test.phi.omni: calculate the right-tail probability of omnibus...

In SetTest: Group Testing Procedures for Signal Detection and Goodness-of-Fit

Description

calculate the right-tail probability of omnibus phi-divergence statistics under general correlation matrix.

Usage

test.phi.omni(prob, M, K0, K1, S, onesided = FALSE)

Arguments

prob	- vector of input p-values.
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.
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

M = matrix(0.3,10,10) + diag(1-0.3, 10)
test.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.