wmwTest is a highly efficient Wilcoxon-Mann-Whitney rank sum test for high-dimensional data, such as gene expression profiling. For datasets with more than 100 features (genes), the function can be more than 1,000 times faster than its R implementations (wilcox.test in stats, or rankSumTestWithCorrelation in limma).

wmwTest(
  x,
  indexList,
  col = "GeneSymbol",
  valType = c("p.greater", "p.less", "p.two.sided", "U", "abs.log10p.greater",
    "log10p.less", "abs.log10p.two.sided", "Q", "r", "f", "U1", "U2"),
  simplify = TRUE
)

# S4 method for matrix,IndexList
wmwTest(x, indexList, valType = "p.greater", simplify = TRUE)

# S4 method for numeric,IndexList
wmwTest(x, indexList, valType = "p.greater", simplify = TRUE)

# S4 method for matrix,GmtList
wmwTest(x, indexList, valType = "p.greater", simplify = TRUE)

# S4 method for eSet,GmtList
wmwTest(
  x,
  indexList,
  col = "GeneSymbol",
  valType = "p.greater",
  simplify = TRUE
)

# S4 method for eSet,numeric
wmwTest(
  x,
  indexList,
  col = "GeneSymbol",
  valType = "p.greater",
  simplify = TRUE
)

# S4 method for eSet,logical
wmwTest(
  x,
  indexList,
  col = "GeneSymbol",
  valType = "p.greater",
  simplify = TRUE
)

# S4 method for eSet,list
wmwTest(
  x,
  indexList,
  col = "GeneSymbol",
  valType = "p.greater",
  simplify = TRUE
)

# S4 method for ANY,numeric
wmwTest(x, indexList, valType = "p.greater", simplify = TRUE)

# S4 method for ANY,logical
wmwTest(x, indexList, valType = "p.greater", simplify = TRUE)

# S4 method for ANY,list
wmwTest(x, indexList, valType = "p.greater", simplify = TRUE)

# S4 method for matrix,SignedIndexList
wmwTest(x, indexList, valType, simplify = TRUE)

# S4 method for matrix,SignedGenesets
wmwTest(x, indexList, valType, simplify = TRUE)

# S4 method for numeric,SignedIndexList
wmwTest(x, indexList, valType, simplify = TRUE)

# S4 method for eSet,SignedIndexList
wmwTest(x, indexList, valType, simplify = TRUE)

# S4 method for eSet,SignedGenesets
wmwTest(
  x,
  indexList,
  col = "GeneSymbol",
  valType = c("p.greater", "p.less", "p.two.sided", "U", "abs.log10p.greater",
    "log10p.less", "abs.log10p.two.sided", "Q", "r", "f", "U1", "U2"),
  simplify = TRUE
)

Arguments

x

A numeric matrix. All other data types (e.g. numeric vectors or ExpressionSet objects) are coerced into matrix.

indexList

A list of integer indices (starting from 1) indicating signature genes. Can be of length zero. Other data types (e.g. a list of numeric or logical vectors, or a numeric or logical vector) are coerced into such a list. See details below for a special case using GMT files.

col

a string sometimes used with a eSet

valType

The value type to be returned, allowed values include p.greater, p.less, abs.log10p.greater and abs.log10p.less (one-sided tests),p.two.sided, and U statistic (or more specifically, either U1 or U2), and a few other variants. See details below.

simplify

Logical. If not, the returning value is in matrix format; if set to TRUE, the results are simplified into vectors when possible (default).

Value

A numeric matrix or vector containing the statistic.

Details

The basic application of the function is to test the enrichment of gene sets in expression profiling data or differentially expressed data (the matrix with feature/gene in rows and samples in columns).

A special case is when x is an eSet object (e.g. ExpressionSet), and indexList is a list returned from readGmt function. In this case, the only requirement is that one column named GeneSymbol in the featureData contain gene symbols used in the GMT file. The same applies to signed Gmt files. See the example below.

Besides the conventional value types such as ‘p.greater’, ‘p.less’, ‘p.two.sided’ , and ‘U’ (the U-statistic), wmwTest (from version 0.99-1) provides further value types: abs.log10p.greater and log10p.less perform log10 transformation on respective p-values and give the transformed value a proper sign (positive for greater than, and negative for less than); abs.log10p.two.sided transforms two-sided p-values to non-negative values; and Q score reports absolute log10-transformation of p-value of the two-side variant, and gives a proper sign to it, depending on whether it is rather greater than (positive) or less than (negative).

From version 1.19.1, the rank-biserial correlation coefficient (‘r’) and the common language effect size (‘f’) are supported value types.

Before version 1.19.3, the ‘U’ statistic returned is in fact ‘U2’. From version 1.19.3, ‘U1’ is returned when ‘U’ is used, and users can specify additional parameter values ‘U1’ and ‘U2’. The sum of ‘U1’ and ‘U2’ is the product of the sizes of two vectors to be compared.

Methods (by class)

  • x = matrix,indexList = IndexList: x is a matrix and indexList is a IndexList

  • x = numeric,indexList = IndexList: x is a numeric and indexList is a IndexList

  • x = matrix,indexList = GmtList: x is a matrix and indexList is a GmtList

  • x = eSet,indexList = GmtList: x is a eSet and indexList is a GmtList

  • x = eSet,indexList = numeric: x is a eSet and indexList is a numeric

  • x = eSet,indexList = logical: x is a eSet and indexList is a logical

  • x = eSet,indexList = list: x is a eSet and indexList is a list

  • x = ANY,indexList = numeric: x is ANY and indexList is a numeric

  • x = ANY,indexList = logical: x is ANY and indexList is a logical

  • x = ANY,indexList = list: x is ANY and indexList is a list

  • x = matrix,indexList = SignedIndexList: x is a matrix and indexList is a SignedIndexList

  • x = matrix,indexList = SignedGenesets: x is a eSet and indexList is a SignedIndexList

  • x = numeric,indexList = SignedIndexList: x is a numeric and indexList is a SignedIndexList

  • x = eSet,indexList = SignedIndexList: x is a eSet and indexList is a SignedIndexList

  • x = eSet,indexList = SignedGenesets: x is a eSet and indexList is a SignedIndexList

Note

The function has been optimized for expression profiling data. It avoids repetitive ranking of data as done by native R implementations and uses efficient C code to increase the performance and control memory use. Simulation studies using expression profiles of 22000 genes in 2000 samples and 200 gene sets suggested that the C implementation can be >1000 times faster than the R implementation. And it is possible to further accelerate by parallel calling the function with mclapply in the multicore package.

References

Barry, W.T., Nobel, A.B., and Wright, F.A. (2008). A statistical framework for testing functional namespaces in microarray data. _Annals of Applied Statistics_ 2, 286-315.

Wu, D, and Smyth, GK (2012). Camera: a competitive gene set test accounting for inter-gene correlation. _Nucleic Acids Research_ 40(17):e133

Zar, JH (1999). _Biostatistical Analysis 4th Edition_. Prentice-Hall International, Upper Saddle River, New Jersey.

See also

codewilcox.test in the stats package, and rankSumTestWithCorrelation in the limma package.

Author

Jitao David Zhang <jitao_david.zhang@roche.com>, with critical inputs from Jan Aettig and Iakov Davydov about U statistics.

Examples

## R-native data structures
set.seed(1887)
rd <- rnorm(1000)
rl <- sample(c(TRUE, FALSE), 1000, replace=TRUE)
wmwTest(rd, rl, valType="p.two.sided")
#> [1] 0.8535404
wmwTest(rd, which(rl), valType="p.two.sided")
#> [1] 0.8535404
rd1 <- rd + ifelse(rl, 0.5, 0)
wmwTest(rd1, rl, valType="p.greater")
#> [1] 1.949087e-14
wmwTest(rd1, rl, valType="U")
#> [1] 159539
rd2 <- rd - ifelse(rl, 0.2, 0)
wmwTest(rd2, rl, valType="p.greater")
#> [1] 0.9976222
wmwTest(rd2, rl, valType="p.two.sided")
#> [1] 0.004758899
wmwTest(rd2, rl, valType="p.less")
#> [1] 0.002379449
wmwTest(rd2, rl, valType="r")
#> [1] -0.1031357
wmwTest(rd2, rl, valType="f")
#> [1] 0.4484321

## matrix forms
rmat <- matrix(c(rd, rd1, rd2), ncol=3, byrow=FALSE)
wmwTest(rmat, rl, valType="p.two.sided")
#> [1] 8.535404e-01 3.898175e-14 4.758899e-03
wmwTest(rmat, rl, valType="p.greater")
#> [1] 4.267702e-01 1.949087e-14 9.976222e-01

wmwTest(rmat, which(rl), valType="p.two.sided")
#> [1] 8.535404e-01 3.898175e-14 4.758899e-03
wmwTest(rmat, which(rl), valType="p.greater")
#> [1] 4.267702e-01 1.949087e-14 9.976222e-01

## other valTypes
wmwTest(rmat, which(rl), valType="U")
#> [1] 125839 159539 112104
wmwTest(rmat, which(rl), valType="abs.log10p.greater")
#> [1]  0.369805934 13.710168669  0.001033906
wmwTest(rmat, which(rl), valType="log10p.less")
#> [1] -2.416062e-01 -8.437865e-15 -2.623524e+00
wmwTest(rmat, which(rl), valType="abs.log10p.two.sided")
#> [1]  0.06877594 13.40913867  2.32249352
wmwTest(rmat, which(rl), valType="Q")
#> [1]  0.06877594 13.40913867 -2.32249352
wmwTest(rmat, which(rl), valType="r")
#> [1]  0.006748243  0.276357949 -0.103135713
wmwTest(rmat, which(rl), valType="f")
#> [1] 0.5033741 0.6381790 0.4484321

## using ExpressionSet
data(sample.ExpressionSet)
testSet <- sample.ExpressionSet
fData(testSet)$GeneSymbol <- paste("GENE_",1:nrow(testSet), sep="")
mySig1 <- sample(c(TRUE, FALSE), nrow(testSet), prob=c(0.25, 0.75), replace=TRUE)
wmwTest(testSet, which(mySig1), valType="p.greater")
#>         A         B         C         D         E         F         G         H 
#> 0.3968848 0.4750041 0.4090897 0.5238279 0.5757461 0.4790929 0.4343313 0.6157803 
#>         I         J         K         L         M         N         O         P 
#> 0.6872272 0.5165239 0.4499611 0.5820556 0.4755881 0.4934181 0.4666891 0.4785086 
#>         Q         R         S         T         U         V         W         X 
#> 0.6280457 0.2976157 0.3232340 0.6152199 0.6149396 0.3576255 0.3540736 0.4102298 
#>         Y         Z 
#> 0.5086293 0.4288550 

## using integer
exprs(testSet)[,1L] <- exprs(testSet)[,1L] + ifelse(mySig1, 50, 0)
wmwTest(testSet, which(mySig1), valType="p.greater")
#>            A            B            C            D            E            F 
#> 4.427725e-06 4.750041e-01 4.090897e-01 5.238279e-01 5.757461e-01 4.790929e-01 
#>            G            H            I            J            K            L 
#> 4.343313e-01 6.157803e-01 6.872272e-01 5.165239e-01 4.499611e-01 5.820556e-01 
#>            M            N            O            P            Q            R 
#> 4.755881e-01 4.934181e-01 4.666891e-01 4.785086e-01 6.280457e-01 2.976157e-01 
#>            S            T            U            V            W            X 
#> 3.232340e-01 6.152199e-01 6.149396e-01 3.576255e-01 3.540736e-01 4.102298e-01 
#>            Y            Z 
#> 5.086293e-01 4.288550e-01 

## using lists
mySig2 <- sample(c(TRUE, FALSE), nrow(testSet), prob=c(0.6, 0.4), replace=TRUE)
wmwTest(testSet, list(first=mySig1, second=mySig2))
#>                   A         B         C         D         E         F         G
#> first  4.427725e-06 0.4750041 0.4090897 0.5238279 0.5757461 0.4790929 0.4343313
#> second 3.322462e-01 0.5830970 0.4508703 0.4503638 0.4788279 0.2795935 0.5079108
#>                H         I         J         K         L         M         N
#> first  0.6157803 0.6872272 0.5165239 0.4499611 0.5820556 0.4755881 0.4934181
#> second 0.5554548 0.6009788 0.5637822 0.4024829 0.4129130 0.5557076 0.4844365
#>                O         P         Q         R         S         T         U
#> first  0.4666891 0.4785086 0.6280457 0.2976157 0.3232340 0.6152199 0.6149396
#> second 0.5477364 0.5394920 0.4508703 0.5673067 0.4577155 0.4478326 0.4821416
#>                V         W         X         Y         Z
#> first  0.3576255 0.3540736 0.4102298 0.5086293 0.4288550
#> second 0.3385415 0.6612245 0.5985069 0.6346372 0.3837895
## using GMT file
gmt_file <- system.file("extdata/exp.tissuemark.affy.roche.symbols.gmt", package="BioQC")
gmt_list <- readGmt(gmt_file)

gss <- sample(unlist(sapply(gmt_list, function(x) x$genes)), 1000)
eset<-new("ExpressionSet",
         exprs=matrix(rnorm(10000), nrow=1000L),
         phenoData=new("AnnotatedDataFrame", data.frame(Sample=LETTERS[1:10])),
         featureData=new("AnnotatedDataFrame",data.frame(GeneSymbol=gss)))
esetWmwRes <- wmwTest(eset ,gmt_list, valType="p.greater")
summary(esetWmwRes)
#>        1                 2                 3                  4           
#>  Min.   :0.02198   Min.   :0.01316   Min.   :0.005433   Min.   :0.007333  
#>  1st Qu.:0.28609   1st Qu.:0.24582   1st Qu.:0.194880   1st Qu.:0.233636  
#>  Median :0.55866   Median :0.51048   Median :0.460976   Median :0.598480  
#>  Mean   :0.55896   Mean   :0.50834   Mean   :0.470506   Mean   :0.547411  
#>  3rd Qu.:0.79758   3rd Qu.:0.72584   3rd Qu.:0.706622   3rd Qu.:0.848243  
#>  Max.   :1.00000   Max.   :1.00000   Max.   :1.000000   Max.   :1.000000  
#>        5                  6                 7                 8            
#>  Min.   :0.002327   Min.   :0.01225   Min.   :0.00879   Min.   :0.0002731  
#>  1st Qu.:0.262446   1st Qu.:0.27261   1st Qu.:0.23966   1st Qu.:0.2535412  
#>  Median :0.531550   Median :0.58203   Median :0.52827   Median :0.5691982  
#>  Mean   :0.523777   Mean   :0.55246   Mean   :0.52780   Mean   :0.5251984  
#>  3rd Qu.:0.773279   3rd Qu.:0.79958   3rd Qu.:0.80507   3rd Qu.:0.7977362  
#>  Max.   :1.000000   Max.   :1.00000   Max.   :1.00000   Max.   :1.0000000  
#>        9                  10          
#>  Min.   :0.001639   Min.   :0.009709  
#>  1st Qu.:0.265712   1st Qu.:0.273843  
#>  Median :0.503677   Median :0.517334  
#>  Mean   :0.513945   Mean   :0.531123  
#>  3rd Qu.:0.738335   3rd Qu.:0.817494  
#>  Max.   :1.000000   Max.   :1.000000  

## using signed GMT file
signed_gmt_file <- system.file("extdata/test.gmt", package="BioQC")
signed_gmt <- readSignedGmt(signed_gmt_file)
esetSignedWmwRes <- wmwTest(eset, signed_gmt, valType="p.greater")

esetMat <- exprs(eset); rownames(esetMat) <- fData(eset)$GeneSymbol
esetSignedWmwRes2 <- wmwTest(esetMat, signed_gmt, valType="p.greater")