I think it might be of interest, that I implemented a fast algorithm for pre-ranked GSEA as an R-package "fgsea" which is available at Bioconductor (http://bioconductor.org/packages/fgsea) in devel-version and on GitHub (https://github.com/ctlab/fgsea).
When I say "fast", I mean a ten thousand permutations in ten seconds in one thread and the results are practically the same as in Broad version. If you want to know why it's fast you can check out the manuscript (http://biorxiv.org/content/early/2016/06/20/060012).
Best,
Alexey
Hello Pekka and Daniel,
Sorry for picking up the old thread, I just wanted to let you know that if you are still interested in this, I did some rewrite of piano sampling function, now it can do 10000 permutations for ~900 reactome pathways in about 10 min in a single thread. It did not went into the package on bioconductor, but you can build the package yourself from here: https://github.com/assaron/piano
Best,
Alexey
Please, check out the package fgsea (http://bioconductor.org/packages/devel/bioc/html/fgsea.html) it now has a very fast algorithm for pre-ranked GSEA. If you are not using devel version of Bioconductor you can install it from github using devtools::install_github("ctlab/fgsea")
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