stat.phi.omni: calculate the omnibus phi-divergence statistics under general...

Description Usage Arguments References Examples

Description

calculate the omnibus phi-divergence statistics under general correlation matrix.

Usage

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stat.phi.omni(p, M, K0 = rep(1, 4), K1 = rep(length(M[1, ]), 4), S = c(-1,
  0, 1, 2), t = 30, onesided = FALSE)

Arguments

p

- input pvalues.

M

- correlation matrix of input statistics (of the input p-values).

K0

- vector of search range starts (from the k0th smallest p-value).

K1

- vector of search range ends (at the k1th smallest p-value).

S

- vector of the phi-divergence test parameters.

t

- numerical truncation parameter.

onesided

- TRUE if the input p-values are one-sided.

References

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

Examples

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M = toeplitz(1/(1:10)*(-1)^(0:9)) #alternating polynomial decaying correlation matrix
stat.phi.omni(runif(10), M=M, K0=rep(1,4), K1=rep(5,4), S=c(-1,0,1,2))

SetTest documentation built on May 1, 2019, 9:11 p.m.