p.tfisher.omni: CDF of omnibus thresholding Fisher's p-value combination...
In TFisher: Optimal Thresholding Fisher's P-Value Combination Method

Description Usage Arguments Value References See Also Examples

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

1	p.tfisher.omni(q, n, TAU1, TAU2, M = NULL, P0 = NULL)

`q`	- quantile, could be a vector.
`n`	- dimension parameter, i.e. the number of p-values to be combined.
`TAU1`	- a vector of truncation parameters. Must be in non-descending order.
`TAU2`	- a vector of normalization parameters. Must be in non-descending order.
`M`	- correlation matrix of the input statistics. Default = NULL assumes independence.
`P0`	- a vector of point masses of TFisher statistics. Default = NULL.

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

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

stat.tfisher.omni for the definition of the statistic.

q = 0.05
n = 20
TAU1 = c(0.01, 0.05, 0.5, 1)
TAU2 = c(0.1, 0.2, 0.5, 1)
M = matrix(0.3,20,20) + diag(1-0.3,20)
p.tfisher.omni(q=q, n=n, TAU1=TAU1, TAU2=TAU2, M=M)