fisher-rxc 1.0.2

Fast multithreaded implementation for calculating Fisher's exact test for any RxC sized table

Fisher RxC

Fast multithreaded implementation of calculating Fisher's exact test for any RxC size table. Written in Rust using Maturin.

Installation

pip install fisher-rxc

import fisher

Usage

fisher.exact(table, workspace=None)

Calculate Fisher's exact test for 2D list according to Mehta & Patel's Network Algorithm. If workspace size is not provided, it will be "guessed" dynamically.

Workspace size of 2e8 takes at most 800MB of RAM.

fisher.sim(table, iterations)

Calculate Fisher's exact test for 2D list by multithreaded Monte Carlo simulation. A modern CPU can quickly do 10^7 iterations and get accurate results.

fisher.recursive(table)

[!WARNING] This function is experimental

Calculate Fisher's exact test by a multithreaded SIMD recursive algorithm. Despite extensive optimization efforts, this is still generally much slower than the fisher.exact function. Only use for tables with small numbers.

Return values

0 <= x <= 1: p-value

x < 0: error code number, message printed to stdout

Performance

See benchmark.py

AMD Ryzen 5600X running LMDE 7

-- EXACT TEST --
fisher-rxc	0.2631	in 20.04s
rpy2		0.2631	in 20.64s
-----------
fisher-rxc	0.9981	in 4.71s
rpy2		0.9981	in 5.28s
-----------
-- MONTE-CARLO SIMULATION --
fisher-rxc	0.2631	in 0.58s
rpy2		0.2630	in 31.53s
-----------
fisher-rxc	0.9981	in 0.67s
rpy2		0.9981	in 36.75s
-----------

Building

Windows

python3 -m venv .env
.env/Scripts/Activate.ps1
maturin develop --release

Linux

python3 -m venv .env
source .env/bin/activate
pip3 install maturin[patchelf]
maturin develop --release
# For benchmarks:
sudo apt install r-base
pip install rpy2

References

Contingency table generator (ASA159): https://people.sc.fsu.edu/~jburkardt/c_src/asa159/asa159.html

Fisher' exact test - network algorithm (ASA643): https://netlib.org/toms/643.gz

Fisher's exact test - recursive: https://stackoverflow.com/questions/25368284/fishers-exact-test-for-bigger-than-2-by-2-contingency-table

Fortran to C transpiler: https://www.netlib.org/f2c/

C to Rust transpiler: https://github.com/immunant/c2rust