p.tpm.omni: CDF of omnibus truncated product method statistic under the...

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

Description

CDF of omnibus truncated product method statistic under the null hypothesis.

Usage

p.tpm.omni(q, n, TAU1, M = NULL)

Arguments

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.
M	- correlation matrix of the input statistics. Default = NULL assumes independence

Value

The left-tail probability of the null distribution of omnibus truncated product method statistic.

References

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

See Also

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

Examples

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

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