Last updated: 2025-04-07

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File Version Author Date Message
Rmd 417c64f Dave Tang 2025-04-07 Checking out presto

Presto scales Wilcoxon and auROC analyses to millions of observations

The related Wilcoxon rank sum test and area under the receiver operator curve are ubiquitous in high dimensional biological data analysis. Current implementations do not scale readily to the increasingly large datasets generated by novel high-throughput technologies, such as single cell RNAseq. We introduce a simple and scalable implementation of both analyses, available through the R package Presto. Presto scales to big datasets, with functions optimized for both dense and sparse matrices. On a sparse dataset of 1 million observations, 10 groups, and 1,000 features, Presto performed both rank-sum and auROC analyses in only 17 seconds, compared to 6.4 hours with base R functions. Presto also includes functions to seamlessly integrate with the Seurat single cell analysis pipeline and the Bioconductor SingleCellExperiment class. Presto enables the use of robust classical analyses on big data with a simple interface and optimized implementation.

Install the following packages, if necessary.

remotes::install_github("immunogenomics/presto")

Load {presto}.

suppressPackageStartupMessages(library("presto"))
suppressPackageStartupMessages(library("Seurat"))

Seurat object

Import raw pbmc3k dataset from my server.

seurat_obj <- readRDS(url("https://davetang.org/file/pbmc3k_seurat.rds", "rb"))
seurat_obj
An object of class Seurat 
32738 features across 2700 samples within 1 assay 
Active assay: RNA (32738 features, 0 variable features)
 1 layer present: counts

Filter.

pbmc3k <- CreateSeuratObject(
  counts = seurat_obj@assays$RNA$counts,
  min.cells = 3,
  min.features = 200,
  project = "pbmc3k"
)
pbmc3k
An object of class Seurat 
13714 features across 2700 samples within 1 assay 
Active assay: RNA (13714 features, 0 variable features)
 1 layer present: counts

Normalise.

seurat_obj <- NormalizeData(seurat_obj, normalization.method = "LogNormalize", scale.factor = 1e4, verbose = FALSE)

Wilcoxon Rank Sum

Calculate gene variance and use gene with the highest variance for our testing.

gene_var <- apply(seurat_obj@assays$RNA$data, 1, var)
head(sort(gene_var, decreasing = TRUE))
     LYZ   S100A9  HLA-DRA     CST3   TYROBP   S100A8 
3.598973 3.307156 3.234347 2.901707 2.791768 2.585039 

Get the gene expression.

my_gene <- names(head(sort(gene_var, decreasing = TRUE), 1))
gene_exp <- seurat_obj@assays$RNA$data[my_gene, ]
head(gene_exp)
AAACATACAACCAC-1 AAACATTGAGCTAC-1 AAACATTGATCAGC-1 AAACCGTGCTTCCG-1 
        1.635208         1.962726         1.994867         4.521175 
AAACCGTGTATGCG-1 AAACGCACTGGTAC-1 
        0.000000         1.726522 

Create two (random) groups.

ngenes <- length(gene_exp)
set.seed(1984)
g1 <- sample(names(gene_exp), ngenes/2)
g2 <- setdiff(names(gene_exp), g1)
stopifnot(length(unique(c(g1, g2))) == ngenes)

Plot expression.

x <- gene_exp[g1]
y <- gene_exp[g2]

my_df <- data.frame(
  barcode = c(g1, g2),
  group = c(rep('g1', ngenes/2), rep('g2', ngenes/2)),
  exp = c(x, y)
)

boxplot(
  exp~group,
  data = my_df,
  main = my_gene
)

Perform Wilcoxon Rank Sum and Signed Rank Tests using wilcox.test.

res <- wilcox.test(exp~group, data = my_df)
res

    Wilcoxon rank sum test with continuity correction

data:  exp by group
W = 884528, p-value = 0.1731
alternative hypothesis: true location shift is not equal to 0

Fast Wilcoxon rank sum test and auROC using presto::wilcoxauc().

my_mat <- matrix(my_df$exp, nrow = 1)
colnames(my_mat) <- my_df$barcode
rownames(my_mat) <- my_gene
y <- factor(my_df$group)
presto_res <- wilcoxauc(my_mat, y)
presto_res
  feature group  avgExpr       logFC statistic      auc      pval      padj
1     LYZ    g1 1.802939 -0.08384549  884528.5 0.485338 0.1731151 0.1731151
2     LYZ    g2 1.886785  0.08384549  937971.5 0.514662 0.1731151 0.1731151
    pct_in  pct_out
1 59.62963 61.18519
2 61.18519 59.62963

Compare p-values.

res$p.value == presto_res$pval[1]
[1] TRUE

Average expression.

my_df |>
  dplyr::summarise(avgExpr = mean(exp), .by = group)
  group  avgExpr
1    g1 1.802939
2    g2 1.886785

Log fold change.

my_df |>
  dplyr::summarise(avgExpr = mean(exp), .by = group) |>
  dplyr::summarise(across(avgExpr, ~ log(.x[1] / .x[2])))
      avgExpr
1 -0.04545594

The difference between logFC calculations is a known issue; use the fix suggested by slowkow.

wilcoxauc_mod <- function(X, y, groups_use = NULL, verbose = TRUE, ...) {
    ## Check and possibly correct input values
    if (is(X, "dgeMatrix")) X <- as.matrix(X)
    if (is(X, "data.frame")) X <- as.matrix(X)
    if (is(X, "dgTMatrix")) X <- as(X, "dgCMatrix")
    if (is(X, "TsparseMatrix")) X <- as(X, "dgCMatrix")
    if (ncol(X) != length(y)) stop("number of columns of X does not
                                match length of y")
    if (!is.null(groups_use)) {
        idx_use <- which(y %in% intersect(groups_use, y))
        y <- y[idx_use]
        X <- X[, idx_use]
    }

    y <- factor(y)
    idx_use <- which(!is.na(y))
    if (length(idx_use) < length(y)) {
        y <- y[idx_use]
        X <- X[, idx_use]
        if (verbose)
            message("Removing NA values from labels")
    }

    group.size <- as.numeric(table(y))
    if (length(group.size[group.size > 0]) < 2) {
        stop("Must have at least 2 groups defined.")
    }

    if (is.null(row.names(X))) {
        row.names(X) <- paste0("Feature", seq_len(nrow(X)))
    }

    ## Compute primary statistics
    group.size <- as.numeric(table(y))
    n1n2 <- group.size * (ncol(X) - group.size)
    if (is(X, "dgCMatrix")) {
        rank_res <- rank_matrix(Matrix::t(X))
    } else {
        rank_res <- rank_matrix(X)
    }

    ustat <- presto:::compute_ustat(rank_res$X_ranked, y, n1n2, group.size)
    auc <- t(ustat / n1n2)
    pvals <- presto:::compute_pval(ustat, rank_res$ties, ncol(X), n1n2)
    fdr <- apply(pvals, 2, function(x) p.adjust(x, "BH"))

    ### Auxiliary Statistics (AvgExpr, PctIn, LFC, etc)
    group_sums <- sumGroups(X, y, 1)
    group_nnz <- nnzeroGroups(X, y, 1)
    group_pct <- sweep(group_nnz, 1, as.numeric(table(y)), "/") %>% t()
    group_pct_out <- -group_nnz %>%
        sweep(2, colSums(group_nnz) , "+") %>% 
        sweep(1, as.numeric(length(y) - table(y)), "/") %>% t()
    group_means <- sweep(group_sums, 1, as.numeric(table(y)), "/") %>% t()
    cs <- colSums(group_sums)
    gs <- as.numeric(table(y))
    lfc <- Reduce(cbind, lapply(seq_len(length(levels(y))), function(g) {
        group_means[, g] / ((cs - group_sums[g, ]) / (length(y) - gs[g]))
    })) |> log()

    res_list <- list(auc = auc,
                pval = pvals,
                padj = fdr,
                pct_in = 100 * group_pct,
                pct_out = 100 * group_pct_out,
                avgExpr = group_means,
                statistic = t(ustat),
                logFC = lfc)
    return(presto:::tidy_results(res_list, row.names(X), levels(y)))
}

assignInNamespace("wilcoxauc.default", wilcoxauc_mod, ns = "presto")

wilcoxauc(my_mat, y)
  feature group  avgExpr       logFC statistic      auc      pval      padj
1     LYZ    g1 1.802939 -0.04545594  884528.5 0.485338 0.1731151 0.1731151
2     LYZ    g2 1.886785  0.04545594  937971.5 0.514662 0.1731151 0.1731151
    pct_in  pct_out
1 59.62963 61.18519
2 61.18519 59.62963

sessionInfo()
R version 4.4.1 (2024-06-14)
Platform: x86_64-pc-linux-gnu
Running under: Ubuntu 22.04.5 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3 
LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.20.so;  LAPACK version 3.10.0

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

time zone: Etc/UTC
tzcode source: system (glibc)

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] Seurat_5.2.1       SeuratObject_5.0.2 sp_2.2-0           presto_1.0.0      
[5] data.table_1.16.2  Rcpp_1.0.13        workflowr_1.7.1   

loaded via a namespace (and not attached):
  [1] RColorBrewer_1.1-3     rstudioapi_0.17.1      jsonlite_1.8.9        
  [4] magrittr_2.0.3         spatstat.utils_3.1-2   farver_2.1.2          
  [7] rmarkdown_2.28         fs_1.6.4               vctrs_0.6.5           
 [10] ROCR_1.0-11            spatstat.explore_3.3-4 htmltools_0.5.8.1     
 [13] sass_0.4.9             sctransform_0.4.1      parallelly_1.38.0     
 [16] KernSmooth_2.23-24     bslib_0.8.0            htmlwidgets_1.6.4     
 [19] ica_1.0-3              plyr_1.8.9             plotly_4.10.4         
 [22] zoo_1.8-13             cachem_1.1.0           whisker_0.4.1         
 [25] igraph_2.1.4           mime_0.12              lifecycle_1.0.4       
 [28] pkgconfig_2.0.3        Matrix_1.7-0           R6_2.5.1              
 [31] fastmap_1.2.0          fitdistrplus_1.2-2     future_1.34.0         
 [34] shiny_1.10.0           digest_0.6.37          colorspace_2.1-1      
 [37] patchwork_1.3.0        ps_1.8.1               rprojroot_2.0.4       
 [40] tensor_1.5             RSpectra_0.16-2        irlba_2.3.5.1         
 [43] progressr_0.15.0       spatstat.sparse_3.1-0  httr_1.4.7            
 [46] polyclip_1.10-7        abind_1.4-8            compiler_4.4.1        
 [49] withr_3.0.2            fastDummies_1.7.5      highr_0.11            
 [52] MASS_7.3-60.2          tools_4.4.1            lmtest_0.9-40         
 [55] httpuv_1.6.15          future.apply_1.11.3    goftest_1.2-3         
 [58] glue_1.8.0             callr_3.7.6            nlme_3.1-164          
 [61] promises_1.3.2         grid_4.4.1             Rtsne_0.17            
 [64] getPass_0.2-4          cluster_2.1.6          reshape2_1.4.4        
 [67] generics_0.1.3         gtable_0.3.6           spatstat.data_3.1-4   
 [70] tidyr_1.3.1            spatstat.geom_3.3-5    RcppAnnoy_0.0.22      
 [73] ggrepel_0.9.6          RANN_2.6.2             pillar_1.10.1         
 [76] stringr_1.5.1          spam_2.11-1            RcppHNSW_0.6.0        
 [79] later_1.3.2            splines_4.4.1          dplyr_1.1.4           
 [82] lattice_0.22-6         survival_3.6-4         deldir_2.0-4          
 [85] tidyselect_1.2.1       miniUI_0.1.1.1         pbapply_1.7-2         
 [88] knitr_1.48             git2r_0.35.0           gridExtra_2.3         
 [91] scattermore_1.2        xfun_0.48              matrixStats_1.5.0     
 [94] stringi_1.8.4          lazyeval_0.2.2         yaml_2.3.10           
 [97] evaluate_1.0.1         codetools_0.2-20       tibble_3.2.1          
[100] cli_3.6.3              uwot_0.2.3             xtable_1.8-4          
[103] reticulate_1.41.0      munsell_0.5.1          processx_3.8.4        
[106] jquerylib_0.1.4        globals_0.16.3         spatstat.random_3.3-2 
[109] png_0.1-8              spatstat.univar_3.1-2  parallel_4.4.1        
[112] ggplot2_3.5.1          dotCall64_1.2          listenv_0.9.1         
[115] viridisLite_0.4.2      scales_1.3.0           ggridges_0.5.6        
[118] purrr_1.0.2            rlang_1.1.4            cowplot_1.1.3