The XL-mHG Test For Enrichment: A Technical Report

The minimum hypergeometric test (mHG) is a powerful nonparametric hypothesis test to detect enrichment in ranked binary lists. Here, I provide a detailed review of its definition, as well as the algorithms used in its implementation, which enable the efficient computation of an exact p-value. I then introduce a generalization of the mHG, termed XL-mHG, which provides additional control over the type of enrichment tested, and describe the precise algorithmic modifications necessary to compute its test statistic and p-value. The XL-mHG algorithm is a building block of GO-PCA, a recently proposed method for the exploratory analysis of gene expression data using prior knowledge.