): estErrRMS=7.56e-17  ciLowErrRMS=8.35e-12  ciHighErrRMS=8.35e-12
$ utils/odds_ratio_benchmark.py --z-score 1  # 200x and larger speedups, better accuracy
n=(2^5)-1: est=8.75e-07  ci=8.21e-07  scipy_est=0.000456  scipy_ci=0.00254 sec/iter
n=(2^10)-1: est=7.71e-07  ci=1.62e-06  scipy_est=0.000512  scipy_ci=0.0273 sec/iter
n=(2^15)-1: est=3.03e-06  ci=6.29e-06  scipy_est=0.000702  scipy_ci=2.24 sec/iter
n=(2^35)-1: est=0.000943  ci=0.00172 sec/iter

$ utils/HWE_accuracy.py --maf 0.05 --z-score 1
n in [2^10, 2^11): errRMS=1.95e-16  snphweErrRMS=2.04e-16
n in [2^15, 2^16): errRMS=2.9e-16  snphweErrRMS=6.48e-16
n in [2^20, 2^21): errRMS=6.25e-16  snphweErrRMS=1.6e-15
$ utils/HWE_benchmark.py --maf 0.05 --z-score 1  # snphwe.snphwe() is accurate, but slow for biobank-scale cases (we're >200x as fast for n~=1m)
n=(2^10)-1: base=2.67e-07  snphwe=6.17e-07 sec/iter
n=(2^15)-1: base=4.08e-07  snphwe=1.28e-05 sec/iter
n=(2^20)-1: base=1.56e-06  snphwe=0.00038 sec/iter

The central building block is a high-precision log-factorial function utilizing the QD library (https://github.com/BL-highprecision/QD ).

Build instructions

PyPI:

python -m pip install 'pip>=20.3'
python -m pip install exact_tests

GitHub:

python -m pip install 'pip>=20.3'
python -m pip install -e 'git+https://github.com/chrchang/stats.git#egg=exact_tests&subdirectory=Python'

Or install from a cloned copy:

# clone repo
git clone https://github.com/chrchang/stats
# go to python folder
cd stats/Python
# install the package
python -m pip install -e .

You can test the package with pytest.

Example usage:
import exact_tests

exact_tests.binomtest(3, n=15, p=0.1, alternative="greater")
exact_tests.binomtest(2, 29, 0.1)
exact_tests.binomtest(2, 29, "0.1")
exact_tests.binomtest(2, 29, "0.1", midp=True)
exact_tests.binomtest(100, 10000, "0.000001", logp=True)
exact_tests.fisher_exact([[4, 0], [0, 4]], alternative="greater", midp=True)
exact_tests.fisher_exact([[10000, 20000], [30000, 40000], [50000, 60000]], logp=True)

Project links

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Avatar for chrchang523 from gravatar.com chrchang523

Credits

Author: Christopher Chang

GitHub Statistics

Data verified by PyPI on Sep 2, 2026
The GitHub source repository was provided by the project maintainers and verified by PyPI at the time of upload. Stars, forks, and open issues/PRs are derived from that repository and have not been independently verified.

License expression

LGPL-3.0-only
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Requires

Python >=3.10

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0.9.4 This release

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0.8.6

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0.1.0

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