Permutation Tests (and Sampling Without Replacement) Orders of Magnitude Faster Using SASŪ
by John Douglas ("J.D.") Opdyke.
Abstract:
Six permutation test algorithms coded in SASŪ are compared. The fastest ("OPDN"),
which uses no modules beyond Base SASŪ, achieves speed increases orders of magnitude faster
than the relevant "built-in" SASŪ procedures (over 215x faster than Proc SurveySelect, over
350x faster than NPAR1WAY (which crashes on datasets less than a tenth the size OPDN can
handle), and over 720x faster than Proc Multtest). OPDN combines SASŪ's fast sequential
access, its most efficient array manipulation and memory usage, and a simple draw-by-draw
procedure to very quickly and efficiently perform simple random sampling without replacement
(SRSWOR). The particular draw-by-draw method used allows for the repeated creation of many
SRSWOR permutation samples without requiring any additional storage or memory space. Based
on these results, there appear to be no faster or more scalable permutation test or SRSWOR
algorithms in SASŪ. Key Words:
Permutation, SAS, Scalable, Without Replacement, Sampling, SRSWOR
Author:
J.D. Opdyke, JDOpdyke@DataMineIt.com
Editor:
Richard Graf, rgraf@sunstroke.sdsu.edu
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