It seemed unlikely that this disparity could have evolved in just a few million years so many scientists have been searching for fossil antecedents in the early Cambrian and Ediacaran (635-541 Ma). Many trace fossils have been found in the past few decades, indicating that the fossil animals of the Cambrian were preceded by small wormlike creatures.
The other approach has been sequence analysis. One can construct molecular phylogenies by comparing the sequences of genes in modern extant organisms. This approach has been highly successful over the past fifty years so that we now know a great deal about the relationship of the various animal phyla. The correspondence between the old morphological taxonomy and molecular evolution is the most powerful evidence we have that evolution explains the history of life [see Twin Nested Hierarchies].
The problem with sequence comparisons has always been getting accurate dates using the molecular clock. It is hard to get an accurate date when dealing with events that occurred 500 million years ago because there aren't very many calibration points. An accurate calibration point is a known time when two lineages diverge.
If there really was a rapid divergence in the Cambrian then one would expect the molecular tree to show this. But it never has. The molecular phylogeny shows that chordates diverged from invertebrates at least one hundred million years before their fossils appear in the Cambrian. Similarly other phyla and classes of animals have their origin long before the Cambrian, according to the molecular clock.
A recent paper in Science extends this comparison by calculating more a more accurate molecular phylogeny using seven housekeeping genes from 118 different species (Erwin et al. 2011). The result is shown in Figure 1 of the paper: "The origin and diversification of animals as inferred from the geologic and genetic fossil records." (Click on the figure to embiggen.)
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