GBJ_pvalue | R Documentation |
Calculate the p-value for the Generalized Berk-Jones (GBJ) statistic.
GBJ_pvalue(observed_gbj, d, pairwise_cors, times_to_try = 5)
observed_gbj |
The observed value of the GBJ statistic. |
d |
The number of test statistics in the set. |
pairwise_cors |
A vector of all d(d-1)/2 pairwise correlations between the test statistics, where d is total number of test statistics in the set. |
times_to_try |
Sometimes the numerical root-finder is finnicky, so we have to give it extra chances to try and calculate the p-value if first time is failure. Recommend setting this parameter to 5. |
The p-value of the GBJ test.
GBJ_pvalue(observed_gbj=2, d=5, pairwise_cors=rep(0.2,10))
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