pphi: calculate the left-tail probability of phi-divergence under...
In SetTest: Group Testing Procedures for Signal Detection and Goodness-of-Fit

Description Usage Arguments References Examples

calculate the left-tail probability of phi-divergence under general correlation matrix.

1	pphi(q, M, k0, k1, s = 2, t = 30, onesided = FALSE)

`q`	- quantile, must be a scalar.
`M`	- correlation matrix of input statistics (of the input p-values).
`k0`	- search range starts from the k0th smallest p-value.
`k1`	- search range ends at the k1th smallest p-value.
`s`	- the phi-divergence test parameter.
`t`	- numerical truncation parameter.
`onesided`	- TRUE if the input p-values are one-sided.

1. Hong Zhang, Jiashun Jin and Zheyang Wu. "Distributions and Statistical Power of Optimal Signal-Detection Methods In Finite Cases", submitted.

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M = toeplitz(1/(1:10)*(-1)^(0:9)) #alternating polynomial decaying correlation matrix
pphi(q=2, M=M, k0=1, k1=5, s=2)
pphi(q=2, M=diag(10), k0=1, k1=5, s=2)