p.tfisher: CDF of thresholding Fisher's p-value combination statistic...

In TFisher: Optimal Thresholding Fisher's P-Value Combination Method

Description

CDF of thresholding Fisher's p-value combination statistic under the null hypothesis.

Usage

p.tfisher(q, n, tau1, tau2, M = NULL, mu = NULL, sigma2 = NULL,
  p0 = NULL)

Arguments

q	- quantile, could be a vector.
n	- dimension parameter, i.e. the number of p-values to be combined.
tau1	- truncation parameter. 0 < tau1 <= 1.
tau2	- normalization parameter. tau2 >= tau1.
M	- correlation matrix of the input statistics. Default = NULL assumes independence.
mu	- the mean of TFisher statistics. Default = NULL.
sigma2	- the variance of TFisher statistics. Default = NULL.
p0	- the point masse of TFisher statistics. Default = NULL.

Value

The left-tail probability of the null distribution of thresholding Fisher's p-value combination statistic at the given quantile.

References

1. Hong Zhang and Zheyang Wu. "TFisher Tests: Optimal and Adaptive Thresholding for Combining p-Values", submitted.

See Also

stat.tfisher for the definition of the statistic.

Examples

pval <- runif(20)
tfstat <- stat.tfisher(p=pval, tau1=0.25, tau2=0.75)
p.tfisher(q=tfstat, n=20, tau1=0.25, tau2=0.75)
M = matrix(0.3,20,20) + diag(1-0.3,20)
p.tfisher(q=tfstat, n=20, tau1=0.25, tau2=0.75, M=M)

Example output

[1] 0.5606319
[1] 0.6188198

TFisher documentation built on May 2, 2019, 12:20 p.m.